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_20251027_151525
1 mt_962_use2022_last_save_rnk500_idxctrl 91.85 28.48 197.85 77.74 197.85 154.40 150.69 177.93 162.46
3 mt_962_use2020_best_save_rnk500_idxctrl 80.10 16.74 186.10 65.99 186.10 142.65 138.94 166.18 150.72
4 mt_962_use2021_best_save_rnk500_idxctrl 78.15 14.78 184.14 64.03 184.14 140.69 136.99 164.23 148.76
5 mt_962_use2020_last_save_rnk500_idxctrl 77.98 14.61 183.97 63.86 183.97 140.52 136.81 164.06 148.59
6 mt_962_use2021_last_save_rnk500_idxctrl 75.76 12.40 181.76 61.65 181.76 138.31 134.60 161.84 146.38
7 mt_962_use2023_best_save_rnk500_idxctrl 70.09 6.73 176.09 55.98 176.09 132.64 128.93 156.17 140.70
10 mt_962_use2023_last_save_rnk500_idxctrl 69.06 5.69 175.06 54.95 175.06 131.61 127.90 155.14 139.67
12 mt_962_use2022_best_save_rnk500_idxctrl 66.99 3.63 172.99 52.88 172.99 129.54 125.83 153.08 137.61
13 mt_962_use2014_best_save_rnk500_idxctrl 63.74 0.37 169.74 49.62 169.74 126.28 122.58 149.82 134.35
14 mt_962_use2014_last_save_rnk500_idxctrl 63.59 0.22 169.59 49.48 169.59 126.14 122.43 149.67 134.20
16 mt_962_use2015_best_save_rnk500_idxctrl 62.43 -0.93 168.43 48.32 168.43 124.98 121.27 148.51 133.05
17 mt_962_use2024_last_save_rnk500_idxctrl 61.18 -2.19 167.18 47.06 167.18 123.72 120.02 147.26 131.79
19 mt_962_use2019_last_save_rnk500_idxctrl 55.35 -8.02 161.34 41.23 161.34 117.89 114.19 141.43 125.96
20 mt_962_use2013_best_save_rnk500_idxctrl 54.77 -8.60 160.76 40.65 160.76 117.31 113.61 140.85 125.38
21 mt_962_use2024_best_save_rnk500_idxctrl 52.45 -10.92 158.45 38.33 158.44 114.99 111.29 138.53 123.06
23 mt_962_use2019_best_save_rnk500_idxctrl 49.69 -13.68 155.68 35.57 155.68 112.23 108.52 135.77 120.30
24 mt_962_use2017_best_save_rnk500_idxctrl 49.55 -13.82 155.55 35.43 155.54 112.09 108.39 135.63 120.16
25 mt_962_use2012_last_save_rnk500_idxctrl 49.19 -14.18 155.19 35.07 155.19 111.73 108.03 135.27 119.80
27 mt_962_use2012_best_save_rnk500_idxctrl 44.48 -18.89 150.47 30.36 150.47 107.02 103.32 130.56 115.09
28 mt_961_use2021_best_save_rnk500_idxctrl 44.16 -19.21 150.16 30.05 150.16 106.71 103.00 130.24 114.77
31 mt_962_use2017_last_save_rnk500_idxctrl 40.74 -22.63 146.74 26.62 146.74 103.28 99.58 126.82 111.35
32 mt_962_use2013_last_save_rnk500_idxctrl 39.81 -23.56 145.81 25.69 145.80 102.35 98.65 125.89 110.42
40 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 33.65 -29.72 139.65 19.54 139.65 96.20 92.49 119.73 104.26
41 mt_961_use2019_best_save_rnk500_idxctrl 33.62 -29.75 139.62 19.51 139.62 96.17 92.46 119.70 104.23
44 mt_962_use2018_best_save_rnk500_idxctrl 32.21 -31.16 138.20 18.09 138.20 94.75 91.05 118.29 102.82
47 multin_zz500_61001_idxctrl_zz500_pv 31.85 -31.52 137.85 17.74 137.85 94.40 90.69 117.93 102.46
49 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 30.38 -32.99 136.37 16.26 136.37 92.92 89.22 116.46 100.99
52 mt_961_use2017_last_save_rnk500_idxctrl 29.98 -33.38 135.98 15.87 135.98 92.53 88.82 116.06 100.60
53 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 29.76 -33.61 135.75 15.64 135.75 92.30 88.59 115.84 100.37
55 multin_zz500_61004_idxctrl_zz500_pv 28.51 -34.86 134.51 14.39 134.51 91.05 87.35 114.59 99.12
56 mt_962_use2015_last_save_rnk500_idxctrl 28.49 -34.88 134.49 14.37 134.48 91.03 87.33 114.57 99.10
57 mt_961_use2013_best_save_rnk500_idxctrl 28.44 -34.92 134.44 14.33 134.44 90.99 87.28 114.52 99.05
59 multin_zz500_61002_idxctrl_zz500_pv 27.90 -35.47 133.90 13.78 133.90 90.44 86.74 113.98 98.51
63 mt_961_use2015_last_save_rnk500_idxctrl 24.75 -38.62 130.75 10.63 130.75 87.29 83.59 110.83 95.36
65 mt_961_use2014_best_save_rnk500_idxctrl 24.17 -39.20 130.16 10.05 130.16 86.71 83.01 110.25 94.78
66 mt_961_use2015_best_save_rnk500_idxctrl 22.50 -40.87 128.50 8.38 128.50 85.04 81.34 108.58 93.11
71 mt_962_use2016_last_save_rnk500_idxctrl 20.47 -42.90 126.47 6.35 126.46 83.01 79.31 106.55 91.08
73 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 18.48 -44.88 124.48 4.37 124.48 81.03 77.32 104.56 89.09
75 mt_961_use2019_last_save_rnk500_idxctrl 18.42 -44.94 124.42 4.31 124.42 80.97 77.26 104.50 89.04
77 mt_961_use2017_best_save_rnk500_idxctrl 17.39 -45.98 123.39 3.28 123.39 79.94 76.23 103.47 88.00
79 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 16.49 -46.88 122.49 2.38 122.49 79.04 75.33 102.57 87.10
81 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 15.83 -47.54 121.83 1.72 121.83 78.38 74.67 101.91 86.44
82 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 15.19 -48.18 121.18 1.07 121.18 77.73 74.03 101.27 85.80
85 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 13.82 -49.55 119.82 -0.30 119.82 76.36 72.66 99.90 84.43
87 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 13.21 -50.16 119.20 -0.91 119.20 75.75 72.05 99.29 83.82
90 mt_961_use2014_last_save_rnk500_idxctrl 11.81 -51.56 117.81 -2.31 117.81 74.35 70.65 97.89 82.42
91 mt_961_use2011_best_save_rnk500_idxctrl 11.31 -52.06 117.31 -2.80 117.31 73.86 70.15 97.39 81.92
96 mt_962_use2010_last_save_rnk500_idxctrl 10.64 -52.73 116.64 -3.48 116.64 73.18 69.48 96.72 81.25
97 mt_961_use2016_last_save_rnk500_idxctrl 10.31 -53.06 116.30 -3.81 116.30 72.85 69.15 96.39 80.92
100 multin_zz1000_61001_idxctrl_pv 9.63 -53.74 115.62 -4.49 115.62 72.17 68.47 95.71 80.24
101 mt_961_use2018_last_save_rnk500_idxctrl 9.27 -54.10 115.27 -4.85 115.26 71.81 68.11 95.35 79.88
103 mt_961_use2023_last_save_rnk500_idxctrl 8.92 -54.45 114.92 -5.20 114.91 71.46 67.76 95.00 79.53
105 mt_962_use2011_last_save_rnk500_idxctrl 8.32 -55.05 114.31 -5.80 114.31 70.86 67.16 94.40 78.93
107 mt_961_use2021_last_save_rnk500_idxctrl 6.94 -56.43 112.94 -7.18 112.94 69.48 65.78 93.02 77.55
109 multin_zz1000_61001_idxctrl_pv_rm_blc 6.32 -57.05 112.31 -7.80 112.31 68.86 65.16 92.40 76.93
110 multin_zz1000_61004_idxctrl_pv 6.22 -57.15 112.21 -7.90 112.21 68.76 65.06 92.30 76.83
111 multin_zz1000_61002_idxctrl_pv 6.22 -57.15 112.21 -7.90 112.21 68.76 65.06 92.30 76.83
116 mt_961_use2010_last_save_rnk500_idxctrl 3.63 -59.73 109.63 -10.48 109.63 66.18 62.47 89.71 74.25
117 multin_zz1000_61004_idxctrl_pv_rm_blc 2.97 -60.40 108.97 -11.15 108.97 65.51 61.81 89.05 73.58
118 multin_zz1000_61002_idxctrl_pv_rm_blc 2.97 -60.40 108.97 -11.15 108.97 65.51 61.81 89.05 73.58
128 mt_961_use2023_best_save_rnk500_idxctrl -0.32 -63.68 105.68 -14.43 105.68 62.23 58.52 85.76 70.29
130 mt_961_use2016_best_save_rnk500_idxctrl -0.66 -64.03 105.34 -14.77 105.34 61.89 58.18 85.42 69.95
133 mt_962_use2010_best_save_rnk500_idxctrl -2.31 -65.68 103.68 -16.43 103.68 60.23 56.53 83.77 68.30
135 mt_961_use2013_last_save_rnk500_idxctrl -2.54 -65.91 103.46 -16.66 103.45 60.00 56.30 83.54 68.07
136 mt_961_use2020_last_save_rnk500_idxctrl -2.57 -65.94 103.43 -16.69 103.43 59.97 56.27 83.51 68.04
139 multin_zz1000_61001_idxctrl_top3800_pv -3.29 -66.66 102.71 -17.40 102.71 59.25 55.55 82.79 67.32
140 mt_961_use2020_best_save_rnk500_idxctrl -3.46 -66.82 102.54 -17.57 102.54 59.09 55.38 82.62 67.15
147 mt_961_use2018_best_save_rnk500_idxctrl -4.87 -68.24 101.12 -18.99 101.12 57.67 53.97 81.21 65.74
149 multin_zz1000_61001_idxctrl_zz1000_pv -5.26 -68.63 100.74 -19.37 100.74 57.29 53.58 80.82 65.35
150 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -5.71 -69.08 100.28 -19.83 100.28 56.83 53.13 80.37 64.90
155 multin_zz1000_61001_idxctrl_50010002000_pv -7.43 -70.80 98.57 -21.54 98.57 55.12 51.41 78.65 63.18
156 mt_961_use2011_last_save_rnk500_idxctrl -7.53 -70.90 98.46 -21.65 98.46 55.01 51.31 78.55 63.08
158 multin_zz1000_61004_idxctrl_zz1000_pv -7.71 -71.08 98.29 -21.83 98.29 54.83 51.13 78.37 62.90
159 multin_zz1000_61002_idxctrl_zz1000_pv -8.33 -71.70 97.66 -22.45 97.66 54.21 50.51 77.75 62.28
161 mt_961_use2022_last_save_rnk500_idxctrl -9.52 -72.89 96.48 -23.64 96.47 53.02 49.32 76.56 61.09
162 mt_961_use2024_best_save_rnk500_idxctrl -9.62 -72.99 96.38 -23.74 96.37 52.92 49.22 76.46 60.99
169 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -10.12 -73.49 95.88 -24.24 95.88 52.42 48.72 75.96 60.49
180 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -11.90 -75.27 94.10 -26.01 94.10 50.65 46.94 74.18 58.71
190 mt_961_use2022_best_save_rnk500_idxctrl -13.75 -77.12 92.25 -27.86 92.25 48.80 45.09 72.33 56.86
191 mt_961_use2012_last_save_rnk500_idxctrl -13.78 -77.15 92.22 -27.89 92.22 48.77 45.06 72.30 56.83
193 multin_zz1000_61004_idxctrl_top3800_pv -14.18 -77.54 91.82 -28.29 91.82 48.37 44.66 71.90 56.44
194 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -14.24 -77.61 91.76 -28.35 91.76 48.31 44.60 71.84 56.37
197 multin_zz1000_61001_idxctrl_pv_rm_fnd -14.57 -77.94 91.42 -28.69 91.42 47.97 44.26 71.51 56.04
199 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -14.76 -78.13 91.24 -28.88 91.24 47.78 44.08 71.32 55.85
202 mt_962_use2011_best_save_rnk500_idxctrl -15.65 -79.02 90.35 -29.76 90.35 46.90 43.19 70.43 54.96
207 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -16.59 -79.96 89.41 -30.70 89.41 45.96 42.25 69.49 54.02
208 multin_zz1000_61004_idxctrl_pv_rm_fnd -16.77 -80.14 89.23 -30.89 89.22 45.77 42.07 69.31 53.84
209 multin_zz1000_61002_idxctrl_pv_rm_fnd -16.77 -80.14 89.23 -30.89 89.22 45.77 42.07 69.31 53.84
211 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -16.95 -80.32 89.05 -31.06 89.05 45.60 41.89 69.13 53.66
215 mt_961_use2024_last_save_rnk500_idxctrl -17.65 -81.02 88.34 -31.77 88.34 44.89 41.19 68.43 52.96
217 mt_962_use2018_last_save_rnk500_idxctrl -17.87 -81.24 88.13 -31.99 88.13 44.67 40.97 68.21 52.74
220 multin_zz1000_61002_idxctrl_top3800_pv -18.34 -81.71 87.66 -32.45 87.66 44.21 40.50 67.74 52.27
221 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -18.74 -82.11 87.26 -32.86 87.26 43.80 40.10 67.34 51.87
222 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -18.74 -82.11 87.26 -32.86 87.26 43.80 40.10 67.34 51.87
227 mt_961_use2012_best_save_rnk500_idxctrl -19.50 -82.87 86.50 -33.61 86.50 43.05 39.34 66.58 51.11
230 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -20.03 -83.40 85.97 -34.14 85.97 42.52 38.81 66.05 50.58
233 multin_zz1000_61004_idxctrl_50010002000_pv -20.54 -83.91 85.46 -34.66 85.46 42.00 38.30 65.54 50.07
241 multin_zz1000_61002_idxctrl_50010002000_pv -22.20 -85.57 83.80 -36.31 83.80 40.35 36.64 63.88 48.41
243 mt_961_use2010_best_save_rnk500_idxctrl -22.69 -86.06 83.31 -36.81 83.30 39.85 36.15 63.39 47.92
249 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -23.68 -87.05 82.32 -37.80 82.32 38.86 35.16 62.40 46.93
258 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -25.25 -88.62 80.75 -39.36 80.75 37.30 33.59 60.83 45.36
284 mt_961_use2009_last_save_rnk500_idxctrl -30.94 -94.31 75.06 -45.05 75.06 31.61 27.90 55.14 39.67
286 mt_961_use2009_best_save_rnk500_idxctrl -31.36 -94.73 74.63 -45.48 74.63 31.18 27.47 54.72 39.25
318 mt_962_use2016_best_save_rnk500_idxctrl -36.13 -99.49 69.87 -50.24 69.87 26.42 22.71 49.95 34.48
319 mt_962_use2009_last_save_rnk500_idxctrl -36.26 -99.63 69.74 -50.37 69.74 26.29 22.58 49.82 34.35
321 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -36.59 -99.96 69.41 -50.70 69.41 25.96 22.25 49.49 34.02
327 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -37.39 -100.76 68.60 -51.51 68.60 25.15 21.45 48.69 33.22
329 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -37.88 -101.24 68.12 -51.99 68.12 24.67 20.96 48.20 32.74
330 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -38.08 -101.44 67.92 -52.19 67.92 24.47 20.76 48.00 32.54
332 mt_961_use2008_last_save_rnk500_idxctrl -38.47 -101.84 67.53 -52.58 67.53 24.08 20.37 47.61 32.14
336 mt_962_use2009_best_save_rnk500_idxctrl -39.12 -102.49 66.88 -53.23 66.88 23.43 19.72 46.96 31.49
341 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -39.58 -102.95 66.42 -53.69 66.42 22.97 19.26 46.50 31.03
347 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -40.95 -104.32 65.05 -55.06 65.05 21.60 17.89 45.13 29.66
350 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -41.61 -104.97 64.39 -55.72 64.39 20.94 17.23 44.47 29.00
352 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -41.75 -105.12 64.25 -55.87 64.25 20.79 17.09 44.33 28.86
354 mt_961_use2008_best_save_rnk500_idxctrl -42.14 -105.51 63.86 -56.26 63.85 20.40 16.70 43.94 28.47
355 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -42.29 -105.66 63.71 -56.40 63.71 20.26 16.55 43.79 28.32
356 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -42.95 -106.32 63.05 -57.06 63.05 19.60 15.89 43.13 27.66
363 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -43.40 -106.77 62.60 -57.51 62.60 19.15 15.44 42.68 27.21
368 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -44.33 -107.69 61.67 -58.44 61.67 18.22 14.51 41.75 26.29
376 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -46.34 -109.71 59.66 -60.45 59.66 16.21 12.50 39.74 24.27
379 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -46.80 -110.16 59.20 -60.91 59.20 15.75 12.04 39.28 23.82
383 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -47.31 -110.68 58.68 -61.43 58.68 15.23 11.52 38.77 23.30
389 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -48.07 -111.44 57.93 -62.19 57.93 14.47 10.77 38.01 22.54
390 mt_962_use2008_last_save_rnk500_idxctrl -48.36 -111.73 57.64 -62.47 57.64 14.19 10.48 37.72 22.25
395 mt_962_use2008_best_save_rnk500_idxctrl -49.25 -112.62 56.75 -63.36 56.75 13.30 9.59 36.83 21.36
400 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -50.42 -113.78 55.58 -64.53 55.58 12.13 8.42 35.66 20.19
406 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -51.29 -114.66 54.70 -65.41 54.70 11.25 7.54 34.79 19.32