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_20251014_151542
21 mt_961_use2023_best_save_rnk500_idxctrl 204.83 256.01 15.29 128.98 15.28 77.44 37.79 -13.02 -24.01
23 mt_962_use2008_best_save_rnk500_idxctrl 202.93 254.11 13.38 127.08 13.38 75.54 35.89 -14.92 -25.92
27 mt_962_use2008_last_save_rnk500_idxctrl 194.55 245.73 5.00 118.70 5.00 67.16 27.51 -23.30 -34.30
55 mt_961_use2018_best_save_rnk500_idxctrl 162.63 213.80 -26.92 86.77 -26.92 35.23 -4.41 -55.22 -66.22
60 mt_961_use2008_best_save_rnk500_idxctrl 160.41 211.59 -29.14 84.56 -29.14 33.02 -6.63 -57.44 -68.43
73 mt_961_use2023_last_save_rnk500_idxctrl 151.04 202.22 -38.51 75.19 -38.51 23.65 -16.00 -66.81 -77.80
88 mt_962_use2009_best_save_rnk500_idxctrl 142.09 193.27 -47.45 66.24 -47.45 14.70 -24.94 -75.75 -86.75
109 mt_962_use2009_last_save_rnk500_idxctrl 133.22 184.40 -56.33 57.37 -56.33 5.83 -33.82 -84.63 -95.62
113 mt_962_use2016_best_save_rnk500_idxctrl 130.67 181.84 -58.88 54.82 -58.88 3.27 -36.37 -87.18 -98.18
127 mt_961_use2011_last_save_rnk500_idxctrl 124.93 176.11 -64.61 49.08 -64.61 -2.46 -42.10 -92.91 -103.91
142 mt_961_use2008_last_save_rnk500_idxctrl 119.02 170.20 -70.53 43.17 -70.53 -8.37 -48.02 -98.83 -109.83
155 mt_962_use2018_last_save_rnk500_idxctrl 115.23 166.41 -74.31 39.38 -74.31 -12.16 -51.81 -102.62 -113.61
162 mt_961_use2012_last_save_rnk500_idxctrl 111.01 162.19 -78.53 35.16 -78.53 -16.38 -56.02 -106.83 -117.83
177 mt_961_use2016_best_save_rnk500_idxctrl 106.24 157.42 -83.30 30.39 -83.30 -21.15 -60.79 -111.60 -122.60
180 mt_961_use2016_last_save_rnk500_idxctrl 106.15 157.33 -83.39 30.30 -83.39 -21.24 -60.89 -111.69 -122.69
192 mt_961_use2022_last_save_rnk500_idxctrl 100.92 152.09 -88.63 25.07 -88.63 -26.48 -66.12 -116.93 -127.93
211 mt_961_use2012_best_save_rnk500_idxctrl 96.06 147.24 -93.48 20.21 -93.48 -31.33 -70.98 -121.78 -132.78
221 mt_961_use2018_last_save_rnk500_idxctrl 90.61 141.78 -98.94 14.76 -98.94 -36.79 -76.43 -127.24 -138.24
226 mt_962_use2011_best_save_rnk500_idxctrl 88.13 139.31 -101.41 12.28 -101.41 -39.26 -78.91 -129.71 -140.71
260 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 76.20 127.38 -113.34 0.35 -113.34 -51.19 -90.84 -141.65 -152.64
261 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 76.20 127.38 -113.34 0.35 -113.34 -51.19 -90.84 -141.65 -152.64
263 mt_961_use2022_best_save_rnk500_idxctrl 75.43 126.61 -114.11 -0.42 -114.11 -51.96 -91.60 -142.41 -153.41
266 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 75.25 126.43 -114.30 -0.60 -114.30 -52.14 -91.79 -142.60 -153.60
270 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 74.83 126.01 -114.71 -1.02 -114.71 -52.56 -92.20 -143.01 -154.01
271 multin_zz1000_61002_idxctrl_pv_rm_fnd 74.78 125.96 -114.76 -1.07 -114.76 -52.61 -92.26 -143.07 -154.06
272 multin_zz1000_61004_idxctrl_pv_rm_fnd 74.78 125.96 -114.76 -1.07 -114.76 -52.61 -92.26 -143.07 -154.06
274 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 74.07 125.25 -115.47 -1.78 -115.47 -53.32 -92.97 -143.78 -154.77
276 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 73.62 124.80 -115.93 -2.23 -115.93 -53.77 -93.42 -144.23 -155.22
277 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 73.35 124.53 -116.19 -2.50 -116.19 -54.04 -93.69 -144.50 -155.49
279 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 72.93 124.10 -116.62 -2.93 -116.62 -54.47 -94.11 -144.92 -155.92
283 mt_961_use2019_last_save_rnk500_idxctrl 71.76 122.93 -117.79 -4.09 -117.79 -55.64 -95.28 -146.09 -157.09
284 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 71.70 122.87 -117.85 -4.15 -117.85 -55.70 -95.34 -146.15 -157.15
288 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 70.98 122.16 -118.56 -4.87 -118.56 -56.41 -96.05 -146.86 -157.86
289 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 70.87 122.05 -118.67 -4.98 -118.67 -56.52 -96.16 -146.97 -157.97
290 mt_961_use2014_last_save_rnk500_idxctrl 69.99 121.17 -119.55 -5.86 -119.55 -57.40 -97.04 -147.85 -158.85
291 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 69.95 121.13 -119.59 -5.90 -119.59 -57.44 -97.09 -147.90 -158.89
292 multin_zz1000_61001_idxctrl_pv_rm_fnd 69.34 120.52 -120.20 -6.51 -120.20 -58.05 -97.69 -148.50 -159.50
293 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 68.44 119.61 -121.11 -7.42 -121.11 -58.96 -98.60 -149.41 -160.41
298 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 67.63 118.81 -121.91 -8.22 -121.91 -59.76 -99.40 -150.21 -161.21
303 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 65.70 116.88 -123.85 -10.15 -123.85 -61.69 -101.34 -152.15 -163.15
305 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 65.07 116.25 -124.48 -10.78 -124.48 -62.32 -101.97 -152.78 -163.78
309 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 63.99 115.17 -125.56 -11.86 -125.56 -63.40 -103.05 -153.86 -164.86
315 mt_961_use2010_best_save_rnk500_idxctrl 62.09 113.27 -127.45 -13.76 -127.45 -65.30 -104.95 -155.75 -166.75
330 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 51.89 103.07 -137.66 -23.96 -137.66 -75.50 -115.15 -165.96 -176.96
332 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 50.72 101.90 -138.83 -25.13 -138.83 -76.67 -116.32 -167.13 -178.12
334 mt_961_use2010_last_save_rnk500_idxctrl 50.03 101.21 -139.52 -25.82 -139.52 -77.36 -117.01 -167.82 -178.82
335 mt_961_use2017_last_save_rnk500_idxctrl 49.16 100.34 -140.38 -26.69 -140.38 -78.23 -117.87 -168.68 -179.68
336 mt_961_use2013_last_save_rnk500_idxctrl 48.74 99.92 -140.81 -27.11 -140.81 -78.65 -118.30 -169.11 -180.11
337 mt_961_use2009_last_save_rnk500_idxctrl 47.77 98.95 -141.77 -28.08 -141.77 -79.62 -119.26 -170.07 -181.07
339 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 47.13 98.31 -142.41 -28.72 -142.41 -80.26 -119.91 -170.72 -181.71
340 mt_961_use2017_best_save_rnk500_idxctrl 46.96 98.14 -142.59 -28.89 -142.59 -80.43 -120.08 -170.89 -181.89
341 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 46.78 97.96 -142.77 -29.07 -142.77 -80.61 -120.26 -171.07 -182.06
342 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 46.55 97.72 -143.00 -29.31 -143.00 -80.85 -120.49 -171.30 -182.30
346 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 45.40 96.57 -144.15 -30.46 -144.15 -82.00 -121.64 -172.45 -183.45
347 mt_961_use2009_best_save_rnk500_idxctrl 45.35 96.53 -144.19 -30.50 -144.19 -82.04 -121.68 -172.49 -183.49
350 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 44.12 95.30 -145.42 -31.73 -145.43 -83.27 -122.92 -173.73 -184.72
352 mt_961_use2019_best_save_rnk500_idxctrl 44.03 95.21 -145.51 -31.82 -145.51 -83.36 -123.01 -173.82 -184.81
353 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 43.51 94.69 -146.03 -32.34 -146.03 -83.88 -123.52 -174.33 -185.33
355 multin_zz1000_61004_idxctrl_zz1000_pv 41.19 92.37 -148.35 -34.66 -148.35 -86.20 -125.85 -176.65 -187.65
357 multin_zz1000_61002_idxctrl_zz1000_pv 40.55 91.73 -148.99 -35.30 -149.00 -86.84 -126.49 -177.30 -188.29
358 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 40.41 91.59 -149.13 -35.44 -149.13 -86.98 -126.63 -177.43 -188.43
359 mt_961_use2024_last_save_rnk500_idxctrl 40.08 91.26 -149.46 -35.77 -149.46 -87.31 -126.96 -177.77 -188.76
360 multin_zz1000_61004_idxctrl_pv_rm_blc 39.86 91.04 -149.68 -35.99 -149.68 -87.53 -127.18 -177.98 -188.98
361 multin_zz1000_61002_idxctrl_pv_rm_blc 39.86 91.04 -149.68 -35.99 -149.68 -87.53 -127.18 -177.98 -188.98
362 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 39.78 90.95 -149.77 -36.08 -149.77 -87.62 -127.26 -178.07 -189.07
363 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 39.78 90.96 -149.77 -36.07 -149.77 -87.61 -127.26 -178.07 -189.06
365 multin_zz1000_61002_idxctrl_pv 39.06 90.24 -150.48 -36.79 -150.48 -88.33 -127.98 -178.79 -189.78
366 multin_zz1000_61004_idxctrl_pv 39.06 90.24 -150.48 -36.79 -150.48 -88.33 -127.98 -178.79 -189.78
368 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 36.59 87.77 -152.95 -39.26 -152.95 -90.80 -130.44 -181.25 -192.25
370 multin_zz1000_61001_idxctrl_zz1000_pv 34.70 85.88 -154.84 -41.15 -154.84 -92.69 -132.33 -183.14 -194.14
371 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 34.20 85.38 -155.34 -41.65 -155.34 -93.19 -132.83 -183.64 -194.64
374 multin_zz1000_61001_idxctrl_pv_rm_blc 33.65 84.83 -155.89 -42.20 -155.89 -93.74 -133.38 -184.19 -195.19
376 multin_zz1000_61001_idxctrl_pv 32.67 83.85 -156.87 -43.18 -156.87 -94.72 -134.37 -185.17 -196.17
377 mt_961_use2011_best_save_rnk500_idxctrl 32.18 83.35 -157.37 -43.68 -157.37 -95.22 -134.86 -185.67 -196.67
387 multin_zz1000_61002_idxctrl_top3800_pv 24.26 75.44 -165.28 -51.59 -165.29 -103.13 -142.78 -193.59 -204.58
388 multin_zz1000_61004_idxctrl_top3800_pv 23.81 74.99 -165.73 -52.04 -165.73 -103.58 -143.22 -194.03 -205.03
389 multin_zz1000_61004_idxctrl_50010002000_pv 23.58 74.75 -165.97 -52.27 -165.97 -103.82 -143.46 -194.27 -205.27
392 mt_961_use2024_best_save_rnk500_idxctrl 22.33 73.50 -167.22 -53.52 -167.22 -105.06 -144.71 -195.52 -206.52
393 multin_zz1000_61002_idxctrl_50010002000_pv 22.30 73.48 -167.24 -53.55 -167.24 -105.09 -144.74 -195.54 -206.54
396 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 20.45 71.63 -169.10 -55.40 -169.10 -106.94 -146.59 -197.40 -208.40
397 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 19.87 71.05 -169.68 -55.98 -169.68 -107.52 -147.17 -197.98 -208.98
400 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 19.29 70.46 -170.26 -56.56 -170.26 -108.11 -147.75 -198.56 -209.56
401 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 18.50 69.68 -171.04 -57.35 -171.04 -108.89 -148.53 -199.34 -210.34
403 mt_961_use2020_best_save_rnk500_idxctrl 18.31 69.49 -171.23 -57.54 -171.23 -109.08 -148.73 -199.54 -210.53
407 mt_962_use2017_last_save_rnk500_idxctrl 13.68 64.86 -175.86 -62.17 -175.86 -113.71 -153.35 -204.16 -215.16
409 mt_961_use2015_last_save_rnk500_idxctrl 12.93 64.11 -176.61 -62.92 -176.61 -114.46 -154.10 -204.91 -215.91
411 mt_962_use2010_best_save_rnk500_idxctrl 12.19 63.37 -177.35 -63.66 -177.35 -115.20 -154.85 -205.65 -216.65
416 mt_961_use2020_last_save_rnk500_idxctrl 9.11 60.29 -180.43 -66.74 -180.43 -118.28 -157.93 -208.73 -219.73
419 multin_zz1000_61001_idxctrl_50010002000_pv 5.89 57.07 -183.65 -69.96 -183.65 -121.50 -161.14 -211.95 -222.95
420 mt_961_use2014_best_save_rnk500_idxctrl 5.64 56.82 -183.90 -70.21 -183.90 -121.75 -161.39 -212.20 -223.20
427 multin_zz1000_61001_idxctrl_top3800_pv 2.58 53.76 -186.96 -73.27 -186.96 -124.81 -164.46 -215.26 -226.26
429 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 2.11 53.29 -187.43 -73.74 -187.43 -125.28 -164.93 -215.73 -226.73
430 mt_962_use2016_last_save_rnk500_idxctrl 1.16 52.34 -188.38 -74.69 -188.38 -126.23 -165.88 -216.68 -227.68
432 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 0.25 51.43 -189.29 -75.60 -189.29 -127.14 -166.79 -217.60 -228.59
433 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 0.16 51.34 -189.38 -75.69 -189.38 -127.23 -166.88 -217.68 -228.68
434 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -0.86 50.32 -190.40 -76.71 -190.40 -128.25 -167.90 -218.70 -229.70
435 multin_zz500_61004_idxctrl_zz500_pv -1.95 49.22 -191.50 -77.80 -191.50 -129.35 -168.99 -219.80 -230.80
436 multin_zz500_61002_idxctrl_zz500_pv -1.97 49.21 -191.52 -77.82 -191.52 -129.36 -169.01 -219.82 -230.81
441 mt_962_use2011_last_save_rnk500_idxctrl -6.65 44.53 -196.20 -82.50 -196.20 -134.04 -173.69 -224.50 -235.50
443 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -7.39 43.79 -196.93 -83.24 -196.93 -134.78 -174.43 -225.24 -236.23
445 multin_zz500_61001_idxctrl_zz500_pv -9.89 41.29 -199.43 -85.74 -199.43 -137.28 -176.92 -227.73 -238.73
450 mt_962_use2010_last_save_rnk500_idxctrl -12.41 38.77 -201.96 -88.26 -201.96 -139.80 -179.45 -230.26 -241.26
456 mt_961_use2021_last_save_rnk500_idxctrl -17.01 34.17 -206.55 -92.86 -206.55 -144.40 -184.04 -234.85 -245.85
459 mt_961_use2015_best_save_rnk500_idxctrl -20.65 30.52 -210.20 -96.51 -210.20 -148.05 -187.69 -238.50 -249.50
463 mt_962_use2014_last_save_rnk500_idxctrl -23.45 27.73 -212.99 -99.30 -212.99 -150.84 -190.48 -241.29 -252.29
473 mt_962_use2018_best_save_rnk500_idxctrl -30.59 20.59 -220.14 -106.44 -220.14 -157.98 -197.63 -248.44 -259.43
474 mt_962_use2017_best_save_rnk500_idxctrl -33.24 17.94 -222.78 -109.09 -222.78 -160.63 -200.28 -251.08 -262.08
481 mt_962_use2012_last_save_rnk500_idxctrl -48.78 2.40 -238.33 -124.63 -238.33 -176.17 -215.82 -266.63 -277.62
486 mt_962_use2014_best_save_rnk500_idxctrl -55.54 -4.36 -245.08 -131.39 -245.09 -182.93 -222.58 -273.39 -284.38
493 mt_962_use2015_last_save_rnk500_idxctrl -64.35 -13.17 -253.90 -140.20 -253.90 -191.74 -231.39 -282.20 -293.20
495 mt_962_use2012_best_save_rnk500_idxctrl -75.96 -24.78 -265.50 -151.81 -265.50 -203.35 -242.99 -293.80 -304.80
496 mt_962_use2024_best_save_rnk500_idxctrl -76.01 -24.83 -265.55 -151.86 -265.55 -203.40 -243.05 -293.85 -304.85
499 mt_962_use2024_last_save_rnk500_idxctrl -84.01 -32.84 -273.56 -159.87 -273.56 -211.41 -251.05 -301.86 -312.86
502 mt_962_use2013_last_save_rnk500_idxctrl -93.58 -42.40 -283.13 -169.43 -283.13 -220.97 -260.62 -311.43 -322.42
503 mt_961_use2013_best_save_rnk500_idxctrl -97.19 -46.01 -286.73 -173.04 -286.73 -224.58 -264.23 -315.04 -326.03
504 mt_962_use2019_last_save_rnk500_idxctrl -97.98 -46.80 -287.52 -173.83 -287.52 -225.37 -265.01 -315.82 -326.82
506 mt_961_use2021_best_save_rnk500_idxctrl -99.75 -48.58 -289.30 -175.60 -289.30 -227.15 -266.79 -317.60 -328.60
508 mt_962_use2023_last_save_rnk500_idxctrl -103.36 -52.19 -292.91 -179.21 -292.91 -230.76 -270.40 -321.21 -332.21
510 mt_962_use2019_best_save_rnk500_idxctrl -109.21 -58.03 -298.75 -185.06 -298.75 -236.60 -276.25 -327.05 -338.05
513 mt_962_use2013_best_save_rnk500_idxctrl -119.00 -67.83 -308.55 -194.85 -308.55 -246.40 -286.04 -336.85 -347.85
514 mt_962_use2023_best_save_rnk500_idxctrl -135.57 -84.39 -325.12 -211.42 -325.12 -262.96 -302.61 -353.42 -364.41
515 mt_962_use2021_last_save_rnk500_idxctrl -137.54 -86.36 -327.08 -213.39 -327.08 -264.93 -304.57 -355.38 -366.38
517 mt_962_use2022_best_save_rnk500_idxctrl -140.57 -89.39 -330.11 -216.42 -330.11 -267.96 -307.60 -358.41 -369.41
519 mt_962_use2020_last_save_rnk500_idxctrl -146.95 -95.77 -336.49 -222.80 -336.49 -274.34 -313.98 -364.79 -375.79
521 mt_962_use2015_best_save_rnk500_idxctrl -156.19 -105.02 -345.74 -232.04 -345.74 -283.58 -323.23 -374.04 -385.04
523 mt_962_use2022_last_save_rnk500_idxctrl -160.51 -109.33 -350.05 -236.36 -350.05 -287.90 -327.54 -378.35 -389.35
524 mt_962_use2021_best_save_rnk500_idxctrl -160.52 -109.34 -350.06 -236.37 -350.06 -287.91 -327.56 -378.36 -389.36
526 mt_962_use2020_best_save_rnk500_idxctrl -182.84 -131.66 -372.38 -258.69 -372.38 -310.23 -349.87 -400.68 -411.68