strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
idxctrl_20251010_151527
51 mt_962_use2008_best_save_rnk500_idxctrl 214.36 265.45 65.85 263.97 65.85 48.79 49.06 64.05 4.49
60 mt_961_use2023_best_save_rnk500_idxctrl 207.50 258.59 58.99 257.11 58.99 41.93 42.20 57.19 -2.37
62 mt_962_use2008_last_save_rnk500_idxctrl 206.57 257.66 58.06 256.18 58.06 41.00 41.27 56.26 -3.29
91 mt_961_use2008_best_save_rnk500_idxctrl 171.40 222.49 22.88 221.01 22.88 5.83 6.09 21.09 -38.47
111 mt_961_use2023_last_save_rnk500_idxctrl 156.78 207.87 8.26 206.39 8.26 -8.79 -8.53 6.47 -53.09
112 mt_962_use2009_best_save_rnk500_idxctrl 156.36 207.45 7.85 205.97 7.85 -9.21 -8.95 6.05 -53.51
119 mt_961_use2011_last_save_rnk500_idxctrl 151.38 202.48 2.87 201.00 2.87 -14.18 -13.92 1.07 -58.48
121 mt_961_use2008_last_save_rnk500_idxctrl 150.67 201.76 2.15 200.28 2.15 -14.90 -14.64 0.36 -59.20
123 mt_962_use2009_last_save_rnk500_idxctrl 150.28 201.37 1.77 199.89 1.77 -15.29 -15.03 -0.03 -59.59
131 mt_961_use2012_last_save_rnk500_idxctrl 143.82 194.92 -4.69 193.44 -4.69 -21.74 -21.48 -6.49 -66.04
161 mt_961_use2016_last_save_rnk500_idxctrl 130.14 181.23 -18.37 179.75 -18.37 -35.43 -35.17 -20.17 -79.73
168 mt_961_use2018_best_save_rnk500_idxctrl 126.16 177.26 -22.35 175.78 -22.35 -39.40 -39.14 -24.15 -83.70
173 mt_961_use2012_best_save_rnk500_idxctrl 120.55 171.65 -27.96 170.17 -27.96 -45.02 -44.75 -29.76 -89.31
175 mt_962_use2016_best_save_rnk500_idxctrl 118.42 169.51 -30.09 168.03 -30.09 -47.15 -46.89 -31.89 -91.45
179 mt_961_use2016_best_save_rnk500_idxctrl 116.35 167.44 -32.16 165.97 -32.16 -49.22 -48.95 -33.96 -93.51
208 mt_961_use2024_last_save_rnk500_idxctrl 106.46 157.55 -42.05 156.07 -42.05 -59.11 -58.84 -43.85 -103.40
217 mt_962_use2011_best_save_rnk500_idxctrl 103.93 155.02 -44.58 153.54 -44.58 -61.64 -61.38 -46.38 -105.94
218 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 103.08 154.17 -45.43 152.69 -45.43 -62.49 -62.23 -47.23 -106.79
225 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 101.56 152.65 -46.95 151.17 -46.95 -64.01 -63.74 -48.75 -108.31
226 mt_961_use2009_last_save_rnk500_idxctrl 101.24 152.33 -47.28 150.85 -47.27 -64.33 -64.07 -49.07 -108.63
228 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 99.70 150.80 -48.81 149.32 -48.81 -65.86 -65.60 -50.61 -110.16
232 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 98.20 149.29 -50.32 147.81 -50.32 -67.37 -67.11 -52.11 -111.67
240 mt_961_use2009_best_save_rnk500_idxctrl 95.00 146.09 -53.51 144.61 -53.51 -70.57 -70.31 -55.31 -114.87
245 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 92.77 143.86 -55.75 142.38 -55.75 -72.80 -72.54 -57.54 -117.10
249 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 91.13 142.22 -57.39 140.74 -57.39 -74.44 -74.18 -59.18 -118.74
251 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 89.57 140.66 -58.95 139.18 -58.95 -76.00 -75.74 -60.74 -120.30
252 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 89.40 140.49 -59.12 139.01 -59.12 -76.17 -75.91 -60.91 -120.47
253 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 88.98 140.07 -59.53 138.59 -59.53 -76.59 -76.33 -61.33 -120.89
254 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 87.24 138.33 -61.28 136.85 -61.28 -78.33 -78.07 -63.07 -122.63
255 mt_962_use2018_last_save_rnk500_idxctrl 86.00 137.09 -62.52 135.61 -62.52 -79.57 -79.31 -64.31 -123.87
256 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 85.92 137.01 -62.59 135.54 -62.59 -79.65 -79.38 -64.39 -123.94
259 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 83.68 134.77 -64.84 133.29 -64.83 -81.89 -81.63 -66.63 -126.19
262 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 82.89 133.99 -65.62 132.51 -65.62 -82.67 -82.41 -67.42 -126.97
266 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 81.23 132.33 -67.28 130.85 -67.28 -84.33 -84.07 -69.08 -128.63
272 mt_961_use2010_last_save_rnk500_idxctrl 76.00 127.09 -72.51 125.61 -72.51 -89.57 -89.31 -74.31 -133.87
276 mt_961_use2011_best_save_rnk500_idxctrl 74.94 126.03 -73.58 124.55 -73.58 -90.63 -90.37 -75.37 -134.93
278 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 74.78 125.87 -73.73 124.39 -73.73 -90.79 -90.53 -75.53 -135.09
279 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 74.78 125.87 -73.73 124.39 -73.73 -90.79 -90.53 -75.53 -135.09
283 mt_961_use2010_best_save_rnk500_idxctrl 74.07 125.16 -74.44 123.68 -74.44 -91.50 -91.23 -76.24 -135.79
284 mt_961_use2024_best_save_rnk500_idxctrl 74.03 125.12 -74.49 123.64 -74.49 -91.54 -91.28 -76.28 -135.84
287 multin_zz1000_61004_idxctrl_pv_rm_fnd 73.15 124.24 -75.36 122.76 -75.36 -92.42 -92.16 -77.16 -136.72
288 multin_zz1000_61002_idxctrl_pv_rm_fnd 73.15 124.24 -75.36 122.76 -75.36 -92.42 -92.16 -77.16 -136.72
306 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 64.70 115.79 -83.82 114.31 -83.82 -100.87 -100.61 -85.61 -145.17
310 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 63.69 114.78 -84.82 113.30 -84.82 -101.88 -101.61 -86.62 -146.18
311 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 63.34 114.43 -85.18 112.95 -85.18 -102.23 -101.97 -86.97 -146.53
312 multin_zz1000_61001_idxctrl_pv_rm_fnd 63.15 114.24 -85.37 112.76 -85.37 -102.42 -102.16 -87.16 -146.72
316 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 62.52 113.61 -85.99 112.13 -85.99 -103.05 -102.78 -87.79 -147.34
318 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 62.11 113.20 -86.40 111.72 -86.40 -103.46 -103.20 -88.20 -147.76
320 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 60.59 111.68 -87.93 110.20 -87.93 -104.98 -104.72 -89.72 -149.28
321 multin_zz1000_61004_idxctrl_zz1000_pv 59.08 110.17 -89.44 108.69 -89.44 -106.49 -106.23 -91.23 -150.79
322 multin_zz1000_61004_idxctrl_50010002000_pv 58.58 109.68 -89.93 108.20 -89.93 -106.99 -106.72 -91.73 -151.28
323 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 58.08 109.17 -90.44 107.69 -90.44 -107.49 -107.23 -92.23 -151.79
324 multin_zz1000_61002_idxctrl_zz1000_pv 57.80 108.89 -90.72 107.41 -90.72 -107.77 -107.51 -92.51 -152.07
326 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 56.75 107.84 -91.77 106.36 -91.77 -108.82 -108.56 -93.56 -153.12
327 multin_zz1000_61002_idxctrl_50010002000_pv 56.44 107.53 -92.07 106.05 -92.07 -109.13 -108.87 -93.87 -153.43
330 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 54.39 105.48 -94.12 104.00 -94.12 -111.18 -110.92 -95.92 -155.48
331 multin_zz1000_61004_idxctrl_top3800_pv 54.21 105.30 -94.31 103.82 -94.31 -111.36 -111.10 -96.10 -155.66
332 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 54.10 105.19 -94.41 103.71 -94.41 -111.47 -111.21 -96.21 -155.77
333 mt_961_use2018_last_save_rnk500_idxctrl 53.75 104.84 -94.76 103.37 -94.76 -111.82 -111.55 -96.56 -156.11
334 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 53.47 104.56 -95.05 103.08 -95.05 -112.10 -111.84 -96.84 -156.40
335 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 53.23 104.33 -95.28 102.85 -95.28 -112.33 -112.07 -97.08 -156.63
336 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 52.76 103.86 -95.75 102.38 -95.75 -112.80 -112.54 -97.55 -157.10
337 multin_zz1000_61002_idxctrl_top3800_pv 52.12 103.22 -96.39 101.74 -96.39 -113.45 -113.18 -98.19 -157.74
342 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 50.64 101.73 -97.87 100.25 -97.87 -114.93 -114.67 -99.67 -159.23
345 multin_zz1000_61001_idxctrl_zz1000_pv 48.70 99.79 -99.82 98.31 -99.82 -116.87 -116.61 -101.61 -161.17
348 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 48.26 99.35 -100.25 97.88 -100.25 -117.31 -117.04 -102.05 -161.60
350 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 47.64 98.73 -100.87 97.25 -100.87 -117.93 -117.67 -102.67 -162.23
351 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 46.75 97.84 -101.77 96.36 -101.76 -118.82 -118.56 -103.56 -163.12
352 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 46.45 97.54 -102.06 96.06 -102.06 -119.12 -118.85 -103.86 -163.41
357 mt_962_use2010_best_save_rnk500_idxctrl 43.45 94.54 -105.07 93.06 -105.07 -122.12 -121.86 -106.86 -166.42
363 mt_961_use2014_last_save_rnk500_idxctrl 38.16 89.25 -110.35 87.77 -110.35 -127.41 -127.15 -112.15 -171.71
367 multin_zz1000_61001_idxctrl_50010002000_pv 33.42 84.51 -115.10 83.03 -115.09 -132.15 -131.89 -116.89 -176.45
369 mt_961_use2013_last_save_rnk500_idxctrl 33.38 84.47 -115.14 82.99 -115.14 -132.19 -131.93 -116.93 -176.49
374 mt_962_use2011_last_save_rnk500_idxctrl 31.69 82.78 -116.82 81.30 -116.82 -133.88 -133.61 -118.62 -178.17
376 mt_961_use2022_last_save_rnk500_idxctrl 30.48 81.57 -118.03 80.09 -118.03 -135.09 -134.83 -119.83 -179.39
377 multin_zz1000_61002_idxctrl_pv 29.24 80.33 -119.28 78.85 -119.28 -136.33 -136.07 -121.07 -180.63
378 multin_zz1000_61004_idxctrl_pv 29.24 80.33 -119.28 78.85 -119.28 -136.33 -136.07 -121.07 -180.63
380 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 27.78 78.88 -120.73 77.40 -120.73 -137.78 -137.52 -122.53 -182.08
381 multin_zz1000_61004_idxctrl_pv_rm_blc 27.51 78.60 -121.00 77.12 -121.00 -138.06 -137.80 -122.80 -182.36
382 multin_zz1000_61002_idxctrl_pv_rm_blc 27.51 78.60 -121.00 77.12 -121.00 -138.06 -137.80 -122.80 -182.36
386 multin_zz1000_61001_idxctrl_top3800_pv 23.14 74.23 -125.38 72.75 -125.38 -142.43 -142.17 -127.17 -186.73
389 multin_zz1000_61001_idxctrl_pv 19.54 70.63 -128.97 69.15 -128.97 -146.03 -145.77 -130.77 -190.33
391 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 18.03 69.13 -130.48 67.65 -130.48 -147.53 -147.27 -132.28 -191.83
392 multin_zz1000_61001_idxctrl_pv_rm_blc 17.64 68.73 -130.87 67.26 -130.87 -147.93 -147.66 -132.67 -192.22
394 mt_961_use2017_last_save_rnk500_idxctrl 13.74 64.83 -134.78 63.35 -134.78 -151.83 -151.57 -136.57 -196.13
401 mt_961_use2022_best_save_rnk500_idxctrl 7.39 58.48 -141.13 57.00 -141.13 -158.18 -157.92 -142.92 -202.48
403 mt_962_use2010_last_save_rnk500_idxctrl 6.35 57.44 -142.17 55.96 -142.17 -159.22 -158.96 -143.96 -203.52
405 multin_zz500_61004_idxctrl_zz500_pv 1.77 52.86 -146.75 51.38 -146.75 -163.80 -163.54 -148.54 -208.10
406 multin_zz500_61002_idxctrl_zz500_pv 1.00 52.09 -147.51 50.61 -147.51 -164.57 -164.30 -149.31 -208.86
409 mt_961_use2019_last_save_rnk500_idxctrl -2.58 48.51 -151.09 47.03 -151.09 -168.15 -167.89 -152.89 -212.45
420 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -5.75 45.35 -154.26 43.87 -154.26 -171.31 -171.05 -156.06 -215.61
421 multin_zz500_61001_idxctrl_zz500_pv -5.92 45.17 -154.43 43.69 -154.43 -171.49 -171.23 -156.23 -215.79
422 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -6.60 44.50 -155.11 43.02 -155.11 -172.16 -171.90 -156.91 -216.46
427 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -13.86 37.23 -162.37 35.75 -162.37 -179.43 -179.16 -164.17 -223.72
430 mt_961_use2015_last_save_rnk500_idxctrl -16.49 34.60 -165.00 33.12 -165.00 -182.06 -181.80 -166.80 -226.36
452 mt_961_use2020_best_save_rnk500_idxctrl -33.16 17.93 -181.68 16.45 -181.68 -198.73 -198.47 -183.47 -243.03
454 mt_962_use2017_last_save_rnk500_idxctrl -33.89 17.20 -182.41 15.72 -182.41 -199.46 -199.20 -184.20 -243.76
456 mt_961_use2017_best_save_rnk500_idxctrl -35.62 15.47 -184.13 13.99 -184.13 -201.19 -200.93 -185.93 -245.49
462 mt_961_use2014_best_save_rnk500_idxctrl -42.15 8.94 -190.67 7.46 -190.67 -207.72 -207.46 -192.46 -252.02
464 mt_962_use2016_last_save_rnk500_idxctrl -43.20 7.89 -191.72 6.41 -191.72 -208.77 -208.51 -193.51 -253.07
465 mt_961_use2020_last_save_rnk500_idxctrl -46.02 5.07 -194.54 3.59 -194.54 -211.59 -211.33 -196.33 -255.89
474 mt_961_use2019_best_save_rnk500_idxctrl -57.57 -6.48 -206.09 -7.96 -206.09 -223.14 -222.88 -207.88 -267.44
476 mt_961_use2015_best_save_rnk500_idxctrl -60.93 -9.84 -209.45 -11.32 -209.45 -226.50 -226.24 -211.24 -270.80
479 mt_961_use2021_last_save_rnk500_idxctrl -64.29 -13.20 -212.81 -14.68 -212.81 -229.86 -229.60 -214.60 -274.16
483 mt_962_use2012_last_save_rnk500_idxctrl -68.38 -17.28 -216.89 -18.76 -216.89 -233.95 -233.68 -218.69 -278.24
486 mt_962_use2015_last_save_rnk500_idxctrl -79.27 -28.18 -227.79 -29.66 -227.79 -244.84 -244.58 -229.58 -289.14
488 mt_962_use2014_last_save_rnk500_idxctrl -82.53 -31.44 -231.04 -32.92 -231.04 -248.10 -247.84 -232.84 -292.40
491 mt_962_use2024_best_save_rnk500_idxctrl -86.34 -35.25 -234.86 -36.73 -234.86 -251.91 -251.65 -236.65 -296.21
498 mt_962_use2013_last_save_rnk500_idxctrl -92.84 -41.74 -241.35 -43.22 -241.35 -258.41 -258.14 -243.15 -302.70
500 mt_962_use2018_best_save_rnk500_idxctrl -95.22 -44.13 -243.73 -45.61 -243.73 -260.79 -260.53 -245.53 -305.09
501 mt_962_use2017_best_save_rnk500_idxctrl -97.86 -46.77 -246.38 -48.25 -246.37 -263.43 -263.17 -248.17 -307.73
502 mt_962_use2014_best_save_rnk500_idxctrl -98.91 -47.82 -247.43 -49.30 -247.43 -264.48 -264.22 -249.22 -308.78
504 mt_961_use2013_best_save_rnk500_idxctrl -100.57 -49.48 -249.09 -50.96 -249.09 -266.14 -265.88 -250.88 -310.44
505 mt_962_use2024_last_save_rnk500_idxctrl -108.48 -57.39 -256.99 -58.87 -256.99 -274.05 -273.79 -258.79 -318.35
506 mt_962_use2023_last_save_rnk500_idxctrl -111.46 -60.37 -259.97 -61.85 -259.97 -277.03 -276.76 -261.77 -321.32
507 mt_962_use2012_best_save_rnk500_idxctrl -114.94 -63.85 -263.46 -65.33 -263.46 -280.51 -280.25 -265.25 -324.81
509 mt_962_use2023_best_save_rnk500_idxctrl -126.32 -75.23 -274.83 -76.71 -274.83 -291.89 -291.63 -276.63 -336.19
510 mt_962_use2019_last_save_rnk500_idxctrl -127.00 -75.91 -275.51 -77.39 -275.51 -292.57 -292.31 -277.31 -336.87
512 mt_962_use2013_best_save_rnk500_idxctrl -134.62 -83.53 -283.13 -85.01 -283.13 -300.19 -299.92 -284.93 -344.49
514 mt_962_use2021_last_save_rnk500_idxctrl -145.51 -94.42 -294.03 -95.90 -294.03 -311.08 -310.82 -295.82 -355.38
517 mt_962_use2019_best_save_rnk500_idxctrl -156.14 -105.05 -304.65 -106.53 -304.65 -321.71 -321.44 -306.45 -366.01
519 mt_962_use2022_last_save_rnk500_idxctrl -164.28 -113.19 -312.79 -114.67 -312.79 -329.85 -329.58 -314.59 -374.15
520 mt_962_use2022_best_save_rnk500_idxctrl -167.46 -116.37 -315.98 -117.85 -315.98 -333.03 -332.77 -317.77 -377.33
521 mt_962_use2021_best_save_rnk500_idxctrl -179.78 -128.69 -328.30 -130.17 -328.30 -345.35 -345.09 -330.09 -389.65
522 mt_962_use2020_last_save_rnk500_idxctrl -180.29 -129.20 -328.81 -130.68 -328.81 -345.86 -345.60 -330.60 -390.16
523 mt_962_use2015_best_save_rnk500_idxctrl -187.78 -136.69 -336.29 -138.17 -336.29 -353.35 -353.09 -338.09 -397.65
524 mt_961_use2021_best_save_rnk500_idxctrl -187.83 -136.74 -336.35 -138.22 -336.35 -353.40 -353.14 -338.14 -397.70
527 mt_962_use2020_best_save_rnk500_idxctrl -241.19 -190.10 -389.71 -191.58 -389.70 -406.76 -406.50 -391.50 -451.06