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_20251110_151522
56 mt_962_use2008_best_save_rnk500_idxctrl 57.65 63.54 85.32 50.30 85.32 20.26 45.88 21.55 -13.45
58 mt_962_use2009_best_save_rnk500_idxctrl 56.62 62.50 84.28 49.26 84.28 19.22 44.85 20.52 -14.48
63 mt_962_use2009_last_save_rnk500_idxctrl 54.68 60.57 82.35 47.33 82.35 17.29 42.92 18.59 -16.41
65 mt_962_use2008_last_save_rnk500_idxctrl 53.98 59.87 81.64 46.63 81.64 16.59 42.21 17.88 -17.12
104 mt_961_use2008_best_save_rnk500_idxctrl 46.06 51.95 73.73 38.71 73.73 8.67 34.29 9.96 -25.04
106 mt_962_use2016_best_save_rnk500_idxctrl 45.89 51.78 73.56 38.54 73.56 8.50 34.13 9.80 -25.20
119 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 42.78 48.67 70.45 35.43 70.45 5.39 31.02 6.69 -28.31
121 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 42.71 48.60 70.37 35.36 70.37 5.32 30.94 6.61 -28.39
129 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 40.35 46.24 68.01 33.00 68.01 2.96 28.58 4.25 -30.75
138 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 38.73 44.61 66.39 31.37 66.39 1.33 26.96 2.63 -32.37
140 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 38.22 44.11 65.89 30.87 65.89 0.83 26.45 2.13 -32.87
143 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 38.07 43.96 65.73 30.72 65.73 0.68 26.30 1.97 -33.03
145 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 37.89 43.77 65.55 30.53 65.55 0.49 26.12 1.79 -33.21
150 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 37.29 43.18 64.95 29.93 64.95 -0.11 25.52 1.19 -33.81
151 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 37.12 43.01 64.79 29.77 64.79 -0.27 25.35 1.02 -33.98
153 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 36.49 42.38 64.16 29.14 64.16 -0.90 24.73 0.40 -34.60
154 mt_962_use2010_best_save_rnk500_idxctrl 35.95 41.83 63.61 28.59 63.61 -1.45 24.18 -0.15 -35.15
158 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 35.64 41.53 63.31 28.29 63.31 -1.75 23.87 -0.46 -35.46
164 mt_962_use2011_best_save_rnk500_idxctrl 34.11 40.00 61.78 26.76 61.78 -3.28 22.34 -1.98 -36.98
166 multin_zz1000_61004_idxctrl_pv_rm_fnd 34.05 39.94 61.72 26.70 61.72 -3.34 22.29 -2.04 -37.04
167 multin_zz1000_61002_idxctrl_pv_rm_fnd 34.05 39.94 61.72 26.70 61.72 -3.34 22.29 -2.04 -37.04
172 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 32.93 38.82 60.60 25.58 60.60 -4.46 21.16 -3.17 -38.17
173 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 32.82 38.70 60.48 25.46 60.48 -4.58 21.05 -3.28 -38.28
178 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 32.41 38.30 60.08 25.06 60.08 -4.98 20.65 -3.68 -38.68
179 multin_zz1000_61001_idxctrl_pv_rm_fnd 32.25 38.14 59.91 24.90 59.92 -5.14 20.48 -3.85 -38.85
204 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 30.20 36.09 57.86 22.84 57.86 -7.20 18.43 -5.90 -40.90
210 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 29.85 35.74 57.52 22.50 57.52 -7.54 18.08 -6.24 -41.24
211 mt_961_use2008_last_save_rnk500_idxctrl 29.78 35.67 57.45 22.43 57.45 -7.61 18.01 -6.31 -41.31
212 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 29.76 35.64 57.42 22.40 57.42 -7.64 17.99 -6.34 -41.34
215 mt_961_use2023_best_save_rnk500_idxctrl 29.26 35.15 56.92 21.91 56.92 -8.14 17.49 -6.84 -41.84
216 mt_962_use2018_last_save_rnk500_idxctrl 29.20 35.09 56.86 21.85 56.86 -8.19 17.43 -6.90 -41.90
217 mt_961_use2023_last_save_rnk500_idxctrl 29.06 34.95 56.73 21.71 56.73 -8.33 17.29 -7.03 -42.03
219 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 28.93 34.81 56.59 21.57 56.59 -8.47 17.16 -7.17 -42.17
220 mt_962_use2011_last_save_rnk500_idxctrl 28.92 34.81 56.59 21.57 56.59 -8.47 17.16 -7.17 -42.17
221 mt_961_use2018_best_save_rnk500_idxctrl 28.78 34.67 56.44 21.43 56.44 -8.61 17.01 -7.32 -42.32
228 multin_zz1000_61002_idxctrl_50010002000_pv 28.06 33.95 55.73 20.71 55.73 -9.33 16.29 -8.04 -43.03
229 multin_zz1000_61002_idxctrl_top3800_pv 28.04 33.93 55.71 20.69 55.71 -9.35 16.27 -8.05 -43.05
230 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 28.03 33.92 55.70 20.68 55.70 -9.36 16.26 -8.06 -43.06
231 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 27.99 33.87 55.65 20.63 55.65 -9.41 16.22 -8.11 -43.11
232 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 27.95 33.83 55.61 20.59 55.61 -9.45 16.18 -8.15 -43.15
233 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 27.78 33.67 55.45 20.43 55.45 -9.61 16.01 -8.31 -43.31
234 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 27.77 33.66 55.43 20.42 55.44 -9.62 16.00 -8.33 -43.33
236 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 27.36 33.25 55.03 20.01 55.03 -10.03 15.60 -8.73 -43.73
238 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 27.29 33.17 54.95 19.93 54.95 -10.11 15.52 -8.81 -43.81
240 multin_zz1000_61004_idxctrl_top3800_pv 27.10 32.99 54.76 19.75 54.76 -10.30 15.33 -9.00 -44.00
243 mt_962_use2010_last_save_rnk500_idxctrl 26.93 32.82 54.60 19.58 54.60 -10.46 15.16 -9.17 -44.16
245 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 26.64 32.53 54.31 19.29 54.31 -10.75 14.88 -9.45 -44.45
247 multin_zz1000_61004_idxctrl_50010002000_pv 26.58 32.47 54.24 19.23 54.25 -10.81 14.81 -9.52 -44.52
252 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 26.14 32.02 53.80 18.78 53.80 -11.26 14.37 -9.96 -44.96
253 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 26.14 32.02 53.80 18.78 53.80 -11.26 14.37 -9.96 -44.96
255 mt_961_use2024_last_save_rnk500_idxctrl 25.99 31.88 53.66 18.64 53.66 -11.40 14.22 -10.11 -45.10
256 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 25.68 31.57 53.35 18.33 53.35 -11.71 13.92 -10.41 -45.41
263 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 24.80 30.69 52.46 17.45 52.46 -12.60 13.03 -11.30 -46.30
270 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 24.06 29.95 51.73 16.71 51.73 -13.33 12.30 -12.03 -47.03
272 mt_961_use2016_best_save_rnk500_idxctrl 23.82 29.71 51.49 16.47 51.49 -13.57 12.05 -12.27 -47.27
274 mt_961_use2012_best_save_rnk500_idxctrl 23.68 29.56 51.34 16.32 51.34 -13.72 11.91 -12.42 -47.42
277 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 23.49 29.38 51.16 16.14 51.16 -13.90 11.72 -12.61 -47.61
302 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 20.66 26.54 48.32 13.30 48.32 -16.74 8.89 -15.44 -50.44
303 mt_961_use2012_last_save_rnk500_idxctrl 20.61 26.50 48.28 13.26 48.28 -16.78 8.84 -15.49 -50.48
305 multin_zz1000_61001_idxctrl_50010002000_pv 20.43 26.32 48.10 13.08 48.10 -16.96 8.66 -15.66 -50.66
318 mt_961_use2011_last_save_rnk500_idxctrl 19.63 25.52 47.29 12.28 47.29 -17.77 7.86 -16.47 -51.47
321 multin_zz1000_61001_idxctrl_top3800_pv 18.88 24.77 46.54 11.53 46.54 -18.51 7.11 -17.22 -52.22
332 mt_961_use2016_last_save_rnk500_idxctrl 16.27 22.16 43.94 8.92 43.94 -21.12 4.50 -19.83 -54.83
336 mt_961_use2009_last_save_rnk500_idxctrl 15.88 21.76 43.54 8.52 43.54 -21.52 4.11 -20.22 -55.22
337 mt_961_use2017_best_save_rnk500_idxctrl 15.82 21.71 43.49 8.47 43.49 -21.57 4.05 -20.27 -55.27
339 mt_962_use2016_last_save_rnk500_idxctrl 15.25 21.14 42.91 7.90 42.91 -22.15 3.48 -20.85 -55.85
340 multin_zz1000_61004_idxctrl_pv 14.84 20.73 42.50 7.49 42.50 -22.55 3.07 -21.26 -56.26
341 multin_zz1000_61002_idxctrl_pv 14.84 20.73 42.50 7.49 42.50 -22.55 3.07 -21.26 -56.26
342 mt_961_use2009_best_save_rnk500_idxctrl 14.60 20.49 42.27 7.25 42.27 -22.79 2.83 -21.50 -56.50
343 mt_961_use2018_last_save_rnk500_idxctrl 14.30 20.19 41.97 6.95 41.97 -23.09 2.53 -21.79 -56.79
349 multin_zz1000_61001_idxctrl_pv 13.23 19.12 40.90 5.88 40.90 -24.16 1.46 -22.87 -57.87
352 mt_961_use2017_last_save_rnk500_idxctrl 12.75 18.64 40.42 5.40 40.42 -24.64 0.98 -23.35 -58.35
354 mt_961_use2024_best_save_rnk500_idxctrl 12.04 17.93 39.71 4.69 39.71 -25.35 0.28 -24.05 -59.05
358 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 11.54 17.43 39.21 4.19 39.21 -25.85 -0.23 -24.56 -59.56
359 multin_zz500_61002_idxctrl_zz500_pv 11.47 17.36 39.14 4.12 39.14 -25.92 -0.29 -24.62 -59.62
360 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 11.30 17.19 38.97 3.95 38.97 -26.09 -0.47 -24.79 -59.79
361 multin_zz1000_61002_idxctrl_zz1000_pv 11.22 17.11 38.89 3.87 38.89 -26.17 -0.55 -24.87 -59.87
362 multin_zz500_61004_idxctrl_zz500_pv 11.07 16.96 38.74 3.72 38.74 -26.32 -0.69 -25.02 -60.02
364 multin_zz1000_61004_idxctrl_zz1000_pv 10.87 16.76 38.53 3.52 38.54 -26.52 -0.90 -25.23 -60.23
372 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 9.78 15.67 37.44 2.43 37.45 -27.61 -1.99 -26.32 -61.32
376 multin_zz1000_61002_idxctrl_pv_rm_blc 9.21 15.10 36.88 1.86 36.88 -28.18 -2.55 -26.88 -61.88
377 multin_zz1000_61004_idxctrl_pv_rm_blc 9.21 15.10 36.88 1.86 36.88 -28.18 -2.55 -26.88 -61.88
378 multin_zz500_61001_idxctrl_zz500_pv 9.19 15.08 36.86 1.84 36.86 -28.20 -2.58 -26.90 -61.90
380 multin_zz1000_61001_idxctrl_zz1000_pv 9.09 14.98 36.76 1.74 36.76 -28.30 -2.67 -27.00 -62.00
382 mt_961_use2013_last_save_rnk500_idxctrl 9.04 14.93 36.71 1.69 36.71 -28.35 -2.72 -27.05 -62.05
386 mt_962_use2017_last_save_rnk500_idxctrl 8.01 13.90 35.68 0.66 35.68 -29.38 -3.75 -28.08 -63.08
389 multin_zz1000_61001_idxctrl_pv_rm_blc 7.57 13.46 35.23 0.22 35.23 -29.82 -4.20 -28.53 -63.53
400 mt_961_use2010_best_save_rnk500_idxctrl 5.45 11.34 33.12 -1.90 33.12 -31.94 -6.32 -30.64 -65.64
404 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 5.12 11.01 32.79 -2.23 32.79 -32.27 -6.65 -30.97 -65.97
407 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 4.87 10.76 32.53 -2.49 32.53 -32.53 -6.90 -31.23 -66.23
410 mt_961_use2022_best_save_rnk500_idxctrl 4.47 10.36 32.14 -2.88 32.14 -32.92 -7.30 -31.63 -66.62
417 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 2.59 8.48 30.26 -4.76 30.26 -34.80 -9.17 -33.50 -68.50
419 mt_961_use2010_last_save_rnk500_idxctrl 2.39 8.28 30.05 -4.96 30.05 -35.00 -9.38 -33.71 -68.71
427 mt_962_use2018_best_save_rnk500_idxctrl -0.64 5.25 27.03 -7.99 27.03 -38.03 -12.40 -36.73 -71.73
429 mt_962_use2017_best_save_rnk500_idxctrl -0.88 5.01 26.78 -8.23 26.79 -38.27 -12.65 -36.98 -71.98
430 mt_962_use2015_last_save_rnk500_idxctrl -0.90 4.98 26.76 -8.26 26.76 -38.30 -12.67 -37.00 -72.00
433 mt_961_use2022_last_save_rnk500_idxctrl -2.04 3.85 25.62 -9.39 25.63 -39.43 -13.81 -38.14 -73.14
438 mt_962_use2014_last_save_rnk500_idxctrl -3.18 2.71 24.49 -10.53 24.49 -40.57 -14.94 -39.27 -74.27
442 mt_962_use2012_best_save_rnk500_idxctrl -4.22 1.67 23.44 -11.57 23.44 -41.61 -15.99 -40.32 -75.32
452 mt_962_use2012_last_save_rnk500_idxctrl -6.51 -0.62 21.16 -13.86 21.16 -43.90 -18.27 -42.60 -77.60
453 mt_961_use2020_best_save_rnk500_idxctrl -7.84 -1.95 19.83 -15.19 19.83 -45.23 -19.60 -43.93 -78.93
456 mt_962_use2013_last_save_rnk500_idxctrl -8.77 -2.88 18.89 -16.12 18.89 -46.16 -20.54 -44.87 -79.87
460 mt_961_use2015_best_save_rnk500_idxctrl -10.37 -4.48 17.30 -17.72 17.30 -47.76 -22.14 -46.47 -81.47
461 mt_961_use2020_last_save_rnk500_idxctrl -10.84 -4.95 16.83 -18.19 16.83 -48.23 -22.61 -46.93 -81.93
465 mt_961_use2019_last_save_rnk500_idxctrl -11.48 -5.59 16.18 -18.83 16.19 -48.87 -23.25 -47.58 -82.58
468 mt_962_use2014_best_save_rnk500_idxctrl -12.12 -6.23 15.54 -19.47 15.54 -49.51 -23.89 -48.22 -83.22
469 mt_961_use2019_best_save_rnk500_idxctrl -12.13 -6.24 15.54 -19.48 15.54 -49.52 -23.89 -48.22 -83.22
470 mt_961_use2015_last_save_rnk500_idxctrl -12.63 -6.74 15.04 -19.98 15.04 -50.02 -24.39 -48.72 -83.72
472 mt_961_use2014_last_save_rnk500_idxctrl -13.61 -7.72 14.06 -20.96 14.06 -51.00 -25.37 -49.70 -84.70
473 mt_961_use2011_best_save_rnk500_idxctrl -14.04 -8.15 13.63 -21.39 13.63 -51.43 -25.80 -50.13 -85.13
488 mt_961_use2021_last_save_rnk500_idxctrl -19.46 -13.57 8.21 -26.81 8.21 -56.85 -31.22 -55.55 -90.55
494 mt_961_use2014_best_save_rnk500_idxctrl -23.06 -17.17 4.61 -30.41 4.61 -60.45 -34.82 -59.15 -94.15
495 mt_962_use2013_best_save_rnk500_idxctrl -23.54 -17.65 4.12 -30.89 4.12 -60.94 -35.31 -59.64 -94.64
498 mt_962_use2019_last_save_rnk500_idxctrl -26.38 -20.49 1.28 -33.73 1.28 -63.77 -38.15 -62.48 -97.48
499 mt_962_use2019_best_save_rnk500_idxctrl -26.48 -20.60 1.18 -33.84 1.18 -63.88 -38.25 -62.58 -97.58
500 mt_961_use2013_best_save_rnk500_idxctrl -28.39 -22.51 -0.73 -35.75 -0.73 -65.79 -40.16 -64.49 -99.49
503 mt_961_use2021_best_save_rnk500_idxctrl -32.33 -26.45 -4.67 -39.69 -4.67 -69.73 -44.10 -68.43 -103.43
506 mt_962_use2015_best_save_rnk500_idxctrl -36.43 -30.54 -8.76 -43.78 -8.76 -73.82 -48.19 -72.52 -107.52
509 mt_962_use2022_best_save_rnk500_idxctrl -43.77 -37.88 -16.10 -51.12 -16.10 -81.16 -55.54 -79.86 -114.86
511 mt_962_use2020_last_save_rnk500_idxctrl -46.02 -40.13 -18.35 -53.37 -18.35 -83.41 -57.78 -82.11 -117.11
513 mt_962_use2021_best_save_rnk500_idxctrl -54.46 -48.58 -26.80 -61.82 -26.80 -91.86 -66.23 -90.56 -125.56
514 mt_962_use2021_last_save_rnk500_idxctrl -55.51 -49.62 -27.85 -62.86 -27.84 -92.90 -67.28 -91.61 -126.61
515 mt_962_use2024_best_save_rnk500_idxctrl -56.32 -50.44 -28.66 -63.68 -28.66 -93.72 -68.09 -92.42 -127.42
516 mt_962_use2023_last_save_rnk500_idxctrl -56.88 -50.99 -29.22 -64.23 -29.22 -94.27 -68.65 -92.98 -127.98
518 mt_962_use2020_best_save_rnk500_idxctrl -58.65 -52.76 -30.99 -66.00 -30.98 -96.04 -70.42 -94.75 -129.75
520 mt_962_use2024_last_save_rnk500_idxctrl -61.53 -55.64 -33.87 -68.88 -33.87 -98.92 -73.30 -97.63 -132.63
521 mt_962_use2022_last_save_rnk500_idxctrl -63.19 -57.31 -35.53 -70.55 -35.53 -100.59 -74.96 -99.29 -134.29
522 mt_962_use2023_best_save_rnk500_idxctrl -63.39 -57.50 -35.73 -70.74 -35.73 -100.78 -75.16 -99.49 -134.49