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_20251107_151520
13 mt_961_use2014_last_save_rnk500_idxctrl 60.17 71.73 48.66 77.35 48.66 55.05 143.63 128.37 118.78
22 mt_961_use2023_last_save_rnk500_idxctrl 52.62 64.19 41.11 69.80 41.11 47.51 136.08 120.82 111.23
23 mt_962_use2011_last_save_rnk500_idxctrl 51.29 62.85 39.78 68.47 39.78 46.17 134.75 119.49 109.90
25 mt_962_use2016_best_save_rnk500_idxctrl 50.28 61.85 38.78 67.47 38.78 45.17 133.75 118.49 108.90
26 mt_961_use2016_best_save_rnk500_idxctrl 50.27 61.84 38.76 67.45 38.76 45.16 133.73 118.47 108.88
30 mt_962_use2009_best_save_rnk500_idxctrl 47.50 59.07 35.99 64.68 35.99 42.39 130.96 115.70 106.11
31 mt_961_use2023_best_save_rnk500_idxctrl 47.21 58.77 35.70 64.39 35.70 42.09 130.67 115.41 105.82
32 mt_962_use2009_last_save_rnk500_idxctrl 46.82 58.39 35.31 64.00 35.31 41.71 130.28 115.02 105.43
35 mt_962_use2008_best_save_rnk500_idxctrl 45.97 57.53 34.46 63.15 34.46 40.85 129.43 114.17 104.58
38 mt_961_use2014_best_save_rnk500_idxctrl 45.15 56.72 33.64 62.33 33.64 40.04 128.61 113.35 103.76
42 mt_961_use2015_best_save_rnk500_idxctrl 44.27 55.84 32.76 61.45 32.76 39.16 127.73 112.47 102.88
43 mt_961_use2016_last_save_rnk500_idxctrl 43.88 55.45 32.38 61.07 32.38 38.77 127.35 112.09 102.50
45 mt_962_use2008_last_save_rnk500_idxctrl 43.51 55.08 32.00 60.69 32.00 38.40 126.97 111.71 102.12
46 mt_961_use2015_last_save_rnk500_idxctrl 42.99 54.56 31.48 60.17 31.48 37.88 126.45 111.19 101.60
50 mt_961_use2012_best_save_rnk500_idxctrl 42.43 54.00 30.92 59.61 30.92 37.32 125.89 110.63 101.04
53 mt_962_use2017_last_save_rnk500_idxctrl 42.21 53.78 30.70 59.39 30.70 37.09 125.67 110.41 100.82
56 mt_961_use2013_last_save_rnk500_idxctrl 41.84 53.41 30.33 59.02 30.33 36.73 125.30 110.04 100.45
59 mt_962_use2013_last_save_rnk500_idxctrl 41.08 52.65 29.58 58.27 29.58 35.97 124.55 109.29 99.70
69 mt_961_use2008_best_save_rnk500_idxctrl 38.85 50.42 27.34 56.03 27.34 33.74 122.31 107.05 97.46
72 mt_961_use2024_last_save_rnk500_idxctrl 37.93 49.50 26.43 55.12 26.43 32.82 121.40 106.14 96.55
76 mt_962_use2011_best_save_rnk500_idxctrl 37.41 48.98 25.91 54.60 25.91 32.30 120.88 105.62 96.03
79 mt_961_use2008_last_save_rnk500_idxctrl 36.60 48.16 25.09 53.78 25.09 31.48 120.06 104.80 95.21
84 mt_962_use2012_best_save_rnk500_idxctrl 35.26 46.83 23.75 52.44 23.75 30.14 118.72 103.46 93.87
89 mt_961_use2012_last_save_rnk500_idxctrl 34.60 46.16 23.09 51.78 23.09 29.48 118.06 102.80 93.21
90 mt_961_use2024_best_save_rnk500_idxctrl 34.30 45.87 22.79 51.48 22.79 29.19 117.76 102.50 92.91
101 mt_962_use2013_best_save_rnk500_idxctrl 31.33 42.89 19.82 48.51 19.82 26.21 114.79 99.53 89.94
105 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 30.21 41.78 18.71 47.40 18.71 25.10 113.68 98.42 88.83
108 mt_962_use2018_last_save_rnk500_idxctrl 29.83 41.40 18.32 47.01 18.32 24.71 113.29 98.03 88.44
111 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 29.50 41.07 18.00 46.69 18.00 24.39 112.97 97.71 88.12
122 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 28.57 40.14 17.06 45.75 17.06 23.45 112.03 96.77 87.18
123 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 28.55 40.12 17.04 45.73 17.04 23.43 112.01 96.75 87.16
126 mt_962_use2014_last_save_rnk500_idxctrl 28.10 39.67 16.60 45.29 16.60 22.99 111.57 96.31 86.72
127 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 28.04 39.60 16.53 45.22 16.53 22.92 111.50 96.24 86.65
130 mt_962_use2012_last_save_rnk500_idxctrl 26.88 38.45 15.37 44.07 15.38 21.77 110.34 95.09 85.50
135 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 26.42 37.99 14.91 43.60 14.91 21.30 109.88 94.62 85.03
137 multin_zz1000_61004_idxctrl_pv_rm_fnd 26.04 37.61 14.54 43.23 14.54 20.93 109.51 94.25 84.66
138 multin_zz1000_61002_idxctrl_pv_rm_fnd 26.04 37.61 14.54 43.23 14.54 20.93 109.51 94.25 84.66
141 multin_zz1000_61001_idxctrl_pv_rm_fnd 25.80 37.37 14.29 42.98 14.29 20.69 109.26 94.00 84.41
146 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 25.18 36.75 13.67 42.36 13.67 20.07 108.64 93.38 83.79
159 mt_961_use2017_best_save_rnk500_idxctrl 23.44 35.01 11.93 40.62 11.93 18.33 106.90 91.64 82.05
162 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 23.27 34.84 11.77 40.46 11.77 18.16 106.74 91.48 81.89
163 mt_961_use2017_last_save_rnk500_idxctrl 23.25 34.82 11.75 40.44 11.75 18.14 106.72 91.46 81.87
164 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 23.16 34.73 11.66 40.35 11.66 18.05 106.63 91.37 81.78
165 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 23.12 34.69 11.61 40.30 11.61 18.00 106.58 91.32 81.73
167 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 22.88 34.44 11.37 40.06 11.37 17.76 106.34 91.08 81.49
168 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 22.85 34.42 11.34 40.03 11.34 17.73 106.31 91.05 81.46
170 multin_zz1000_61004_idxctrl_zz1000_pv 22.79 34.36 11.28 39.97 11.28 17.68 106.25 90.99 81.40
171 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 22.62 34.19 11.11 39.80 11.11 17.51 106.08 90.82 81.23
173 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 22.49 34.06 10.98 39.67 10.98 17.38 105.95 90.69 81.10
175 multin_zz1000_61002_idxctrl_zz1000_pv 22.27 33.84 10.76 39.45 10.76 17.15 105.73 90.47 80.88
176 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 22.10 33.67 10.59 39.28 10.59 16.99 105.56 90.30 80.71
177 multin_zz1000_61001_idxctrl_zz1000_pv 21.89 33.46 10.38 39.07 10.38 16.77 105.35 90.09 80.50
178 mt_962_use2017_best_save_rnk500_idxctrl 21.84 33.41 10.33 39.03 10.34 16.73 105.30 90.05 80.46
180 mt_962_use2016_last_save_rnk500_idxctrl 21.72 33.29 10.21 38.90 10.21 16.61 105.18 89.92 80.33
181 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 21.41 32.98 9.90 38.59 9.90 16.29 104.87 89.61 80.02
182 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 21.39 32.96 9.88 38.57 9.88 16.27 104.85 89.59 80.00
191 mt_961_use2018_best_save_rnk500_idxctrl 20.86 32.42 9.35 38.04 9.35 15.74 104.32 89.06 79.47
195 multin_zz500_61001_idxctrl_zz500_pv 20.37 31.94 8.86 37.55 8.86 15.26 103.83 88.57 78.98
196 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 20.36 31.93 8.85 37.54 8.85 15.25 103.82 88.56 78.97
197 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 20.35 31.92 8.84 37.53 8.84 15.24 103.81 88.55 78.96
198 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 20.19 31.75 8.68 37.37 8.68 15.07 103.65 88.39 78.80
199 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 19.96 31.53 8.45 37.15 8.46 14.85 103.42 88.17 78.58
200 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 19.93 31.50 8.42 37.11 8.42 14.82 103.39 88.13 78.54
201 multin_zz1000_61001_idxctrl_pv 19.82 31.39 8.31 37.00 8.31 14.71 103.28 88.02 78.43
202 multin_zz500_61004_idxctrl_zz500_pv 19.73 31.29 8.22 36.91 8.22 14.61 103.19 87.93 78.34
204 multin_zz1000_61004_idxctrl_pv 19.51 31.08 8.01 36.70 8.01 14.40 102.98 87.72 78.13
205 multin_zz1000_61002_idxctrl_pv 19.51 31.08 8.01 36.70 8.01 14.40 102.98 87.72 78.13
206 multin_zz500_61002_idxctrl_zz500_pv 19.31 30.88 7.81 36.50 7.81 14.20 102.77 87.52 77.93
207 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 19.20 30.77 7.69 36.38 7.69 14.09 102.66 87.40 77.81
209 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 19.09 30.66 7.58 36.27 7.58 13.98 102.55 87.29 77.70
213 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 18.87 30.44 7.36 36.05 7.36 13.76 102.33 87.07 77.48
214 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 18.87 30.44 7.36 36.05 7.36 13.76 102.33 87.07 77.48
215 mt_962_use2014_best_save_rnk500_idxctrl 18.77 30.34 7.26 35.95 7.26 13.66 102.23 86.97 77.38
227 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 17.89 29.46 6.39 35.08 6.39 12.78 101.35 86.10 76.51
247 mt_961_use2018_last_save_rnk500_idxctrl 16.46 28.03 4.95 33.64 4.95 11.35 99.92 84.66 75.07
248 mt_962_use2023_last_save_rnk500_idxctrl 16.40 27.97 4.90 33.59 4.90 11.29 99.87 84.61 75.02
249 mt_961_use2021_last_save_rnk500_idxctrl 16.40 27.97 4.90 33.59 4.90 11.29 99.87 84.61 75.02
258 mt_961_use2022_last_save_rnk500_idxctrl 15.21 26.78 3.70 32.39 3.70 10.10 98.67 83.41 73.82
261 mt_961_use2009_last_save_rnk500_idxctrl 14.58 26.15 3.07 31.76 3.07 9.47 98.04 82.78 73.19
264 multin_zz1000_61002_idxctrl_pv_rm_blc 14.49 26.06 2.98 31.67 2.98 9.38 97.95 82.69 73.10
265 multin_zz1000_61004_idxctrl_pv_rm_blc 14.49 26.06 2.98 31.67 2.98 9.38 97.95 82.69 73.10
268 multin_zz1000_61001_idxctrl_pv_rm_blc 14.23 25.80 2.72 31.41 2.72 9.11 97.69 82.43 72.84
274 mt_962_use2024_last_save_rnk500_idxctrl 13.77 25.34 2.27 30.96 2.27 8.66 97.23 81.98 72.39
275 mt_962_use2024_best_save_rnk500_idxctrl 13.71 25.28 2.21 30.90 2.21 8.60 97.17 81.92 72.33
277 mt_961_use2022_best_save_rnk500_idxctrl 13.68 25.25 2.17 30.86 2.17 8.57 97.14 81.88 72.29
279 mt_961_use2011_best_save_rnk500_idxctrl 13.52 25.09 2.01 30.70 2.01 8.41 96.98 81.72 72.13
288 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 12.48 24.05 0.97 29.66 0.97 7.37 95.94 80.68 71.09
289 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 12.27 23.84 0.76 29.45 0.76 7.16 95.73 80.47 70.88
290 mt_961_use2011_last_save_rnk500_idxctrl 12.21 23.78 0.70 29.40 0.71 7.10 95.67 80.42 70.82
292 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 11.93 23.50 0.43 29.12 0.43 6.82 95.40 80.14 70.55
296 multin_zz1000_61001_idxctrl_50010002000_pv 11.52 23.09 0.01 28.70 0.01 6.41 94.98 79.72 70.13
298 mt_962_use2010_best_save_rnk500_idxctrl 11.13 22.70 -0.38 28.31 -0.38 6.02 94.59 79.33 69.74
299 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 11.07 22.64 -0.44 28.25 -0.44 5.96 94.53 79.27 69.68
300 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 10.83 22.40 -0.68 28.01 -0.68 5.71 94.29 79.03 69.44
301 multin_zz1000_61004_idxctrl_top3800_pv 10.78 22.35 -0.72 27.97 -0.72 5.67 94.24 78.99 69.40
303 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 10.72 22.28 -0.79 27.90 -0.79 5.60 94.18 78.92 69.33
305 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 10.64 22.21 -0.87 27.82 -0.87 5.53 94.10 78.84 69.25
307 mt_962_use2023_best_save_rnk500_idxctrl 10.39 21.96 -1.12 27.57 -1.12 5.28 93.85 78.59 69.00
309 mt_961_use2009_best_save_rnk500_idxctrl 10.37 21.94 -1.14 27.55 -1.14 5.26 93.83 78.57 68.98
310 multin_zz1000_61002_idxctrl_top3800_pv 10.36 21.93 -1.14 27.55 -1.14 5.25 93.83 78.57 68.98
311 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 10.36 21.93 -1.15 27.54 -1.15 5.25 93.82 78.56 68.97
314 mt_961_use2021_best_save_rnk500_idxctrl 10.10 21.67 -1.40 27.29 -1.40 4.99 93.57 78.31 68.72
318 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 9.98 21.55 -1.53 27.16 -1.53 4.87 93.44 78.18 68.59
325 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 9.69 21.26 -1.82 26.87 -1.82 4.58 93.15 77.89 68.30
327 multin_zz1000_61004_idxctrl_50010002000_pv 9.23 20.80 -2.28 26.41 -2.28 4.12 92.69 77.43 67.84
329 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 9.07 20.64 -2.44 26.25 -2.44 3.96 92.53 77.27 67.68
331 multin_zz1000_61001_idxctrl_top3800_pv 8.76 20.33 -2.74 25.95 -2.74 3.65 92.23 76.97 67.38
335 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 8.23 19.80 -3.27 25.42 -3.27 3.12 91.70 76.44 66.85
337 multin_zz1000_61002_idxctrl_50010002000_pv 7.91 19.48 -3.60 25.09 -3.60 2.80 91.37 76.11 66.52
341 mt_962_use2010_last_save_rnk500_idxctrl 7.48 19.04 -4.03 24.66 -4.03 2.36 90.94 75.68 66.09
352 mt_962_use2015_last_save_rnk500_idxctrl 6.10 17.67 -5.41 23.28 -5.41 0.98 89.56 74.30 64.71
362 mt_961_use2010_best_save_rnk500_idxctrl 5.02 16.59 -6.49 22.20 -6.49 -0.09 88.48 73.22 63.63
373 mt_962_use2022_last_save_rnk500_idxctrl 1.68 13.25 -9.82 18.87 -9.82 -3.43 85.14 69.89 60.30
381 mt_962_use2021_last_save_rnk500_idxctrl -0.90 10.67 -12.41 16.28 -12.41 -6.02 82.56 67.30 57.71
382 mt_962_use2018_best_save_rnk500_idxctrl -0.98 10.59 -12.49 16.20 -12.49 -6.09 82.48 67.22 57.63
383 mt_961_use2019_last_save_rnk500_idxctrl -1.01 10.55 -12.52 16.17 -12.52 -6.13 82.45 67.19 57.60
400 mt_962_use2019_last_save_rnk500_idxctrl -4.45 7.12 -15.96 12.73 -15.96 -9.56 79.01 63.75 54.16
417 mt_962_use2020_last_save_rnk500_idxctrl -7.91 3.66 -19.42 9.27 -19.42 -13.02 75.55 60.29 50.70
423 mt_962_use2019_best_save_rnk500_idxctrl -9.18 2.39 -20.69 8.00 -20.69 -14.29 74.28 59.02 49.43
431 mt_961_use2013_best_save_rnk500_idxctrl -10.00 1.57 -21.51 7.18 -21.51 -15.11 73.46 58.20 48.61
435 mt_961_use2010_last_save_rnk500_idxctrl -11.70 -0.13 -23.21 5.48 -23.21 -16.81 71.76 56.50 46.91
436 mt_961_use2019_best_save_rnk500_idxctrl -11.98 -0.41 -23.48 5.21 -23.48 -17.09 71.49 56.23 46.64
449 mt_961_use2020_last_save_rnk500_idxctrl -14.85 -3.28 -26.36 2.33 -26.36 -19.96 68.61 53.35 43.76
450 mt_961_use2020_best_save_rnk500_idxctrl -14.86 -3.29 -26.37 2.33 -26.36 -19.97 68.60 53.35 43.75
456 mt_962_use2021_best_save_rnk500_idxctrl -16.26 -4.69 -27.77 0.92 -27.77 -21.37 67.20 51.94 42.35
469 mt_962_use2020_best_save_rnk500_idxctrl -20.98 -9.41 -32.48 -3.79 -32.48 -26.09 62.48 47.23 37.64
503 mt_962_use2022_best_save_rnk500_idxctrl -40.46 -28.89 -51.96 -23.27 -51.96 -45.57 43.01 27.75 18.16
504 mt_962_use2015_best_save_rnk500_idxctrl -41.29 -29.72 -52.80 -24.11 -52.80 -46.40 42.17 26.91 17.32