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_20251015_152401
12 mt_962_use2022_last_save_rnk500_idxctrl 55.45 69.55 205.85 55.03 205.85 68.68 -47.86 -104.27 -134.64
15 mt_962_use2013_best_save_rnk500_idxctrl 54.11 68.21 204.51 53.68 204.51 67.34 -49.20 -105.61 -135.98
16 mt_962_use2021_last_save_rnk500_idxctrl 53.52 67.62 203.92 53.09 203.92 66.75 -49.79 -106.20 -136.57
17 mt_962_use2023_best_save_rnk500_idxctrl 53.02 67.13 203.43 52.60 203.43 66.26 -50.28 -106.70 -137.06
20 mt_961_use2021_best_save_rnk500_idxctrl 50.82 64.93 201.23 50.40 201.23 64.06 -52.48 -108.90 -139.26
22 mt_962_use2019_last_save_rnk500_idxctrl 50.14 64.25 200.55 49.72 200.55 63.38 -53.16 -109.58 -139.94
23 mt_962_use2021_best_save_rnk500_idxctrl 49.50 63.61 199.91 49.08 199.91 62.74 -53.80 -110.22 -140.58
24 mt_962_use2023_last_save_rnk500_idxctrl 49.48 63.59 199.89 49.06 199.89 62.72 -53.82 -110.24 -140.60
26 mt_962_use2020_last_save_rnk500_idxctrl 49.06 63.17 199.47 48.64 199.47 62.30 -54.24 -110.66 -141.02
28 mt_962_use2020_best_save_rnk500_idxctrl 46.84 60.95 197.25 46.42 197.25 60.08 -56.46 -112.88 -143.24
29 mt_962_use2013_last_save_rnk500_idxctrl 46.36 60.46 196.76 45.93 196.76 59.59 -56.95 -113.37 -143.73
35 mt_962_use2015_best_save_rnk500_idxctrl 43.48 57.58 193.88 43.05 193.88 56.71 -59.83 -116.24 -146.61
38 mt_962_use2017_best_save_rnk500_idxctrl 39.87 53.98 190.28 39.45 190.28 53.11 -63.43 -119.85 -150.21
40 mt_962_use2012_best_save_rnk500_idxctrl 38.14 52.25 188.55 37.72 188.55 51.38 -65.16 -121.58 -151.94
42 mt_962_use2024_last_save_rnk500_idxctrl 38.04 52.14 188.44 37.62 188.44 51.27 -65.27 -121.68 -152.05
47 mt_962_use2015_last_save_rnk500_idxctrl 35.17 49.28 185.58 34.75 185.58 48.41 -68.13 -124.55 -154.91
48 mt_961_use2013_best_save_rnk500_idxctrl 34.96 49.07 185.37 34.54 185.37 48.20 -68.34 -124.76 -155.12
49 mt_962_use2024_best_save_rnk500_idxctrl 34.96 49.06 185.36 34.54 185.37 48.19 -68.34 -124.76 -155.12
54 mt_962_use2019_best_save_rnk500_idxctrl 32.51 46.61 182.91 32.09 182.91 45.74 -70.80 -127.21 -157.57
57 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 31.30 45.40 181.70 30.88 181.71 44.53 -72.00 -128.42 -158.78
59 multin_zz1000_61001_idxctrl_top3800_pv 30.40 44.50 180.80 29.98 180.81 43.63 -72.90 -129.32 -159.68
60 mt_962_use2010_last_save_rnk500_idxctrl 28.92 43.03 179.33 28.50 179.33 42.16 -74.38 -130.80 -161.16
61 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 28.78 42.88 179.18 28.36 179.18 42.01 -74.52 -130.94 -161.30
62 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 28.67 42.77 179.07 28.24 179.07 41.90 -74.64 -131.05 -161.42
63 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 28.65 42.76 179.06 28.23 179.06 41.89 -74.65 -131.07 -161.43
65 mt_962_use2022_best_save_rnk500_idxctrl 27.91 42.02 178.32 27.49 178.32 41.15 -75.39 -131.81 -162.17
66 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 27.84 41.94 178.24 27.42 178.24 41.07 -75.47 -131.88 -162.24
67 multin_zz1000_61002_idxctrl_50010002000_pv 27.55 41.66 177.96 27.13 177.96 40.79 -75.75 -132.17 -162.53
68 multin_zz1000_61004_idxctrl_50010002000_pv 27.48 41.58 177.88 27.05 177.88 40.71 -75.83 -132.24 -162.61
69 multin_zz1000_61001_idxctrl_50010002000_pv 27.45 41.55 177.85 27.03 177.85 40.68 -75.86 -132.27 -162.63
72 mt_962_use2012_last_save_rnk500_idxctrl 27.08 41.19 177.49 26.66 177.49 40.32 -76.22 -132.64 -163.00
73 multin_zz1000_61002_idxctrl_top3800_pv 27.04 41.14 177.44 26.61 177.44 40.27 -76.27 -132.69 -163.05
79 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 25.86 39.97 176.27 25.44 176.27 39.10 -77.44 -133.86 -164.22
82 multin_zz1000_61004_idxctrl_top3800_pv 24.85 38.96 175.26 24.43 175.26 38.09 -78.45 -134.87 -165.23
97 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 20.23 34.34 170.64 19.81 170.64 33.47 -83.07 -139.49 -169.85
99 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 19.88 33.98 170.28 19.45 170.28 33.11 -83.43 -139.85 -170.21
104 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 19.11 33.22 169.52 18.69 169.52 32.35 -84.19 -140.61 -170.97
105 mt_961_use2019_best_save_rnk500_idxctrl 18.79 32.89 169.19 18.37 169.19 32.02 -84.52 -140.93 -171.30
108 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 18.37 32.47 168.77 17.95 168.77 31.60 -84.94 -141.35 -171.71
109 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 18.06 32.16 168.46 17.64 168.47 31.30 -85.24 -141.66 -172.02
112 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 17.33 31.43 167.73 16.91 167.73 30.56 -85.98 -142.39 -172.75
114 mt_961_use2024_best_save_rnk500_idxctrl 17.21 31.32 167.62 16.79 167.62 30.45 -86.09 -142.51 -172.87
115 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 17.07 31.18 167.48 16.65 167.48 30.31 -86.23 -142.65 -173.01
118 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 16.97 31.07 167.37 16.55 167.38 30.20 -86.33 -142.75 -173.11
121 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 16.25 30.35 166.65 15.83 166.66 29.48 -87.05 -143.47 -173.83
124 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 15.52 29.62 165.92 15.09 165.92 28.75 -87.79 -144.20 -174.57
125 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 15.24 29.35 165.65 14.82 165.65 28.48 -88.06 -144.48 -174.84
131 mt_962_use2018_best_save_rnk500_idxctrl 14.36 28.46 164.76 13.94 164.76 27.59 -88.95 -145.36 -175.73
132 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 14.32 28.42 164.72 13.89 164.72 27.55 -88.99 -145.41 -175.77
134 mt_961_use2010_last_save_rnk500_idxctrl 13.93 28.04 164.34 13.51 164.34 27.17 -89.37 -145.79 -176.15
143 mt_962_use2014_best_save_rnk500_idxctrl 12.23 26.34 162.64 11.81 162.64 25.47 -91.07 -147.49 -177.85
146 mt_962_use2016_last_save_rnk500_idxctrl 11.73 25.83 162.13 11.31 162.14 24.96 -91.57 -147.99 -178.35
157 mt_962_use2011_last_save_rnk500_idxctrl 10.39 24.50 160.80 9.97 160.80 23.63 -92.91 -149.33 -179.69
166 mt_962_use2017_last_save_rnk500_idxctrl 9.58 23.68 159.99 9.16 159.99 22.82 -93.72 -150.14 -180.50
168 mt_962_use2010_best_save_rnk500_idxctrl 9.15 23.26 159.56 8.73 159.56 22.39 -94.15 -150.57 -180.93
184 mt_961_use2015_best_save_rnk500_idxctrl 7.12 21.22 157.52 6.70 157.52 20.35 -96.19 -152.60 -182.96
198 mt_961_use2024_last_save_rnk500_idxctrl 4.86 18.96 155.26 4.43 155.26 18.09 -98.45 -154.87 -185.23
210 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 2.00 16.11 152.41 1.58 152.41 15.24 -101.30 -157.72 -188.08
217 multin_zz1000_61001_idxctrl_zz1000_pv 1.36 15.47 151.77 0.94 151.77 14.60 -101.94 -158.36 -188.72
218 mt_961_use2014_best_save_rnk500_idxctrl 1.28 15.39 151.69 0.86 151.69 14.52 -102.02 -158.44 -188.80
219 mt_961_use2017_last_save_rnk500_idxctrl 1.22 15.32 151.62 0.79 151.62 14.45 -102.09 -158.50 -188.87
224 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 0.85 14.95 151.25 0.43 151.26 14.08 -102.45 -158.87 -189.23
225 mt_961_use2019_last_save_rnk500_idxctrl 0.80 14.91 151.21 0.38 151.21 14.04 -102.50 -158.92 -189.28
226 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 0.78 14.89 151.19 0.36 151.19 14.02 -102.52 -158.94 -189.30
230 multin_zz1000_61002_idxctrl_zz1000_pv 0.22 14.32 150.62 -0.20 150.62 13.45 -103.09 -159.50 -189.86
231 multin_zz1000_61004_idxctrl_zz1000_pv 0.17 14.27 150.57 -0.26 150.57 13.40 -103.14 -159.55 -189.92
236 mt_961_use2011_best_save_rnk500_idxctrl -0.71 13.39 149.69 -1.13 149.70 12.52 -104.01 -160.43 -190.79
239 mt_961_use2018_last_save_rnk500_idxctrl -0.99 13.12 149.42 -1.41 149.42 12.25 -104.29 -160.71 -191.07
240 mt_961_use2010_best_save_rnk500_idxctrl -1.24 12.87 149.17 -1.66 149.17 12.00 -104.54 -160.96 -191.32
247 mt_961_use2015_last_save_rnk500_idxctrl -3.10 11.00 147.30 -3.52 147.30 10.13 -106.41 -162.82 -193.18
253 mt_961_use2021_last_save_rnk500_idxctrl -3.81 10.30 146.60 -4.23 146.60 9.43 -107.11 -163.53 -193.89
258 mt_962_use2014_last_save_rnk500_idxctrl -4.36 9.75 146.05 -4.78 146.05 8.88 -107.66 -164.08 -194.44
264 mt_961_use2017_best_save_rnk500_idxctrl -5.29 8.81 145.11 -5.72 145.11 7.94 -108.60 -165.02 -195.38
286 mt_961_use2009_last_save_rnk500_idxctrl -8.24 5.87 142.17 -8.66 142.17 5.00 -111.54 -167.96 -198.32
288 mt_961_use2009_best_save_rnk500_idxctrl -8.34 5.77 142.07 -8.76 142.07 4.90 -111.64 -168.06 -198.42
291 multin_zz1000_61001_idxctrl_pv -8.51 5.59 141.89 -8.94 141.89 4.72 -111.82 -168.23 -198.60
295 multin_zz1000_61002_idxctrl_pv -8.93 5.17 141.47 -9.35 141.48 4.31 -112.23 -168.65 -199.01
296 multin_zz1000_61004_idxctrl_pv -8.93 5.17 141.47 -9.35 141.48 4.31 -112.23 -168.65 -199.01
297 multin_zz1000_61001_idxctrl_pv_rm_blc -9.03 5.07 141.37 -9.46 141.37 4.20 -112.34 -168.76 -199.12
299 multin_zz1000_61004_idxctrl_pv_rm_blc -9.31 4.80 141.10 -9.73 141.10 3.93 -112.61 -169.03 -199.39
300 multin_zz1000_61002_idxctrl_pv_rm_blc -9.31 4.80 141.10 -9.73 141.10 3.93 -112.61 -169.03 -199.39
307 mt_961_use2013_last_save_rnk500_idxctrl -10.15 3.95 140.25 -10.58 140.25 3.08 -113.46 -169.87 -200.24
310 mt_961_use2020_last_save_rnk500_idxctrl -10.79 3.31 139.61 -11.21 139.61 2.44 -114.09 -170.51 -200.87
314 mt_961_use2020_best_save_rnk500_idxctrl -11.20 2.91 139.21 -11.62 139.21 2.04 -114.50 -170.92 -201.28
331 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -13.92 0.19 136.49 -14.34 136.49 -0.68 -117.22 -173.64 -204.00
332 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -13.92 0.19 136.49 -14.34 136.49 -0.68 -117.22 -173.64 -204.00
336 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -14.25 -0.15 136.15 -14.67 136.16 -1.02 -117.55 -173.97 -204.33
338 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -14.27 -0.16 136.14 -14.69 136.14 -1.03 -117.57 -173.99 -204.35
342 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -14.47 -0.37 135.93 -14.89 135.93 -1.24 -117.78 -174.19 -204.55
343 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -14.51 -0.40 135.90 -14.93 135.90 -1.27 -117.81 -174.23 -204.59
391 multin_zz1000_61002_idxctrl_pv_rm_fnd -22.40 -8.30 128.00 -22.82 128.00 -9.17 -125.71 -182.12 -212.48
392 multin_zz1000_61004_idxctrl_pv_rm_fnd -22.40 -8.30 128.00 -22.82 128.00 -9.17 -125.71 -182.12 -212.48
393 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -22.43 -8.33 127.97 -22.86 127.97 -9.20 -125.74 -182.15 -212.52
394 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -22.43 -8.33 127.97 -22.86 127.97 -9.20 -125.74 -182.15 -212.52
395 multin_zz1000_61001_idxctrl_pv_rm_fnd -22.60 -8.49 127.81 -23.02 127.81 -9.36 -125.90 -182.32 -212.68
396 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -22.64 -8.54 127.76 -23.06 127.77 -9.40 -125.94 -182.36 -212.72
414 mt_961_use2012_last_save_rnk500_idxctrl -24.93 -10.82 125.48 -25.35 125.48 -11.69 -128.23 -184.65 -215.01
416 multin_zz500_61004_idxctrl_zz500_pv -25.60 -11.50 124.80 -26.02 124.80 -12.37 -128.91 -185.32 -215.69
417 mt_962_use2009_last_save_rnk500_idxctrl -25.94 -11.84 124.46 -26.36 124.46 -12.71 -129.25 -185.66 -216.02
418 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -26.14 -12.04 124.26 -26.56 124.26 -12.91 -129.44 -185.86 -216.22
420 multin_zz500_61002_idxctrl_zz500_pv -26.37 -12.26 124.04 -26.79 124.04 -13.13 -129.67 -186.09 -216.45
422 multin_zz500_61001_idxctrl_zz500_pv -26.44 -12.34 123.96 -26.86 123.96 -13.21 -129.74 -186.16 -216.52
428 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -26.92 -12.82 123.48 -27.34 123.48 -13.69 -130.23 -186.64 -217.01
434 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -27.40 -13.29 123.01 -27.82 123.01 -14.16 -130.70 -187.12 -217.48
437 mt_962_use2011_best_save_rnk500_idxctrl -27.96 -13.86 122.45 -28.38 122.45 -14.72 -131.26 -187.68 -218.04
440 mt_962_use2009_best_save_rnk500_idxctrl -29.27 -15.16 121.14 -29.69 121.14 -16.03 -132.57 -188.99 -219.35
444 mt_961_use2014_last_save_rnk500_idxctrl -29.98 -15.87 120.43 -30.40 120.43 -16.74 -133.28 -189.70 -220.06
447 mt_961_use2012_best_save_rnk500_idxctrl -31.21 -17.11 119.19 -31.63 119.19 -17.98 -134.52 -190.93 -221.29
455 mt_961_use2023_last_save_rnk500_idxctrl -33.78 -19.68 116.62 -34.21 116.62 -20.55 -137.09 -193.50 -223.87
456 mt_961_use2016_best_save_rnk500_idxctrl -33.87 -19.77 116.53 -34.29 116.53 -20.64 -137.18 -193.59 -223.95
458 mt_961_use2016_last_save_rnk500_idxctrl -34.73 -20.63 115.67 -35.16 115.67 -21.50 -138.04 -194.45 -224.82
459 mt_961_use2022_best_save_rnk500_idxctrl -34.82 -20.72 115.58 -35.24 115.58 -21.59 -138.13 -194.54 -224.90
463 mt_961_use2011_last_save_rnk500_idxctrl -36.21 -22.11 114.19 -36.63 114.19 -22.98 -139.52 -195.93 -226.29
468 mt_961_use2008_last_save_rnk500_idxctrl -37.24 -23.13 113.17 -37.66 113.17 -24.00 -140.54 -196.96 -227.32
474 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -40.16 -26.05 110.25 -40.58 110.25 -26.92 -143.46 -199.88 -230.24
475 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -40.18 -26.07 110.23 -40.60 110.23 -26.94 -143.48 -199.90 -230.26
476 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -40.35 -26.24 110.06 -40.77 110.06 -27.11 -143.65 -200.07 -230.43
478 mt_961_use2022_last_save_rnk500_idxctrl -40.52 -26.41 109.89 -40.94 109.89 -27.28 -143.82 -200.24 -230.60
479 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -40.69 -26.59 109.71 -41.11 109.71 -27.46 -144.00 -200.41 -230.77
480 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -40.81 -26.71 109.59 -41.24 109.59 -27.58 -144.12 -200.53 -230.90
481 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -40.86 -26.76 109.54 -41.28 109.54 -27.63 -144.17 -200.58 -230.94
483 mt_962_use2018_last_save_rnk500_idxctrl -41.16 -27.06 109.24 -41.58 109.24 -27.93 -144.47 -200.88 -231.25
488 mt_962_use2016_best_save_rnk500_idxctrl -42.90 -28.79 107.51 -43.32 107.51 -29.66 -146.20 -202.62 -232.98
497 mt_961_use2018_best_save_rnk500_idxctrl -49.59 -35.49 100.81 -50.01 100.81 -36.36 -152.90 -209.31 -239.68
499 mt_961_use2008_best_save_rnk500_idxctrl -51.13 -37.02 99.28 -51.55 99.28 -37.89 -154.43 -210.85 -241.21
501 mt_961_use2023_best_save_rnk500_idxctrl -54.68 -40.57 95.73 -55.10 95.73 -41.44 -157.98 -214.40 -244.76
513 mt_962_use2008_last_save_rnk500_idxctrl -64.38 -50.28 86.02 -64.81 86.02 -51.15 -167.69 -224.10 -254.47
514 mt_962_use2008_best_save_rnk500_idxctrl -65.88 -51.78 84.52 -66.31 84.52 -52.65 -169.19 -225.60 -255.97