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_20251105_151521
158 mt_962_use2017_last_save_rnk500_idxctrl 60.13 74.54 103.35 82.95 103.35 10.92 -136.87 -193.55 -94.08
171 mt_962_use2009_last_save_rnk500_idxctrl 57.93 72.35 101.15 80.75 101.16 8.72 -139.07 -195.75 -96.27
187 mt_962_use2009_best_save_rnk500_idxctrl 56.38 70.80 99.61 79.20 99.61 7.17 -140.62 -197.30 -97.82
201 mt_961_use2014_last_save_rnk500_idxctrl 54.89 69.30 98.11 77.71 98.11 5.68 -142.11 -198.79 -99.32
217 mt_962_use2011_last_save_rnk500_idxctrl 52.44 66.85 95.66 75.26 95.66 3.23 -144.56 -201.24 -101.77
222 mt_962_use2012_last_save_rnk500_idxctrl 52.10 66.52 95.33 74.92 95.33 2.90 -144.90 -201.58 -102.10
227 mt_962_use2011_best_save_rnk500_idxctrl 51.79 66.20 95.01 74.61 95.01 2.58 -145.21 -201.90 -102.42
239 mt_962_use2010_best_save_rnk500_idxctrl 49.01 63.42 92.23 71.83 92.23 -0.20 -147.99 -204.67 -105.20
243 mt_962_use2008_last_save_rnk500_idxctrl 47.74 62.15 90.96 70.56 90.96 -1.47 -149.26 -205.95 -106.47
247 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 47.05 61.47 90.28 69.87 90.28 -2.16 -149.95 -206.63 -107.15
251 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 46.10 60.51 89.32 68.92 89.32 -3.11 -150.90 -207.59 -108.11
252 mt_962_use2012_best_save_rnk500_idxctrl 46.08 60.49 89.30 68.90 89.30 -3.13 -150.92 -207.61 -108.13
254 mt_962_use2014_last_save_rnk500_idxctrl 46.06 60.48 89.29 68.88 89.29 -3.15 -150.94 -207.62 -108.14
256 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 45.87 60.29 89.10 68.69 89.10 -3.33 -151.12 -207.81 -108.33
259 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 45.54 59.95 88.76 68.35 88.76 -3.67 -151.46 -208.15 -108.67
261 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 44.96 59.37 88.18 67.78 88.18 -4.25 -152.04 -208.72 -109.25
262 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 44.51 58.92 87.73 67.33 87.73 -4.70 -152.49 -209.18 -109.70
264 mt_962_use2017_best_save_rnk500_idxctrl 43.60 58.01 86.82 66.42 86.82 -5.61 -153.40 -210.09 -110.61
265 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 43.35 57.76 86.57 66.17 86.57 -5.86 -153.65 -210.34 -110.86
266 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 43.18 57.59 86.40 66.00 86.40 -6.03 -153.82 -210.50 -111.03
268 mt_962_use2008_best_save_rnk500_idxctrl 42.82 57.23 86.04 65.63 86.04 -6.39 -154.18 -210.87 -111.39
269 mt_962_use2018_last_save_rnk500_idxctrl 42.48 56.89 85.70 65.30 85.70 -6.73 -154.52 -211.21 -111.73
271 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 42.20 56.61 85.42 65.02 85.42 -7.01 -154.80 -211.48 -112.01
272 multin_zz1000_61004_idxctrl_top3800_pv 42.12 56.54 85.35 64.94 85.35 -7.08 -154.87 -211.56 -112.08
273 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 41.99 56.40 85.21 64.80 85.21 -7.22 -155.01 -211.70 -112.22
274 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 41.99 56.40 85.21 64.81 85.21 -7.22 -155.01 -211.69 -112.22
279 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 41.28 55.70 84.50 64.10 84.51 -7.93 -155.72 -212.40 -112.92
282 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 41.15 55.56 84.37 63.96 84.37 -8.06 -155.85 -212.54 -113.06
289 multin_zz1000_61004_idxctrl_50010002000_pv 39.91 54.32 83.13 62.73 83.13 -9.30 -157.09 -213.77 -114.30
291 mt_961_use2015_last_save_rnk500_idxctrl 39.60 54.01 82.82 62.42 82.82 -9.61 -157.40 -214.09 -114.61
293 mt_961_use2023_last_save_rnk500_idxctrl 39.52 53.94 82.74 62.34 82.75 -9.69 -157.48 -214.16 -114.68
294 multin_zz1000_61002_idxctrl_top3800_pv 39.51 53.92 82.73 62.33 82.73 -9.70 -157.49 -214.17 -114.70
298 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 39.15 53.56 82.37 61.97 82.37 -10.06 -157.85 -214.53 -115.06
300 mt_961_use2008_best_save_rnk500_idxctrl 38.86 53.27 82.08 61.68 82.08 -10.35 -158.14 -214.82 -115.35
303 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 38.43 52.84 81.65 61.25 81.65 -10.78 -158.57 -215.25 -115.78
308 mt_962_use2023_last_save_rnk500_idxctrl 37.86 52.27 81.08 60.68 81.08 -11.35 -159.14 -215.82 -116.35
309 multin_zz1000_61002_idxctrl_50010002000_pv 37.81 52.23 81.03 60.63 81.04 -11.40 -159.19 -215.87 -116.39
310 multin_zz1000_61001_idxctrl_50010002000_pv 37.76 52.17 80.98 60.58 80.98 -11.45 -159.24 -215.93 -116.45
311 mt_961_use2016_best_save_rnk500_idxctrl 37.70 52.11 80.92 60.52 80.92 -11.51 -159.30 -215.99 -116.51
312 multin_zz1000_61001_idxctrl_top3800_pv 37.69 52.10 80.91 60.51 80.91 -11.52 -159.31 -215.99 -116.52
313 mt_962_use2023_best_save_rnk500_idxctrl 37.40 51.82 80.63 60.22 80.63 -11.81 -159.60 -216.28 -116.80
316 mt_962_use2010_last_save_rnk500_idxctrl 37.33 51.74 80.55 60.15 80.55 -11.88 -159.67 -216.36 -116.88
317 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 37.05 51.46 80.27 59.86 80.27 -12.16 -159.95 -216.64 -117.16
318 mt_962_use2013_last_save_rnk500_idxctrl 36.86 51.28 80.08 59.68 80.09 -12.35 -160.14 -216.82 -117.34
319 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 36.81 51.22 80.03 59.63 80.03 -12.40 -160.19 -216.87 -117.40
320 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 36.68 51.09 79.90 59.50 79.90 -12.53 -160.32 -217.00 -117.53
322 mt_962_use2016_last_save_rnk500_idxctrl 36.66 51.07 79.88 59.47 79.88 -12.55 -160.34 -217.03 -117.55
334 mt_961_use2008_last_save_rnk500_idxctrl 34.70 49.12 77.92 57.52 77.93 -14.51 -162.30 -218.98 -119.51
335 mt_962_use2018_best_save_rnk500_idxctrl 34.64 49.05 77.86 57.46 77.86 -14.57 -162.36 -219.04 -119.57
343 mt_962_use2013_best_save_rnk500_idxctrl 33.76 48.17 76.98 56.58 76.98 -15.45 -163.24 -219.92 -120.45
346 mt_962_use2014_best_save_rnk500_idxctrl 33.43 47.84 76.65 56.25 76.65 -15.78 -163.57 -220.25 -120.78
347 mt_961_use2021_last_save_rnk500_idxctrl 33.43 47.84 76.65 56.25 76.65 -15.78 -163.57 -220.25 -120.78
348 mt_962_use2022_last_save_rnk500_idxctrl 33.26 47.67 76.48 56.08 76.48 -15.95 -163.74 -220.42 -120.95
350 mt_962_use2021_last_save_rnk500_idxctrl 32.95 47.37 76.18 55.77 76.18 -16.25 -164.05 -220.73 -121.25
352 mt_962_use2024_last_save_rnk500_idxctrl 32.80 47.21 76.02 55.61 76.02 -16.41 -164.20 -220.89 -121.41
359 mt_962_use2024_best_save_rnk500_idxctrl 31.02 45.43 74.24 53.83 74.24 -18.19 -165.98 -222.67 -123.19
362 mt_962_use2016_best_save_rnk500_idxctrl 30.13 44.54 73.35 52.95 73.35 -19.08 -166.87 -223.55 -124.08
376 mt_962_use2015_last_save_rnk500_idxctrl 26.65 41.06 69.87 49.47 69.87 -22.56 -170.35 -227.04 -127.56
379 mt_962_use2019_last_save_rnk500_idxctrl 26.42 40.84 69.64 49.24 69.65 -22.79 -170.58 -227.26 -127.79
380 mt_961_use2023_best_save_rnk500_idxctrl 26.31 40.72 69.53 49.13 69.54 -22.90 -170.69 -227.37 -127.90
381 mt_961_use2016_last_save_rnk500_idxctrl 26.30 40.72 69.53 49.12 69.53 -22.91 -170.70 -227.38 -127.90
386 mt_961_use2014_best_save_rnk500_idxctrl 25.12 39.53 68.34 47.94 68.34 -24.09 -171.88 -228.56 -129.09
393 mt_961_use2015_best_save_rnk500_idxctrl 23.42 37.83 66.64 46.24 66.64 -25.79 -173.58 -230.27 -130.79
403 mt_961_use2017_last_save_rnk500_idxctrl 19.50 33.92 62.73 42.32 62.73 -29.70 -177.49 -234.18 -134.70
404 mt_961_use2009_last_save_rnk500_idxctrl 18.39 32.80 61.61 41.21 61.61 -30.82 -178.61 -235.29 -135.82
407 mt_961_use2009_best_save_rnk500_idxctrl 16.51 30.92 59.73 39.32 59.73 -32.70 -180.49 -237.18 -137.70
409 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 16.08 30.49 59.30 38.90 59.30 -33.13 -180.92 -237.60 -138.13
410 mt_962_use2020_last_save_rnk500_idxctrl 16.02 30.43 59.24 38.83 59.24 -33.19 -180.98 -237.67 -138.19
411 mt_961_use2017_best_save_rnk500_idxctrl 15.91 30.32 59.13 38.73 59.13 -33.30 -181.09 -237.77 -138.30
413 multin_zz1000_61004_idxctrl_zz1000_pv 15.54 29.95 58.76 38.36 58.76 -33.67 -181.46 -238.14 -138.67
414 mt_961_use2022_best_save_rnk500_idxctrl 15.24 29.65 58.46 38.06 58.46 -33.97 -181.76 -238.45 -138.97
415 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 15.22 29.63 58.44 38.04 58.44 -33.99 -181.78 -238.46 -138.99
416 mt_961_use2021_best_save_rnk500_idxctrl 15.04 29.46 58.27 37.86 58.27 -34.17 -181.96 -238.64 -139.16
417 multin_zz1000_61002_idxctrl_zz1000_pv 14.88 29.29 58.10 37.70 58.10 -34.33 -182.12 -238.80 -139.33
418 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 14.47 28.88 57.69 37.28 57.69 -34.74 -182.53 -239.22 -139.74
419 mt_962_use2021_best_save_rnk500_idxctrl 14.44 28.85 57.66 37.26 57.66 -34.77 -182.56 -239.24 -139.77
421 multin_zz1000_61001_idxctrl_zz1000_pv 14.00 28.41 57.22 36.82 57.22 -35.21 -183.00 -239.68 -140.21
422 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 14.00 28.41 57.22 36.82 57.22 -35.21 -183.00 -239.68 -140.21
424 mt_961_use2012_last_save_rnk500_idxctrl 13.44 27.85 56.66 36.26 56.66 -35.77 -183.56 -240.24 -140.77
425 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 13.36 27.77 56.58 36.18 56.58 -35.85 -183.64 -240.32 -140.85
428 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 12.39 26.81 55.61 35.21 55.62 -36.82 -184.61 -241.29 -141.82
432 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 10.91 25.32 54.13 33.73 54.13 -38.30 -186.09 -242.77 -143.30
433 mt_962_use2019_best_save_rnk500_idxctrl 10.90 25.31 54.12 33.72 54.12 -38.31 -186.10 -242.78 -143.31
434 mt_961_use2012_best_save_rnk500_idxctrl 10.72 25.13 53.94 33.53 53.94 -38.49 -186.28 -242.97 -143.49
435 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 10.69 25.10 53.91 33.51 53.91 -38.52 -186.31 -242.99 -143.52
438 multin_zz1000_61002_idxctrl_pv_rm_fnd 10.43 24.84 53.65 33.25 53.65 -38.78 -186.57 -243.25 -143.78
439 multin_zz1000_61004_idxctrl_pv_rm_fnd 10.43 24.84 53.65 33.25 53.65 -38.78 -186.57 -243.25 -143.78
441 multin_zz1000_61004_idxctrl_pv 10.12 24.53 53.34 32.94 53.34 -39.09 -186.88 -243.57 -144.09
442 multin_zz1000_61002_idxctrl_pv 10.12 24.53 53.34 32.94 53.34 -39.09 -186.88 -243.57 -144.09
444 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 9.91 24.32 53.13 32.73 53.13 -39.30 -187.09 -243.77 -144.30
445 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 9.91 24.33 53.14 32.73 53.14 -39.29 -187.09 -243.77 -144.29
446 multin_zz1000_61001_idxctrl_pv_rm_fnd 9.85 24.27 53.08 32.67 53.08 -39.36 -187.15 -243.83 -144.35
447 multin_zz1000_61001_idxctrl_pv 9.65 24.06 52.87 32.47 52.87 -39.56 -187.35 -244.03 -144.56
448 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 9.13 23.54 52.35 31.95 52.35 -40.08 -187.87 -244.56 -145.08
449 multin_zz1000_61004_idxctrl_pv_rm_blc 9.00 23.42 52.23 31.82 52.23 -40.20 -187.99 -244.68 -145.20
450 multin_zz1000_61002_idxctrl_pv_rm_blc 9.00 23.42 52.23 31.82 52.23 -40.20 -187.99 -244.68 -145.20
451 multin_zz1000_61001_idxctrl_pv_rm_blc 8.71 23.12 51.93 31.53 51.93 -40.50 -188.29 -244.97 -145.50
452 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 8.59 23.00 51.81 31.41 51.81 -40.62 -188.41 -245.09 -145.62
453 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 8.50 22.91 51.72 31.32 51.72 -40.71 -188.50 -245.19 -145.71
454 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 8.50 22.91 51.72 31.32 51.72 -40.71 -188.50 -245.19 -145.71
455 mt_961_use2018_last_save_rnk500_idxctrl 8.48 22.89 51.70 31.30 51.70 -40.73 -188.52 -245.21 -145.73
456 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 8.17 22.58 51.39 30.99 51.39 -41.04 -188.83 -245.51 -146.04
457 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 8.07 22.48 51.29 30.89 51.29 -41.14 -188.93 -245.61 -146.14
459 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 7.79 22.20 51.01 30.61 51.01 -41.42 -189.21 -245.89 -146.42
460 mt_961_use2024_best_save_rnk500_idxctrl 7.78 22.19 51.00 30.60 51.00 -41.43 -189.22 -245.90 -146.43
462 multin_zz500_61001_idxctrl_zz500_pv 6.20 20.61 49.42 29.02 49.42 -43.01 -190.80 -247.49 -148.01
463 multin_zz500_61004_idxctrl_zz500_pv 6.03 20.44 49.25 28.84 49.25 -43.18 -190.97 -247.66 -148.18
464 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 5.86 20.27 49.08 28.68 49.08 -43.35 -191.14 -247.83 -148.35
465 multin_zz500_61002_idxctrl_zz500_pv 5.44 19.85 48.66 28.26 48.66 -43.77 -191.56 -248.24 -148.77
467 mt_961_use2022_last_save_rnk500_idxctrl 4.84 19.26 48.07 27.66 48.07 -44.36 -192.15 -248.84 -149.36
468 mt_961_use2013_last_save_rnk500_idxctrl 4.40 18.82 47.63 27.22 47.63 -44.81 -192.60 -249.28 -149.80
471 mt_961_use2011_last_save_rnk500_idxctrl 3.80 18.21 47.02 26.62 47.02 -45.41 -193.20 -249.89 -150.41
472 mt_961_use2024_last_save_rnk500_idxctrl 3.05 17.46 46.27 25.87 46.27 -46.16 -193.95 -250.64 -151.16
474 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 2.96 17.38 46.19 25.78 46.19 -46.24 -194.04 -250.72 -151.24
475 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 2.75 17.16 45.97 25.57 45.97 -46.46 -194.25 -250.93 -151.46
477 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 2.00 16.41 45.22 24.82 45.22 -47.21 -195.00 -251.69 -152.21
480 mt_961_use2018_best_save_rnk500_idxctrl -2.57 11.84 40.65 20.25 40.65 -51.78 -199.57 -256.26 -156.78
483 mt_961_use2010_best_save_rnk500_idxctrl -4.63 9.78 38.59 18.18 38.59 -53.84 -201.63 -258.32 -158.84
494 mt_961_use2011_best_save_rnk500_idxctrl -8.26 6.15 34.96 14.56 34.96 -57.47 -205.26 -261.95 -162.47
497 mt_962_use2020_best_save_rnk500_idxctrl -10.08 4.34 33.15 12.74 33.15 -59.28 -207.07 -263.76 -164.28
506 mt_961_use2010_last_save_rnk500_idxctrl -18.88 -4.47 24.34 3.94 24.34 -68.09 -215.88 -272.56 -173.09
507 mt_962_use2015_best_save_rnk500_idxctrl -18.91 -4.50 24.31 3.91 24.31 -68.12 -215.91 -272.60 -173.12
510 mt_961_use2019_last_save_rnk500_idxctrl -20.12 -5.71 23.10 2.70 23.10 -69.33 -217.12 -273.80 -174.33
512 mt_961_use2019_best_save_rnk500_idxctrl -21.82 -7.40 21.41 1.00 21.41 -71.03 -218.82 -275.50 -176.02
515 mt_962_use2022_best_save_rnk500_idxctrl -24.86 -10.45 18.36 -2.04 18.36 -74.07 -221.86 -278.54 -179.07
516 mt_961_use2020_last_save_rnk500_idxctrl -27.70 -13.29 15.52 -4.88 15.52 -76.91 -224.70 -281.38 -181.91
517 mt_961_use2020_best_save_rnk500_idxctrl -28.83 -14.42 14.39 -6.01 14.39 -78.04 -225.83 -282.51 -183.04
520 mt_961_use2013_best_save_rnk500_idxctrl -32.97 -18.55 10.26 -10.15 10.26 -82.17 -229.96 -286.65 -187.17