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_20251023_151521
10 mt_962_use2008_last_save_rnk500_idxctrl 82.36 58.97 77.38 49.12 77.38 40.38 96.24 56.16 118.77
12 mt_962_use2008_best_save_rnk500_idxctrl 81.59 58.21 76.61 48.35 76.61 39.61 95.47 55.39 118.00
15 mt_961_use2008_last_save_rnk500_idxctrl 76.72 53.33 71.74 43.47 71.74 34.74 90.59 50.51 113.13
16 mt_961_use2008_best_save_rnk500_idxctrl 75.52 52.14 70.54 42.28 70.54 33.54 89.40 49.32 111.93
20 mt_961_use2022_last_save_rnk500_idxctrl 67.77 44.39 62.79 34.53 62.79 25.79 81.65 41.57 104.18
21 mt_961_use2009_last_save_rnk500_idxctrl 66.69 43.31 61.71 33.45 61.71 24.71 80.57 40.49 103.10
28 mt_961_use2022_best_save_rnk500_idxctrl 64.12 40.74 59.15 30.88 59.15 22.15 78.00 37.92 100.54
29 mt_961_use2024_best_save_rnk500_idxctrl 64.00 40.62 59.02 30.76 59.02 22.02 77.88 37.80 100.41
30 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 63.73 40.35 58.75 30.49 58.75 21.75 77.61 37.53 100.14
31 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 63.68 40.30 58.70 30.44 58.70 21.71 77.56 37.48 100.09
35 mt_961_use2009_best_save_rnk500_idxctrl 62.65 39.27 57.67 29.41 57.67 20.67 76.53 36.45 99.06
37 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 62.41 39.02 57.43 29.16 57.43 20.43 76.28 36.21 98.82
40 mt_961_use2016_best_save_rnk500_idxctrl 61.33 37.95 56.35 28.09 56.35 19.36 75.21 35.13 97.74
42 mt_961_use2012_last_save_rnk500_idxctrl 61.11 37.73 56.13 27.87 56.13 19.13 74.99 34.91 97.52
49 mt_962_use2009_best_save_rnk500_idxctrl 60.50 37.11 55.52 27.25 55.52 18.52 74.37 34.29 96.91
52 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 59.71 36.33 54.73 26.47 54.73 17.73 73.59 33.51 96.12
53 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 59.71 36.33 54.73 26.47 54.73 17.73 73.59 33.51 96.12
54 mt_961_use2024_last_save_rnk500_idxctrl 58.71 35.32 53.73 25.47 53.73 16.73 72.59 32.51 95.12
55 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 58.64 35.26 53.66 25.40 53.66 16.66 72.52 32.44 95.05
56 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 58.57 35.18 53.59 25.32 53.59 16.59 72.44 32.37 94.98
58 mt_962_use2009_last_save_rnk500_idxctrl 58.50 35.12 53.52 25.26 53.52 16.52 72.38 32.30 94.91
60 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 58.04 34.66 53.06 24.80 53.06 16.07 71.92 31.84 94.45
61 multin_zz1000_61002_idxctrl_pv_rm_fnd 58.02 34.63 53.04 24.77 53.04 16.04 71.89 31.81 94.43
62 multin_zz1000_61004_idxctrl_pv_rm_fnd 58.02 34.63 53.04 24.77 53.04 16.04 71.89 31.81 94.43
66 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 57.17 33.78 52.19 23.92 52.19 15.19 71.04 30.97 93.58
67 multin_zz1000_61001_idxctrl_pv_rm_fnd 56.30 32.92 51.32 23.06 51.32 14.32 70.18 30.10 92.71
76 mt_961_use2014_last_save_rnk500_idxctrl 53.87 30.48 48.89 20.62 48.89 11.89 67.74 27.66 90.28
78 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 52.63 29.25 47.65 19.39 47.65 10.66 66.51 26.43 89.04
82 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 52.30 28.91 47.32 19.05 47.32 10.32 66.17 26.09 88.71
83 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 51.77 28.38 46.79 18.52 46.79 9.79 65.64 25.57 88.18
85 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 51.44 28.06 46.46 18.20 46.46 9.46 65.32 25.24 87.85
94 mt_961_use2023_best_save_rnk500_idxctrl 50.50 27.12 45.53 17.26 45.53 8.53 64.38 24.30 86.92
98 mt_962_use2016_best_save_rnk500_idxctrl 49.91 26.53 44.93 16.67 44.93 7.94 63.79 23.71 86.32
99 mt_961_use2011_last_save_rnk500_idxctrl 49.87 26.48 44.89 16.62 44.89 7.89 63.74 23.66 86.28
100 mt_961_use2021_last_save_rnk500_idxctrl 49.86 26.47 44.88 16.62 44.88 7.88 63.74 23.66 86.27
101 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 49.78 26.40 44.80 16.54 44.80 7.80 63.66 23.58 86.19
102 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 49.47 26.09 44.49 16.23 44.49 7.49 63.35 23.27 85.88
105 mt_961_use2018_best_save_rnk500_idxctrl 49.00 25.61 44.02 15.76 44.02 7.02 62.88 22.80 85.41
108 mt_961_use2010_best_save_rnk500_idxctrl 48.58 25.20 43.61 15.34 43.61 6.61 62.46 22.38 85.00
118 mt_962_use2011_best_save_rnk500_idxctrl 46.74 23.36 41.76 13.50 41.76 4.76 60.62 20.54 83.15
123 mt_961_use2012_best_save_rnk500_idxctrl 45.93 22.55 40.95 12.69 40.95 3.95 59.81 19.73 82.34
126 mt_961_use2016_last_save_rnk500_idxctrl 45.03 21.65 40.05 11.79 40.06 3.06 58.91 18.83 81.44
138 mt_961_use2018_last_save_rnk500_idxctrl 42.23 18.85 37.25 8.99 37.25 0.26 56.11 16.03 78.64
147 mt_962_use2018_last_save_rnk500_idxctrl 41.31 17.92 36.33 8.06 36.33 -0.67 55.18 15.10 77.72
171 mt_961_use2023_last_save_rnk500_idxctrl 37.31 13.93 32.34 4.07 32.34 -4.66 51.19 11.11 73.73
172 mt_961_use2011_best_save_rnk500_idxctrl 36.99 13.61 32.02 3.75 32.02 -4.98 50.87 10.79 73.41
174 mt_961_use2017_best_save_rnk500_idxctrl 36.65 13.27 31.67 3.41 31.67 -5.32 50.53 10.45 73.06
175 mt_961_use2017_last_save_rnk500_idxctrl 36.17 12.78 31.19 2.92 31.19 -5.81 50.04 9.96 72.58
178 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 35.60 12.22 30.62 2.36 30.62 -6.38 49.48 9.40 72.01
184 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 35.05 11.67 30.07 1.81 30.07 -6.92 48.93 8.85 71.46
192 mt_961_use2013_last_save_rnk500_idxctrl 33.00 9.61 28.02 -0.25 28.02 -8.98 46.87 6.79 69.41
194 mt_961_use2015_last_save_rnk500_idxctrl 32.70 9.32 27.72 -0.54 27.72 -9.27 46.58 6.50 69.11
196 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 32.57 9.18 27.59 -0.68 27.59 -9.41 46.44 6.36 68.98
197 multin_zz500_61002_idxctrl_zz500_pv 32.51 9.13 27.54 -0.73 27.54 -9.46 46.39 6.31 68.93
198 multin_zz500_61004_idxctrl_zz500_pv 31.96 8.58 26.98 -1.28 26.98 -10.01 45.84 5.76 68.37
203 multin_zz1000_61002_idxctrl_pv_rm_blc 30.90 7.52 25.92 -2.34 25.92 -11.08 44.78 4.70 67.31
205 multin_zz1000_61004_idxctrl_pv_rm_blc 30.90 7.52 25.92 -2.34 25.92 -11.08 44.78 4.70 67.31
208 multin_zz1000_61004_idxctrl_pv 30.76 7.37 25.78 -2.49 25.78 -11.22 44.63 4.55 67.17
209 multin_zz1000_61002_idxctrl_pv 30.76 7.37 25.78 -2.49 25.78 -11.22 44.63 4.55 67.17
212 mt_961_use2010_last_save_rnk500_idxctrl 30.11 6.72 25.13 -3.14 25.13 -11.87 43.98 3.90 66.52
216 multin_zz500_61001_idxctrl_zz500_pv 29.46 6.07 24.48 -3.79 24.48 -12.52 43.33 3.26 65.87
222 mt_962_use2010_best_save_rnk500_idxctrl 28.60 5.22 23.62 -4.64 23.62 -13.37 42.48 2.40 65.01
225 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 28.41 5.03 23.43 -4.83 23.43 -13.56 42.29 2.21 64.82
229 multin_zz1000_61002_idxctrl_zz1000_pv 28.15 4.76 23.17 -5.10 23.17 -13.83 42.02 1.95 64.56
232 multin_zz1000_61001_idxctrl_pv_rm_blc 27.83 4.45 22.85 -5.41 22.86 -14.14 41.71 1.63 64.24
234 multin_zz1000_61001_idxctrl_pv 27.67 4.29 22.69 -5.57 22.69 -14.30 41.55 1.47 64.08
235 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 27.57 4.18 22.59 -5.67 22.59 -14.41 41.45 1.37 63.98
240 multin_zz1000_61004_idxctrl_zz1000_pv 27.43 4.05 22.46 -5.81 22.46 -14.54 41.31 1.23 63.85
250 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 26.84 3.46 21.87 -6.40 21.87 -15.13 40.72 0.64 63.26
253 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 26.60 3.21 21.62 -6.65 21.62 -15.38 40.47 0.39 63.01
254 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 26.57 3.18 21.59 -6.68 21.59 -15.41 40.44 0.37 62.98
256 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 26.20 2.82 21.22 -7.04 21.22 -15.78 40.08 -0.00 62.61
257 mt_961_use2014_best_save_rnk500_idxctrl 26.16 2.78 21.18 -7.08 21.18 -15.82 40.04 -0.04 62.57
263 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 25.89 2.51 20.91 -7.35 20.91 -16.09 39.77 -0.31 62.30
269 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 25.51 2.13 20.53 -7.73 20.53 -16.47 39.39 -0.69 61.92
272 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 25.29 1.90 20.31 -7.96 20.31 -16.69 39.16 -0.92 61.70
274 multin_zz1000_61001_idxctrl_zz1000_pv 24.54 1.15 19.56 -8.71 19.56 -17.44 38.41 -1.67 60.95
277 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 24.34 0.96 19.36 -8.90 19.36 -17.63 38.22 -1.86 60.75
283 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 23.20 -0.19 18.22 -10.05 18.22 -18.78 37.07 -3.01 59.61
285 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 23.02 -0.36 18.04 -10.22 18.04 -18.95 36.90 -3.18 59.43
290 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 21.91 -1.48 16.93 -11.34 16.93 -20.07 35.78 -4.29 58.32
295 mt_961_use2015_best_save_rnk500_idxctrl 20.26 -3.13 15.28 -12.99 15.28 -21.72 34.13 -5.95 56.67
304 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 17.38 -6.01 12.40 -15.87 12.40 -24.60 31.25 -8.83 53.79
308 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 16.40 -6.99 11.42 -16.85 11.42 -25.58 30.27 -9.81 52.81
320 mt_962_use2011_last_save_rnk500_idxctrl 14.04 -9.35 9.06 -19.21 9.06 -27.94 27.91 -12.16 50.45
332 mt_962_use2010_last_save_rnk500_idxctrl 12.52 -10.86 7.55 -20.72 7.55 -29.45 26.40 -13.68 48.94
350 mt_961_use2020_best_save_rnk500_idxctrl 8.37 -15.02 3.39 -24.88 3.39 -33.61 22.24 -17.83 44.78
353 mt_961_use2020_last_save_rnk500_idxctrl 6.99 -16.40 2.01 -26.26 2.01 -34.99 20.86 -19.21 43.40
359 mt_962_use2016_last_save_rnk500_idxctrl 5.26 -18.12 0.28 -27.98 0.28 -36.72 19.14 -20.94 41.67
363 mt_962_use2024_best_save_rnk500_idxctrl 4.81 -18.57 -0.17 -28.43 -0.16 -37.16 18.69 -21.39 41.22
369 mt_962_use2014_best_save_rnk500_idxctrl 3.27 -20.11 -1.71 -29.97 -1.71 -38.71 17.15 -22.93 39.68
376 mt_961_use2021_best_save_rnk500_idxctrl 2.27 -21.11 -2.71 -30.97 -2.71 -39.70 16.15 -23.93 38.68
379 mt_962_use2014_last_save_rnk500_idxctrl 1.62 -21.76 -3.36 -31.62 -3.36 -40.35 15.50 -24.58 38.03
383 multin_zz1000_61002_idxctrl_top3800_pv -0.37 -23.75 -5.35 -33.61 -5.35 -42.35 13.51 -26.57 36.04
384 multin_zz1000_61002_idxctrl_50010002000_pv -0.75 -24.13 -5.73 -33.99 -5.73 -42.73 13.13 -26.95 35.66
386 multin_zz1000_61004_idxctrl_top3800_pv -0.94 -24.32 -5.91 -34.18 -5.91 -42.91 12.94 -27.14 35.48
389 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -1.50 -24.88 -6.48 -34.74 -6.48 -43.48 12.38 -27.70 34.91
390 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -1.94 -25.32 -6.91 -35.18 -6.91 -43.91 11.94 -28.14 34.48
391 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -1.98 -25.37 -6.96 -35.23 -6.96 -43.96 11.89 -28.19 34.43
392 multin_zz1000_61004_idxctrl_50010002000_pv -2.65 -26.03 -7.62 -35.89 -7.62 -44.62 11.23 -28.85 33.77
393 mt_961_use2019_last_save_rnk500_idxctrl -3.06 -26.44 -8.03 -36.30 -8.03 -45.03 10.82 -29.26 33.36
398 mt_962_use2017_last_save_rnk500_idxctrl -3.85 -27.23 -8.83 -37.09 -8.83 -45.82 10.03 -30.05 32.56
399 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -3.89 -27.28 -8.87 -37.13 -8.87 -45.87 9.99 -30.09 32.52
400 mt_962_use2012_best_save_rnk500_idxctrl -4.19 -27.58 -9.17 -37.44 -9.17 -46.17 9.68 -30.39 32.22
409 mt_962_use2012_last_save_rnk500_idxctrl -5.98 -29.36 -10.96 -39.22 -10.95 -47.95 7.90 -32.18 30.43
410 mt_962_use2024_last_save_rnk500_idxctrl -6.05 -29.43 -11.03 -39.29 -11.03 -48.02 7.83 -32.25 30.36
416 mt_962_use2018_best_save_rnk500_idxctrl -6.84 -30.23 -11.82 -40.09 -11.82 -48.82 7.03 -33.05 29.57
423 mt_961_use2013_best_save_rnk500_idxctrl -8.82 -32.20 -13.80 -42.06 -13.79 -50.79 5.06 -35.02 27.59
431 multin_zz1000_61001_idxctrl_top3800_pv -10.22 -33.61 -15.20 -43.47 -15.20 -52.20 3.65 -36.42 26.19
433 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -10.88 -34.27 -15.86 -44.13 -15.86 -52.86 2.99 -37.09 25.53
438 multin_zz1000_61001_idxctrl_50010002000_pv -11.88 -35.26 -16.86 -45.12 -16.86 -53.85 2.00 -38.08 24.53
439 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -12.72 -36.11 -17.70 -45.97 -17.70 -54.70 1.15 -38.93 23.69
441 mt_962_use2015_last_save_rnk500_idxctrl -13.42 -36.80 -18.40 -46.66 -18.40 -55.40 0.46 -39.62 22.99
448 mt_961_use2019_best_save_rnk500_idxctrl -15.48 -38.87 -20.46 -48.73 -20.46 -57.46 -1.61 -41.68 20.93
449 mt_962_use2017_best_save_rnk500_idxctrl -15.61 -38.99 -20.58 -48.85 -20.58 -57.58 -1.73 -41.81 20.81
451 mt_962_use2019_last_save_rnk500_idxctrl -16.37 -39.75 -21.35 -49.61 -21.35 -58.35 -2.49 -42.57 20.04
454 mt_962_use2013_last_save_rnk500_idxctrl -17.59 -40.98 -22.57 -50.84 -22.57 -59.57 -3.72 -43.79 18.82
462 mt_962_use2013_best_save_rnk500_idxctrl -22.15 -45.53 -27.13 -55.39 -27.13 -64.12 -8.27 -48.35 14.26
478 mt_962_use2023_last_save_rnk500_idxctrl -27.28 -50.66 -32.26 -60.52 -32.26 -69.26 -13.40 -53.48 9.13
480 mt_962_use2022_best_save_rnk500_idxctrl -28.31 -51.69 -33.29 -61.55 -33.29 -70.29 -14.43 -54.51 8.10
482 mt_962_use2020_last_save_rnk500_idxctrl -29.34 -52.73 -34.32 -62.59 -34.32 -71.32 -15.47 -55.54 7.07
485 mt_962_use2019_best_save_rnk500_idxctrl -30.39 -53.77 -35.37 -63.63 -35.37 -72.37 -16.51 -56.59 6.02
486 mt_962_use2023_best_save_rnk500_idxctrl -31.01 -54.39 -35.99 -64.25 -35.99 -72.99 -17.13 -57.21 5.40
495 mt_962_use2022_last_save_rnk500_idxctrl -34.26 -57.64 -39.24 -67.50 -39.24 -76.24 -20.38 -60.46 2.15
502 mt_962_use2021_best_save_rnk500_idxctrl -36.71 -60.10 -41.69 -69.96 -41.69 -78.69 -22.84 -62.92 -0.30
503 mt_962_use2021_last_save_rnk500_idxctrl -38.33 -61.71 -43.30 -71.57 -43.30 -80.30 -24.45 -64.53 -1.91
505 mt_962_use2015_best_save_rnk500_idxctrl -39.19 -62.57 -44.17 -72.43 -44.17 -81.17 -25.31 -65.39 -2.78
508 mt_962_use2020_best_save_rnk500_idxctrl -41.97 -65.35 -46.94 -75.21 -46.94 -83.94 -28.09 -68.17 -5.55