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_20251104_151528
74 mt_962_use2008_last_save_rnk500_idxctrl 116.05 147.29 -18.39 56.27 -18.39 22.15 127.88 132.84 149.75
81 mt_962_use2008_best_save_rnk500_idxctrl 112.67 143.91 -21.78 52.89 -21.78 18.77 124.50 129.46 146.37
89 mt_961_use2008_best_save_rnk500_idxctrl 107.16 138.40 -27.28 47.38 -27.28 13.26 118.99 123.95 140.86
113 mt_961_use2008_last_save_rnk500_idxctrl 97.25 128.48 -37.20 37.47 -37.20 3.35 109.07 114.04 130.95
116 mt_962_use2009_best_save_rnk500_idxctrl 94.72 125.96 -39.72 34.95 -39.72 0.83 106.55 111.51 128.42
118 mt_962_use2009_last_save_rnk500_idxctrl 92.90 124.14 -41.55 33.12 -41.55 -1.00 104.73 109.69 126.60
135 mt_961_use2018_best_save_rnk500_idxctrl 88.41 119.65 -46.03 28.63 -46.04 -5.49 100.24 105.20 122.11
167 mt_962_use2016_best_save_rnk500_idxctrl 77.69 108.93 -56.75 17.91 -56.75 -16.21 89.52 94.48 111.39
198 mt_961_use2016_last_save_rnk500_idxctrl 70.81 102.05 -63.64 11.03 -63.64 -23.09 82.64 87.60 104.51
201 mt_962_use2011_best_save_rnk500_idxctrl 70.00 101.24 -64.44 10.23 -64.44 -23.90 81.83 86.79 103.70
208 mt_961_use2009_last_save_rnk500_idxctrl 67.75 98.99 -66.69 7.97 -66.69 -26.15 79.58 84.54 101.45
213 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 66.96 98.20 -67.48 7.18 -67.48 -26.94 78.79 83.75 100.66
214 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 66.91 98.15 -67.53 7.13 -67.53 -26.99 78.74 83.70 100.61
227 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 64.91 96.14 -69.54 5.13 -69.54 -28.99 76.74 81.70 98.61
231 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 64.06 95.30 -70.38 4.29 -70.38 -29.83 75.89 80.85 97.76
232 mt_961_use2009_best_save_rnk500_idxctrl 63.89 95.13 -70.55 4.11 -70.55 -30.01 75.72 80.68 97.59
234 mt_961_use2016_best_save_rnk500_idxctrl 62.90 94.14 -71.55 3.12 -71.55 -31.00 74.73 79.69 96.60
238 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 61.62 92.85 -72.83 1.84 -72.83 -32.28 73.44 78.41 95.32
240 mt_961_use2023_best_save_rnk500_idxctrl 61.44 92.68 -73.00 1.66 -73.00 -32.46 73.27 78.23 95.14
241 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 61.27 92.51 -73.18 1.49 -73.18 -32.63 73.10 78.06 94.97
249 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 59.68 90.91 -74.77 -0.10 -74.77 -34.22 71.50 76.47 93.38
251 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 58.93 90.17 -75.51 -0.84 -75.51 -34.97 70.76 75.72 92.63
255 mt_961_use2011_last_save_rnk500_idxctrl 57.50 88.74 -76.94 -2.27 -76.94 -36.40 69.33 74.29 91.20
259 mt_961_use2012_last_save_rnk500_idxctrl 56.29 87.53 -78.15 -3.49 -78.15 -37.61 68.12 73.08 89.99
262 mt_962_use2018_last_save_rnk500_idxctrl 55.16 86.40 -79.28 -4.62 -79.28 -38.74 66.99 71.95 88.86
270 mt_961_use2012_best_save_rnk500_idxctrl 53.96 85.19 -80.49 -5.82 -80.49 -39.94 65.79 70.75 87.66
277 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 52.10 83.34 -82.34 -7.67 -82.34 -41.79 63.93 68.89 85.80
283 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 51.86 83.10 -82.58 -7.92 -82.59 -42.04 63.69 68.65 85.56
287 mt_961_use2014_last_save_rnk500_idxctrl 50.38 81.61 -84.07 -9.40 -84.07 -43.52 62.20 67.16 84.08
292 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 49.76 81.00 -84.68 -10.02 -84.68 -44.14 61.59 66.55 83.46
297 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 48.33 79.57 -86.11 -11.44 -86.11 -45.56 60.16 65.12 82.04
298 mt_961_use2018_last_save_rnk500_idxctrl 47.56 78.80 -86.88 -12.21 -86.88 -46.34 59.39 64.35 81.26
300 mt_961_use2017_best_save_rnk500_idxctrl 46.55 77.79 -87.89 -13.22 -87.89 -47.34 58.38 63.34 80.25
301 mt_962_use2010_best_save_rnk500_idxctrl 46.34 77.58 -88.11 -13.44 -88.11 -47.56 58.17 63.13 80.04
303 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 45.81 77.04 -88.64 -13.97 -88.64 -48.09 57.64 62.60 79.51
305 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 45.12 76.35 -89.33 -14.66 -89.33 -48.78 56.94 61.91 78.82
308 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 44.89 76.12 -89.56 -14.89 -89.56 -49.01 56.71 61.68 78.59
309 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 44.85 76.08 -89.60 -14.93 -89.60 -49.05 56.67 61.63 78.55
310 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 44.85 76.08 -89.60 -14.93 -89.60 -49.05 56.67 61.63 78.55
317 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 43.10 74.33 -91.35 -16.68 -91.35 -50.80 54.93 59.89 76.80
325 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 41.12 72.36 -93.32 -18.65 -93.32 -52.77 52.95 57.91 74.83
326 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 41.01 72.25 -93.43 -18.76 -93.43 -52.88 52.84 57.80 74.72
329 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 39.11 70.35 -95.33 -20.66 -95.33 -54.78 50.94 55.90 72.81
330 multin_zz1000_61004_idxctrl_pv_rm_fnd 38.19 69.43 -96.25 -21.59 -96.25 -55.71 50.02 54.98 71.89
331 multin_zz1000_61002_idxctrl_pv_rm_fnd 38.19 69.43 -96.25 -21.59 -96.25 -55.71 50.02 54.98 71.89
332 mt_961_use2011_best_save_rnk500_idxctrl 37.89 69.12 -96.56 -21.89 -96.56 -56.01 49.71 54.68 71.59
334 mt_961_use2023_last_save_rnk500_idxctrl 36.85 68.09 -97.59 -22.93 -97.59 -57.05 48.68 53.64 70.55
339 multin_zz1000_61001_idxctrl_pv_rm_fnd 34.07 65.31 -100.37 -25.70 -100.37 -59.82 45.90 50.86 67.78
341 mt_961_use2014_best_save_rnk500_idxctrl 33.62 64.85 -100.83 -26.16 -100.83 -60.28 45.45 50.41 67.32
344 mt_961_use2017_last_save_rnk500_idxctrl 33.29 64.53 -101.16 -26.49 -101.16 -60.61 45.12 50.08 66.99
347 mt_961_use2022_last_save_rnk500_idxctrl 32.09 63.33 -102.35 -27.68 -102.35 -61.81 43.92 48.88 65.79
350 multin_zz1000_61002_idxctrl_50010002000_pv 31.38 62.62 -103.06 -28.39 -103.06 -62.52 43.21 48.17 65.08
352 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 31.24 62.48 -103.20 -28.54 -103.21 -62.66 43.07 48.03 64.94
357 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 29.35 60.59 -105.10 -30.43 -105.10 -64.55 41.18 46.14 63.05
359 mt_961_use2010_best_save_rnk500_idxctrl 29.24 60.48 -105.21 -30.54 -105.21 -64.66 41.07 46.03 62.94
360 multin_zz1000_61004_idxctrl_top3800_pv 29.12 60.35 -105.33 -30.66 -105.33 -64.78 40.95 45.91 62.82
362 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 28.96 60.20 -105.48 -30.82 -105.48 -64.94 40.79 45.75 62.66
363 multin_zz1000_61004_idxctrl_50010002000_pv 28.95 60.18 -105.50 -30.83 -105.50 -64.95 40.78 45.74 62.65
364 multin_zz1000_61002_idxctrl_top3800_pv 28.05 59.28 -106.40 -31.73 -106.40 -65.85 39.88 44.84 61.75
365 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 27.91 59.15 -106.54 -31.87 -106.54 -65.99 39.74 44.70 61.61
368 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 27.00 58.24 -107.44 -32.78 -107.44 -66.90 38.83 43.79 60.70
369 mt_962_use2016_last_save_rnk500_idxctrl 26.92 58.16 -107.53 -32.86 -107.53 -66.98 38.75 43.71 60.62
370 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 26.83 58.07 -107.61 -32.94 -107.61 -67.06 38.66 43.62 60.53
371 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 26.51 57.74 -107.94 -33.27 -107.94 -67.39 38.34 43.30 60.21
372 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 26.43 57.67 -108.01 -33.34 -108.01 -67.47 38.26 43.22 60.13
374 multin_zz1000_61002_idxctrl_pv_rm_blc 24.27 55.51 -110.17 -35.51 -110.17 -69.63 36.10 41.06 57.97
375 multin_zz1000_61004_idxctrl_pv_rm_blc 24.27 55.51 -110.17 -35.51 -110.17 -69.63 36.10 41.06 57.97
376 multin_zz1000_61002_idxctrl_zz1000_pv 24.12 55.35 -110.33 -35.66 -110.33 -69.78 35.94 40.91 57.82
377 multin_zz1000_61004_idxctrl_zz1000_pv 23.77 55.01 -110.67 -36.00 -110.67 -70.12 35.60 40.56 57.48
381 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 22.49 53.72 -111.96 -37.29 -111.96 -71.41 34.32 39.28 56.19
382 mt_962_use2014_last_save_rnk500_idxctrl 22.43 53.67 -112.01 -37.34 -112.01 -71.47 34.26 39.22 56.13
383 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 22.10 53.34 -112.34 -37.67 -112.34 -71.79 33.93 38.89 55.80
386 mt_961_use2024_last_save_rnk500_idxctrl 20.83 52.07 -113.61 -38.94 -113.61 -73.06 32.66 37.62 54.53
387 multin_zz1000_61002_idxctrl_pv 20.76 52.00 -113.68 -39.01 -113.68 -73.13 32.59 37.55 54.47
388 multin_zz1000_61004_idxctrl_pv 20.76 52.00 -113.68 -39.01 -113.68 -73.13 32.59 37.55 54.47
391 multin_zz1000_61001_idxctrl_pv_rm_blc 19.82 51.06 -114.63 -39.96 -114.63 -74.08 31.65 36.61 53.52
392 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 19.76 51.00 -114.68 -40.01 -114.68 -74.13 31.59 36.55 53.46
393 multin_zz1000_61001_idxctrl_zz1000_pv 19.67 50.91 -114.77 -40.10 -114.77 -74.22 31.50 36.46 53.38
395 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 19.09 50.32 -115.36 -40.69 -115.36 -74.81 30.92 35.88 52.79
399 mt_962_use2011_last_save_rnk500_idxctrl 17.02 48.26 -117.42 -42.75 -117.42 -76.88 28.85 33.81 50.72
401 multin_zz1000_61001_idxctrl_pv 16.16 47.40 -118.28 -43.62 -118.28 -77.74 27.99 32.95 49.86
406 mt_962_use2010_last_save_rnk500_idxctrl 14.96 46.20 -119.48 -44.82 -119.48 -78.94 26.79 31.75 48.66
407 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 14.18 45.41 -120.27 -45.60 -120.27 -79.72 26.00 30.97 47.88
409 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 13.87 45.10 -120.58 -45.91 -120.58 -80.03 25.70 30.66 47.57
410 multin_zz1000_61001_idxctrl_50010002000_pv 13.60 44.83 -120.85 -46.18 -120.85 -80.30 25.43 30.39 47.30
412 mt_962_use2014_best_save_rnk500_idxctrl 12.84 44.07 -121.61 -46.94 -121.61 -81.06 24.66 29.63 46.54
416 mt_961_use2013_last_save_rnk500_idxctrl 11.28 42.52 -123.16 -48.49 -123.16 -82.61 23.11 28.07 44.98
418 mt_961_use2010_last_save_rnk500_idxctrl 10.21 41.45 -124.23 -49.57 -124.23 -83.69 22.04 27.00 43.91
419 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 9.28 40.52 -125.16 -50.49 -125.16 -84.61 21.11 26.07 42.99
420 multin_zz1000_61001_idxctrl_top3800_pv 9.01 40.25 -125.43 -50.76 -125.43 -84.88 20.84 25.80 42.72
421 mt_961_use2020_best_save_rnk500_idxctrl 8.81 40.05 -125.63 -50.96 -125.63 -85.08 20.64 25.60 42.51
425 mt_961_use2020_last_save_rnk500_idxctrl 7.11 38.35 -127.34 -52.67 -127.34 -86.79 18.94 23.90 40.81
426 mt_962_use2018_best_save_rnk500_idxctrl 6.62 37.85 -127.83 -53.16 -127.83 -87.28 18.44 23.41 40.32
427 mt_962_use2017_last_save_rnk500_idxctrl 6.01 37.24 -128.44 -53.77 -128.44 -87.89 17.83 22.80 39.71
431 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 4.80 36.04 -129.64 -54.98 -129.64 -89.10 16.63 21.59 38.50
434 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 3.72 34.95 -130.73 -56.06 -130.73 -90.18 15.55 20.51 37.42
444 mt_961_use2022_best_save_rnk500_idxctrl -0.72 30.51 -135.17 -60.50 -135.17 -94.62 11.10 16.06 32.98
445 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -0.87 30.36 -135.32 -60.65 -135.32 -94.77 10.96 15.92 32.83
446 mt_961_use2015_last_save_rnk500_idxctrl -0.90 30.33 -135.35 -60.68 -135.35 -94.80 10.93 15.89 32.80
448 multin_zz500_61002_idxctrl_zz500_pv -1.25 29.99 -135.69 -61.03 -135.69 -95.15 10.58 15.54 32.45
453 multin_zz500_61004_idxctrl_zz500_pv -2.51 28.73 -136.95 -62.28 -136.95 -96.41 9.32 14.28 31.19
455 mt_962_use2012_last_save_rnk500_idxctrl -2.91 28.33 -137.36 -62.69 -137.36 -96.81 8.92 13.88 30.79
458 mt_961_use2015_best_save_rnk500_idxctrl -3.71 27.53 -138.16 -63.49 -138.16 -97.61 8.12 13.08 29.99
462 mt_961_use2021_last_save_rnk500_idxctrl -6.44 24.79 -140.89 -66.22 -140.89 -100.34 5.38 10.34 27.26
464 mt_962_use2015_last_save_rnk500_idxctrl -7.12 24.12 -141.56 -66.89 -141.56 -101.02 4.71 9.67 26.58
465 mt_962_use2017_best_save_rnk500_idxctrl -7.13 24.11 -141.57 -66.91 -141.57 -101.03 4.70 9.66 26.57
467 multin_zz500_61001_idxctrl_zz500_pv -7.32 23.92 -141.76 -67.09 -141.76 -101.21 4.51 9.47 26.39
475 mt_962_use2012_best_save_rnk500_idxctrl -13.50 17.74 -147.95 -73.28 -147.95 -107.40 -1.67 3.29 20.20
476 mt_961_use2019_last_save_rnk500_idxctrl -14.37 16.87 -148.82 -74.15 -148.82 -108.27 -2.54 2.42 19.33
477 mt_961_use2024_best_save_rnk500_idxctrl -14.37 16.86 -148.82 -74.15 -148.82 -108.27 -2.54 2.42 19.33
484 mt_961_use2019_best_save_rnk500_idxctrl -21.26 9.98 -155.70 -81.03 -155.70 -115.15 -9.43 -4.47 12.45
495 mt_962_use2013_last_save_rnk500_idxctrl -35.50 -4.27 -169.95 -95.28 -169.95 -129.40 -23.67 -18.71 -1.80
496 mt_962_use2019_last_save_rnk500_idxctrl -35.69 -4.45 -170.13 -95.46 -170.13 -129.59 -23.86 -18.90 -1.99
503 mt_961_use2013_best_save_rnk500_idxctrl -42.04 -10.80 -176.48 -101.81 -176.48 -135.94 -30.21 -25.25 -8.34
506 mt_962_use2013_best_save_rnk500_idxctrl -42.40 -11.16 -176.85 -102.18 -176.85 -136.30 -30.57 -25.61 -8.70
507 mt_962_use2024_last_save_rnk500_idxctrl -42.48 -11.24 -176.92 -102.25 -176.92 -136.38 -30.65 -25.69 -8.78
508 mt_962_use2019_best_save_rnk500_idxctrl -42.60 -11.37 -177.05 -102.38 -177.05 -136.50 -30.77 -25.81 -8.90
510 mt_962_use2024_best_save_rnk500_idxctrl -44.02 -12.78 -178.46 -103.79 -178.46 -137.91 -32.19 -27.23 -10.31
511 mt_962_use2022_best_save_rnk500_idxctrl -47.03 -15.80 -181.48 -106.81 -181.48 -140.93 -35.20 -30.24 -13.33
512 mt_962_use2022_last_save_rnk500_idxctrl -48.02 -16.78 -182.47 -107.80 -182.47 -141.92 -36.19 -31.23 -14.32
514 mt_962_use2020_last_save_rnk500_idxctrl -50.57 -19.34 -185.02 -110.35 -185.02 -144.47 -38.75 -33.79 -16.87
515 mt_962_use2015_best_save_rnk500_idxctrl -50.69 -19.46 -185.14 -110.47 -185.14 -144.59 -38.86 -33.90 -16.99
516 mt_962_use2023_last_save_rnk500_idxctrl -50.90 -19.66 -185.34 -110.67 -185.34 -144.79 -39.07 -34.11 -17.20
518 mt_962_use2021_last_save_rnk500_idxctrl -54.97 -23.73 -189.41 -114.75 -189.42 -148.87 -43.14 -38.18 -21.27
519 mt_961_use2021_best_save_rnk500_idxctrl -56.43 -25.19 -190.87 -116.20 -190.87 -150.33 -44.60 -39.64 -22.73
520 mt_962_use2023_best_save_rnk500_idxctrl -58.92 -27.69 -193.37 -118.70 -193.37 -152.82 -47.10 -42.13 -25.22
522 mt_962_use2020_best_save_rnk500_idxctrl -61.06 -29.82 -195.50 -120.83 -195.50 -154.96 -49.23 -44.27 -27.36
523 mt_962_use2021_best_save_rnk500_idxctrl -63.62 -32.38 -198.06 -123.40 -198.06 -157.52 -51.79 -46.83 -29.92