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_20251030_151538
6 mt_962_use2008_last_save_rnk500_idxctrl 71.90 88.97 -35.32 48.31 -35.32 66.52 227.27 184.32 192.22
8 mt_962_use2008_best_save_rnk500_idxctrl 69.61 86.67 -37.61 46.02 -37.61 64.22 224.98 182.03 189.92
10 mt_962_use2009_best_save_rnk500_idxctrl 68.17 85.24 -39.05 44.59 -39.05 62.79 223.55 180.60 188.49
11 mt_962_use2009_last_save_rnk500_idxctrl 67.55 84.62 -39.67 43.97 -39.67 62.17 222.93 179.98 187.87
12 mt_961_use2024_last_save_rnk500_idxctrl 67.34 84.41 -39.88 43.76 -39.88 61.96 222.72 179.77 187.66
13 mt_961_use2008_best_save_rnk500_idxctrl 66.63 83.69 -40.59 43.04 -40.59 61.24 222.00 179.05 186.94
15 mt_962_use2016_best_save_rnk500_idxctrl 63.74 80.80 -43.48 40.15 -43.48 58.35 219.11 176.16 184.05
16 mt_961_use2008_last_save_rnk500_idxctrl 62.60 79.66 -44.62 39.01 -44.62 57.21 217.97 175.02 182.91
17 mt_962_use2010_best_save_rnk500_idxctrl 61.51 78.58 -45.71 37.93 -45.71 56.13 216.88 173.93 181.83
18 mt_961_use2023_best_save_rnk500_idxctrl 61.44 78.50 -45.78 37.85 -45.78 56.05 216.81 173.86 181.76
20 mt_961_use2024_best_save_rnk500_idxctrl 58.80 75.87 -48.42 35.21 -48.42 53.41 214.17 171.22 179.12
25 mt_961_use2014_last_save_rnk500_idxctrl 53.08 70.15 -54.14 29.49 -54.14 47.69 208.45 165.50 173.40
26 mt_961_use2018_best_save_rnk500_idxctrl 49.78 66.84 -57.44 26.19 -57.44 44.39 205.15 162.20 170.10
27 mt_962_use2011_last_save_rnk500_idxctrl 49.52 66.58 -57.70 25.93 -57.70 44.13 204.89 161.94 169.83
28 mt_961_use2016_best_save_rnk500_idxctrl 49.34 66.40 -57.88 25.75 -57.88 43.95 204.71 161.76 169.65
29 mt_961_use2022_last_save_rnk500_idxctrl 49.05 66.12 -58.17 25.46 -58.17 43.67 204.42 161.47 169.37
31 mt_961_use2023_last_save_rnk500_idxctrl 48.25 65.32 -58.97 24.67 -58.97 42.87 203.63 160.68 168.57
32 mt_961_use2009_last_save_rnk500_idxctrl 48.16 65.23 -59.06 24.57 -59.06 42.78 203.53 160.58 168.48
33 mt_962_use2011_best_save_rnk500_idxctrl 47.67 64.74 -59.55 24.09 -59.55 42.29 203.05 160.10 167.99
36 mt_961_use2016_last_save_rnk500_idxctrl 47.43 64.50 -59.79 23.85 -59.79 42.05 202.80 159.85 167.75
37 mt_961_use2009_best_save_rnk500_idxctrl 45.03 62.10 -62.19 21.44 -62.19 39.65 200.40 157.45 165.35
42 mt_962_use2014_last_save_rnk500_idxctrl 44.07 61.14 -63.14 20.49 -63.14 38.69 199.45 156.50 164.39
43 mt_961_use2021_last_save_rnk500_idxctrl 43.87 60.93 -63.35 20.28 -63.35 38.48 199.24 156.29 164.19
48 mt_962_use2010_last_save_rnk500_idxctrl 41.89 58.96 -65.33 18.30 -65.33 36.51 197.26 154.31 162.21
58 mt_962_use2012_last_save_rnk500_idxctrl 38.41 55.48 -68.81 14.83 -68.81 33.03 193.79 150.84 158.73
60 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 38.18 55.25 -69.04 14.59 -69.04 32.80 193.55 150.60 158.50
61 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 38.18 55.25 -69.04 14.59 -69.04 32.80 193.55 150.60 158.50
65 multin_zz1000_61002_idxctrl_pv_rm_fnd 36.96 54.03 -70.26 13.37 -70.26 31.57 192.33 149.38 157.28
66 multin_zz1000_61004_idxctrl_pv_rm_fnd 36.96 54.03 -70.26 13.37 -70.26 31.57 192.33 149.38 157.28
67 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 36.39 53.45 -70.83 12.80 -70.83 31.00 191.76 148.81 156.70
68 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 36.35 53.42 -70.87 12.76 -70.87 30.97 191.72 148.77 156.67
69 mt_961_use2018_last_save_rnk500_idxctrl 36.29 53.36 -70.93 12.70 -70.93 30.91 191.66 148.71 156.61
71 mt_961_use2012_best_save_rnk500_idxctrl 36.11 53.18 -71.11 12.53 -71.11 30.73 191.49 148.54 156.43
72 mt_961_use2011_last_save_rnk500_idxctrl 36.04 53.11 -71.17 12.46 -71.17 30.66 191.42 148.47 156.36
79 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 35.24 52.31 -71.98 11.65 -71.98 29.86 190.61 147.66 155.56
82 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 34.81 51.88 -72.41 11.23 -72.41 29.43 190.19 147.24 155.13
83 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 34.78 51.85 -72.44 11.20 -72.44 29.40 190.16 147.21 155.10
84 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 34.58 51.65 -72.64 11.00 -72.64 29.20 189.96 147.01 154.90
87 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 34.13 51.20 -73.09 10.54 -73.09 28.75 189.50 146.55 154.45
90 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 33.77 50.83 -73.45 10.18 -73.45 28.38 189.14 146.19 154.09
91 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 33.74 50.81 -73.48 10.15 -73.48 28.36 189.11 146.16 154.06
92 mt_962_use2014_best_save_rnk500_idxctrl 33.73 50.80 -73.49 10.14 -73.49 28.35 189.10 146.15 154.05
93 mt_961_use2011_best_save_rnk500_idxctrl 33.66 50.73 -73.56 10.08 -73.56 28.28 189.04 146.09 153.98
94 multin_zz1000_61001_idxctrl_pv_rm_fnd 33.57 50.64 -73.65 9.98 -73.65 28.19 188.94 145.99 153.89
97 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 32.70 49.77 -74.52 9.12 -74.52 27.32 188.08 145.13 153.02
98 mt_962_use2018_last_save_rnk500_idxctrl 32.48 49.55 -74.74 8.90 -74.74 27.10 187.86 144.91 152.80
99 mt_961_use2022_best_save_rnk500_idxctrl 32.43 49.49 -74.79 8.84 -74.79 27.04 187.80 144.85 152.74
100 mt_961_use2014_best_save_rnk500_idxctrl 32.06 49.12 -75.16 8.47 -75.16 26.67 187.43 144.48 152.37
102 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 31.57 48.63 -75.65 7.98 -75.65 26.18 186.94 143.99 151.88
105 mt_961_use2012_last_save_rnk500_idxctrl 31.09 48.16 -76.13 7.51 -76.13 25.71 186.46 143.51 151.41
106 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 30.93 47.99 -76.29 7.34 -76.29 25.54 186.30 143.35 151.25
109 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 30.07 47.14 -77.15 6.48 -77.15 24.69 185.44 142.49 150.39
110 multin_zz1000_61002_idxctrl_pv_rm_blc 29.68 46.74 -77.54 6.09 -77.54 24.29 185.05 142.10 150.00
111 multin_zz1000_61004_idxctrl_pv_rm_blc 29.68 46.74 -77.54 6.09 -77.54 24.29 185.05 142.10 150.00
117 mt_962_use2012_best_save_rnk500_idxctrl 28.08 45.15 -79.14 4.50 -79.14 22.70 183.46 140.51 148.40
120 multin_zz1000_61004_idxctrl_pv 27.71 44.78 -79.51 4.13 -79.51 22.33 183.09 140.14 148.03
121 multin_zz1000_61002_idxctrl_pv 27.71 44.78 -79.51 4.13 -79.51 22.33 183.09 140.14 148.03
130 mt_961_use2015_last_save_rnk500_idxctrl 26.18 43.24 -81.04 2.59 -81.04 20.79 181.55 138.60 146.49
132 multin_zz1000_61001_idxctrl_pv_rm_blc 25.87 42.93 -81.35 2.28 -81.35 20.48 181.24 138.29 146.18
133 mt_961_use2017_last_save_rnk500_idxctrl 25.80 42.87 -81.42 2.21 -81.42 20.42 181.17 138.22 146.12
134 mt_961_use2010_best_save_rnk500_idxctrl 25.67 42.74 -81.55 2.08 -81.55 20.28 181.04 138.09 145.99
135 mt_962_use2013_last_save_rnk500_idxctrl 25.59 42.65 -81.63 2.00 -81.63 20.20 180.96 138.01 145.91
137 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 25.40 42.47 -81.82 1.81 -81.82 20.02 180.77 137.82 145.72
139 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 25.15 42.21 -82.07 1.56 -82.07 19.76 180.52 137.57 145.46
142 mt_962_use2016_last_save_rnk500_idxctrl 24.59 41.66 -82.63 1.01 -82.63 19.21 179.96 137.01 144.91
149 multin_zz1000_61001_idxctrl_pv 23.77 40.83 -83.45 0.18 -83.45 18.38 179.14 136.19 144.09
157 mt_961_use2017_best_save_rnk500_idxctrl 23.36 40.43 -83.86 -0.22 -83.86 17.98 178.74 135.79 143.68
158 mt_962_use2013_best_save_rnk500_idxctrl 23.34 40.41 -83.88 -0.25 -83.88 17.96 178.71 135.76 143.66
162 mt_962_use2017_last_save_rnk500_idxctrl 22.80 39.87 -84.42 -0.79 -84.42 17.42 178.17 135.22 143.12
169 multin_zz500_61002_idxctrl_zz500_pv 21.80 38.87 -85.42 -1.79 -85.42 16.41 177.17 134.22 142.12
173 multin_zz500_61004_idxctrl_zz500_pv 21.54 38.60 -85.68 -2.05 -85.68 16.15 176.91 133.96 141.85
179 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 20.64 37.70 -86.58 -2.95 -86.58 15.25 176.01 133.06 140.95
184 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 19.86 36.93 -87.36 -3.73 -87.36 14.47 175.23 132.28 140.18
185 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 19.61 36.68 -87.61 -3.98 -87.61 14.23 174.98 132.03 139.93
188 mt_961_use2013_last_save_rnk500_idxctrl 19.49 36.56 -87.73 -4.10 -87.73 14.10 174.86 131.91 139.81
190 mt_961_use2010_last_save_rnk500_idxctrl 19.24 36.31 -87.98 -4.35 -87.98 13.86 174.61 131.66 139.56
192 multin_zz1000_61004_idxctrl_zz1000_pv 18.39 35.45 -88.83 -5.20 -88.83 13.00 173.76 130.81 138.71
193 multin_zz1000_61002_idxctrl_zz1000_pv 18.22 35.28 -89.00 -5.37 -89.00 12.83 173.59 130.64 138.54
200 multin_zz500_61001_idxctrl_zz500_pv 16.98 34.05 -90.24 -6.60 -90.24 11.60 172.36 129.41 137.30
201 mt_962_use2017_best_save_rnk500_idxctrl 16.97 34.03 -90.25 -6.62 -90.25 11.58 172.34 129.39 137.29
213 mt_962_use2015_last_save_rnk500_idxctrl 16.13 33.20 -91.09 -7.46 -91.09 10.75 171.50 128.55 136.45
218 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 15.84 32.91 -91.38 -7.74 -91.38 10.46 171.22 128.27 136.16
244 multin_zz1000_61001_idxctrl_zz1000_pv 14.27 31.33 -92.95 -9.32 -92.95 8.88 169.64 126.69 134.59
290 mt_961_use2015_best_save_rnk500_idxctrl 9.98 27.05 -97.24 -13.61 -97.24 4.60 165.35 122.40 130.30
318 mt_961_use2019_last_save_rnk500_idxctrl 5.89 22.96 -101.33 -17.69 -101.33 0.51 161.27 118.32 126.21
324 mt_962_use2024_best_save_rnk500_idxctrl 5.37 22.44 -101.85 -18.21 -101.85 -0.01 160.74 117.79 125.69
340 mt_962_use2024_last_save_rnk500_idxctrl 3.41 20.47 -103.81 -20.18 -103.81 -1.98 158.78 115.83 123.73
355 mt_961_use2021_best_save_rnk500_idxctrl 1.18 18.25 -106.04 -22.41 -106.04 -4.20 156.55 113.60 121.50
362 mt_961_use2020_best_save_rnk500_idxctrl 0.66 17.73 -106.56 -22.92 -106.56 -4.72 156.03 113.08 120.98
369 mt_961_use2020_last_save_rnk500_idxctrl -0.77 16.29 -107.99 -24.36 -107.99 -6.16 154.60 111.65 119.55
374 mt_962_use2018_best_save_rnk500_idxctrl -1.23 15.84 -108.45 -24.81 -108.45 -6.61 154.14 111.19 119.09
392 mt_962_use2023_best_save_rnk500_idxctrl -4.30 12.77 -111.52 -27.89 -111.52 -9.68 151.07 108.12 116.02
397 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -5.17 11.90 -112.39 -28.76 -112.39 -10.55 150.20 107.25 115.15
404 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -7.29 9.78 -114.51 -30.88 -114.51 -12.68 148.08 105.13 113.03
406 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -7.71 9.36 -114.93 -31.30 -114.93 -13.09 147.66 104.71 112.61
408 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -7.90 9.17 -115.12 -31.49 -115.12 -13.29 147.47 104.52 112.42
409 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -8.03 9.04 -115.25 -31.61 -115.25 -13.41 147.35 104.40 112.29
414 mt_962_use2019_last_save_rnk500_idxctrl -9.47 7.59 -116.69 -33.06 -116.69 -14.86 145.90 102.95 110.84
418 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -9.90 7.17 -117.12 -33.49 -117.12 -15.29 145.47 102.52 110.42
419 mt_962_use2023_last_save_rnk500_idxctrl -10.32 6.75 -117.54 -33.90 -117.54 -15.70 145.06 102.11 110.00
420 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -10.55 6.51 -117.77 -34.14 -117.77 -15.94 144.82 101.87 109.76
421 mt_961_use2019_best_save_rnk500_idxctrl -10.70 6.37 -117.92 -34.28 -117.92 -16.08 144.68 101.73 109.62
422 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -10.71 6.36 -117.93 -34.30 -117.93 -16.10 144.66 101.71 109.61
428 mt_961_use2013_best_save_rnk500_idxctrl -12.92 4.15 -120.14 -36.51 -120.14 -18.31 142.45 99.50 107.40
432 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -13.11 3.95 -120.33 -36.70 -120.33 -18.50 142.26 99.31 107.21
435 mt_962_use2019_best_save_rnk500_idxctrl -13.57 3.50 -120.79 -37.15 -120.79 -18.95 141.81 98.86 106.75
437 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -15.75 1.32 -122.97 -39.33 -122.97 -21.13 139.63 96.68 104.57
438 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -15.85 1.22 -123.07 -39.44 -123.07 -21.23 139.52 96.57 104.47
441 mt_962_use2020_last_save_rnk500_idxctrl -16.31 0.76 -123.53 -39.90 -123.53 -21.69 139.06 96.11 104.01
445 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -18.61 -1.54 -125.83 -42.20 -125.83 -23.99 136.76 93.81 101.71
453 multin_zz1000_61002_idxctrl_top3800_pv -21.12 -4.05 -128.34 -44.70 -128.34 -26.50 134.26 91.31 99.20
454 mt_962_use2021_last_save_rnk500_idxctrl -21.16 -4.10 -128.38 -44.75 -128.38 -26.55 134.21 91.26 99.15
458 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -21.72 -4.65 -128.94 -45.30 -128.94 -27.10 133.66 90.71 98.60
459 multin_zz1000_61004_idxctrl_top3800_pv -22.08 -5.01 -129.30 -45.67 -129.30 -27.46 133.29 90.34 98.24
462 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -22.71 -5.64 -129.93 -46.30 -129.93 -28.09 132.66 89.71 97.61
469 mt_962_use2022_last_save_rnk500_idxctrl -25.01 -7.94 -132.23 -48.60 -132.23 -30.39 130.36 87.41 95.31
472 multin_zz1000_61004_idxctrl_50010002000_pv -25.72 -8.65 -132.94 -49.31 -132.94 -31.11 129.65 86.70 94.60
474 multin_zz1000_61002_idxctrl_50010002000_pv -26.13 -9.06 -133.35 -49.71 -133.35 -31.51 129.25 86.30 94.19
476 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -26.47 -9.41 -133.69 -50.06 -133.69 -31.86 128.90 85.95 93.84
477 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -26.83 -9.77 -134.05 -50.42 -134.05 -32.22 128.54 85.59 93.49
484 multin_zz1000_61001_idxctrl_top3800_pv -31.22 -14.16 -138.44 -54.81 -138.44 -36.61 124.15 81.20 89.09
485 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -31.97 -14.90 -139.19 -55.55 -139.19 -37.35 123.41 80.46 88.35
489 mt_962_use2021_best_save_rnk500_idxctrl -36.00 -18.94 -143.22 -59.59 -143.22 -41.39 119.37 76.42 84.32
490 multin_zz1000_61001_idxctrl_50010002000_pv -36.10 -19.03 -143.32 -59.69 -143.32 -41.49 119.27 76.32 84.22
492 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -37.25 -20.18 -144.47 -60.84 -144.47 -42.63 118.12 75.17 83.07
494 mt_962_use2020_best_save_rnk500_idxctrl -38.79 -21.72 -146.01 -62.37 -146.01 -44.17 116.59 73.64 81.53
504 mt_962_use2015_best_save_rnk500_idxctrl -53.49 -36.43 -160.71 -77.08 -160.71 -58.88 101.88 58.93 66.82
509 mt_962_use2022_best_save_rnk500_idxctrl -59.38 -42.31 -166.60 -82.96 -166.60 -64.76 96.00 53.05 60.94