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_20251013_151520
66 mt_962_use2012_best_save_rnk500_idxctrl 36.49 45.57 21.17 67.09 21.17 40.54 162.11 203.70 225.52
67 mt_962_use2014_last_save_rnk500_idxctrl 36.41 45.48 21.08 67.01 21.08 40.46 162.03 203.61 225.44
89 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 29.07 38.15 13.75 59.67 13.75 33.12 154.69 196.28 218.10
91 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 28.79 37.86 13.46 59.39 13.46 32.84 154.40 195.99 217.82
113 mt_962_use2013_best_save_rnk500_idxctrl 24.77 33.84 9.44 55.37 9.44 28.81 150.38 191.97 213.80
116 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 23.41 32.49 8.09 54.01 8.09 27.46 149.03 190.61 212.44
117 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 23.33 32.40 8.00 53.93 8.00 27.38 148.94 190.53 212.36
121 mt_962_use2017_last_save_rnk500_idxctrl 23.24 32.31 7.91 53.84 7.91 27.28 148.85 190.44 212.27
153 mt_962_use2020_best_save_rnk500_idxctrl 17.56 26.63 2.23 48.16 2.23 21.61 143.17 184.76 206.59
154 mt_962_use2014_best_save_rnk500_idxctrl 17.55 26.62 2.22 48.14 2.22 21.59 143.16 184.75 206.57
156 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 17.36 26.44 2.04 47.96 2.04 21.41 142.98 184.57 206.39
158 mt_962_use2012_last_save_rnk500_idxctrl 17.26 26.33 1.93 47.86 1.93 21.30 142.87 184.46 206.29
159 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 17.25 26.33 1.93 47.85 1.93 21.30 142.87 184.46 206.28
162 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 16.62 25.69 1.29 47.22 1.29 20.67 142.23 183.82 205.65
163 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 16.48 25.55 1.15 47.08 1.15 20.52 142.09 183.68 205.50
165 mt_961_use2021_best_save_rnk500_idxctrl 16.03 25.11 0.70 46.63 0.71 20.08 141.65 183.23 205.06
167 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 15.52 24.59 0.19 46.12 0.19 19.57 141.14 182.72 204.55
169 mt_962_use2013_last_save_rnk500_idxctrl 15.36 24.43 0.03 45.96 0.03 19.41 140.97 182.56 204.39
170 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 15.09 24.16 -0.24 45.69 -0.24 19.14 140.71 182.29 204.12
175 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 14.52 23.59 -0.81 45.12 -0.81 18.57 140.13 181.72 203.55
177 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 14.14 23.21 -1.19 44.74 -1.19 18.19 139.75 181.34 203.17
188 mt_962_use2019_best_save_rnk500_idxctrl 11.82 20.89 -3.51 42.42 -3.51 15.87 137.44 179.02 200.85
204 mt_962_use2017_best_save_rnk500_idxctrl 9.48 18.55 -5.85 40.08 -5.85 13.53 135.10 176.68 198.51
237 multin_zz1000_61001_idxctrl_50010002000_pv 3.79 12.86 -11.54 34.39 -11.54 7.84 129.40 170.99 192.82
238 mt_962_use2020_last_save_rnk500_idxctrl 3.76 12.83 -11.57 34.36 -11.57 7.81 129.37 170.96 192.79
245 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 2.97 12.04 -12.36 33.56 -12.36 7.01 128.58 170.17 191.99
246 mt_962_use2015_last_save_rnk500_idxctrl 2.91 11.98 -12.42 33.50 -12.42 6.95 128.52 170.11 191.93
249 mt_962_use2018_last_save_rnk500_idxctrl 2.37 11.45 -12.95 32.97 -12.95 6.42 127.99 169.57 191.40
251 mt_962_use2019_last_save_rnk500_idxctrl 2.22 11.29 -13.11 32.82 -13.11 6.27 127.84 169.42 191.25
255 mt_961_use2014_best_save_rnk500_idxctrl 0.48 9.55 -14.85 31.08 -14.85 4.53 126.09 167.68 189.51
260 mt_962_use2018_best_save_rnk500_idxctrl -0.27 8.80 -15.60 30.33 -15.60 3.78 125.34 166.93 188.76
261 multin_zz1000_61001_idxctrl_top3800_pv -0.41 8.67 -15.73 30.19 -15.73 3.64 125.21 166.79 188.62
263 mt_962_use2016_last_save_rnk500_idxctrl -0.87 8.21 -16.20 29.73 -16.19 3.18 124.75 166.33 188.16
264 mt_961_use2021_last_save_rnk500_idxctrl -0.92 8.16 -16.24 29.68 -16.24 3.13 124.70 166.29 188.11
266 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -1.43 7.65 -16.76 29.17 -16.75 2.62 124.19 165.77 187.60
273 multin_zz1000_61002_idxctrl_50010002000_pv -2.58 6.49 -17.91 28.02 -17.91 1.46 123.03 164.62 186.45
275 multin_zz1000_61002_idxctrl_top3800_pv -2.60 6.47 -17.93 28.00 -17.93 1.44 123.01 164.60 186.43
280 multin_zz1000_61004_idxctrl_top3800_pv -3.45 5.62 -18.78 27.15 -18.78 0.60 122.17 163.75 185.58
285 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -3.71 5.36 -19.04 26.89 -19.03 0.34 121.91 163.49 185.32
290 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -3.85 5.22 -19.18 26.75 -19.18 0.20 121.77 163.35 185.18
291 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -3.92 5.16 -19.24 26.68 -19.24 0.13 121.70 163.29 185.11
292 multin_zz1000_61004_idxctrl_50010002000_pv -4.32 4.75 -19.65 26.28 -19.65 -0.27 121.29 162.88 184.71
294 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -4.79 4.28 -20.12 25.81 -20.12 -0.75 120.82 162.41 184.24
300 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -5.32 3.75 -20.65 25.27 -20.65 -1.28 120.29 161.88 183.70
302 mt_962_use2016_best_save_rnk500_idxctrl -5.50 3.57 -20.83 25.10 -20.83 -1.45 120.11 161.70 183.53
304 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -5.85 3.22 -21.18 24.75 -21.18 -1.80 119.76 161.35 183.18
306 mt_961_use2016_best_save_rnk500_idxctrl -5.96 3.12 -21.28 24.64 -21.28 -1.91 119.66 161.25 183.07
309 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -6.68 2.39 -22.01 23.92 -22.01 -2.64 118.93 160.52 182.35
316 mt_962_use2015_best_save_rnk500_idxctrl -7.35 1.72 -22.68 23.25 -22.68 -3.30 118.27 159.85 181.68
335 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -10.22 -1.15 -25.55 20.38 -25.55 -6.18 115.39 156.98 178.81
337 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -10.51 -1.43 -25.83 20.09 -25.83 -6.46 115.11 156.70 178.52
338 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -10.77 -1.70 -26.10 19.83 -26.10 -6.73 114.84 156.43 178.26
339 mt_961_use2015_best_save_rnk500_idxctrl -10.79 -1.72 -26.12 19.81 -26.12 -6.74 114.83 156.41 178.24
340 mt_962_use2021_best_save_rnk500_idxctrl -10.94 -1.86 -26.26 19.66 -26.26 -6.89 114.68 156.27 178.09
341 mt_962_use2011_last_save_rnk500_idxctrl -11.06 -1.99 -26.39 19.54 -26.39 -7.01 114.56 156.14 177.97
342 mt_962_use2021_last_save_rnk500_idxctrl -11.11 -2.04 -26.44 19.49 -26.44 -7.07 114.50 156.09 177.92
343 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -11.53 -2.46 -26.86 19.07 -26.86 -7.49 114.08 155.67 177.50
345 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -11.76 -2.69 -27.09 18.84 -27.09 -7.72 113.85 155.44 177.27
347 mt_961_use2016_last_save_rnk500_idxctrl -12.30 -3.23 -27.63 18.30 -27.63 -8.25 113.31 154.90 176.73
350 mt_961_use2018_best_save_rnk500_idxctrl -12.97 -3.90 -28.30 17.63 -28.30 -8.92 112.64 154.23 176.06
351 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -13.14 -4.07 -28.47 17.46 -28.47 -9.10 112.47 154.06 175.89
352 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -13.22 -4.15 -28.55 17.38 -28.55 -9.18 112.39 153.98 175.81
359 multin_zz1000_61001_idxctrl_pv_rm_fnd -14.49 -5.42 -29.82 16.11 -29.82 -10.44 111.12 152.71 174.54
360 multin_zz1000_61001_idxctrl_pv_rm_blc -14.54 -5.47 -29.87 16.06 -29.87 -10.50 111.07 152.66 174.48
368 mt_962_use2023_best_save_rnk500_idxctrl -15.22 -6.15 -30.55 15.38 -30.55 -11.17 110.40 151.98 173.81
369 mt_961_use2008_last_save_rnk500_idxctrl -15.30 -6.23 -30.63 15.29 -30.63 -11.26 110.31 151.90 173.72
371 multin_zz1000_61001_idxctrl_pv -15.37 -6.29 -30.69 15.23 -30.69 -11.32 110.25 151.84 173.66
372 mt_962_use2022_last_save_rnk500_idxctrl -15.52 -6.45 -30.85 15.08 -30.85 -11.47 110.09 151.68 173.51
373 multin_zz500_61001_idxctrl_zz500_pv -15.58 -6.51 -30.91 15.02 -30.91 -11.54 110.03 151.62 173.45
375 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -15.72 -6.64 -31.04 14.88 -31.04 -11.67 109.90 151.49 173.31
376 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -15.72 -6.64 -31.04 14.88 -31.04 -11.67 109.90 151.49 173.31
382 mt_962_use2011_best_save_rnk500_idxctrl -16.40 -7.33 -31.73 14.19 -31.73 -12.36 109.21 150.80 172.62
384 multin_zz500_61002_idxctrl_zz500_pv -16.58 -7.51 -31.91 14.02 -31.91 -12.53 109.03 150.62 172.45
385 multin_zz1000_61004_idxctrl_pv_rm_fnd -16.94 -7.87 -32.27 13.66 -32.27 -12.89 108.67 150.26 172.09
386 multin_zz1000_61002_idxctrl_pv_rm_fnd -16.94 -7.87 -32.27 13.66 -32.27 -12.89 108.67 150.26 172.09
387 multin_zz1000_61004_idxctrl_pv_rm_blc -17.06 -7.98 -32.38 13.54 -32.38 -13.01 108.56 150.15 171.97
388 multin_zz1000_61002_idxctrl_pv_rm_blc -17.06 -7.98 -32.38 13.54 -32.38 -13.01 108.56 150.15 171.97
393 multin_zz1000_61002_idxctrl_pv -17.69 -8.62 -33.02 12.91 -33.02 -13.65 107.92 149.51 171.34
394 multin_zz1000_61004_idxctrl_pv -17.69 -8.62 -33.02 12.91 -33.02 -13.65 107.92 149.51 171.34
395 multin_zz500_61004_idxctrl_zz500_pv -17.89 -8.82 -33.22 12.71 -33.21 -13.84 107.73 149.31 171.14
398 multin_zz1000_61001_idxctrl_zz1000_pv -18.64 -9.57 -33.97 11.96 -33.97 -14.59 106.98 148.56 170.39
399 mt_962_use2008_last_save_rnk500_idxctrl -18.95 -9.88 -34.28 11.65 -34.28 -14.91 106.66 148.25 170.07
403 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -20.17 -11.10 -35.50 10.43 -35.50 -16.13 105.44 147.03 168.85
404 mt_962_use2008_best_save_rnk500_idxctrl -20.22 -11.15 -35.55 10.37 -35.55 -16.18 105.39 146.98 168.80
407 multin_zz1000_61002_idxctrl_zz1000_pv -20.87 -11.80 -36.20 9.73 -36.20 -16.82 104.74 146.33 168.16
408 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -21.04 -11.96 -36.36 9.56 -36.36 -16.99 104.58 146.16 167.99
409 mt_962_use2023_last_save_rnk500_idxctrl -21.05 -11.98 -36.38 9.55 -36.38 -17.00 104.57 146.15 167.98
412 mt_961_use2008_best_save_rnk500_idxctrl -21.55 -12.47 -36.87 9.05 -36.87 -17.50 104.07 145.66 167.48
414 multin_zz1000_61004_idxctrl_zz1000_pv -21.57 -12.50 -36.90 9.02 -36.90 -17.53 104.04 145.63 167.45
415 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -21.76 -12.69 -37.09 8.84 -37.09 -17.71 103.86 145.44 167.27
416 mt_962_use2009_last_save_rnk500_idxctrl -21.80 -12.73 -37.13 8.80 -37.13 -17.75 103.81 145.40 167.23
420 mt_961_use2013_best_save_rnk500_idxctrl -22.29 -13.22 -37.62 8.31 -37.62 -18.25 103.32 144.91 166.74
421 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -22.41 -13.34 -37.74 8.19 -37.74 -18.37 103.20 144.79 166.62
424 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -23.11 -14.04 -38.44 7.49 -38.44 -19.07 102.50 144.09 165.91
425 mt_962_use2009_best_save_rnk500_idxctrl -23.22 -14.14 -38.54 7.38 -38.54 -19.17 102.40 143.99 165.81
426 mt_961_use2018_last_save_rnk500_idxctrl -23.53 -14.46 -38.86 7.06 -38.86 -19.49 102.08 143.67 165.49
427 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -23.71 -14.64 -39.04 6.89 -39.04 -19.67 101.90 143.49 165.31
429 mt_962_use2010_last_save_rnk500_idxctrl -23.82 -14.74 -39.14 6.78 -39.14 -19.77 101.80 143.39 165.21
430 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -23.90 -14.83 -39.23 6.70 -39.23 -19.85 101.72 143.30 165.13
431 mt_962_use2022_best_save_rnk500_idxctrl -24.05 -14.98 -39.38 6.55 -39.38 -20.01 101.56 143.15 164.97
432 mt_962_use2010_best_save_rnk500_idxctrl -24.06 -14.99 -39.39 6.54 -39.39 -20.01 101.56 143.14 164.97
434 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -24.45 -15.37 -39.77 6.15 -39.77 -20.40 101.17 142.76 164.58
435 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -24.62 -15.55 -39.95 5.98 -39.95 -20.58 100.99 142.58 164.40
436 mt_961_use2022_best_save_rnk500_idxctrl -24.62 -15.55 -39.95 5.98 -39.95 -20.57 100.99 142.58 164.41
453 mt_961_use2014_last_save_rnk500_idxctrl -27.83 -18.76 -43.16 2.76 -43.16 -23.79 97.78 139.37 161.19
457 mt_961_use2015_last_save_rnk500_idxctrl -28.71 -19.64 -44.04 1.89 -44.04 -24.66 96.90 138.49 160.32
461 mt_961_use2013_last_save_rnk500_idxctrl -30.27 -21.20 -45.60 0.32 -45.60 -26.23 95.34 136.93 158.75
466 mt_961_use2019_best_save_rnk500_idxctrl -31.72 -22.65 -47.05 -1.12 -47.05 -27.67 93.89 135.48 157.31
473 mt_961_use2017_best_save_rnk500_idxctrl -33.10 -24.03 -48.43 -2.50 -48.43 -29.05 92.51 134.10 155.93
476 mt_961_use2017_last_save_rnk500_idxctrl -34.28 -25.21 -49.61 -3.68 -49.61 -30.23 91.33 132.92 154.75
478 mt_961_use2020_last_save_rnk500_idxctrl -34.92 -25.85 -50.25 -4.32 -50.25 -30.88 90.69 132.28 154.11
480 mt_961_use2022_last_save_rnk500_idxctrl -35.26 -26.19 -50.59 -4.66 -50.59 -31.22 90.35 131.94 153.76
482 mt_961_use2023_best_save_rnk500_idxctrl -36.14 -27.06 -51.46 -5.54 -51.46 -32.09 89.48 131.07 152.89
483 mt_961_use2009_best_save_rnk500_idxctrl -36.55 -27.48 -51.88 -5.95 -51.88 -32.50 89.06 130.65 152.48
486 mt_961_use2020_best_save_rnk500_idxctrl -37.85 -28.78 -53.18 -7.25 -53.18 -33.81 87.76 129.35 151.17
487 mt_961_use2023_last_save_rnk500_idxctrl -37.86 -28.78 -53.18 -7.26 -53.18 -33.81 87.76 129.35 151.17
493 mt_962_use2024_last_save_rnk500_idxctrl -39.71 -30.64 -55.04 -9.11 -55.04 -35.67 85.90 127.49 149.32
494 mt_961_use2009_last_save_rnk500_idxctrl -39.87 -30.79 -55.19 -9.27 -55.19 -35.82 85.75 127.34 149.16
496 mt_961_use2012_best_save_rnk500_idxctrl -40.04 -30.97 -55.37 -9.45 -55.37 -36.00 85.57 127.16 148.98
500 mt_961_use2011_best_save_rnk500_idxctrl -42.00 -32.93 -57.33 -11.40 -57.33 -37.96 83.61 125.20 147.02
501 mt_961_use2012_last_save_rnk500_idxctrl -43.75 -34.68 -59.08 -13.15 -59.08 -39.70 81.87 123.45 145.28
502 mt_961_use2019_last_save_rnk500_idxctrl -44.00 -34.93 -59.33 -13.41 -59.33 -39.96 81.61 123.20 145.02
503 mt_961_use2010_best_save_rnk500_idxctrl -45.31 -36.23 -60.63 -14.71 -60.63 -41.26 80.31 121.90 143.72
505 mt_961_use2011_last_save_rnk500_idxctrl -46.91 -37.84 -62.24 -16.32 -62.24 -42.87 78.70 120.29 142.11
506 mt_961_use2024_last_save_rnk500_idxctrl -49.24 -40.16 -64.56 -18.64 -64.56 -45.19 76.38 117.97 139.79
509 mt_962_use2024_best_save_rnk500_idxctrl -51.28 -42.21 -66.61 -20.68 -66.61 -47.24 74.33 115.92 137.74
512 mt_961_use2024_best_save_rnk500_idxctrl -53.55 -44.48 -68.88 -22.95 -68.88 -49.50 72.06 113.65 135.48
513 mt_961_use2010_last_save_rnk500_idxctrl -57.89 -48.82 -73.22 -27.29 -73.22 -53.85 67.72 109.31 131.14