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_20251022_151520
116 mt_962_use2008_best_save_rnk500_idxctrl 63.14 100.32 23.50 52.51 23.50 -2.00 -40.40 45.64 41.61
117 mt_961_use2018_best_save_rnk500_idxctrl 63.01 100.19 23.38 52.38 23.38 -2.12 -40.52 45.52 41.49
120 mt_962_use2008_last_save_rnk500_idxctrl 62.06 99.23 22.42 51.43 22.42 -3.08 -41.48 44.56 40.53
141 mt_961_use2008_best_save_rnk500_idxctrl 58.74 95.92 19.10 48.11 19.11 -6.39 -44.79 41.24 37.22
158 mt_961_use2012_best_save_rnk500_idxctrl 56.73 93.91 17.10 46.10 17.10 -8.40 -46.80 39.24 35.21
172 mt_961_use2022_last_save_rnk500_idxctrl 54.39 91.57 14.76 43.76 14.76 -10.74 -49.14 36.90 32.87
179 mt_961_use2008_last_save_rnk500_idxctrl 53.85 91.03 14.21 43.22 14.21 -11.28 -49.69 36.35 32.33
186 mt_961_use2012_last_save_rnk500_idxctrl 52.44 89.62 12.80 41.81 12.80 -12.69 -51.10 34.94 30.91
200 mt_961_use2011_last_save_rnk500_idxctrl 51.09 88.27 11.45 40.46 11.45 -14.04 -52.45 33.59 29.56
227 mt_961_use2023_best_save_rnk500_idxctrl 45.99 83.17 6.35 35.36 6.35 -19.15 -57.55 28.49 24.46
231 mt_961_use2024_best_save_rnk500_idxctrl 45.61 82.79 5.98 34.98 5.98 -19.52 -57.92 28.12 24.09
236 mt_961_use2016_best_save_rnk500_idxctrl 44.87 82.04 5.23 34.24 5.23 -20.27 -58.67 27.37 23.34
247 mt_962_use2009_best_save_rnk500_idxctrl 42.89 80.07 3.26 32.26 3.26 -22.24 -60.64 25.40 21.37
251 mt_961_use2022_best_save_rnk500_idxctrl 42.48 79.65 2.84 31.84 2.84 -22.66 -61.06 24.98 20.95
252 multin_zz1000_61002_idxctrl_top3800_pv 42.26 79.43 2.62 31.63 2.62 -22.88 -61.28 24.76 20.73
254 mt_961_use2024_last_save_rnk500_idxctrl 42.12 79.30 2.49 31.49 2.49 -23.01 -61.41 24.63 20.60
255 mt_961_use2009_last_save_rnk500_idxctrl 42.04 79.22 2.40 31.41 2.41 -23.09 -61.50 24.54 20.52
260 mt_962_use2009_last_save_rnk500_idxctrl 41.33 78.50 1.69 30.70 1.69 -23.81 -62.21 23.83 19.80
262 multin_zz1000_61004_idxctrl_50010002000_pv 41.21 78.39 1.57 30.58 1.58 -23.92 -62.32 23.72 19.69
263 multin_zz1000_61004_idxctrl_top3800_pv 41.21 78.39 1.57 30.58 1.58 -23.92 -62.32 23.71 19.69
266 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 40.92 78.09 1.28 30.29 1.28 -24.22 -62.62 23.42 19.39
268 mt_961_use2009_best_save_rnk500_idxctrl 40.73 77.91 1.10 30.10 1.10 -24.40 -62.80 23.24 19.21
269 mt_961_use2017_best_save_rnk500_idxctrl 40.44 77.62 0.80 29.81 0.81 -24.69 -63.10 22.94 18.92
273 mt_961_use2016_last_save_rnk500_idxctrl 39.96 77.13 0.32 29.33 0.32 -25.18 -63.58 22.46 18.43
275 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 39.89 77.06 0.25 29.26 0.25 -25.25 -63.65 22.39 18.36
276 multin_zz1000_61002_idxctrl_50010002000_pv 39.79 76.97 0.15 29.16 0.15 -25.34 -63.75 22.29 18.26
277 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 39.69 76.86 0.05 29.06 0.05 -25.45 -63.85 22.19 18.16
280 mt_961_use2023_last_save_rnk500_idxctrl 39.12 76.29 -0.52 28.48 -0.52 -26.02 -64.42 21.62 17.59
282 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 38.47 75.65 -1.17 27.84 -1.17 -26.66 -65.07 20.97 16.95
286 mt_961_use2017_last_save_rnk500_idxctrl 37.59 74.76 -2.05 26.95 -2.05 -27.55 -65.95 20.09 16.06
291 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 37.17 74.35 -2.47 26.54 -2.47 -27.97 -66.37 19.67 15.64
297 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 36.41 73.59 -3.22 25.78 -3.22 -28.72 -67.12 18.92 14.89
299 mt_961_use2011_best_save_rnk500_idxctrl 35.73 72.91 -3.90 25.10 -3.90 -29.40 -67.80 18.24 14.21
306 mt_961_use2013_last_save_rnk500_idxctrl 35.41 72.59 -4.23 24.78 -4.23 -29.72 -68.13 17.91 13.88
307 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 35.35 72.53 -4.29 24.72 -4.28 -29.78 -68.19 17.85 13.83
311 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 34.77 71.95 -4.86 24.14 -4.86 -30.36 -68.76 17.28 13.25
317 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 34.44 71.62 -5.20 23.81 -5.20 -30.70 -69.10 16.94 12.91
318 multin_zz1000_61001_idxctrl_50010002000_pv 34.09 71.27 -5.55 23.46 -5.55 -31.05 -69.45 16.59 12.56
323 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 33.60 70.77 -6.04 22.97 -6.04 -31.54 -69.94 16.10 12.07
325 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 32.78 69.96 -6.86 22.15 -6.85 -32.35 -70.75 15.29 11.26
326 mt_962_use2018_last_save_rnk500_idxctrl 32.69 69.87 -6.94 22.06 -6.94 -32.44 -70.84 15.20 11.17
327 multin_zz1000_61001_idxctrl_top3800_pv 32.69 69.87 -6.94 22.06 -6.94 -32.44 -70.84 15.20 11.17
330 mt_961_use2018_last_save_rnk500_idxctrl 32.40 69.57 -7.24 21.77 -7.24 -32.74 -71.14 14.90 10.87
331 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 32.36 69.53 -7.28 21.72 -7.28 -32.78 -71.18 14.86 10.83
333 mt_961_use2010_best_save_rnk500_idxctrl 32.06 69.23 -7.58 21.42 -7.58 -33.08 -71.48 14.56 10.53
334 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 31.59 68.76 -8.05 20.96 -8.05 -33.55 -71.95 14.09 10.06
338 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 30.83 68.01 -8.80 20.20 -8.80 -34.30 -72.70 13.34 9.31
344 mt_962_use2011_best_save_rnk500_idxctrl 28.41 65.59 -11.23 17.78 -11.23 -36.72 -75.13 10.91 6.89
349 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 27.65 64.82 -11.99 17.02 -11.99 -37.49 -75.89 10.15 6.12
350 mt_962_use2016_best_save_rnk500_idxctrl 27.45 64.63 -12.19 16.82 -12.19 -37.68 -76.09 9.95 5.92
351 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 27.27 64.45 -12.37 16.64 -12.36 -37.86 -76.27 9.77 5.75
354 mt_962_use2010_best_save_rnk500_idxctrl 26.78 63.95 -12.86 16.15 -12.86 -38.36 -76.76 9.28 5.25
357 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 26.10 63.28 -13.54 15.47 -13.54 -39.04 -77.44 8.60 4.57
358 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 25.94 63.12 -13.70 15.31 -13.70 -39.20 -77.60 8.44 4.41
361 mt_961_use2010_last_save_rnk500_idxctrl 25.78 62.95 -13.86 15.14 -13.86 -39.36 -77.76 8.28 4.25
371 mt_961_use2019_best_save_rnk500_idxctrl 23.48 60.65 -16.16 12.85 -16.16 -41.66 -80.06 5.98 1.95
375 mt_961_use2014_best_save_rnk500_idxctrl 22.76 59.93 -16.88 12.13 -16.88 -42.38 -80.78 5.26 1.23
376 multin_zz1000_61002_idxctrl_zz1000_pv 21.91 59.09 -17.73 11.28 -17.72 -43.22 -81.62 4.42 0.39
379 mt_961_use2014_last_save_rnk500_idxctrl 21.78 58.96 -17.86 11.15 -17.86 -43.36 -81.76 4.28 0.25
380 multin_zz1000_61004_idxctrl_zz1000_pv 21.69 58.87 -17.95 11.06 -17.95 -43.45 -81.85 4.19 0.16
382 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 20.96 58.14 -18.68 10.33 -18.68 -44.18 -82.58 3.46 -0.57
383 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 20.79 57.96 -18.85 10.16 -18.85 -44.35 -82.75 3.29 -0.74
391 multin_zz1000_61001_idxctrl_zz1000_pv 19.70 56.87 -19.94 9.07 -19.94 -45.44 -83.84 2.20 -1.83
394 mt_961_use2015_best_save_rnk500_idxctrl 18.91 56.09 -20.73 8.28 -20.72 -46.22 -84.62 1.42 -2.61
395 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 18.79 55.96 -20.85 8.16 -20.85 -46.35 -84.75 1.29 -2.74
403 mt_961_use2021_last_save_rnk500_idxctrl 17.10 54.27 -22.54 6.46 -22.54 -48.04 -86.44 -0.40 -4.43
406 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 16.48 53.66 -23.16 5.85 -23.16 -48.65 -87.06 -1.02 -5.04
408 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 15.91 53.08 -23.73 5.27 -23.73 -49.23 -87.63 -1.59 -5.62
409 mt_961_use2015_last_save_rnk500_idxctrl 15.66 52.83 -23.98 5.03 -23.98 -49.48 -87.88 -1.84 -5.87
410 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 15.50 52.67 -24.14 4.87 -24.14 -49.64 -88.04 -2.00 -6.03
413 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 14.90 52.07 -24.74 4.27 -24.74 -50.24 -88.64 -2.60 -6.63
415 mt_962_use2010_last_save_rnk500_idxctrl 14.79 51.97 -24.85 4.16 -24.85 -50.34 -88.75 -2.71 -6.73
417 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 14.37 51.54 -25.27 3.73 -25.27 -50.77 -89.17 -3.13 -7.16
422 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 13.40 50.58 -26.24 2.77 -26.24 -51.74 -90.14 -4.10 -8.13
430 mt_962_use2024_best_save_rnk500_idxctrl 11.71 48.88 -27.93 1.08 -27.93 -53.43 -91.83 -5.79 -9.82
437 mt_962_use2011_last_save_rnk500_idxctrl 10.64 47.81 -29.00 0.01 -29.00 -54.50 -92.90 -6.86 -10.89
438 mt_962_use2016_last_save_rnk500_idxctrl 10.44 47.61 -29.20 -0.19 -29.20 -54.70 -93.10 -7.06 -11.09
439 mt_961_use2019_last_save_rnk500_idxctrl 9.64 46.81 -30.00 -0.99 -30.00 -55.50 -93.90 -7.86 -11.89
443 mt_961_use2021_best_save_rnk500_idxctrl 6.92 44.10 -32.72 -3.71 -32.72 -58.22 -96.62 -10.58 -14.61
446 multin_zz1000_61004_idxctrl_pv 6.46 43.63 -33.18 -4.18 -33.18 -58.68 -97.08 -11.04 -15.07
447 multin_zz1000_61002_idxctrl_pv 6.46 43.63 -33.18 -4.18 -33.18 -58.68 -97.08 -11.04 -15.07
448 mt_962_use2018_best_save_rnk500_idxctrl 6.26 43.43 -33.38 -4.37 -33.38 -58.88 -97.28 -11.24 -15.27
449 multin_zz1000_61002_idxctrl_pv_rm_blc 5.75 42.92 -33.89 -4.88 -33.89 -59.39 -97.79 -11.75 -15.78
450 multin_zz1000_61004_idxctrl_pv_rm_blc 5.75 42.92 -33.89 -4.88 -33.89 -59.39 -97.79 -11.75 -15.78
454 multin_zz1000_61001_idxctrl_pv 4.41 41.58 -35.23 -6.22 -35.23 -60.73 -99.13 -13.09 -17.12
455 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 4.14 41.31 -35.50 -6.49 -35.50 -61.00 -99.40 -13.36 -17.39
456 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 4.14 41.31 -35.50 -6.49 -35.50 -61.00 -99.40 -13.36 -17.39
457 multin_zz1000_61004_idxctrl_pv_rm_fnd 3.77 40.94 -35.87 -6.86 -35.87 -61.37 -99.77 -13.73 -17.76
458 multin_zz1000_61002_idxctrl_pv_rm_fnd 3.77 40.94 -35.87 -6.86 -35.87 -61.37 -99.77 -13.73 -17.76
459 multin_zz1000_61001_idxctrl_pv_rm_blc 3.68 40.86 -35.96 -6.95 -35.96 -61.46 -99.86 -13.82 -17.85
461 mt_962_use2015_last_save_rnk500_idxctrl 2.30 39.48 -37.34 -8.33 -37.33 -62.83 -101.23 -15.19 -19.22
462 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 2.02 39.20 -37.61 -8.61 -37.61 -63.11 -101.51 -15.47 -19.50
463 mt_962_use2024_last_save_rnk500_idxctrl 1.70 38.87 -37.94 -8.93 -37.94 -63.44 -101.84 -15.80 -19.83
464 multin_zz1000_61001_idxctrl_pv_rm_fnd 1.65 38.83 -37.98 -8.98 -37.98 -63.48 -101.88 -15.84 -19.87
465 mt_962_use2017_last_save_rnk500_idxctrl 1.26 38.43 -38.38 -9.38 -38.38 -63.88 -102.28 -16.24 -20.27
467 mt_962_use2012_best_save_rnk500_idxctrl 0.44 37.61 -39.20 -10.19 -39.20 -64.70 -103.10 -17.06 -21.09
469 mt_961_use2020_best_save_rnk500_idxctrl -0.56 36.62 -40.20 -11.19 -40.19 -65.69 -104.09 -18.05 -22.08
471 mt_961_use2020_last_save_rnk500_idxctrl -1.24 35.94 -40.87 -11.87 -40.87 -66.37 -104.77 -18.73 -22.76
476 mt_962_use2017_best_save_rnk500_idxctrl -3.10 34.07 -42.74 -13.74 -42.74 -68.24 -106.64 -20.60 -24.63
477 mt_961_use2013_best_save_rnk500_idxctrl -3.19 33.98 -42.83 -13.83 -42.83 -68.33 -106.73 -20.69 -24.72
483 mt_962_use2012_last_save_rnk500_idxctrl -7.69 29.49 -47.33 -18.32 -47.33 -72.83 -111.23 -25.19 -29.22
484 mt_962_use2013_last_save_rnk500_idxctrl -7.95 29.23 -47.59 -18.58 -47.59 -73.09 -111.49 -25.45 -29.48
490 mt_962_use2013_best_save_rnk500_idxctrl -11.71 25.46 -51.35 -22.34 -51.35 -76.85 -115.25 -29.21 -33.24
491 mt_962_use2019_best_save_rnk500_idxctrl -12.39 24.79 -52.03 -23.02 -52.03 -77.52 -115.93 -29.89 -33.91
492 mt_962_use2020_last_save_rnk500_idxctrl -14.91 22.27 -54.55 -25.54 -54.55 -80.04 -118.45 -32.41 -36.44
493 mt_962_use2019_last_save_rnk500_idxctrl -14.96 22.22 -54.59 -25.59 -54.59 -80.09 -118.49 -32.45 -36.48
494 mt_962_use2021_last_save_rnk500_idxctrl -15.20 21.97 -54.84 -25.84 -54.84 -80.34 -118.74 -32.70 -36.73
495 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -18.81 18.37 -58.45 -29.44 -58.45 -83.95 -122.35 -36.31 -40.34
496 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -19.07 18.10 -58.71 -29.70 -58.71 -84.21 -122.61 -36.57 -40.60
497 mt_962_use2021_best_save_rnk500_idxctrl -19.84 17.33 -59.48 -30.47 -59.48 -84.98 -123.38 -37.34 -41.37
499 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -20.70 16.48 -60.34 -31.33 -60.33 -85.83 -124.23 -38.19 -42.22
500 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -20.97 16.21 -60.61 -31.60 -60.60 -86.10 -124.50 -38.46 -42.49
501 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -21.55 15.63 -61.19 -32.18 -61.19 -86.69 -125.09 -39.05 -43.08
502 mt_962_use2023_last_save_rnk500_idxctrl -22.05 15.12 -61.69 -32.69 -61.69 -87.19 -125.59 -39.55 -43.58
503 mt_962_use2023_best_save_rnk500_idxctrl -22.62 14.56 -62.26 -33.25 -62.26 -87.76 -126.16 -40.12 -44.15
504 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -23.56 13.62 -63.20 -34.19 -63.20 -88.70 -127.10 -41.06 -45.09
506 multin_zz500_61004_idxctrl_zz500_pv -24.24 12.94 -63.88 -34.87 -63.88 -89.38 -127.78 -41.74 -45.77
507 multin_zz500_61002_idxctrl_zz500_pv -24.28 12.90 -63.92 -34.91 -63.92 -89.42 -127.82 -41.78 -45.81
509 mt_962_use2015_best_save_rnk500_idxctrl -24.72 12.46 -64.36 -35.35 -64.35 -89.85 -128.25 -42.22 -46.24
510 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -24.93 12.25 -64.57 -35.56 -64.56 -90.06 -128.46 -42.43 -46.45
511 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -24.97 12.21 -64.60 -35.60 -64.60 -90.10 -128.50 -42.46 -46.49
512 mt_962_use2014_best_save_rnk500_idxctrl -25.19 11.99 -64.82 -35.82 -64.82 -90.32 -128.72 -42.68 -46.71
513 mt_962_use2022_last_save_rnk500_idxctrl -25.53 11.65 -65.17 -36.16 -65.17 -90.66 -129.07 -43.03 -47.05
514 mt_962_use2022_best_save_rnk500_idxctrl -25.55 11.63 -65.19 -36.18 -65.19 -90.68 -129.09 -43.05 -47.07
515 multin_zz500_61001_idxctrl_zz500_pv -26.50 10.68 -66.13 -37.13 -66.13 -91.63 -130.03 -43.99 -48.02
516 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -27.28 9.89 -66.92 -37.91 -66.92 -92.42 -130.82 -44.78 -48.81
517 mt_962_use2014_last_save_rnk500_idxctrl -27.42 9.75 -67.06 -38.05 -67.06 -92.56 -130.96 -44.92 -48.95
521 mt_962_use2020_best_save_rnk500_idxctrl -34.15 3.03 -73.79 -44.78 -73.79 -99.29 -137.69 -51.65 -55.68