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_20251021_151518
219 mt_962_use2022_last_save_rnk500_idxctrl 75.54 56.85 225.95 68.44 225.95 22.40 -325.05 -398.21 -494.44
223 mt_962_use2021_best_save_rnk500_idxctrl 74.80 56.11 225.21 67.70 225.21 21.66 -325.79 -398.95 -495.18
228 mt_961_use2021_best_save_rnk500_idxctrl 72.61 53.92 223.02 65.51 223.02 19.48 -327.98 -401.13 -497.36
241 mt_962_use2021_last_save_rnk500_idxctrl 69.31 50.62 219.72 62.21 219.72 16.17 -331.28 -404.44 -500.67
242 mt_962_use2020_best_save_rnk500_idxctrl 69.26 50.57 219.67 62.16 219.67 16.12 -331.33 -404.49 -500.72
252 mt_962_use2020_last_save_rnk500_idxctrl 66.48 47.79 216.89 59.38 216.89 13.34 -334.11 -407.27 -503.50
256 multin_zz1000_61001_idxctrl_top3800_pv 64.24 45.55 214.65 57.14 214.65 11.10 -336.35 -409.51 -505.74
257 mt_962_use2015_last_save_rnk500_idxctrl 63.32 44.63 213.73 56.22 213.73 10.18 -337.27 -410.43 -506.66
259 mt_962_use2012_best_save_rnk500_idxctrl 63.27 44.59 213.69 56.17 213.68 10.14 -337.32 -410.47 -506.70
260 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 62.88 44.19 213.29 55.78 213.29 9.74 -337.71 -410.86 -507.10
263 multin_zz1000_61001_idxctrl_50010002000_pv 62.00 43.31 212.41 54.90 212.41 8.86 -338.59 -411.75 -507.98
264 mt_962_use2015_best_save_rnk500_idxctrl 61.86 43.17 212.27 54.75 212.27 8.72 -338.74 -411.89 -508.12
265 mt_962_use2022_best_save_rnk500_idxctrl 61.64 42.95 212.05 54.54 212.05 8.50 -338.95 -412.11 -508.34
266 mt_962_use2016_last_save_rnk500_idxctrl 61.61 42.92 212.02 54.51 212.02 8.47 -338.98 -412.14 -508.37
272 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 60.44 41.75 210.85 53.34 210.85 7.30 -340.16 -413.31 -509.54
273 mt_962_use2023_last_save_rnk500_idxctrl 60.37 41.68 210.78 53.27 210.78 7.24 -340.22 -413.37 -509.60
275 mt_961_use2015_best_save_rnk500_idxctrl 60.32 41.63 210.73 53.22 210.73 7.18 -340.27 -413.43 -509.66
277 multin_zz1000_61002_idxctrl_top3800_pv 59.68 40.99 210.09 52.58 210.09 6.54 -340.91 -414.07 -510.30
281 multin_zz1000_61002_idxctrl_50010002000_pv 59.26 40.57 209.67 52.15 209.67 6.12 -341.34 -414.49 -510.72
282 multin_zz1000_61004_idxctrl_top3800_pv 58.96 40.27 209.37 51.85 209.37 5.82 -341.64 -414.79 -511.02
283 multin_zz1000_61004_idxctrl_50010002000_pv 58.61 39.92 209.02 51.51 209.02 5.48 -341.98 -415.13 -511.37
284 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 58.39 39.70 208.80 51.29 208.80 5.25 -342.20 -415.36 -511.59
286 mt_962_use2023_best_save_rnk500_idxctrl 58.35 39.67 208.77 51.25 208.76 5.22 -342.24 -415.39 -511.62
287 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 57.74 39.05 208.15 50.64 208.15 4.61 -342.85 -416.00 -512.23
288 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 57.69 39.00 208.10 50.59 208.10 4.55 -342.90 -416.06 -512.29
290 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 57.10 38.41 207.51 50.00 207.51 3.96 -343.49 -416.65 -512.88
296 mt_962_use2019_last_save_rnk500_idxctrl 55.62 36.93 206.03 48.52 206.03 2.49 -344.97 -418.12 -514.35
297 mt_962_use2017_best_save_rnk500_idxctrl 55.60 36.91 206.01 48.50 206.01 2.47 -344.99 -418.14 -514.37
298 mt_962_use2013_last_save_rnk500_idxctrl 55.02 36.33 205.43 47.92 205.43 1.89 -345.57 -418.72 -514.95
299 mt_962_use2013_best_save_rnk500_idxctrl 54.98 36.29 205.39 47.88 205.39 1.85 -345.61 -418.76 -514.99
300 mt_962_use2019_best_save_rnk500_idxctrl 54.90 36.22 205.32 47.80 205.31 1.77 -345.69 -418.84 -515.07
304 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 53.74 35.05 204.15 46.64 204.15 0.61 -346.85 -420.00 -516.23
305 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 53.40 34.71 203.81 46.30 203.81 0.27 -347.19 -420.34 -516.57
307 mt_961_use2014_best_save_rnk500_idxctrl 53.00 34.31 203.41 45.90 203.41 -0.14 -347.59 -420.75 -516.98
310 mt_961_use2011_best_save_rnk500_idxctrl 50.77 32.08 201.18 43.67 201.18 -2.36 -349.82 -422.97 -519.20
311 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 50.35 31.66 200.76 43.25 200.76 -2.79 -350.24 -423.40 -519.63
313 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 50.32 31.63 200.73 43.22 200.73 -2.82 -350.27 -423.43 -519.66
314 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 50.18 31.50 200.60 43.08 200.59 -2.95 -350.41 -423.56 -519.79
315 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 49.64 30.95 200.05 42.54 200.05 -3.49 -350.95 -424.10 -520.33
318 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 49.30 30.61 199.71 42.20 199.71 -3.83 -351.29 -424.44 -520.67
319 mt_961_use2012_best_save_rnk500_idxctrl 49.22 30.53 199.63 42.12 199.63 -3.91 -351.37 -424.52 -520.76
323 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 48.62 29.93 199.03 41.52 199.03 -4.51 -351.97 -425.12 -521.36
327 mt_962_use2012_last_save_rnk500_idxctrl 48.19 29.50 198.60 41.09 198.60 -4.94 -352.40 -425.55 -521.78
329 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 47.78 29.09 198.19 40.68 198.19 -5.36 -352.82 -425.97 -522.20
332 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 47.38 28.70 197.80 40.28 197.79 -5.75 -353.21 -426.36 -522.59
333 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 47.37 28.68 197.78 40.27 197.78 -5.76 -353.22 -426.37 -522.60
335 mt_962_use2017_last_save_rnk500_idxctrl 47.18 28.49 197.59 40.08 197.59 -5.96 -353.41 -426.57 -522.80
336 mt_962_use2011_best_save_rnk500_idxctrl 47.03 28.34 197.44 39.93 197.44 -6.10 -353.56 -426.71 -522.94
337 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 46.87 28.18 197.28 39.77 197.28 -6.26 -353.72 -426.87 -523.10
338 mt_962_use2011_last_save_rnk500_idxctrl 46.75 28.06 197.16 39.65 197.16 -6.39 -353.84 -427.00 -523.23
339 mt_961_use2009_best_save_rnk500_idxctrl 46.68 27.99 197.09 39.58 197.09 -6.45 -353.91 -427.06 -523.29
345 mt_961_use2009_last_save_rnk500_idxctrl 45.71 27.02 196.12 38.61 196.12 -7.43 -354.88 -428.04 -524.27
347 mt_961_use2011_last_save_rnk500_idxctrl 44.27 25.58 194.68 37.16 194.68 -8.87 -356.33 -429.48 -525.71
349 mt_961_use2013_last_save_rnk500_idxctrl 42.96 24.27 193.37 35.85 193.36 -10.18 -357.64 -430.79 -527.02
352 mt_961_use2015_last_save_rnk500_idxctrl 41.77 23.08 192.18 34.66 192.18 -11.37 -358.83 -431.98 -528.21
353 mt_962_use2018_best_save_rnk500_idxctrl 41.35 22.66 191.76 34.25 191.76 -11.79 -359.24 -432.40 -528.63
354 mt_962_use2010_last_save_rnk500_idxctrl 41.14 22.45 191.55 34.04 191.55 -11.99 -359.45 -432.60 -528.83
363 mt_961_use2019_best_save_rnk500_idxctrl 37.98 19.29 188.39 30.88 188.39 -15.15 -362.61 -435.76 -531.99
365 mt_961_use2013_best_save_rnk500_idxctrl 37.80 19.11 188.21 30.70 188.21 -15.34 -362.79 -435.94 -532.18
370 mt_961_use2012_last_save_rnk500_idxctrl 36.59 17.90 187.00 29.48 187.00 -16.55 -364.01 -437.16 -533.39
374 mt_961_use2014_last_save_rnk500_idxctrl 36.09 17.40 186.50 28.99 186.50 -17.05 -364.50 -437.66 -533.89
376 mt_961_use2008_best_save_rnk500_idxctrl 35.48 16.79 185.89 28.38 185.89 -17.66 -365.11 -438.27 -534.50
377 mt_962_use2010_best_save_rnk500_idxctrl 34.87 16.18 185.28 27.77 185.28 -18.27 -365.73 -438.88 -535.11
378 mt_962_use2009_last_save_rnk500_idxctrl 34.54 15.85 184.95 27.44 184.95 -18.59 -366.05 -439.20 -535.44
379 mt_961_use2008_last_save_rnk500_idxctrl 34.44 15.76 184.86 27.34 184.85 -18.69 -366.15 -439.30 -535.53
385 mt_962_use2014_best_save_rnk500_idxctrl 32.66 13.97 183.07 25.56 183.07 -20.48 -367.93 -441.09 -537.32
386 mt_961_use2017_last_save_rnk500_idxctrl 32.52 13.83 182.93 25.42 182.93 -20.62 -368.07 -441.23 -537.46
389 mt_962_use2009_best_save_rnk500_idxctrl 32.11 13.43 182.53 25.01 182.52 -21.02 -368.48 -441.63 -537.86
390 mt_961_use2017_best_save_rnk500_idxctrl 31.80 13.11 182.21 24.70 182.21 -21.34 -368.79 -441.95 -538.18
391 mt_961_use2016_last_save_rnk500_idxctrl 31.28 12.59 181.69 24.18 181.69 -21.85 -369.31 -442.46 -538.69
394 mt_961_use2019_last_save_rnk500_idxctrl 29.47 10.78 179.88 22.37 179.88 -23.67 -371.12 -444.28 -540.51
406 mt_962_use2014_last_save_rnk500_idxctrl 26.68 7.99 177.09 19.58 177.09 -26.46 -373.91 -447.07 -543.30
407 multin_zz500_61001_idxctrl_zz500_pv 26.41 7.72 176.82 19.31 176.82 -26.73 -374.18 -447.34 -543.57
408 multin_zz500_61004_idxctrl_zz500_pv 26.03 7.34 176.44 18.93 176.44 -27.10 -374.56 -447.71 -543.94
411 multin_zz500_61002_idxctrl_zz500_pv 25.62 6.93 176.03 18.52 176.03 -27.51 -374.97 -448.12 -544.35
413 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 24.88 6.19 175.29 17.78 175.29 -28.26 -375.71 -448.87 -545.10
414 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 24.80 6.11 175.21 17.70 175.21 -28.34 -375.79 -448.95 -545.18
415 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 24.37 5.68 174.78 17.27 174.78 -28.77 -376.23 -449.38 -545.61
419 mt_961_use2010_best_save_rnk500_idxctrl 23.61 4.92 174.02 16.51 174.02 -29.52 -376.98 -450.13 -546.37
420 mt_961_use2010_last_save_rnk500_idxctrl 23.31 4.62 173.72 16.21 173.72 -29.82 -377.28 -450.43 -546.66
421 mt_962_use2024_best_save_rnk500_idxctrl 22.74 4.05 173.15 15.64 173.15 -30.39 -377.85 -451.00 -547.23
425 mt_962_use2008_last_save_rnk500_idxctrl 20.18 1.49 170.59 13.08 170.59 -32.96 -380.42 -453.57 -549.80
431 mt_962_use2024_last_save_rnk500_idxctrl 17.49 -1.20 167.90 10.39 167.90 -35.65 -383.10 -456.25 -552.49
434 mt_962_use2008_best_save_rnk500_idxctrl 16.54 -2.15 166.95 9.44 166.95 -36.60 -384.05 -457.21 -553.44
441 mt_961_use2016_best_save_rnk500_idxctrl 15.50 -3.19 165.91 8.40 165.91 -37.63 -385.09 -458.24 -554.48
444 mt_961_use2020_last_save_rnk500_idxctrl 13.99 -4.69 164.41 6.89 164.40 -39.14 -386.60 -459.75 -555.98
445 mt_961_use2020_best_save_rnk500_idxctrl 13.94 -4.74 164.36 6.84 164.35 -39.19 -386.65 -459.80 -556.03
451 mt_961_use2023_last_save_rnk500_idxctrl 11.65 -7.04 162.06 4.55 162.06 -41.49 -388.94 -462.10 -558.33
452 multin_zz1000_61004_idxctrl_pv 11.14 -7.54 161.56 4.04 161.55 -41.99 -389.45 -462.60 -558.83
453 multin_zz1000_61002_idxctrl_pv 11.14 -7.54 161.56 4.04 161.55 -41.99 -389.45 -462.60 -558.83
454 multin_zz1000_61004_idxctrl_zz1000_pv 10.92 -7.77 161.33 3.82 161.33 -42.22 -389.68 -462.83 -559.06
455 multin_zz1000_61001_idxctrl_pv 10.79 -7.90 161.20 3.69 161.20 -42.35 -389.80 -462.96 -559.19
456 multin_zz1000_61002_idxctrl_zz1000_pv 10.69 -8.00 161.10 3.59 161.10 -42.44 -389.90 -463.05 -559.28
458 multin_zz1000_61001_idxctrl_zz1000_pv 9.92 -8.77 160.33 2.82 160.33 -43.21 -390.67 -463.82 -560.06
459 mt_961_use2021_last_save_rnk500_idxctrl 9.90 -8.79 160.31 2.80 160.31 -43.23 -390.69 -463.84 -560.08
462 multin_zz1000_61004_idxctrl_pv_rm_blc 8.37 -10.32 158.78 1.27 158.78 -44.77 -392.22 -465.38 -561.61
463 multin_zz1000_61002_idxctrl_pv_rm_blc 8.37 -10.32 158.78 1.27 158.78 -44.77 -392.22 -465.38 -561.61
464 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 8.07 -10.62 158.48 0.97 158.48 -45.07 -392.52 -465.68 -561.91
465 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 8.02 -10.67 158.43 0.92 158.43 -45.11 -392.57 -465.72 -561.95
466 multin_zz1000_61001_idxctrl_pv_rm_blc 7.95 -10.74 158.36 0.85 158.36 -45.19 -392.64 -465.80 -562.03
468 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 7.56 -11.13 157.97 0.46 157.97 -45.58 -393.03 -466.19 -562.42
471 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 7.32 -11.37 157.73 0.22 157.73 -45.81 -393.27 -466.42 -562.65
472 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 6.83 -11.86 157.24 -0.27 157.24 -46.30 -393.76 -466.91 -563.14
473 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 6.77 -11.92 157.18 -0.33 157.18 -46.36 -393.82 -466.97 -563.20
475 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 6.74 -11.95 157.15 -0.36 157.15 -46.40 -393.85 -467.01 -563.24
476 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 6.56 -12.13 156.97 -0.54 156.97 -46.58 -394.03 -467.19 -563.42
477 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 5.50 -13.19 155.91 -1.60 155.91 -47.63 -395.09 -468.24 -564.47
478 mt_962_use2018_last_save_rnk500_idxctrl 4.30 -14.38 154.72 -2.80 154.71 -48.83 -396.29 -469.44 -565.67
479 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 3.81 -14.88 154.22 -3.29 154.22 -49.33 -396.78 -469.94 -566.17
480 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 3.76 -14.93 154.17 -3.34 154.17 -49.37 -396.83 -469.98 -566.22
481 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 3.53 -15.16 153.94 -3.57 153.94 -49.60 -397.06 -470.21 -566.44
482 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 3.47 -15.22 153.88 -3.63 153.88 -49.67 -397.12 -470.28 -566.51
483 mt_961_use2022_best_save_rnk500_idxctrl 3.05 -15.64 153.46 -4.05 153.46 -50.08 -397.54 -470.69 -566.92
484 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 2.91 -15.78 153.32 -4.19 153.32 -50.23 -397.68 -470.84 -567.07
485 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 2.67 -16.02 153.08 -4.43 153.08 -50.47 -397.92 -471.08 -567.31
488 mt_961_use2018_last_save_rnk500_idxctrl 0.39 -18.30 150.80 -6.71 150.80 -52.74 -400.20 -473.35 -569.59
490 multin_zz1000_61002_idxctrl_pv_rm_fnd -0.62 -19.31 149.79 -7.72 149.79 -53.76 -401.21 -474.37 -570.60
491 multin_zz1000_61004_idxctrl_pv_rm_fnd -0.62 -19.31 149.79 -7.72 149.79 -53.76 -401.21 -474.37 -570.60
493 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -1.11 -19.80 149.30 -8.21 149.30 -54.25 -401.70 -474.86 -571.09
494 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -1.11 -19.80 149.30 -8.21 149.30 -54.25 -401.70 -474.86 -571.09
495 mt_962_use2016_best_save_rnk500_idxctrl -1.43 -20.12 148.98 -8.54 148.98 -54.57 -402.03 -475.18 -571.41
496 multin_zz1000_61001_idxctrl_pv_rm_fnd -1.87 -20.56 148.54 -8.97 148.54 -55.01 -402.46 -475.62 -571.85
497 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -2.30 -20.99 148.11 -9.40 148.11 -55.44 -402.89 -476.05 -572.28
500 mt_961_use2022_last_save_rnk500_idxctrl -5.08 -23.77 145.33 -12.18 145.33 -58.21 -405.67 -478.82 -575.05
502 mt_961_use2023_best_save_rnk500_idxctrl -7.25 -25.94 143.16 -14.35 143.16 -60.39 -407.84 -481.00 -577.23
504 mt_961_use2018_best_save_rnk500_idxctrl -11.16 -29.84 139.26 -18.26 139.25 -64.29 -411.75 -484.90 -581.13
505 mt_961_use2024_best_save_rnk500_idxctrl -11.38 -30.06 139.04 -18.48 139.03 -64.51 -411.97 -485.12 -581.35
512 mt_961_use2024_last_save_rnk500_idxctrl -16.24 -34.93 134.17 -23.34 134.17 -69.37 -416.83 -489.98 -586.21