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_20251024_151524
2 mt_962_use2020_best_save_rnk500_idxctrl 162.00 153.83 312.53 198.59 312.53 261.43 209.01 231.30 225.20
3 mt_962_use2022_last_save_rnk500_idxctrl 141.04 132.87 291.56 177.63 291.57 240.46 188.04 210.34 204.24
4 mt_962_use2021_best_save_rnk500_idxctrl 138.96 130.78 289.48 175.54 289.48 238.38 185.96 208.25 202.15
9 mt_962_use2015_best_save_rnk500_idxctrl 125.01 116.84 275.54 161.60 275.54 224.43 172.01 194.31 188.21
10 mt_962_use2022_best_save_rnk500_idxctrl 123.68 115.50 274.20 160.26 274.20 223.10 170.68 192.97 186.87
12 mt_962_use2021_last_save_rnk500_idxctrl 122.01 113.83 272.53 158.60 272.53 221.43 169.01 191.30 185.20
13 mt_962_use2020_last_save_rnk500_idxctrl 117.40 109.23 267.92 153.99 267.92 216.82 164.40 186.69 180.59
14 mt_962_use2023_best_save_rnk500_idxctrl 100.76 92.59 251.28 137.35 251.29 200.18 147.76 170.06 163.96
15 mt_962_use2019_best_save_rnk500_idxctrl 92.94 84.77 243.47 129.53 243.47 192.36 139.95 162.24 156.14
17 mt_962_use2023_last_save_rnk500_idxctrl 79.42 71.25 229.94 116.01 229.94 178.84 126.42 148.71 142.61
18 mt_962_use2013_best_save_rnk500_idxctrl 77.56 69.39 228.08 114.15 228.08 176.98 124.56 146.85 140.75
20 mt_962_use2019_last_save_rnk500_idxctrl 71.17 63.00 221.69 107.76 221.69 170.59 118.17 140.46 134.36
24 mt_962_use2024_last_save_rnk500_idxctrl 62.61 54.44 213.13 99.20 213.13 162.03 109.61 131.90 125.80
25 mt_962_use2013_last_save_rnk500_idxctrl 59.78 51.61 210.30 96.37 210.30 159.20 106.78 129.07 122.97
30 mt_962_use2015_last_save_rnk500_idxctrl 52.75 44.58 203.27 89.34 203.28 152.17 99.75 122.05 115.95
32 mt_961_use2013_best_save_rnk500_idxctrl 49.24 41.07 199.77 85.83 199.77 148.66 96.25 118.54 112.44
38 mt_961_use2015_best_save_rnk500_idxctrl 38.56 30.38 189.08 75.15 189.08 137.98 85.56 107.85 101.75
39 mt_962_use2017_best_save_rnk500_idxctrl 38.16 29.99 188.68 74.75 188.68 137.58 85.16 107.45 101.35
42 mt_962_use2024_best_save_rnk500_idxctrl 34.01 25.84 184.54 70.60 184.54 133.43 81.02 103.31 97.21
46 mt_961_use2019_best_save_rnk500_idxctrl 28.95 20.77 179.47 65.54 179.47 128.37 75.95 98.24 92.14
52 mt_962_use2012_last_save_rnk500_idxctrl 17.54 9.37 168.06 54.13 168.06 116.96 64.54 86.83 80.73
54 mt_961_use2015_last_save_rnk500_idxctrl 16.28 8.10 166.80 52.87 166.80 115.70 63.28 85.57 79.47
59 mt_962_use2014_last_save_rnk500_idxctrl 13.65 5.48 164.17 50.24 164.17 113.07 60.65 82.95 76.85
63 mt_962_use2012_best_save_rnk500_idxctrl 11.58 3.41 162.10 48.17 162.10 111.00 58.58 80.87 74.77
65 mt_962_use2017_last_save_rnk500_idxctrl 7.15 -1.02 157.68 43.74 157.68 106.57 54.16 76.45 70.35
67 mt_961_use2010_last_save_rnk500_idxctrl 4.93 -3.24 155.45 41.52 155.45 104.35 51.93 74.22 68.12
72 mt_962_use2014_best_save_rnk500_idxctrl 1.76 -6.41 152.28 38.35 152.28 101.18 48.76 71.05 64.95
73 mt_962_use2018_best_save_rnk500_idxctrl 1.55 -6.62 152.08 38.14 152.08 100.97 48.56 70.85 64.75
81 mt_962_use2016_last_save_rnk500_idxctrl -3.01 -11.19 147.51 33.58 147.51 96.41 43.99 66.28 60.18
83 mt_961_use2021_best_save_rnk500_idxctrl -5.74 -13.92 144.78 30.85 144.78 93.68 41.26 63.55 57.45
84 mt_961_use2011_best_save_rnk500_idxctrl -6.03 -14.20 144.50 30.56 144.50 93.39 40.97 63.27 57.17
90 mt_961_use2019_last_save_rnk500_idxctrl -12.89 -21.06 137.63 23.70 137.63 86.53 34.11 56.40 50.30
97 mt_962_use2010_last_save_rnk500_idxctrl -18.74 -26.92 131.78 17.85 131.78 80.68 28.26 50.55 44.45
113 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -28.78 -36.95 121.74 7.81 121.75 70.64 18.22 40.52 34.42
119 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -31.17 -39.34 119.36 5.42 119.36 68.25 15.83 38.13 32.03
120 multin_zz1000_61001_idxctrl_top3800_pv -31.33 -39.50 119.19 5.26 119.19 68.09 15.67 37.96 31.86
123 mt_961_use2017_last_save_rnk500_idxctrl -33.49 -41.66 117.03 3.10 117.03 65.93 13.51 35.80 29.70
126 multin_zz500_61001_idxctrl_zz500_pv -35.33 -43.51 115.19 1.26 115.19 64.09 11.67 33.96 27.86
127 mt_961_use2014_best_save_rnk500_idxctrl -35.79 -43.96 114.73 0.80 114.73 63.63 11.21 33.50 27.41
130 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -36.68 -44.85 113.84 -0.09 113.84 62.74 10.32 32.61 26.51
132 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -37.36 -45.54 113.16 -0.77 113.16 62.06 9.64 31.93 25.83
133 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -37.64 -45.81 112.88 -1.05 112.88 61.78 9.36 31.65 25.56
134 multin_zz1000_61001_idxctrl_50010002000_pv -38.76 -46.93 111.77 -2.17 111.77 60.66 8.25 30.54 24.44
137 multin_zz500_61004_idxctrl_zz500_pv -41.51 -49.68 109.02 -4.92 109.02 57.91 5.50 27.79 21.69
138 multin_zz500_61002_idxctrl_zz500_pv -41.84 -50.01 108.69 -5.25 108.69 57.59 5.17 27.46 21.36
142 mt_962_use2011_last_save_rnk500_idxctrl -44.74 -52.91 105.79 -8.15 105.79 54.68 2.27 24.56 18.46
147 multin_zz1000_61001_idxctrl_pv -47.23 -55.41 103.29 -10.64 103.29 52.19 -0.23 22.06 15.96
150 multin_zz1000_61001_idxctrl_pv_rm_blc -49.53 -57.71 100.99 -12.94 100.99 49.89 -2.53 19.76 13.66
152 multin_zz1000_61001_idxctrl_zz1000_pv -49.91 -58.08 100.61 -13.32 100.61 49.51 -2.91 19.38 13.29
153 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -50.00 -58.17 100.52 -13.41 100.52 49.42 -3.00 19.29 13.19
154 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -50.96 -59.14 99.56 -14.38 99.56 48.46 -3.96 18.33 12.23
156 multin_zz1000_61004_idxctrl_top3800_pv -52.25 -60.42 98.27 -15.66 98.28 47.17 -5.25 17.05 10.95
157 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -52.57 -60.74 97.95 -15.98 97.95 46.85 -5.57 16.72 10.62
159 multin_zz1000_61002_idxctrl_top3800_pv -53.26 -61.43 97.27 -16.67 97.27 46.16 -6.26 16.04 9.94
160 multin_zz1000_61004_idxctrl_pv -53.38 -61.56 97.14 -16.79 97.14 46.04 -6.38 15.91 9.81
161 multin_zz1000_61002_idxctrl_pv -53.38 -61.56 97.14 -16.79 97.14 46.04 -6.38 15.91 9.81
163 mt_961_use2010_best_save_rnk500_idxctrl -54.41 -62.59 96.11 -17.82 96.11 45.01 -7.41 14.88 8.78
165 mt_961_use2011_last_save_rnk500_idxctrl -54.54 -62.71 95.99 -17.95 95.99 44.88 -7.54 14.76 8.66
166 multin_zz1000_61004_idxctrl_50010002000_pv -54.55 -62.72 95.97 -17.96 95.97 44.87 -7.55 14.74 8.64
167 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -55.26 -63.43 95.26 -18.67 95.27 44.16 -8.26 14.04 7.94
168 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -55.37 -63.55 95.15 -18.79 95.15 44.05 -8.37 13.92 7.82
169 multin_zz1000_61004_idxctrl_zz1000_pv -55.65 -63.82 94.87 -19.06 94.88 43.77 -8.65 13.65 7.55
171 multin_zz1000_61002_idxctrl_pv_rm_blc -55.69 -63.86 94.84 -19.10 94.84 43.74 -8.68 13.61 7.51
172 multin_zz1000_61004_idxctrl_pv_rm_blc -55.69 -63.86 94.84 -19.10 94.84 43.74 -8.68 13.61 7.51
174 multin_zz1000_61002_idxctrl_zz1000_pv -56.42 -64.59 94.10 -19.83 94.11 43.00 -9.42 12.88 6.78
175 multin_zz1000_61002_idxctrl_50010002000_pv -57.32 -65.49 93.21 -20.73 93.21 42.11 -10.31 11.98 5.88
183 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -60.98 -69.15 89.54 -24.39 89.54 38.44 -13.98 8.31 2.21
184 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -61.75 -69.92 88.78 -25.16 88.78 37.67 -14.74 7.55 1.45
188 mt_961_use2016_last_save_rnk500_idxctrl -65.04 -73.21 85.48 -28.45 85.48 34.38 -18.04 4.25 -1.85
198 mt_961_use2020_last_save_rnk500_idxctrl -68.71 -76.89 81.81 -32.12 81.81 30.71 -21.71 0.58 -5.52
199 mt_961_use2013_last_save_rnk500_idxctrl -70.50 -78.68 80.02 -33.91 80.02 28.92 -23.50 -1.21 -7.31
203 mt_961_use2020_best_save_rnk500_idxctrl -72.60 -80.77 77.92 -36.01 77.93 26.82 -25.60 -3.30 -9.40
213 mt_961_use2012_last_save_rnk500_idxctrl -76.04 -84.21 74.48 -39.45 74.48 23.38 -29.04 -6.74 -12.84
214 mt_961_use2023_last_save_rnk500_idxctrl -76.53 -84.70 74.00 -39.94 74.00 22.89 -29.52 -7.23 -13.33
218 mt_961_use2012_best_save_rnk500_idxctrl -78.11 -86.29 72.41 -41.52 72.41 21.31 -31.11 -8.82 -14.92
221 mt_962_use2010_best_save_rnk500_idxctrl -79.23 -87.41 71.29 -42.64 71.29 20.19 -32.23 -9.94 -16.04
222 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -80.16 -88.33 70.36 -43.57 70.37 19.26 -33.16 -10.86 -16.96
225 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -80.67 -88.84 69.85 -44.08 69.85 18.75 -33.67 -11.37 -17.47
242 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -83.94 -92.11 66.58 -47.35 66.58 15.48 -36.94 -14.65 -20.75
244 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -84.27 -92.45 66.25 -47.68 66.25 15.15 -37.27 -14.98 -21.08
245 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -84.30 -92.47 66.22 -47.71 66.23 15.12 -37.30 -15.00 -21.10
246 mt_961_use2017_best_save_rnk500_idxctrl -84.38 -92.55 66.14 -47.79 66.14 15.04 -37.38 -15.09 -21.19
248 mt_961_use2018_last_save_rnk500_idxctrl -84.78 -92.96 65.74 -48.19 65.74 14.64 -37.78 -15.49 -21.59
250 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -85.90 -94.07 64.62 -49.31 64.63 13.52 -38.90 -16.60 -22.70
254 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -88.19 -96.37 62.33 -51.61 62.33 11.23 -41.19 -18.90 -25.00
255 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -88.28 -96.46 62.24 -51.69 62.24 11.14 -41.28 -18.99 -25.09
257 mt_961_use2014_last_save_rnk500_idxctrl -88.48 -96.65 62.05 -51.89 62.05 10.94 -41.48 -19.18 -25.28
259 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -89.69 -97.86 60.84 -53.10 60.84 9.73 -42.69 -20.39 -26.49
260 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -89.77 -97.94 60.75 -53.18 60.75 9.65 -42.77 -20.48 -26.58
274 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -97.54 -105.71 52.98 -60.95 52.98 1.88 -50.54 -28.24 -34.34
278 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -98.39 -106.57 52.13 -61.80 52.13 1.03 -51.39 -29.10 -35.20
281 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -98.50 -106.67 52.03 -61.91 52.03 0.92 -51.50 -29.20 -35.30
282 multin_zz1000_61001_idxctrl_pv_rm_fnd -98.56 -106.74 51.96 -61.97 51.96 0.86 -51.56 -29.27 -35.37
284 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -99.47 -107.64 51.05 -62.88 51.06 -0.05 -52.47 -30.17 -36.27
285 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -100.20 -108.37 50.32 -63.61 50.33 -0.78 -53.20 -30.90 -37.00
287 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -100.54 -108.71 49.98 -63.95 49.99 -1.12 -53.54 -31.24 -37.34
288 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -100.60 -108.77 49.93 -64.01 49.93 -1.18 -53.59 -31.30 -37.40
292 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -101.61 -109.78 48.92 -65.02 48.92 -2.18 -54.60 -32.31 -38.41
293 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -101.75 -109.92 48.77 -65.16 48.78 -2.33 -54.75 -32.45 -38.55
296 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -101.92 -110.10 48.60 -65.33 48.60 -2.50 -54.92 -32.63 -38.73
297 multin_zz1000_61004_idxctrl_pv_rm_fnd -102.12 -110.29 48.41 -65.53 48.41 -2.70 -55.11 -32.82 -38.92
298 multin_zz1000_61002_idxctrl_pv_rm_fnd -102.12 -110.29 48.41 -65.53 48.41 -2.70 -55.11 -32.82 -38.92
301 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -102.50 -110.68 48.02 -65.91 48.02 -3.08 -55.50 -33.21 -39.31
302 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -103.01 -111.18 47.51 -66.42 47.51 -3.59 -56.01 -33.72 -39.82
303 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -103.01 -111.18 47.51 -66.42 47.51 -3.59 -56.01 -33.72 -39.82
304 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -103.32 -111.49 47.21 -66.73 47.21 -3.90 -56.31 -34.02 -40.12
308 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -104.02 -112.19 46.50 -67.43 46.51 -4.60 -57.02 -34.72 -40.82
312 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -104.61 -112.79 45.91 -68.02 45.91 -5.19 -57.61 -35.32 -41.42
314 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -104.68 -112.85 45.84 -68.09 45.84 -5.26 -57.68 -35.39 -41.49
324 mt_961_use2016_best_save_rnk500_idxctrl -107.37 -115.55 43.15 -70.78 43.15 -7.95 -60.37 -38.08 -44.18
325 mt_961_use2023_best_save_rnk500_idxctrl -107.82 -115.99 42.71 -71.23 42.71 -8.40 -60.82 -38.52 -44.62
329 mt_961_use2009_best_save_rnk500_idxctrl -108.50 -116.67 42.03 -71.91 42.03 -9.08 -61.49 -39.20 -45.30
341 mt_961_use2009_last_save_rnk500_idxctrl -112.81 -120.98 37.71 -76.22 37.71 -13.39 -65.81 -43.52 -49.62
363 mt_961_use2018_best_save_rnk500_idxctrl -118.73 -126.91 31.79 -82.14 31.79 -19.31 -71.73 -49.44 -55.54
387 mt_961_use2024_last_save_rnk500_idxctrl -131.08 -139.26 19.44 -94.49 19.44 -31.66 -84.08 -61.79 -67.89
389 mt_962_use2018_last_save_rnk500_idxctrl -133.22 -141.39 17.30 -96.63 17.30 -33.80 -86.22 -63.93 -70.03
392 mt_961_use2024_best_save_rnk500_idxctrl -135.06 -143.24 15.46 -98.47 15.46 -35.64 -88.06 -65.77 -71.87
402 mt_961_use2021_last_save_rnk500_idxctrl -138.69 -146.86 11.84 -102.10 11.84 -39.27 -91.69 -69.39 -75.49
419 mt_962_use2011_best_save_rnk500_idxctrl -145.08 -153.25 5.44 -108.49 5.44 -45.66 -98.08 -75.79 -81.89
429 mt_961_use2022_last_save_rnk500_idxctrl -150.42 -158.59 0.10 -113.83 0.10 -51.00 -103.42 -81.13 -87.22
432 mt_961_use2022_best_save_rnk500_idxctrl -150.58 -158.75 -0.05 -113.99 -0.05 -51.16 -103.58 -81.28 -87.38
451 mt_962_use2016_best_save_rnk500_idxctrl -158.03 -166.20 -7.51 -121.44 -7.51 -58.61 -111.03 -88.74 -94.84
458 mt_962_use2009_last_save_rnk500_idxctrl -164.16 -172.33 -13.64 -127.57 -13.64 -64.74 -117.16 -94.87 -100.97
460 mt_962_use2009_best_save_rnk500_idxctrl -166.70 -174.87 -16.17 -130.11 -16.17 -67.28 -119.69 -97.40 -103.50
473 mt_961_use2008_last_save_rnk500_idxctrl -179.34 -187.51 -28.82 -142.75 -28.82 -79.92 -132.34 -110.05 -116.15
480 mt_961_use2008_best_save_rnk500_idxctrl -185.64 -193.81 -35.12 -149.05 -35.11 -86.22 -138.64 -116.34 -122.44
503 mt_962_use2008_last_save_rnk500_idxctrl -224.24 -232.42 -73.72 -187.65 -73.72 -124.82 -177.24 -154.95 -161.05
504 mt_962_use2008_best_save_rnk500_idxctrl -226.56 -234.73 -76.04 -189.97 -76.04 -127.14 -179.56 -157.27 -163.37