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_20251112_151524
132 mt_961_use2018_best_save_rnk500_idxctrl 44.20 34.93 -23.17 -26.02 -23.17 0.37 38.60 -36.83 -112.19
196 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 38.71 29.44 -28.66 -31.51 -28.66 -5.12 33.12 -42.31 -117.68
207 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 37.35 28.09 -30.01 -32.86 -30.01 -6.47 31.76 -43.67 -119.03
208 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 37.29 28.02 -30.08 -32.93 -30.08 -6.54 31.69 -43.74 -119.10
218 mt_961_use2016_last_save_rnk500_idxctrl 36.04 26.77 -31.33 -34.18 -31.33 -7.79 30.45 -44.98 -120.35
226 mt_961_use2024_last_save_rnk500_idxctrl 34.81 25.54 -32.56 -35.41 -32.56 -9.02 29.22 -46.21 -121.58
227 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 34.70 25.43 -32.66 -35.51 -32.66 -9.12 29.11 -46.32 -121.68
229 mt_961_use2016_best_save_rnk500_idxctrl 34.63 25.36 -32.74 -35.59 -32.74 -9.19 29.04 -46.39 -121.75
231 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 34.40 25.13 -32.96 -35.81 -32.96 -9.42 28.81 -46.62 -121.98
233 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 34.36 25.09 -33.00 -35.85 -33.00 -9.46 28.77 -46.66 -122.02
237 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 34.19 24.92 -33.17 -36.02 -33.17 -9.63 28.60 -46.83 -122.19
239 mt_962_use2008_last_save_rnk500_idxctrl 34.03 24.76 -33.34 -36.18 -33.34 -9.79 28.44 -46.99 -122.35
246 mt_961_use2012_last_save_rnk500_idxctrl 33.38 24.11 -33.99 -36.84 -33.99 -10.45 27.78 -47.65 -123.01
252 mt_961_use2011_last_save_rnk500_idxctrl 32.74 23.47 -34.63 -37.48 -34.63 -11.09 27.14 -48.29 -123.65
253 mt_961_use2023_best_save_rnk500_idxctrl 32.74 23.47 -34.63 -37.48 -34.63 -11.09 27.14 -48.29 -123.65
254 multin_zz1000_61004_idxctrl_50010002000_pv 32.73 23.46 -34.64 -37.49 -34.64 -11.10 27.13 -48.30 -123.66
262 multin_zz1000_61002_idxctrl_50010002000_pv 32.25 22.98 -35.12 -37.97 -35.12 -11.58 26.65 -48.78 -124.14
266 mt_961_use2008_best_save_rnk500_idxctrl 31.91 22.64 -35.46 -38.30 -35.45 -11.91 26.32 -49.11 -124.47
267 mt_962_use2008_best_save_rnk500_idxctrl 31.80 22.53 -35.57 -38.41 -35.57 -12.02 26.21 -49.22 -124.58
268 multin_zz1000_61004_idxctrl_top3800_pv 31.58 22.31 -35.78 -38.63 -35.78 -12.24 25.99 -49.44 -124.80
269 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 31.52 22.25 -35.84 -38.69 -35.84 -12.30 25.93 -49.50 -124.86
271 multin_zz1000_61002_idxctrl_top3800_pv 31.33 22.06 -36.03 -38.88 -36.03 -12.49 25.74 -49.69 -125.05
283 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 30.51 21.24 -36.86 -39.71 -36.86 -13.31 24.92 -50.51 -125.87
285 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 30.29 21.02 -37.08 -39.93 -37.08 -13.54 24.69 -50.74 -126.10
288 mt_961_use2018_last_save_rnk500_idxctrl 29.99 20.72 -37.38 -40.23 -37.38 -13.84 24.40 -51.03 -126.40
290 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 29.82 20.56 -37.54 -40.39 -37.54 -14.00 24.23 -51.20 -126.56
291 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 29.82 20.56 -37.54 -40.39 -37.54 -14.00 24.23 -51.20 -126.56
292 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 29.81 20.54 -37.55 -40.40 -37.55 -14.01 24.22 -51.21 -126.57
296 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 29.63 20.36 -37.74 -40.59 -37.74 -14.20 24.03 -51.40 -126.76
300 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 29.42 20.15 -37.95 -40.80 -37.95 -14.41 23.82 -51.61 -126.97
305 mt_961_use2024_best_save_rnk500_idxctrl 28.48 19.21 -38.89 -41.74 -38.89 -15.35 22.89 -52.54 -127.91
317 multin_zz1000_61001_idxctrl_top3800_pv 27.79 18.52 -39.58 -42.43 -39.58 -16.04 22.20 -53.24 -128.60
324 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 27.00 17.73 -40.37 -43.22 -40.37 -16.83 21.40 -54.03 -129.39
328 multin_zz1000_61001_idxctrl_50010002000_pv 26.80 17.53 -40.56 -43.41 -40.56 -17.02 21.21 -54.22 -129.58
329 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 26.67 17.40 -40.70 -43.55 -40.70 -17.16 21.08 -54.35 -129.72
330 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 26.51 17.24 -40.85 -43.70 -40.85 -17.31 20.92 -54.51 -129.87
331 mt_961_use2008_last_save_rnk500_idxctrl 26.44 17.17 -40.93 -43.78 -40.93 -17.39 20.84 -54.59 -129.95
336 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 25.85 16.59 -41.51 -44.36 -41.51 -17.97 20.26 -55.17 -130.53
337 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 25.85 16.58 -41.51 -44.36 -41.51 -17.97 20.26 -55.17 -130.53
339 mt_961_use2013_last_save_rnk500_idxctrl 25.81 16.54 -41.56 -44.41 -41.56 -18.02 20.22 -55.21 -130.58
340 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 25.50 16.23 -41.87 -44.72 -41.87 -18.32 19.91 -55.52 -130.88
341 multin_zz1000_61001_idxctrl_pv_rm_blc 25.32 16.05 -42.05 -44.90 -42.05 -18.51 19.73 -55.70 -131.07
344 multin_zz1000_61004_idxctrl_pv_rm_blc 24.91 15.64 -42.46 -45.30 -42.46 -18.91 19.32 -56.11 -131.47
345 multin_zz1000_61002_idxctrl_pv_rm_blc 24.91 15.64 -42.46 -45.30 -42.46 -18.91 19.32 -56.11 -131.47
351 mt_961_use2012_best_save_rnk500_idxctrl 24.21 14.95 -43.15 -46.00 -43.15 -19.61 18.62 -56.81 -132.17
352 mt_962_use2009_best_save_rnk500_idxctrl 24.17 14.91 -43.19 -46.04 -43.19 -19.65 18.58 -56.85 -132.21
355 mt_961_use2023_last_save_rnk500_idxctrl 23.77 14.50 -43.60 -46.44 -43.59 -20.05 18.18 -57.25 -132.61
356 mt_962_use2018_last_save_rnk500_idxctrl 23.57 14.30 -43.79 -46.64 -43.79 -20.25 17.98 -57.45 -132.81
361 mt_962_use2016_best_save_rnk500_idxctrl 23.08 13.81 -44.29 -47.13 -44.29 -20.74 17.49 -57.94 -133.30
366 multin_zz1000_61004_idxctrl_pv_rm_fnd 22.52 13.25 -44.85 -47.70 -44.85 -21.31 16.93 -58.51 -133.87
367 multin_zz1000_61002_idxctrl_pv_rm_fnd 22.52 13.25 -44.85 -47.70 -44.85 -21.31 16.93 -58.51 -133.87
368 multin_zz1000_61001_idxctrl_pv_rm_fnd 22.46 13.19 -44.91 -47.76 -44.91 -21.37 16.87 -58.57 -133.93
369 mt_961_use2017_best_save_rnk500_idxctrl 22.13 12.86 -45.24 -48.09 -45.24 -21.70 16.53 -58.90 -134.26
370 mt_962_use2009_last_save_rnk500_idxctrl 22.13 12.86 -45.24 -48.09 -45.24 -21.70 16.54 -58.89 -134.26
372 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 21.73 12.46 -45.64 -48.49 -45.64 -22.10 16.13 -59.30 -134.66
376 mt_961_use2011_best_save_rnk500_idxctrl 21.30 12.03 -46.07 -48.92 -46.07 -22.53 15.70 -59.73 -135.09
377 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 21.26 11.99 -46.11 -48.95 -46.10 -22.56 15.67 -59.76 -135.12
378 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 21.08 11.81 -46.29 -49.14 -46.29 -22.75 15.49 -59.94 -135.31
380 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 21.06 11.79 -46.31 -49.16 -46.31 -22.77 15.47 -59.96 -135.33
381 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 20.94 11.67 -46.43 -49.28 -46.43 -22.89 15.35 -60.09 -135.45
382 mt_961_use2020_best_save_rnk500_idxctrl 20.84 11.57 -46.52 -49.37 -46.52 -22.98 15.25 -60.18 -135.54
384 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 20.73 11.46 -46.64 -49.49 -46.64 -23.10 15.14 -60.30 -135.66
385 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 20.48 11.21 -46.89 -49.73 -46.88 -23.34 14.89 -60.54 -135.90
386 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 20.38 11.11 -46.99 -49.84 -46.99 -23.45 14.78 -60.65 -136.01
388 mt_961_use2015_last_save_rnk500_idxctrl 20.32 11.05 -47.05 -49.90 -47.05 -23.51 14.72 -60.71 -136.07
390 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 20.19 10.93 -47.17 -50.02 -47.17 -23.63 14.60 -60.83 -136.19
392 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 20.07 10.80 -47.30 -50.14 -47.29 -23.75 14.48 -60.95 -136.31
394 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 19.94 10.67 -47.43 -50.27 -47.43 -23.88 14.35 -61.08 -136.44
398 multin_zz500_61001_idxctrl_zz500_pv 18.97 9.70 -48.39 -51.24 -48.39 -24.85 13.38 -62.05 -137.41
399 multin_zz500_61004_idxctrl_zz500_pv 18.41 9.14 -48.96 -51.81 -48.96 -25.42 12.82 -62.62 -137.98
400 multin_zz500_61002_idxctrl_zz500_pv 18.34 9.07 -49.03 -51.88 -49.03 -25.49 12.74 -62.69 -138.05
401 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 18.21 8.94 -49.16 -52.01 -49.16 -25.62 12.62 -62.82 -138.18
402 mt_961_use2020_last_save_rnk500_idxctrl 18.12 8.85 -49.25 -52.10 -49.25 -25.71 12.52 -62.91 -138.27
403 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 18.10 8.83 -49.27 -52.12 -49.27 -25.73 12.50 -62.93 -138.29
405 mt_961_use2017_last_save_rnk500_idxctrl 17.87 8.60 -49.49 -52.34 -49.49 -25.95 12.28 -63.15 -138.51
407 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 17.61 8.34 -49.76 -52.61 -49.76 -26.21 12.02 -63.41 -138.77
409 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 17.02 7.75 -50.35 -53.20 -50.35 -26.81 11.43 -64.00 -139.37
410 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 16.75 7.48 -50.62 -53.47 -50.62 -27.08 11.15 -64.28 -139.64
413 multin_zz1000_61001_idxctrl_pv 16.06 6.79 -51.31 -54.16 -51.31 -27.77 10.47 -64.96 -140.33
414 multin_zz1000_61004_idxctrl_pv 16.03 6.76 -51.33 -54.18 -51.33 -27.79 10.44 -64.99 -140.35
415 multin_zz1000_61002_idxctrl_pv 16.03 6.76 -51.33 -54.18 -51.33 -27.79 10.44 -64.99 -140.35
418 mt_961_use2010_best_save_rnk500_idxctrl 15.47 6.20 -51.90 -54.75 -51.90 -28.36 9.88 -65.55 -140.92
420 mt_961_use2009_last_save_rnk500_idxctrl 15.35 6.08 -52.01 -54.86 -52.01 -28.47 9.76 -65.67 -141.03
421 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 15.32 6.05 -52.05 -54.90 -52.05 -28.50 9.73 -65.70 -141.06
422 multin_zz1000_61004_idxctrl_zz1000_pv 15.14 5.87 -52.23 -55.07 -52.22 -28.68 9.55 -65.88 -141.24
423 multin_zz1000_61002_idxctrl_zz1000_pv 15.13 5.86 -52.23 -55.08 -52.23 -28.69 9.54 -65.89 -141.25
424 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 15.07 5.80 -52.30 -55.14 -52.30 -28.75 9.48 -65.95 -141.31
426 mt_961_use2010_last_save_rnk500_idxctrl 15.02 5.75 -52.35 -55.20 -52.35 -28.81 9.43 -66.00 -141.37
427 mt_961_use2014_last_save_rnk500_idxctrl 14.65 5.38 -52.71 -55.56 -52.71 -29.17 9.06 -66.37 -141.73
428 multin_zz1000_61001_idxctrl_zz1000_pv 14.54 5.27 -52.83 -55.67 -52.83 -29.28 8.95 -66.48 -141.84
433 mt_961_use2022_last_save_rnk500_idxctrl 13.08 3.81 -54.28 -57.13 -54.28 -30.74 7.49 -67.94 -143.30
438 mt_961_use2013_best_save_rnk500_idxctrl 12.69 3.42 -54.68 -57.53 -54.68 -31.14 7.10 -68.33 -143.70
440 mt_962_use2011_best_save_rnk500_idxctrl 12.52 3.25 -54.85 -57.70 -54.85 -31.31 6.92 -68.51 -143.87
441 mt_961_use2014_best_save_rnk500_idxctrl 12.16 2.89 -55.21 -58.06 -55.21 -31.67 6.57 -68.86 -144.23
449 mt_961_use2009_best_save_rnk500_idxctrl 10.79 1.53 -56.57 -59.42 -56.57 -33.03 5.20 -70.23 -145.59
453 mt_961_use2022_best_save_rnk500_idxctrl 9.32 0.05 -58.05 -60.90 -58.05 -34.50 3.73 -71.70 -147.06
455 mt_961_use2019_best_save_rnk500_idxctrl 8.57 -0.70 -58.80 -61.64 -58.80 -35.25 2.98 -72.45 -147.81
456 mt_961_use2019_last_save_rnk500_idxctrl 8.39 -0.88 -58.98 -61.83 -58.98 -35.44 2.79 -72.64 -148.00
457 mt_962_use2022_best_save_rnk500_idxctrl 8.28 -0.99 -59.09 -61.93 -59.09 -35.54 2.69 -72.74 -148.10
459 mt_961_use2015_best_save_rnk500_idxctrl 7.62 -1.65 -59.75 -62.60 -59.75 -36.21 2.02 -73.41 -148.77
469 mt_962_use2018_best_save_rnk500_idxctrl 4.06 -5.21 -63.31 -66.15 -63.31 -39.76 -1.53 -76.96 -152.32
472 mt_962_use2013_last_save_rnk500_idxctrl 2.75 -6.52 -64.62 -67.47 -64.62 -41.08 -2.85 -78.28 -153.64
473 mt_961_use2021_last_save_rnk500_idxctrl 2.72 -6.55 -64.65 -67.50 -64.65 -41.11 -2.88 -78.31 -153.67
474 mt_962_use2016_last_save_rnk500_idxctrl 2.43 -6.84 -64.94 -67.78 -64.94 -41.39 -3.16 -78.59 -153.95
478 mt_962_use2011_last_save_rnk500_idxctrl 0.54 -8.73 -66.83 -69.68 -66.83 -43.29 -5.06 -80.49 -155.85
479 mt_962_use2019_best_save_rnk500_idxctrl -0.22 -9.49 -67.59 -70.44 -67.59 -44.05 -5.82 -81.25 -156.61
487 mt_962_use2010_best_save_rnk500_idxctrl -2.67 -11.93 -70.03 -72.88 -70.03 -46.49 -8.26 -83.69 -159.05
488 mt_962_use2021_best_save_rnk500_idxctrl -2.78 -12.05 -70.15 -72.99 -70.14 -46.60 -8.37 -83.80 -159.16
489 mt_962_use2010_last_save_rnk500_idxctrl -2.81 -12.08 -70.18 -73.02 -70.18 -46.63 -8.40 -83.83 -159.19
491 mt_962_use2024_best_save_rnk500_idxctrl -3.27 -12.54 -70.64 -73.48 -70.64 -47.09 -8.86 -84.29 -159.65
492 mt_962_use2022_last_save_rnk500_idxctrl -3.60 -12.87 -70.97 -73.81 -70.96 -47.42 -9.19 -84.62 -159.98
497 mt_962_use2015_best_save_rnk500_idxctrl -7.31 -16.58 -74.68 -77.53 -74.68 -51.13 -12.90 -88.33 -163.69
501 mt_961_use2021_best_save_rnk500_idxctrl -8.53 -17.80 -75.90 -78.74 -75.89 -52.35 -14.12 -89.55 -164.91
502 mt_962_use2023_best_save_rnk500_idxctrl -8.94 -18.21 -76.31 -79.16 -76.31 -52.76 -14.53 -89.96 -165.32
504 mt_962_use2023_last_save_rnk500_idxctrl -10.15 -19.42 -77.52 -80.37 -77.52 -53.98 -15.74 -91.18 -166.54
506 mt_962_use2024_last_save_rnk500_idxctrl -11.01 -20.28 -78.38 -81.22 -78.38 -54.83 -16.60 -92.03 -167.39
509 mt_962_use2015_last_save_rnk500_idxctrl -12.23 -21.50 -79.60 -82.44 -79.59 -56.05 -17.82 -93.25 -168.61
510 mt_962_use2020_last_save_rnk500_idxctrl -12.28 -21.55 -79.65 -82.50 -79.65 -56.11 -17.88 -93.31 -168.67
511 mt_962_use2020_best_save_rnk500_idxctrl -12.72 -21.99 -80.09 -82.94 -80.09 -56.55 -18.31 -93.74 -169.11
512 mt_962_use2021_last_save_rnk500_idxctrl -12.82 -22.09 -80.19 -83.04 -80.19 -56.65 -18.42 -93.85 -169.21
513 mt_962_use2019_last_save_rnk500_idxctrl -12.84 -22.11 -80.20 -83.05 -80.20 -56.66 -18.43 -93.86 -169.22
514 mt_962_use2017_last_save_rnk500_idxctrl -14.41 -23.68 -81.78 -84.63 -81.78 -58.24 -20.00 -95.44 -170.80
517 mt_962_use2013_best_save_rnk500_idxctrl -17.57 -26.84 -84.94 -87.79 -84.94 -61.39 -23.16 -98.59 -173.95
518 mt_962_use2014_best_save_rnk500_idxctrl -20.51 -29.78 -87.88 -90.72 -87.88 -64.33 -26.10 -101.53 -176.89
519 mt_962_use2017_best_save_rnk500_idxctrl -21.00 -30.26 -88.36 -91.21 -88.36 -64.82 -26.59 -102.02 -177.38
521 mt_962_use2012_last_save_rnk500_idxctrl -25.93 -35.20 -93.30 -96.15 -93.30 -69.76 -31.52 -106.95 -182.32
523 mt_962_use2014_last_save_rnk500_idxctrl -28.94 -38.20 -96.30 -99.15 -96.30 -72.76 -34.53 -109.96 -185.32
525 mt_962_use2012_best_save_rnk500_idxctrl -33.48 -42.75 -100.84 -103.69 -100.84 -77.30 -39.07 -114.50 -189.86