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_20251103_151524
59 mt_962_use2011_best_save_rnk500_idxctrl 74.63 112.25 116.10 88.91 116.10 26.23 61.98 73.47 102.37
75 mt_962_use2008_last_save_rnk500_idxctrl 72.63 110.25 114.10 86.91 114.10 24.23 59.98 71.47 100.38
86 mt_962_use2008_best_save_rnk500_idxctrl 70.34 107.96 111.81 84.62 111.81 21.94 57.69 69.18 98.08
92 mt_962_use2009_best_save_rnk500_idxctrl 69.32 106.94 110.79 83.60 110.80 20.92 56.67 68.17 97.07
94 mt_962_use2009_last_save_rnk500_idxctrl 68.48 106.10 109.96 82.76 109.96 20.08 55.83 67.33 96.23
107 mt_961_use2008_last_save_rnk500_idxctrl 66.56 104.18 108.03 80.84 108.03 18.16 53.91 65.40 94.31
109 mt_961_use2008_best_save_rnk500_idxctrl 64.94 102.56 106.41 79.22 106.41 16.54 52.29 63.78 92.68
110 mt_961_use2014_last_save_rnk500_idxctrl 64.92 102.54 106.39 79.20 106.39 16.52 52.27 63.76 92.66
112 mt_962_use2010_best_save_rnk500_idxctrl 64.64 102.26 106.11 78.92 106.11 16.24 51.99 63.49 92.39
128 mt_962_use2016_best_save_rnk500_idxctrl 59.46 97.08 100.93 73.74 100.93 11.06 46.81 58.30 87.20
129 mt_961_use2009_best_save_rnk500_idxctrl 59.44 97.06 100.92 73.72 100.92 11.04 46.79 58.29 87.19
135 mt_961_use2009_last_save_rnk500_idxctrl 58.96 96.58 100.43 73.24 100.43 10.56 46.31 57.81 86.71
144 mt_961_use2016_best_save_rnk500_idxctrl 56.44 94.06 97.91 70.72 97.91 8.04 43.79 55.28 84.18
170 mt_962_use2014_last_save_rnk500_idxctrl 48.42 86.04 89.89 62.70 89.89 0.01 35.77 47.26 76.16
174 mt_962_use2011_last_save_rnk500_idxctrl 47.13 84.75 88.60 61.41 88.60 -1.27 34.48 45.97 74.88
190 mt_961_use2016_last_save_rnk500_idxctrl 44.94 82.56 86.42 59.22 86.42 -3.46 32.29 43.79 72.69
191 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 44.93 82.55 86.40 59.21 86.41 -3.47 32.28 43.78 72.68
195 mt_962_use2012_last_save_rnk500_idxctrl 44.47 82.09 85.94 58.75 85.94 -3.93 31.82 43.32 72.22
196 mt_961_use2011_last_save_rnk500_idxctrl 44.44 82.06 85.92 58.72 85.92 -3.96 31.79 43.29 72.19
197 mt_962_use2018_last_save_rnk500_idxctrl 44.36 81.98 85.83 58.64 85.83 -4.04 31.71 43.21 72.11
202 mt_962_use2014_best_save_rnk500_idxctrl 43.40 81.02 84.87 57.68 84.87 -5.00 30.75 42.25 71.15
205 mt_961_use2012_last_save_rnk500_idxctrl 42.63 80.25 84.10 56.91 84.10 -5.77 29.98 41.47 70.37
206 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 42.44 80.06 83.92 56.72 83.92 -5.96 29.79 41.29 70.19
215 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 41.18 78.80 82.66 55.46 82.66 -7.22 28.53 40.03 68.93
216 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 40.92 78.54 82.40 55.20 82.40 -7.48 28.27 39.77 68.67
228 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 39.20 76.82 80.67 53.48 80.67 -9.20 26.55 38.05 66.95
232 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 38.71 76.33 80.19 52.99 80.19 -9.69 26.06 37.56 66.46
233 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 38.53 76.15 80.00 52.81 80.00 -9.87 25.88 37.37 66.28
238 mt_961_use2014_best_save_rnk500_idxctrl 37.75 75.37 79.22 52.03 79.23 -10.65 25.10 36.60 65.50
244 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 36.71 74.33 78.18 50.99 78.18 -11.69 24.06 35.56 64.46
247 mt_961_use2015_last_save_rnk500_idxctrl 35.95 73.57 77.42 50.23 77.43 -12.45 23.30 34.80 63.70
250 mt_962_use2017_last_save_rnk500_idxctrl 35.44 73.06 76.91 49.72 76.91 -12.96 22.79 34.29 63.19
252 mt_961_use2012_best_save_rnk500_idxctrl 34.76 72.38 76.24 49.04 76.24 -13.64 22.11 33.61 62.51
254 mt_961_use2018_best_save_rnk500_idxctrl 34.43 72.05 75.90 48.71 75.90 -13.97 21.78 33.28 62.18
267 mt_961_use2011_best_save_rnk500_idxctrl 32.40 70.02 73.88 46.68 73.88 -16.00 19.75 31.25 60.15
270 mt_962_use2010_last_save_rnk500_idxctrl 32.30 69.92 73.77 46.58 73.77 -16.10 19.65 31.14 60.05
273 mt_961_use2023_last_save_rnk500_idxctrl 32.12 69.74 73.59 46.40 73.59 -16.28 19.47 30.96 59.86
274 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 31.75 69.37 73.22 46.03 73.22 -16.65 19.10 30.59 59.49
283 multin_zz1000_61004_idxctrl_top3800_pv 30.87 68.49 72.34 45.15 72.34 -17.53 18.22 29.71 58.61
287 multin_zz1000_61002_idxctrl_top3800_pv 30.45 68.07 71.93 44.73 71.93 -17.95 17.80 29.30 58.20
289 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 30.26 67.88 71.73 44.54 71.73 -18.14 17.61 29.10 58.00
290 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 30.19 67.81 71.66 44.47 71.66 -18.21 17.54 29.03 57.94
297 mt_961_use2017_best_save_rnk500_idxctrl 30.04 67.66 71.51 44.32 71.51 -18.36 17.39 28.88 57.78
298 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 29.95 67.57 71.42 44.23 71.42 -18.45 17.30 28.79 57.69
300 mt_962_use2016_last_save_rnk500_idxctrl 29.86 67.48 71.33 44.14 71.33 -18.54 17.21 28.70 57.61
306 multin_zz1000_61002_idxctrl_50010002000_pv 28.78 66.40 70.25 43.06 70.25 -19.62 16.13 27.62 56.53
307 multin_zz1000_61004_idxctrl_50010002000_pv 28.59 66.21 70.06 42.87 70.07 -19.81 15.94 27.44 56.34
313 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 28.05 65.67 69.52 42.33 69.52 -20.35 15.40 26.89 55.79
314 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 28.04 65.66 69.51 42.32 69.51 -20.36 15.39 26.88 55.79
316 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 27.88 65.50 69.35 42.16 69.35 -20.52 15.23 26.72 55.62
317 mt_962_use2018_best_save_rnk500_idxctrl 27.44 65.06 68.92 41.72 68.92 -20.96 14.79 26.29 55.19
329 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 25.38 63.00 66.85 39.66 66.85 -23.02 12.73 24.22 53.12
331 mt_961_use2010_last_save_rnk500_idxctrl 25.07 62.69 66.54 39.35 66.54 -23.33 12.42 23.91 52.81
334 mt_961_use2023_best_save_rnk500_idxctrl 24.58 62.20 66.05 38.86 66.05 -23.82 11.93 23.42 52.33
339 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 23.09 60.71 64.56 37.37 64.57 -25.31 10.44 21.94 50.84
344 multin_zz1000_61001_idxctrl_top3800_pv 22.72 60.34 64.19 37.00 64.20 -25.68 10.07 21.57 50.47
345 mt_961_use2015_best_save_rnk500_idxctrl 22.47 60.09 63.94 36.75 63.94 -25.93 9.82 21.31 50.21
347 mt_961_use2010_best_save_rnk500_idxctrl 22.23 59.85 63.70 36.51 63.70 -26.17 9.58 21.07 49.97
352 mt_961_use2017_last_save_rnk500_idxctrl 21.65 59.27 63.13 35.93 63.13 -26.75 9.00 20.50 49.40
359 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 20.09 57.71 61.56 34.37 61.56 -28.31 7.44 18.93 47.83
361 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 19.56 57.18 61.03 33.84 61.04 -28.84 6.91 18.41 47.31
362 mt_961_use2018_last_save_rnk500_idxctrl 18.71 56.33 60.18 32.99 60.18 -29.69 6.06 17.56 46.46
363 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 18.03 55.65 59.50 32.31 59.50 -30.37 5.38 16.87 45.77
365 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 17.90 55.52 59.38 32.18 59.38 -30.50 5.25 16.75 45.65
371 multin_zz1000_61001_idxctrl_50010002000_pv 16.96 54.58 58.43 31.24 58.43 -31.44 4.31 15.80 44.70
376 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 16.72 54.34 58.19 31.00 58.19 -31.68 4.07 15.57 44.47
377 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 16.69 54.31 58.17 30.97 58.17 -31.71 4.04 15.54 44.44
378 mt_961_use2024_last_save_rnk500_idxctrl 16.65 54.27 58.12 30.93 58.12 -31.75 4.00 15.49 44.39
380 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 16.40 54.02 57.87 30.68 57.87 -32.00 3.75 15.24 44.14
381 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 16.15 53.77 57.62 30.43 57.62 -32.25 3.50 15.00 43.90
391 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 14.43 52.05 55.90 28.71 55.91 -33.97 1.78 13.28 42.18
392 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 13.34 50.96 54.81 27.62 54.82 -35.06 0.69 12.19 41.09
395 multin_zz1000_61002_idxctrl_zz1000_pv 13.21 50.83 54.69 27.49 54.69 -35.19 0.56 12.06 40.96
396 multin_zz1000_61004_idxctrl_zz1000_pv 13.06 50.68 54.53 27.34 54.53 -35.34 0.41 11.91 40.81
397 multin_zz1000_61004_idxctrl_pv_rm_blc 12.92 50.54 54.39 27.20 54.40 -35.48 0.27 11.77 40.67
398 multin_zz1000_61002_idxctrl_pv_rm_blc 12.92 50.54 54.39 27.20 54.40 -35.48 0.27 11.77 40.67
400 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 11.54 49.16 53.01 25.82 53.01 -36.86 -1.11 10.38 39.28
401 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 11.54 49.16 53.01 25.82 53.01 -36.86 -1.11 10.38 39.28
405 mt_962_use2017_best_save_rnk500_idxctrl 10.36 47.98 51.83 24.64 51.83 -38.04 -2.29 9.20 38.11
406 multin_zz1000_61004_idxctrl_pv 10.35 47.97 51.82 24.63 51.82 -38.05 -2.30 9.20 38.10
407 multin_zz1000_61002_idxctrl_pv 10.35 47.97 51.82 24.63 51.82 -38.05 -2.30 9.20 38.10
408 multin_zz1000_61002_idxctrl_pv_rm_fnd 9.94 47.56 51.41 24.22 51.41 -38.46 -2.71 8.78 37.69
409 multin_zz1000_61004_idxctrl_pv_rm_fnd 9.94 47.56 51.41 24.22 51.41 -38.46 -2.71 8.78 37.69
410 multin_zz1000_61001_idxctrl_zz1000_pv 9.74 47.36 51.21 24.02 51.21 -38.66 -2.91 8.58 37.48
412 mt_962_use2012_best_save_rnk500_idxctrl 9.32 46.94 50.79 23.60 50.80 -39.08 -3.33 8.17 37.07
414 multin_zz1000_61001_idxctrl_pv_rm_blc 8.83 46.45 50.30 23.11 50.30 -39.57 -3.82 7.67 36.57
415 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 7.73 45.35 49.20 22.01 49.20 -40.67 -4.92 6.57 35.48
416 mt_961_use2024_best_save_rnk500_idxctrl 7.26 44.88 48.73 21.54 48.74 -41.14 -5.39 6.11 35.01
419 multin_zz1000_61001_idxctrl_pv 6.50 44.12 47.97 20.78 47.97 -41.90 -6.15 5.34 34.24
420 multin_zz1000_61001_idxctrl_pv_rm_fnd 6.30 43.92 47.77 20.58 47.77 -42.10 -6.35 5.14 34.05
422 mt_962_use2015_last_save_rnk500_idxctrl 4.46 42.08 45.93 18.74 45.93 -43.94 -8.19 3.30 32.20
425 mt_961_use2013_last_save_rnk500_idxctrl 4.23 41.85 45.70 18.51 45.70 -44.17 -8.42 3.08 31.98
437 mt_961_use2021_last_save_rnk500_idxctrl 1.53 39.15 43.00 15.81 43.00 -46.87 -11.12 0.37 29.27
438 mt_961_use2022_last_save_rnk500_idxctrl 1.39 39.01 42.86 15.67 42.86 -47.01 -11.26 0.23 29.13
446 mt_962_use2023_last_save_rnk500_idxctrl -2.78 34.84 38.69 11.50 38.69 -51.18 -15.43 -3.94 24.97
450 mt_962_use2024_best_save_rnk500_idxctrl -5.35 32.27 36.12 8.93 36.12 -53.75 -18.00 -6.50 22.40
452 mt_962_use2013_last_save_rnk500_idxctrl -6.40 31.22 35.07 7.88 35.07 -54.80 -19.05 -7.56 21.35
453 multin_zz500_61002_idxctrl_zz500_pv -6.92 30.70 34.55 7.36 34.56 -55.32 -19.57 -8.07 20.83
454 mt_962_use2023_best_save_rnk500_idxctrl -7.00 30.62 34.47 7.28 34.47 -55.40 -19.65 -8.16 20.75
455 multin_zz500_61004_idxctrl_zz500_pv -7.19 30.43 34.28 7.09 34.28 -55.59 -19.84 -8.35 20.55
456 mt_962_use2022_last_save_rnk500_idxctrl -7.92 29.70 33.55 6.36 33.56 -56.32 -20.57 -9.07 19.83
458 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -8.33 29.29 33.14 5.95 33.14 -56.73 -20.98 -9.49 19.41
459 mt_962_use2013_best_save_rnk500_idxctrl -8.36 29.26 33.11 5.92 33.12 -56.76 -21.01 -9.51 19.39
460 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -8.64 28.98 32.83 5.64 32.83 -57.04 -21.29 -9.80 19.10
461 mt_962_use2024_last_save_rnk500_idxctrl -10.91 26.71 30.56 3.37 30.56 -59.31 -23.56 -12.07 16.83
466 multin_zz500_61001_idxctrl_zz500_pv -12.24 25.38 29.23 2.04 29.23 -60.64 -24.89 -13.40 15.51
468 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -13.13 24.49 28.34 1.15 28.34 -61.53 -25.78 -14.29 14.61
469 mt_961_use2022_best_save_rnk500_idxctrl -13.14 24.48 28.34 1.14 28.34 -61.54 -25.79 -14.29 14.61
470 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -13.29 24.33 28.18 0.99 28.18 -61.69 -25.94 -14.45 14.45
471 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -13.83 23.79 27.64 0.45 27.65 -62.23 -26.48 -14.98 13.92
474 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -16.07 21.55 25.40 -1.79 25.40 -64.47 -28.72 -17.23 11.67
475 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -16.24 21.38 25.23 -1.96 25.23 -64.64 -28.89 -17.40 11.50
478 mt_962_use2019_last_save_rnk500_idxctrl -16.46 21.16 25.01 -2.18 25.01 -64.86 -29.11 -17.61 11.29
482 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -17.76 19.86 23.71 -3.48 23.71 -66.16 -30.41 -18.91 9.99
486 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -20.93 16.69 20.54 -6.65 20.54 -69.33 -33.58 -22.09 6.82
490 mt_962_use2019_best_save_rnk500_idxctrl -25.52 12.10 15.95 -11.24 15.95 -73.92 -38.17 -26.67 2.23
491 mt_962_use2021_last_save_rnk500_idxctrl -25.94 11.68 15.53 -11.66 15.54 -74.34 -38.59 -27.09 1.81
492 mt_962_use2020_last_save_rnk500_idxctrl -25.95 11.66 15.52 -11.67 15.52 -74.36 -38.61 -27.11 1.79
498 mt_961_use2021_best_save_rnk500_idxctrl -29.33 8.29 12.14 -15.05 12.14 -77.73 -41.98 -30.48 -1.58
504 mt_961_use2019_best_save_rnk500_idxctrl -34.25 3.36 7.22 -19.98 7.22 -82.66 -46.91 -35.41 -6.51
506 mt_961_use2019_last_save_rnk500_idxctrl -34.44 3.18 7.03 -20.16 7.03 -82.84 -47.09 -35.59 -6.69
511 mt_962_use2021_best_save_rnk500_idxctrl -38.12 -0.50 3.35 -23.84 3.35 -86.52 -50.77 -39.28 -10.38
514 mt_962_use2022_best_save_rnk500_idxctrl -43.40 -5.78 -1.93 -29.12 -1.93 -91.80 -56.05 -44.56 -15.65
518 mt_961_use2020_best_save_rnk500_idxctrl -47.74 -10.12 -6.26 -33.46 -6.26 -96.14 -60.39 -48.89 -19.99
521 mt_962_use2020_best_save_rnk500_idxctrl -49.07 -11.45 -7.60 -34.79 -7.60 -97.48 -61.72 -50.23 -21.33
522 mt_961_use2020_last_save_rnk500_idxctrl -49.46 -11.84 -7.99 -35.18 -7.99 -97.86 -62.11 -50.61 -21.71
523 mt_961_use2013_best_save_rnk500_idxctrl -51.84 -14.22 -10.37 -37.56 -10.36 -100.24 -64.49 -52.99 -24.09
524 mt_962_use2015_best_save_rnk500_idxctrl -52.70 -15.08 -11.23 -38.42 -11.23 -101.10 -65.35 -53.86 -24.96