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_20251106_151536
1 mt_962_use2024_last_save_rnk500_idxctrl 112.69 66.83 228.64 86.84 228.64 213.27 379.44 377.02 465.19
2 mt_962_use2024_best_save_rnk500_idxctrl 109.17 63.30 225.11 83.31 225.11 209.74 375.91 373.49 461.66
3 mt_962_use2023_best_save_rnk500_idxctrl 101.55 55.68 217.49 75.69 217.49 202.12 368.29 365.87 454.04
4 mt_962_use2023_last_save_rnk500_idxctrl 95.26 49.40 211.20 69.40 211.20 195.83 362.00 359.58 447.75
5 mt_962_use2022_last_save_rnk500_idxctrl 94.01 48.15 209.95 68.15 209.95 194.58 360.75 358.33 446.50
6 mt_962_use2020_best_save_rnk500_idxctrl 91.53 45.67 207.47 65.67 207.47 192.10 358.27 355.85 444.03
7 mt_962_use2022_best_save_rnk500_idxctrl 91.21 45.35 207.15 65.35 207.15 191.78 357.95 355.53 443.70
8 mt_962_use2020_last_save_rnk500_idxctrl 82.37 36.51 198.31 56.51 198.31 182.95 349.11 346.69 434.87
9 mt_962_use2015_best_save_rnk500_idxctrl 79.35 33.48 195.29 53.49 195.29 179.92 346.09 343.67 431.84
12 mt_961_use2013_best_save_rnk500_idxctrl 70.26 24.39 186.20 44.40 186.20 170.83 337.00 334.58 422.75
13 mt_962_use2021_best_save_rnk500_idxctrl 69.80 23.94 185.74 43.94 185.74 170.37 336.54 334.12 422.30
16 mt_962_use2021_last_save_rnk500_idxctrl 64.74 18.88 180.68 38.88 180.68 165.31 331.48 329.06 417.23
19 mt_961_use2019_best_save_rnk500_idxctrl 60.30 14.43 176.24 34.44 176.24 160.87 327.04 324.62 412.79
21 mt_961_use2021_best_save_rnk500_idxctrl 57.17 11.30 173.11 31.31 173.11 157.74 323.91 321.49 409.66
28 mt_962_use2013_best_save_rnk500_idxctrl 50.95 5.08 166.89 25.09 166.89 151.52 317.69 315.27 403.44
35 mt_961_use2024_best_save_rnk500_idxctrl 43.70 -2.16 159.64 17.84 159.64 144.28 310.44 308.02 396.20
40 mt_962_use2019_last_save_rnk500_idxctrl 38.05 -7.82 153.99 12.19 153.99 138.62 304.79 302.37 390.54
41 mt_961_use2019_last_save_rnk500_idxctrl 37.15 -8.71 153.09 11.29 153.09 137.72 303.89 301.47 389.65
42 mt_962_use2019_best_save_rnk500_idxctrl 36.96 -8.90 152.91 11.10 152.90 137.54 303.70 301.28 389.46
43 mt_962_use2014_best_save_rnk500_idxctrl 36.62 -9.24 152.56 10.76 152.56 137.19 303.36 300.94 389.12
44 mt_962_use2017_best_save_rnk500_idxctrl 34.51 -11.35 150.45 8.65 150.45 135.08 301.25 298.83 387.00
45 mt_961_use2020_last_save_rnk500_idxctrl 34.15 -11.71 150.10 8.29 150.10 134.73 300.90 298.47 386.65
46 multin_zz500_61001_idxctrl_zz500_pv 33.20 -12.66 149.14 7.34 149.14 133.77 299.94 297.52 385.70
50 multin_zz500_61004_idxctrl_zz500_pv 32.52 -13.35 148.46 6.66 148.46 133.09 299.26 296.84 385.01
51 mt_961_use2024_last_save_rnk500_idxctrl 31.40 -14.47 147.34 5.54 147.34 131.97 298.14 295.72 383.89
52 mt_961_use2020_best_save_rnk500_idxctrl 31.29 -14.58 147.23 5.43 147.23 131.86 298.03 295.61 383.78
53 multin_zz500_61002_idxctrl_zz500_pv 31.07 -14.79 147.01 5.21 147.01 131.64 297.81 295.39 383.56
55 mt_961_use2011_best_save_rnk500_idxctrl 30.03 -15.83 145.97 4.17 145.97 130.61 296.77 294.35 382.53
56 mt_962_use2015_last_save_rnk500_idxctrl 28.39 -17.47 144.33 2.53 144.33 128.96 295.13 292.71 380.89
57 mt_961_use2022_last_save_rnk500_idxctrl 28.20 -17.67 144.14 2.34 144.14 128.77 294.94 292.52 380.69
58 mt_961_use2015_last_save_rnk500_idxctrl 27.68 -18.18 143.62 1.82 143.62 128.26 294.42 292.00 380.18
59 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 27.65 -18.22 143.59 1.79 143.59 128.22 294.39 291.97 380.14
60 mt_961_use2010_last_save_rnk500_idxctrl 27.23 -18.63 143.17 1.37 143.17 127.80 293.97 291.55 379.73
63 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 26.81 -19.05 142.76 0.95 142.75 127.39 293.56 291.13 379.31
65 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 25.62 -20.24 141.56 -0.24 141.56 126.19 292.36 289.94 378.12
67 mt_961_use2015_best_save_rnk500_idxctrl 24.22 -21.65 140.16 -1.64 140.16 124.79 290.96 288.54 376.71
68 mt_961_use2010_best_save_rnk500_idxctrl 22.88 -22.99 138.82 -2.98 138.82 123.45 289.62 287.20 375.37
71 mt_961_use2014_best_save_rnk500_idxctrl 21.92 -23.94 137.86 -3.94 137.86 122.49 288.66 286.24 374.42
75 mt_962_use2013_last_save_rnk500_idxctrl 20.26 -25.60 136.21 -5.60 136.21 120.84 287.01 284.58 372.76
77 mt_961_use2022_best_save_rnk500_idxctrl 19.68 -26.19 135.62 -6.18 135.62 120.25 286.42 284.00 372.17
78 mt_961_use2021_last_save_rnk500_idxctrl 18.74 -27.12 134.68 -7.12 134.68 119.32 285.48 283.06 371.24
80 mt_961_use2009_best_save_rnk500_idxctrl 16.98 -28.88 132.92 -8.88 132.92 117.56 283.72 281.30 369.48
85 mt_961_use2009_last_save_rnk500_idxctrl 14.82 -31.05 130.76 -11.04 130.76 115.39 281.56 279.14 367.31
86 mt_962_use2012_best_save_rnk500_idxctrl 14.73 -31.13 130.67 -11.13 130.67 115.31 281.47 279.05 367.23
87 mt_961_use2017_last_save_rnk500_idxctrl 14.24 -31.62 130.18 -11.62 130.18 114.82 280.98 278.56 366.74
88 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 14.18 -31.68 130.13 -11.68 130.13 114.76 280.93 278.51 366.68
90 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 13.14 -32.72 129.09 -12.72 129.08 113.72 279.88 277.46 365.64
91 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 12.31 -33.55 128.25 -13.55 128.25 112.89 279.05 276.63 364.81
93 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 11.69 -34.17 127.63 -14.17 127.63 112.27 278.43 276.01 364.19
94 mt_962_use2018_best_save_rnk500_idxctrl 11.54 -34.32 127.48 -14.32 127.48 112.12 278.28 275.86 364.04
95 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 11.40 -34.46 127.34 -14.46 127.34 111.97 278.14 275.72 363.90
97 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 10.26 -35.60 126.20 -15.60 126.20 110.84 277.00 274.58 362.76
99 mt_961_use2013_last_save_rnk500_idxctrl 9.05 -36.81 124.99 -16.81 124.99 109.62 275.79 273.37 361.55
102 mt_962_use2016_last_save_rnk500_idxctrl 8.14 -37.72 124.09 -17.72 124.08 108.72 274.89 272.46 360.64
104 mt_962_use2014_last_save_rnk500_idxctrl 6.85 -39.01 122.80 -19.01 122.80 107.43 273.60 271.17 359.35
105 mt_961_use2017_best_save_rnk500_idxctrl 5.56 -40.30 121.50 -20.30 121.50 106.13 272.30 269.88 358.06
108 mt_962_use2012_last_save_rnk500_idxctrl 4.33 -41.54 120.27 -21.53 120.27 104.90 271.07 268.65 356.82
111 mt_961_use2018_last_save_rnk500_idxctrl 2.92 -42.95 118.86 -22.94 118.86 103.49 269.66 267.24 355.41
112 mt_961_use2016_last_save_rnk500_idxctrl 2.63 -43.23 118.57 -23.23 118.57 103.20 269.37 266.95 355.13
114 multin_zz1000_61001_idxctrl_pv 1.80 -44.06 117.74 -24.06 117.74 102.37 268.54 266.12 354.30
120 multin_zz1000_61002_idxctrl_pv -0.06 -45.92 115.89 -25.91 115.89 100.52 266.69 264.27 352.44
121 multin_zz1000_61004_idxctrl_pv -0.06 -45.92 115.89 -25.91 115.89 100.52 266.69 264.27 352.44
123 multin_zz1000_61001_idxctrl_pv_rm_blc -1.02 -46.89 114.92 -26.88 114.92 99.55 265.72 263.30 351.47
127 mt_961_use2016_best_save_rnk500_idxctrl -2.06 -47.92 113.89 -27.92 113.89 98.52 264.69 262.26 350.44
129 multin_zz1000_61002_idxctrl_pv_rm_blc -2.85 -48.72 113.09 -28.71 113.09 97.72 263.89 261.47 349.64
130 multin_zz1000_61004_idxctrl_pv_rm_blc -2.85 -48.72 113.09 -28.71 113.09 97.72 263.89 261.47 349.64
137 mt_962_use2010_last_save_rnk500_idxctrl -4.52 -50.39 111.42 -30.38 111.42 96.05 262.22 259.80 347.97
139 mt_961_use2023_last_save_rnk500_idxctrl -6.13 -51.99 109.82 -31.99 109.82 94.45 260.62 258.19 346.37
140 mt_962_use2017_last_save_rnk500_idxctrl -6.41 -52.27 109.53 -32.27 109.53 94.17 260.33 257.91 346.09
141 mt_961_use2011_last_save_rnk500_idxctrl -8.03 -53.89 107.92 -33.89 107.92 92.55 258.72 256.29 344.47
147 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -12.87 -58.74 103.07 -38.73 103.07 87.70 253.87 251.45 339.62
148 mt_962_use2011_last_save_rnk500_idxctrl -13.06 -58.92 102.88 -38.92 102.88 87.52 253.68 251.26 339.44
149 multin_zz1000_61001_idxctrl_top3800_pv -13.26 -59.12 102.68 -39.12 102.68 87.32 253.48 251.06 339.24
150 multin_zz1000_61001_idxctrl_pv_rm_fnd -13.66 -59.52 102.28 -39.52 102.28 86.92 253.08 250.66 338.84
151 mt_962_use2010_best_save_rnk500_idxctrl -13.69 -59.56 102.25 -39.55 102.25 86.88 253.05 250.63 338.80
155 mt_961_use2012_last_save_rnk500_idxctrl -15.21 -61.08 100.73 -41.07 100.73 85.36 251.53 249.11 337.28
156 multin_zz1000_61004_idxctrl_pv_rm_fnd -15.25 -61.11 100.69 -41.11 100.69 85.32 251.49 249.07 337.25
157 multin_zz1000_61002_idxctrl_pv_rm_fnd -15.25 -61.11 100.69 -41.11 100.69 85.32 251.49 249.07 337.25
162 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -18.45 -64.31 97.50 -44.31 97.49 82.13 248.29 245.87 334.05
163 mt_961_use2018_best_save_rnk500_idxctrl -18.70 -64.56 97.24 -44.56 97.24 81.87 248.04 245.62 333.80
164 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -18.89 -64.75 97.05 -44.75 97.05 81.68 247.85 245.43 333.61
165 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -19.49 -65.35 96.45 -45.35 96.45 81.09 247.25 244.83 333.01
166 multin_zz1000_61001_idxctrl_50010002000_pv -19.51 -65.37 96.43 -45.37 96.43 81.07 247.23 244.81 332.99
167 mt_961_use2014_last_save_rnk500_idxctrl -19.76 -65.62 96.19 -45.62 96.18 80.82 246.98 244.56 332.74
168 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -20.03 -65.90 95.91 -45.89 95.91 80.54 246.71 244.29 332.46
169 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -20.45 -66.31 95.50 -46.31 95.50 80.13 246.30 243.87 332.05
170 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -20.45 -66.31 95.50 -46.31 95.50 80.13 246.30 243.87 332.05
171 mt_961_use2012_best_save_rnk500_idxctrl -20.55 -66.41 95.39 -46.41 95.39 80.02 246.19 243.77 331.95
172 multin_zz1000_61001_idxctrl_zz1000_pv -20.61 -66.47 95.34 -46.46 95.34 79.97 246.14 243.72 331.89
174 multin_zz1000_61004_idxctrl_top3800_pv -20.88 -66.74 95.06 -46.74 95.06 79.69 245.86 243.44 331.62
175 multin_zz1000_61004_idxctrl_zz1000_pv -21.26 -67.12 94.69 -47.12 94.69 79.32 245.49 243.06 331.24
176 multin_zz1000_61002_idxctrl_top3800_pv -21.73 -67.59 94.22 -47.59 94.22 78.85 245.02 242.59 330.77
177 multin_zz1000_61002_idxctrl_zz1000_pv -22.05 -67.91 93.90 -47.91 93.90 78.53 244.70 242.27 330.45
179 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -22.54 -68.40 93.41 -48.40 93.40 78.04 244.20 241.78 329.96
180 multin_zz1000_61004_idxctrl_50010002000_pv -22.86 -68.72 93.09 -48.71 93.09 77.72 243.89 241.47 329.64
181 mt_961_use2023_best_save_rnk500_idxctrl -22.93 -68.79 93.01 -48.79 93.01 77.64 243.81 241.39 329.56
182 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -23.07 -68.93 92.87 -48.93 92.87 77.51 243.67 241.25 329.43
185 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -23.67 -69.53 92.27 -49.53 92.27 76.90 243.07 240.65 328.82
187 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -24.47 -70.34 91.47 -50.33 91.47 76.10 242.27 239.85 328.02
188 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -24.82 -70.68 91.12 -50.68 91.12 75.75 241.92 239.50 327.68
192 multin_zz1000_61002_idxctrl_50010002000_pv -25.68 -71.54 90.27 -51.54 90.27 74.90 241.07 238.64 326.82
205 mt_961_use2008_last_save_rnk500_idxctrl -30.73 -76.59 85.22 -56.59 85.21 69.85 236.02 233.59 321.77
210 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -33.44 -79.30 82.50 -59.30 82.50 67.13 233.30 230.88 319.05
211 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -33.45 -79.31 82.49 -59.31 82.49 67.12 233.29 230.87 319.05
213 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -33.93 -79.79 82.02 -59.79 82.01 66.65 232.81 230.39 318.57
218 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -35.19 -81.05 80.75 -61.05 80.75 65.38 231.55 229.13 317.30
220 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -36.50 -82.36 79.44 -62.36 79.44 64.07 230.24 227.82 316.00
221 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -36.61 -82.47 79.34 -62.47 79.34 63.97 230.14 227.71 315.89
222 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -36.75 -82.62 79.19 -62.61 79.19 63.82 229.99 227.57 315.74
223 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -36.75 -82.61 79.19 -62.61 79.19 63.82 229.99 227.57 315.75
225 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -37.07 -82.93 78.87 -62.93 78.87 63.50 229.67 227.25 315.43
227 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -37.10 -82.96 78.85 -62.95 78.85 63.48 229.65 227.23 315.40
231 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -37.75 -83.62 78.19 -63.61 78.19 62.82 228.99 226.57 314.74
233 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -40.18 -86.05 75.76 -66.04 75.76 60.39 226.56 224.14 312.31
234 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -40.30 -86.17 75.64 -66.16 75.64 60.27 226.44 224.02 312.19
235 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -40.44 -86.30 75.50 -66.30 75.50 60.14 226.30 223.88 312.06
237 mt_962_use2016_best_save_rnk500_idxctrl -40.95 -86.81 74.99 -66.81 74.99 59.63 225.79 223.37 311.55
238 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -41.03 -86.90 74.91 -66.89 74.91 59.54 225.71 223.29 311.46
239 mt_962_use2011_best_save_rnk500_idxctrl -41.12 -86.98 74.82 -66.98 74.82 59.46 225.62 223.20 311.38
245 mt_962_use2018_last_save_rnk500_idxctrl -43.62 -89.48 72.32 -69.48 72.32 56.95 223.12 220.70 308.88
250 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -44.90 -90.76 71.04 -70.76 71.04 55.68 221.84 219.42 307.60
251 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -45.24 -91.10 70.71 -71.10 70.70 55.34 221.51 219.08 307.26
252 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -45.39 -91.25 70.56 -71.25 70.55 55.19 221.36 218.93 307.11
289 mt_962_use2009_last_save_rnk500_idxctrl -51.67 -97.53 64.27 -77.53 64.27 48.90 215.07 212.65 300.83
298 mt_962_use2009_best_save_rnk500_idxctrl -54.60 -100.46 61.34 -80.46 61.34 45.98 212.14 209.72 297.90
339 mt_961_use2008_best_save_rnk500_idxctrl -63.24 -109.11 52.70 -89.10 52.70 37.33 203.50 201.08 289.25
361 mt_962_use2008_best_save_rnk500_idxctrl -74.05 -119.92 41.89 -99.91 41.89 26.52 192.69 190.27 278.44
372 mt_962_use2008_last_save_rnk500_idxctrl -77.06 -122.92 38.88 -102.92 38.88 23.52 189.68 187.26 275.44