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_20251028_151522
84 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 30.50 62.99 11.77 64.62 11.77 -14.70 11.81 102.80 95.93
90 multin_zz1000_61002_idxctrl_50010002000_pv 29.89 62.38 11.16 64.01 11.16 -15.31 11.19 102.18 95.31
99 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 28.94 61.43 10.21 63.06 10.21 -16.26 10.24 101.23 94.37
109 multin_zz1000_61004_idxctrl_50010002000_pv 28.28 60.77 9.55 62.40 9.55 -16.92 9.58 100.57 93.70
112 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 27.91 60.40 9.18 62.03 9.18 -17.29 9.22 100.21 93.34
120 multin_zz1000_61002_idxctrl_top3800_pv 27.18 59.67 8.45 61.30 8.45 -18.02 8.49 99.48 92.61
135 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 25.75 58.25 7.02 59.88 7.02 -19.44 7.06 98.05 91.18
139 multin_zz1000_61004_idxctrl_top3800_pv 25.35 57.85 6.63 59.48 6.63 -19.84 6.66 97.65 90.78
157 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 23.67 56.16 4.94 57.79 4.94 -21.53 4.97 95.96 89.10
164 multin_zz1000_61001_idxctrl_50010002000_pv 23.38 55.87 4.65 57.50 4.65 -21.82 4.68 95.67 88.80
173 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 22.85 55.34 4.12 56.97 4.12 -22.35 4.15 95.14 88.27
175 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 22.41 54.90 3.68 56.53 3.68 -22.79 3.71 94.70 87.83
177 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 22.37 54.86 3.64 56.49 3.64 -22.83 3.68 94.67 87.80
181 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 22.28 54.77 3.55 56.40 3.55 -22.92 3.59 94.58 87.71
182 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 22.22 54.71 3.49 56.34 3.49 -22.98 3.52 94.51 87.64
185 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 21.88 54.37 3.15 56.00 3.15 -23.32 3.18 94.17 87.30
187 multin_zz1000_61001_idxctrl_top3800_pv 21.77 54.26 3.04 55.89 3.04 -23.43 3.07 94.06 87.19
188 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 21.65 54.15 2.92 55.78 2.93 -23.54 2.96 93.95 87.08
189 mt_961_use2010_last_save_rnk500_idxctrl 21.27 53.76 2.54 55.39 2.54 -23.93 2.57 93.56 86.69
190 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 21.20 53.69 2.47 55.32 2.47 -24.00 2.50 93.49 86.63
191 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 21.11 53.60 2.38 55.23 2.38 -24.09 2.41 93.40 86.53
194 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 20.53 53.02 1.80 54.65 1.80 -24.67 1.84 92.83 85.96
195 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 20.42 52.91 1.69 54.54 1.69 -24.78 1.72 92.71 85.85
196 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 20.04 52.53 1.31 54.16 1.31 -25.16 1.34 92.33 85.47
201 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 19.71 52.20 0.98 53.83 0.98 -25.49 1.01 92.01 85.14
237 mt_961_use2011_last_save_rnk500_idxctrl 14.45 46.94 -4.28 48.57 -4.28 -30.75 -4.25 86.74 79.88
256 mt_961_use2010_best_save_rnk500_idxctrl 12.67 45.17 -6.06 46.80 -6.06 -32.53 -6.02 84.97 78.10
267 mt_961_use2019_best_save_rnk500_idxctrl 10.96 43.45 -7.77 45.08 -7.77 -34.24 -7.74 83.25 76.38
278 mt_962_use2015_best_save_rnk500_idxctrl 10.22 42.72 -8.51 44.35 -8.50 -34.97 -8.47 82.52 75.65
279 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 10.22 42.71 -8.51 44.34 -8.51 -34.98 -8.48 82.51 75.64
285 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 9.92 42.41 -8.81 44.04 -8.81 -35.28 -8.77 82.22 75.35
286 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 9.91 42.40 -8.82 44.03 -8.82 -35.29 -8.79 82.21 75.34
290 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 9.62 42.12 -9.11 43.75 -9.11 -35.57 -9.07 81.92 75.05
291 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 9.60 42.09 -9.13 43.72 -9.13 -35.60 -9.09 81.90 75.03
295 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 9.29 41.78 -9.44 43.41 -9.44 -35.91 -9.40 81.59 74.72
298 mt_961_use2009_best_save_rnk500_idxctrl 8.92 41.41 -9.81 43.04 -9.81 -36.28 -9.78 81.21 74.34
301 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 8.22 40.71 -10.51 42.34 -10.51 -36.98 -10.48 80.51 73.65
304 mt_961_use2013_best_save_rnk500_idxctrl 7.86 40.35 -10.87 41.98 -10.87 -37.34 -10.84 80.15 73.29
305 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 7.69 40.18 -11.04 41.81 -11.04 -37.51 -11.01 79.98 73.11
306 mt_961_use2012_best_save_rnk500_idxctrl 7.46 39.95 -11.27 41.58 -11.27 -37.74 -11.24 79.75 72.88
308 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 7.35 39.84 -11.38 41.47 -11.38 -37.85 -11.35 79.64 72.77
313 multin_zz1000_61002_idxctrl_zz1000_pv 6.34 38.83 -12.39 40.46 -12.39 -38.86 -12.36 78.64 71.77
314 mt_961_use2011_best_save_rnk500_idxctrl 6.09 38.59 -12.64 40.22 -12.63 -39.10 -12.60 78.39 71.52
318 multin_zz1000_61004_idxctrl_zz1000_pv 5.77 38.26 -12.96 39.89 -12.96 -39.43 -12.93 78.06 71.19
319 mt_961_use2009_last_save_rnk500_idxctrl 5.75 38.25 -12.98 39.88 -12.97 -39.44 -12.94 78.05 71.18
320 mt_962_use2022_best_save_rnk500_idxctrl 5.70 38.19 -13.03 39.82 -13.03 -39.50 -12.99 78.00 71.13
329 multin_zz1000_61001_idxctrl_zz1000_pv 5.28 37.77 -13.45 39.40 -13.45 -39.92 -13.41 77.58 70.71
335 mt_961_use2019_last_save_rnk500_idxctrl 4.38 36.88 -14.35 38.51 -14.34 -40.81 -14.31 76.68 69.81
350 mt_961_use2012_last_save_rnk500_idxctrl 2.71 35.20 -16.02 36.83 -16.02 -42.49 -15.99 75.00 68.13
357 mt_961_use2021_last_save_rnk500_idxctrl 1.11 33.60 -17.62 35.23 -17.62 -44.09 -17.59 73.40 66.53
373 mt_961_use2013_last_save_rnk500_idxctrl -0.24 32.25 -18.97 33.88 -18.97 -45.44 -18.94 72.05 65.19
392 mt_961_use2017_last_save_rnk500_idxctrl -2.06 30.44 -20.79 32.06 -20.79 -47.26 -20.75 70.24 63.37
397 mt_962_use2020_last_save_rnk500_idxctrl -3.00 29.49 -21.73 31.12 -21.73 -48.20 -21.70 69.29 62.42
398 mt_961_use2021_best_save_rnk500_idxctrl -3.51 28.98 -22.24 30.61 -22.24 -48.71 -22.21 68.78 61.91
400 mt_962_use2013_last_save_rnk500_idxctrl -3.84 28.66 -22.57 30.29 -22.56 -49.03 -22.53 68.46 61.59
401 mt_962_use2009_last_save_rnk500_idxctrl -4.43 28.06 -23.16 29.69 -23.16 -49.63 -23.13 67.86 60.99
402 mt_961_use2018_best_save_rnk500_idxctrl -4.44 28.05 -23.17 29.68 -23.17 -49.64 -23.13 67.86 60.99
403 mt_961_use2020_best_save_rnk500_idxctrl -4.49 28.00 -23.22 29.63 -23.22 -49.69 -23.19 67.80 60.93
405 mt_962_use2020_best_save_rnk500_idxctrl -5.04 27.45 -23.77 29.08 -23.77 -50.24 -23.74 67.25 60.38
406 mt_961_use2020_last_save_rnk500_idxctrl -5.05 27.44 -23.78 29.07 -23.78 -50.25 -23.74 67.25 60.38
410 mt_961_use2018_last_save_rnk500_idxctrl -6.04 26.45 -24.77 28.08 -24.77 -51.24 -24.73 66.26 59.39
413 mt_962_use2009_best_save_rnk500_idxctrl -6.67 25.83 -25.40 27.46 -25.40 -51.86 -25.36 65.63 58.76
415 multin_zz1000_61002_idxctrl_pv_rm_fnd -6.89 25.60 -25.62 27.23 -25.62 -52.09 -25.59 65.41 58.54
416 multin_zz1000_61004_idxctrl_pv_rm_fnd -6.89 25.60 -25.62 27.23 -25.62 -52.09 -25.59 65.41 58.54
417 multin_zz1000_61001_idxctrl_pv_rm_fnd -7.53 24.96 -26.26 26.59 -26.26 -52.73 -26.23 64.76 57.89
419 mt_962_use2021_best_save_rnk500_idxctrl -7.57 24.92 -26.30 26.55 -26.30 -52.77 -26.26 64.73 57.86
420 multin_zz1000_61002_idxctrl_pv_rm_blc -7.58 24.92 -26.31 26.55 -26.30 -52.77 -26.27 64.72 57.85
421 multin_zz1000_61004_idxctrl_pv_rm_blc -7.58 24.92 -26.31 26.55 -26.30 -52.77 -26.27 64.72 57.85
422 mt_961_use2022_best_save_rnk500_idxctrl -7.83 24.67 -26.56 26.30 -26.56 -53.03 -26.52 64.47 57.60
424 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -7.93 24.56 -26.66 26.19 -26.66 -53.13 -26.62 64.37 57.50
425 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -7.93 24.56 -26.66 26.19 -26.66 -53.13 -26.62 64.37 57.50
427 multin_zz1000_61002_idxctrl_pv -8.28 24.21 -27.01 25.84 -27.01 -53.48 -26.98 64.01 57.14
428 multin_zz1000_61004_idxctrl_pv -8.28 24.21 -27.01 25.84 -27.01 -53.48 -26.98 64.01 57.14
429 multin_zz1000_61001_idxctrl_pv_rm_blc -8.36 24.13 -27.09 25.76 -27.09 -53.56 -27.06 63.93 57.06
430 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -8.53 23.96 -27.26 25.59 -27.26 -53.73 -27.23 63.77 56.90
433 mt_961_use2008_last_save_rnk500_idxctrl -9.12 23.37 -27.85 25.00 -27.85 -54.32 -27.82 63.18 56.31
434 multin_zz1000_61001_idxctrl_pv -9.20 23.29 -27.93 24.92 -27.93 -54.40 -27.90 63.09 56.22
435 mt_962_use2008_best_save_rnk500_idxctrl -9.32 23.17 -28.05 24.80 -28.05 -54.52 -28.02 62.97 56.10
436 mt_962_use2010_best_save_rnk500_idxctrl -9.62 22.87 -28.35 24.50 -28.35 -54.82 -28.32 62.67 55.80
438 mt_962_use2017_best_save_rnk500_idxctrl -9.70 22.79 -28.43 24.42 -28.43 -54.90 -28.39 62.60 55.73
439 mt_962_use2008_last_save_rnk500_idxctrl -9.72 22.77 -28.45 24.40 -28.45 -54.92 -28.42 62.57 55.71
440 mt_961_use2023_best_save_rnk500_idxctrl -9.75 22.74 -28.48 24.37 -28.48 -54.95 -28.44 62.55 55.68
442 mt_961_use2015_best_save_rnk500_idxctrl -10.37 22.12 -29.10 23.75 -29.10 -55.57 -29.06 61.93 55.06
443 mt_962_use2011_best_save_rnk500_idxctrl -10.50 22.00 -29.23 23.63 -29.22 -55.69 -29.19 61.80 54.93
444 mt_962_use2011_last_save_rnk500_idxctrl -11.22 21.27 -29.95 22.90 -29.95 -56.42 -29.92 61.08 54.21
445 mt_962_use2010_last_save_rnk500_idxctrl -11.40 21.09 -30.13 22.72 -30.13 -56.60 -30.10 60.89 54.03
446 mt_961_use2015_last_save_rnk500_idxctrl -11.52 20.97 -30.25 22.60 -30.25 -56.72 -30.22 60.78 53.91
447 mt_962_use2013_best_save_rnk500_idxctrl -11.57 20.92 -30.30 22.55 -30.30 -56.77 -30.27 60.72 53.85
448 mt_962_use2019_best_save_rnk500_idxctrl -12.00 20.49 -30.73 22.12 -30.73 -57.20 -30.70 60.29 53.42
453 mt_962_use2022_last_save_rnk500_idxctrl -12.70 19.79 -31.43 21.42 -31.43 -57.90 -31.40 59.60 52.73
456 mt_962_use2015_last_save_rnk500_idxctrl -13.59 18.90 -32.32 20.53 -32.32 -58.79 -32.29 58.71 51.84
457 mt_961_use2022_last_save_rnk500_idxctrl -13.68 18.81 -32.41 20.44 -32.41 -58.88 -32.38 58.61 51.75
459 mt_962_use2019_last_save_rnk500_idxctrl -14.12 18.37 -32.85 20.00 -32.85 -59.32 -32.82 58.17 51.30
461 mt_961_use2017_best_save_rnk500_idxctrl -14.63 17.86 -33.36 19.49 -33.36 -59.83 -33.33 57.67 50.80
462 mt_961_use2023_last_save_rnk500_idxctrl -14.68 17.81 -33.41 19.44 -33.41 -59.88 -33.37 57.62 50.75
466 mt_961_use2016_last_save_rnk500_idxctrl -15.80 16.69 -34.53 18.32 -34.53 -61.00 -34.50 56.49 49.63
470 mt_962_use2018_best_save_rnk500_idxctrl -16.88 15.62 -35.61 17.25 -35.60 -62.07 -35.57 55.42 48.55
474 mt_961_use2008_best_save_rnk500_idxctrl -17.60 14.89 -36.33 16.52 -36.33 -62.80 -36.29 54.70 47.83
475 mt_961_use2016_best_save_rnk500_idxctrl -17.72 14.77 -36.45 16.40 -36.45 -62.92 -36.41 54.58 47.71
476 mt_962_use2018_last_save_rnk500_idxctrl -18.17 14.32 -36.90 15.95 -36.90 -63.37 -36.87 54.12 47.26
480 mt_962_use2023_last_save_rnk500_idxctrl -21.17 11.32 -39.90 12.95 -39.90 -66.37 -39.87 51.12 44.25
481 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -21.43 11.06 -40.16 12.69 -40.16 -66.63 -40.13 50.86 43.99
482 multin_zz500_61001_idxctrl_zz500_pv -21.50 10.99 -40.23 12.62 -40.23 -66.70 -40.20 50.79 43.92
485 multin_zz500_61004_idxctrl_zz500_pv -21.69 10.80 -40.42 12.43 -40.42 -66.89 -40.39 50.60 43.73
486 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -21.71 10.79 -40.44 12.42 -40.44 -66.91 -40.40 50.59 43.72
487 mt_962_use2017_last_save_rnk500_idxctrl -21.73 10.76 -40.46 12.39 -40.46 -66.93 -40.42 50.57 43.70
488 mt_962_use2016_last_save_rnk500_idxctrl -21.73 10.77 -40.46 12.40 -40.45 -66.92 -40.42 50.57 43.70
489 multin_zz500_61002_idxctrl_zz500_pv -22.01 10.48 -40.74 12.11 -40.74 -67.21 -40.71 50.28 43.41
490 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -22.04 10.45 -40.77 12.08 -40.77 -67.24 -40.74 50.25 43.39
491 mt_962_use2012_best_save_rnk500_idxctrl -22.30 10.20 -41.03 11.83 -41.03 -67.50 -40.99 50.00 43.13
492 mt_962_use2021_last_save_rnk500_idxctrl -22.33 10.16 -41.06 11.79 -41.06 -67.53 -41.03 49.97 43.10
493 mt_962_use2012_last_save_rnk500_idxctrl -23.01 9.48 -41.74 11.11 -41.74 -68.21 -41.70 49.29 42.42
494 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -23.37 9.12 -42.10 10.75 -42.10 -68.57 -42.06 48.93 42.06
497 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -23.67 8.82 -42.40 10.45 -42.40 -68.87 -42.37 48.63 41.76
498 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -23.71 8.79 -42.44 10.42 -42.44 -68.91 -42.40 48.59 41.72
499 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -24.76 7.73 -43.49 9.36 -43.49 -69.96 -43.45 47.54 40.67
500 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -25.13 7.36 -43.86 8.99 -43.86 -70.33 -43.83 47.16 40.29
501 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -25.18 7.31 -43.91 8.94 -43.91 -70.38 -43.88 47.11 40.24
502 mt_961_use2024_best_save_rnk500_idxctrl -25.50 6.99 -44.23 8.62 -44.23 -70.70 -44.20 46.79 39.93
503 mt_962_use2023_best_save_rnk500_idxctrl -25.53 6.97 -44.26 8.60 -44.25 -70.72 -44.22 46.77 39.90
507 mt_961_use2024_last_save_rnk500_idxctrl -27.75 4.75 -46.48 6.38 -46.47 -72.94 -46.44 44.55 37.68
508 mt_962_use2016_best_save_rnk500_idxctrl -27.82 4.68 -46.55 6.31 -46.55 -73.02 -46.51 44.48 37.61
510 mt_962_use2014_best_save_rnk500_idxctrl -34.16 -1.67 -52.89 -0.04 -52.89 -79.36 -52.86 38.13 31.27
511 mt_961_use2014_best_save_rnk500_idxctrl -34.21 -1.71 -52.94 -0.08 -52.93 -79.40 -52.90 38.09 31.22
512 mt_962_use2014_last_save_rnk500_idxctrl -34.52 -2.02 -53.25 -0.39 -53.24 -79.71 -53.21 37.78 30.91
513 mt_962_use2024_last_save_rnk500_idxctrl -34.72 -2.23 -53.45 -0.60 -53.45 -79.92 -53.41 37.58 30.71
517 mt_962_use2024_best_save_rnk500_idxctrl -37.91 -5.41 -56.64 -3.78 -56.63 -83.10 -56.60 34.39 27.52
518 mt_961_use2014_last_save_rnk500_idxctrl -39.90 -7.40 -58.63 -5.77 -58.62 -85.09 -58.59 32.40 25.53