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_20251111_151520
124 mt_962_use2008_best_save_rnk500_idxctrl 80.90 120.59 51.60 141.74 51.60 -0.40 -41.95 -35.26 -46.62
132 mt_962_use2009_best_save_rnk500_idxctrl 78.08 117.77 48.78 138.92 48.78 -3.22 -44.77 -38.08 -49.44
134 mt_962_use2009_last_save_rnk500_idxctrl 77.99 117.67 48.68 138.83 48.68 -3.31 -44.87 -38.18 -49.53
136 mt_962_use2008_last_save_rnk500_idxctrl 77.72 117.41 48.42 138.56 48.42 -3.58 -45.13 -38.44 -49.80
138 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 77.39 117.08 48.09 138.23 48.09 -3.91 -45.46 -38.77 -50.13
140 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 76.77 116.45 47.46 137.61 47.46 -4.53 -46.09 -39.40 -50.75
142 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 76.24 115.93 46.94 137.08 46.94 -5.06 -46.61 -39.92 -51.28
145 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 75.58 115.27 46.27 136.42 46.28 -5.72 -47.27 -40.58 -51.94
149 mt_962_use2011_best_save_rnk500_idxctrl 74.97 114.66 45.67 135.81 45.67 -6.33 -47.88 -41.19 -52.55
155 multin_zz1000_61004_idxctrl_50010002000_pv 73.16 112.85 43.86 134.00 43.86 -8.14 -49.69 -43.00 -54.36
156 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 73.00 112.69 43.70 133.84 43.70 -8.30 -49.85 -43.16 -54.52
157 multin_zz1000_61002_idxctrl_top3800_pv 72.87 112.55 43.56 133.71 43.56 -8.43 -49.99 -43.30 -54.65
158 mt_961_use2008_best_save_rnk500_idxctrl 72.80 112.49 43.49 133.64 43.50 -8.50 -50.05 -43.36 -54.72
159 multin_zz1000_61002_idxctrl_50010002000_pv 72.74 112.43 43.44 133.59 43.44 -8.55 -50.11 -43.42 -54.78
164 multin_zz1000_61004_idxctrl_top3800_pv 71.98 111.67 42.68 132.83 42.68 -9.31 -50.87 -44.18 -55.54
178 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 69.51 109.20 40.21 130.35 40.21 -11.78 -53.34 -46.65 -58.01
180 mt_962_use2018_last_save_rnk500_idxctrl 69.38 109.07 40.08 130.22 40.08 -11.92 -53.47 -46.78 -58.14
182 multin_zz1000_61001_idxctrl_50010002000_pv 68.88 108.57 39.58 129.72 39.58 -12.42 -53.97 -47.28 -58.64
196 multin_zz1000_61001_idxctrl_top3800_pv 66.23 105.92 36.92 127.07 36.92 -15.07 -56.62 -49.93 -61.29
203 mt_961_use2008_last_save_rnk500_idxctrl 65.60 105.29 36.30 126.44 36.30 -15.69 -57.25 -50.56 -61.92
222 mt_962_use2011_last_save_rnk500_idxctrl 63.15 102.83 33.84 123.99 33.84 -18.15 -59.71 -53.02 -64.37
231 mt_962_use2016_best_save_rnk500_idxctrl 61.77 101.46 32.47 122.62 32.47 -19.52 -61.08 -54.39 -65.75
232 mt_961_use2021_last_save_rnk500_idxctrl 61.68 101.37 32.37 122.52 32.38 -19.62 -61.17 -54.48 -65.84
245 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 60.27 99.96 30.97 121.11 30.97 -21.02 -62.58 -55.89 -67.25
246 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 60.21 99.89 30.90 121.05 30.90 -21.09 -62.65 -55.96 -67.31
248 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 60.14 99.83 30.83 120.98 30.83 -21.16 -62.71 -56.02 -67.38
251 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 59.29 98.98 29.99 120.14 29.99 -22.00 -63.56 -56.87 -68.23
252 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 59.27 98.96 29.97 120.11 29.97 -22.03 -63.58 -56.89 -68.25
258 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 58.48 98.16 29.17 119.32 29.17 -22.82 -64.38 -57.69 -69.04
259 mt_962_use2010_best_save_rnk500_idxctrl 58.13 97.82 28.83 118.97 28.83 -23.16 -64.72 -58.03 -69.39
262 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 57.79 97.48 28.48 118.63 28.48 -23.51 -65.06 -58.37 -69.73
268 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 56.78 96.47 27.47 117.62 27.48 -24.52 -66.07 -59.38 -70.74
269 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 56.66 96.34 27.35 117.50 27.35 -24.64 -66.20 -59.51 -70.86
270 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 56.58 96.27 27.28 117.42 27.28 -24.72 -66.27 -59.58 -70.94
272 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 55.51 95.20 26.20 116.35 26.20 -25.79 -67.34 -60.65 -72.01
273 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 55.49 95.17 26.18 116.33 26.18 -25.81 -67.37 -60.68 -72.03
276 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 54.84 94.53 25.54 115.68 25.54 -26.45 -68.01 -61.32 -72.68
277 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 54.51 94.20 25.21 115.36 25.21 -26.78 -68.34 -61.65 -73.01
282 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 54.08 93.77 24.78 114.92 24.78 -27.21 -68.77 -62.08 -73.44
286 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 52.68 92.37 23.37 113.52 23.38 -28.62 -70.17 -63.48 -74.84
289 mt_961_use2016_best_save_rnk500_idxctrl 51.97 91.66 22.67 112.81 22.67 -29.33 -70.88 -64.19 -75.55
294 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 51.14 90.82 21.83 111.98 21.83 -30.16 -71.72 -65.03 -76.38
300 mt_961_use2012_best_save_rnk500_idxctrl 50.10 89.79 20.80 110.94 20.80 -31.20 -72.75 -66.06 -77.42
302 mt_961_use2017_best_save_rnk500_idxctrl 49.15 88.83 19.84 109.99 19.84 -32.15 -73.71 -67.02 -78.38
305 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 48.52 88.21 19.21 109.36 19.22 -32.78 -74.33 -67.64 -79.00
306 mt_961_use2018_best_save_rnk500_idxctrl 48.14 87.83 18.84 108.98 18.84 -33.15 -74.71 -68.02 -79.38
327 mt_961_use2017_last_save_rnk500_idxctrl 44.58 84.26 15.27 105.42 15.27 -36.72 -78.28 -71.59 -82.94
328 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 44.39 84.08 15.08 105.23 15.09 -36.91 -78.46 -71.77 -83.13
329 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 44.09 83.78 14.79 104.93 14.79 -37.20 -78.76 -72.07 -83.43
332 multin_zz1000_61002_idxctrl_zz1000_pv 43.57 83.26 14.27 104.41 14.27 -37.72 -79.28 -72.59 -83.95
333 mt_962_use2010_last_save_rnk500_idxctrl 43.32 83.00 14.01 104.16 14.01 -37.98 -79.54 -72.85 -84.20
334 multin_zz1000_61004_idxctrl_zz1000_pv 43.27 82.96 13.96 104.11 13.96 -38.03 -79.59 -72.90 -84.25
335 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 43.23 82.92 13.92 104.07 13.92 -38.07 -79.62 -72.94 -84.29
337 mt_961_use2022_best_save_rnk500_idxctrl 42.99 82.68 13.69 103.83 13.69 -38.30 -79.86 -73.17 -84.53
339 mt_962_use2017_last_save_rnk500_idxctrl 42.73 82.42 13.43 103.57 13.43 -38.57 -80.12 -73.43 -84.79
341 multin_zz1000_61001_idxctrl_zz1000_pv 42.48 82.17 13.18 103.32 13.18 -38.82 -80.37 -73.68 -85.04
342 mt_961_use2013_last_save_rnk500_idxctrl 42.17 81.86 12.87 103.01 12.87 -39.13 -80.68 -73.99 -85.35
347 mt_961_use2015_best_save_rnk500_idxctrl 41.07 80.76 11.77 101.91 11.77 -40.22 -81.78 -75.09 -86.45
352 mt_962_use2012_last_save_rnk500_idxctrl 39.62 79.31 10.32 100.46 10.32 -41.68 -83.23 -76.54 -87.90
363 mt_961_use2011_last_save_rnk500_idxctrl 36.85 76.54 7.55 97.69 7.55 -44.45 -86.00 -79.31 -90.67
365 mt_961_use2016_last_save_rnk500_idxctrl 36.73 76.42 7.43 97.57 7.43 -44.56 -86.12 -79.43 -90.79
366 mt_961_use2012_last_save_rnk500_idxctrl 36.70 76.38 7.39 97.54 7.39 -44.60 -86.16 -79.47 -90.82
368 mt_961_use2018_last_save_rnk500_idxctrl 35.04 74.73 5.74 95.88 5.74 -46.26 -87.81 -81.12 -92.48
371 mt_961_use2009_last_save_rnk500_idxctrl 34.46 74.15 5.16 95.30 5.16 -46.83 -88.39 -81.70 -93.06
372 mt_961_use2021_best_save_rnk500_idxctrl 33.62 73.30 4.31 94.46 4.31 -47.68 -89.24 -82.55 -93.90
376 mt_961_use2009_best_save_rnk500_idxctrl 33.09 72.78 3.79 93.93 3.79 -48.21 -89.76 -83.07 -94.43
377 mt_961_use2015_last_save_rnk500_idxctrl 32.89 72.58 3.59 93.73 3.59 -48.41 -89.96 -83.27 -94.63
384 mt_962_use2018_best_save_rnk500_idxctrl 30.88 70.57 1.57 91.72 1.57 -50.42 -91.97 -85.28 -96.64
385 mt_962_use2017_best_save_rnk500_idxctrl 30.65 70.34 1.34 91.49 1.35 -50.65 -92.20 -85.51 -96.87
387 mt_962_use2013_last_save_rnk500_idxctrl 29.55 69.23 0.24 90.39 0.24 -51.75 -93.31 -86.62 -97.97
389 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 29.32 69.01 0.02 90.16 0.02 -51.97 -93.53 -86.84 -98.20
390 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 29.32 69.01 0.02 90.16 0.02 -51.97 -93.53 -86.84 -98.20
391 mt_962_use2016_last_save_rnk500_idxctrl 29.18 68.87 -0.13 90.02 -0.12 -52.12 -93.67 -86.98 -98.34
392 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 28.29 67.98 -1.01 89.14 -1.01 -53.00 -94.56 -87.87 -99.23
400 multin_zz1000_61004_idxctrl_pv_rm_fnd 26.49 66.18 -2.81 87.33 -2.81 -54.81 -96.36 -89.67 -101.03
401 multin_zz1000_61002_idxctrl_pv_rm_fnd 26.49 66.18 -2.81 87.33 -2.81 -54.81 -96.36 -89.67 -101.03
404 multin_zz1000_61001_idxctrl_pv_rm_fnd 25.45 65.14 -3.85 86.29 -3.85 -55.84 -97.40 -90.71 -102.07
406 mt_961_use2014_last_save_rnk500_idxctrl 23.98 63.67 -5.33 84.82 -5.32 -57.32 -98.87 -92.18 -103.54
408 mt_962_use2015_last_save_rnk500_idxctrl 23.31 63.00 -5.99 84.16 -5.99 -57.98 -99.54 -92.85 -104.21
414 mt_962_use2012_best_save_rnk500_idxctrl 21.19 60.87 -8.12 82.03 -8.12 -60.11 -101.67 -94.98 -106.33
419 multin_zz1000_61004_idxctrl_pv_rm_blc 19.69 59.38 -9.61 80.53 -9.61 -61.61 -103.16 -96.47 -107.83
420 multin_zz1000_61002_idxctrl_pv_rm_blc 19.69 59.38 -9.61 80.53 -9.61 -61.61 -103.16 -96.47 -107.83
422 mt_961_use2010_best_save_rnk500_idxctrl 18.84 58.52 -10.47 79.68 -10.47 -62.46 -104.02 -97.33 -108.68
426 multin_zz1000_61001_idxctrl_pv_rm_blc 18.04 57.73 -11.27 78.88 -11.27 -63.26 -104.81 -98.12 -109.48
428 multin_zz1000_61004_idxctrl_pv 17.49 57.17 -11.82 78.33 -11.82 -63.81 -105.37 -98.68 -110.03
429 multin_zz1000_61002_idxctrl_pv 17.49 57.17 -11.82 78.33 -11.82 -63.81 -105.37 -98.68 -110.03
432 mt_961_use2019_last_save_rnk500_idxctrl 16.56 56.25 -12.74 77.40 -12.74 -64.73 -106.29 -99.60 -110.96
433 mt_961_use2023_best_save_rnk500_idxctrl 16.39 56.08 -12.91 77.23 -12.91 -64.91 -106.46 -99.77 -111.13
434 mt_961_use2022_last_save_rnk500_idxctrl 16.27 55.96 -13.04 77.11 -13.04 -65.03 -106.58 -99.89 -111.25
437 multin_zz1000_61001_idxctrl_pv 15.73 55.42 -13.58 76.57 -13.57 -65.57 -107.12 -100.43 -111.79
438 mt_961_use2023_last_save_rnk500_idxctrl 14.94 54.63 -14.37 75.78 -14.36 -66.36 -107.91 -101.22 -112.58
439 mt_962_use2013_best_save_rnk500_idxctrl 14.02 53.71 -15.28 74.86 -15.28 -67.27 -108.83 -102.14 -113.50
443 mt_962_use2019_last_save_rnk500_idxctrl 12.73 52.41 -16.58 73.57 -16.58 -68.57 -110.13 -103.44 -114.79
447 mt_962_use2014_last_save_rnk500_idxctrl 11.12 50.81 -18.18 71.96 -18.18 -70.17 -111.73 -105.04 -116.40
453 mt_961_use2011_best_save_rnk500_idxctrl 7.54 47.23 -21.76 68.38 -21.76 -73.76 -115.31 -108.62 -119.98
455 mt_961_use2014_best_save_rnk500_idxctrl 6.80 46.49 -22.51 67.64 -22.50 -74.50 -116.05 -109.36 -120.72
457 mt_961_use2024_last_save_rnk500_idxctrl 5.67 45.36 -23.64 66.51 -23.63 -75.63 -117.18 -110.49 -121.85
464 mt_961_use2010_last_save_rnk500_idxctrl 4.15 43.84 -25.15 64.99 -25.15 -77.15 -118.70 -112.01 -123.37
465 mt_962_use2019_best_save_rnk500_idxctrl 3.91 43.59 -25.40 64.75 -25.40 -77.39 -118.95 -112.26 -123.61
469 mt_962_use2021_last_save_rnk500_idxctrl 2.53 42.22 -26.77 63.37 -26.77 -78.77 -120.32 -113.63 -124.99
472 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 1.53 41.22 -27.77 62.37 -27.77 -79.77 -121.32 -114.63 -125.99
474 mt_961_use2024_best_save_rnk500_idxctrl 1.34 41.02 -27.97 62.18 -27.97 -79.96 -121.52 -114.83 -126.18
475 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 1.31 41.00 -27.99 62.15 -27.99 -79.99 -121.54 -114.85 -126.21
477 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 0.81 40.49 -28.50 61.65 -28.50 -80.49 -122.05 -115.36 -126.71
479 mt_962_use2014_best_save_rnk500_idxctrl -2.53 37.16 -31.83 58.31 -31.83 -83.82 -125.38 -118.69 -130.05
480 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -2.90 36.78 -32.21 57.94 -32.21 -84.20 -125.76 -119.07 -130.42
481 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -3.27 36.42 -32.57 57.58 -32.57 -84.56 -126.12 -119.43 -130.79
482 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -3.88 35.81 -33.18 56.96 -33.18 -85.18 -126.73 -120.04 -131.40
483 multin_zz500_61002_idxctrl_zz500_pv -4.55 35.14 -33.86 56.29 -33.85 -85.85 -127.40 -120.71 -132.07
484 multin_zz500_61004_idxctrl_zz500_pv -4.90 34.79 -34.20 55.94 -34.20 -86.19 -127.75 -121.06 -132.42
485 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -5.76 33.93 -35.06 55.08 -35.06 -87.05 -128.61 -121.92 -133.28
486 multin_zz500_61001_idxctrl_zz500_pv -6.02 33.66 -35.33 54.82 -35.33 -87.32 -128.88 -122.19 -133.54
487 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -6.20 33.49 -35.51 54.64 -35.50 -87.50 -129.05 -122.36 -133.72
488 mt_961_use2013_best_save_rnk500_idxctrl -6.27 33.42 -35.58 54.57 -35.58 -87.57 -129.12 -122.43 -133.79
489 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -6.58 33.11 -35.88 54.26 -35.88 -87.88 -129.43 -122.74 -134.10
490 mt_961_use2020_best_save_rnk500_idxctrl -8.24 31.45 -37.54 52.60 -37.54 -89.53 -131.09 -124.40 -135.76
491 mt_961_use2020_last_save_rnk500_idxctrl -9.61 30.08 -38.92 51.23 -38.91 -90.91 -132.46 -125.77 -137.13
494 mt_961_use2019_best_save_rnk500_idxctrl -10.67 29.01 -39.98 50.17 -39.98 -91.97 -133.53 -126.84 -138.19
495 mt_962_use2020_last_save_rnk500_idxctrl -10.89 28.80 -40.20 49.95 -40.20 -92.19 -133.75 -127.06 -138.41
500 mt_962_use2023_last_save_rnk500_idxctrl -17.69 22.00 -46.99 43.15 -46.99 -98.99 -140.54 -133.85 -145.21
503 mt_962_use2021_best_save_rnk500_idxctrl -25.63 14.06 -54.93 35.21 -54.93 -106.92 -148.48 -141.79 -153.15
505 mt_962_use2022_last_save_rnk500_idxctrl -26.79 12.89 -56.10 34.05 -56.10 -108.09 -149.65 -142.96 -154.31
508 mt_962_use2024_best_save_rnk500_idxctrl -30.39 9.29 -59.70 30.45 -59.70 -111.69 -153.25 -146.56 -157.91
509 mt_962_use2023_best_save_rnk500_idxctrl -30.90 8.79 -60.20 29.94 -60.20 -112.20 -153.75 -147.06 -158.42
513 mt_962_use2015_best_save_rnk500_idxctrl -34.36 5.33 -63.66 26.48 -63.66 -115.65 -157.21 -150.52 -161.88
516 mt_962_use2024_last_save_rnk500_idxctrl -41.99 -2.30 -71.29 18.85 -71.29 -123.29 -164.84 -158.15 -169.51
518 mt_962_use2022_best_save_rnk500_idxctrl -48.13 -8.44 -77.43 12.71 -77.43 -129.43 -170.98 -164.29 -175.65
519 mt_962_use2020_best_save_rnk500_idxctrl -48.38 -8.70 -77.69 12.46 -77.69 -129.68 -171.24 -164.55 -175.90