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_20251113_151541
5 mt_962_use2013_best_save_rnk500_idxctrl 91.32 77.30 231.51 108.54 231.51 134.15 63.64 105.18 103.77
6 mt_962_use2022_last_save_rnk500_idxctrl 86.26 72.24 226.44 103.47 226.44 129.08 58.57 100.11 98.71
7 mt_962_use2020_best_save_rnk500_idxctrl 81.85 67.83 222.04 99.07 222.04 124.68 54.17 95.71 94.30
8 mt_962_use2014_best_save_rnk500_idxctrl 81.81 67.79 221.99 99.02 221.99 124.63 54.12 95.66 94.26
9 mt_962_use2014_last_save_rnk500_idxctrl 80.55 66.53 220.74 97.77 220.74 123.38 52.86 94.41 93.00
10 mt_962_use2023_best_save_rnk500_idxctrl 78.97 64.95 219.15 96.18 219.15 121.79 51.28 92.82 91.42
11 mt_962_use2012_best_save_rnk500_idxctrl 78.42 64.40 218.60 95.63 218.61 121.25 50.73 92.27 90.87
13 mt_962_use2021_last_save_rnk500_idxctrl 77.57 63.54 217.75 94.78 217.75 120.39 49.88 91.42 90.02
14 mt_962_use2020_last_save_rnk500_idxctrl 77.34 63.32 217.52 94.55 217.52 120.16 49.65 91.19 89.79
15 mt_962_use2013_last_save_rnk500_idxctrl 74.73 60.71 214.91 91.94 214.91 117.55 47.04 88.58 87.18
17 mt_962_use2024_last_save_rnk500_idxctrl 73.97 59.95 214.16 91.18 214.16 116.80 46.28 87.82 86.42
18 mt_962_use2021_best_save_rnk500_idxctrl 73.58 59.56 213.77 90.80 213.77 116.41 45.89 87.44 86.03
19 mt_962_use2023_last_save_rnk500_idxctrl 73.12 59.10 213.30 90.33 213.30 115.94 45.43 86.97 85.57
20 mt_961_use2014_best_save_rnk500_idxctrl 71.40 57.38 211.58 88.61 211.59 114.23 43.71 85.25 83.85
23 mt_962_use2024_best_save_rnk500_idxctrl 66.83 52.81 207.01 84.04 207.01 109.65 39.14 80.68 79.28
28 mt_962_use2012_last_save_rnk500_idxctrl 61.64 47.62 201.83 78.85 201.83 104.47 33.95 75.49 74.09
29 mt_961_use2015_last_save_rnk500_idxctrl 60.33 46.30 200.51 77.54 200.51 103.15 32.64 74.18 72.77
31 mt_961_use2014_last_save_rnk500_idxctrl 58.14 44.12 198.33 75.35 198.33 100.97 30.45 71.99 70.59
34 mt_961_use2021_best_save_rnk500_idxctrl 53.96 39.94 194.15 71.18 194.15 96.79 26.27 67.82 66.41
35 mt_962_use2019_best_save_rnk500_idxctrl 52.36 38.34 192.54 69.57 192.54 95.18 24.67 66.21 64.81
38 mt_962_use2019_last_save_rnk500_idxctrl 51.91 37.89 192.09 69.12 192.09 94.73 24.22 65.76 64.36
39 mt_961_use2015_best_save_rnk500_idxctrl 51.53 37.51 191.72 68.75 191.72 94.36 23.84 65.39 63.98
44 mt_962_use2017_best_save_rnk500_idxctrl 45.94 31.92 186.12 63.15 186.12 88.76 18.25 59.79 58.39
46 mt_962_use2022_best_save_rnk500_idxctrl 45.59 31.57 185.78 62.81 185.78 88.42 17.90 59.45 58.04
59 mt_961_use2013_best_save_rnk500_idxctrl 37.79 23.77 177.97 55.00 177.97 80.61 10.10 51.64 50.24
61 mt_962_use2015_last_save_rnk500_idxctrl 37.19 23.17 177.38 54.40 177.38 80.02 9.50 51.04 49.64
65 mt_962_use2015_best_save_rnk500_idxctrl 36.17 22.15 176.35 53.38 176.35 78.99 8.48 50.02 48.62
66 mt_962_use2017_last_save_rnk500_idxctrl 36.00 21.98 176.18 53.21 176.18 78.82 8.31 49.85 48.45
75 mt_961_use2011_best_save_rnk500_idxctrl 31.33 17.31 171.52 48.55 171.52 74.16 3.65 45.19 43.78
95 mt_962_use2011_last_save_rnk500_idxctrl 18.18 4.16 158.37 35.40 158.37 61.01 -9.50 32.04 30.63
101 mt_961_use2019_best_save_rnk500_idxctrl 14.51 0.49 154.70 31.73 154.70 57.34 -13.18 28.37 26.96
108 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 10.95 -3.07 151.14 28.16 151.14 53.78 -16.74 24.81 23.40
110 mt_961_use2024_best_save_rnk500_idxctrl 9.74 -4.28 149.93 26.96 149.93 52.57 -17.95 23.60 22.19
112 mt_962_use2016_last_save_rnk500_idxctrl 8.65 -5.38 148.83 25.86 148.83 51.47 -19.04 22.50 21.10
117 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 7.92 -6.10 148.11 25.14 148.11 50.75 -19.77 21.78 20.37
119 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 7.36 -6.66 147.55 24.57 147.55 50.19 -20.33 21.21 19.81
120 multin_zz500_61001_idxctrl_zz500_pv 6.45 -7.57 146.64 23.66 146.64 49.28 -21.24 20.31 18.90
123 mt_961_use2009_best_save_rnk500_idxctrl 4.93 -9.09 145.12 22.15 145.12 47.76 -22.76 18.79 17.38
124 mt_961_use2009_last_save_rnk500_idxctrl 4.14 -9.88 144.33 21.36 144.33 46.97 -23.54 18.00 16.59
125 mt_962_use2010_last_save_rnk500_idxctrl 4.10 -9.92 144.29 21.32 144.29 46.93 -23.58 17.96 16.55
126 multin_zz500_61004_idxctrl_zz500_pv 4.01 -10.01 144.20 21.23 144.20 46.84 -23.67 17.87 16.46
128 multin_zz500_61002_idxctrl_zz500_pv 3.50 -10.52 143.69 20.72 143.69 46.33 -24.19 17.36 15.95
129 multin_zz1000_61001_idxctrl_50010002000_pv 2.98 -11.04 143.17 20.20 143.17 45.81 -24.70 16.84 15.43
131 mt_961_use2022_last_save_rnk500_idxctrl 2.68 -11.34 142.86 19.89 142.86 45.50 -25.01 16.53 15.13
138 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 0.25 -13.77 140.44 17.47 140.44 43.08 -27.43 14.11 12.70
141 multin_zz1000_61001_idxctrl_top3800_pv -0.00 -14.02 140.18 17.21 140.18 42.82 -27.69 13.85 12.45
142 mt_961_use2022_best_save_rnk500_idxctrl -0.41 -14.43 139.77 16.80 139.77 42.41 -28.10 13.44 12.04
143 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -0.51 -14.53 139.68 16.71 139.68 42.32 -28.20 13.35 11.94
145 multin_zz1000_61001_idxctrl_pv_rm_blc -0.81 -14.83 139.37 16.40 139.37 42.01 -28.50 13.04 11.64
147 mt_962_use2018_best_save_rnk500_idxctrl -1.18 -15.20 139.00 16.03 139.00 41.65 -28.87 12.67 11.27
148 multin_zz1000_61001_idxctrl_zz1000_pv -1.62 -15.64 138.56 15.59 138.56 41.20 -29.31 12.23 10.83
149 mt_961_use2021_last_save_rnk500_idxctrl -1.81 -15.83 138.37 15.40 138.37 41.01 -29.50 12.04 10.64
150 multin_zz1000_61004_idxctrl_50010002000_pv -1.93 -15.96 138.25 15.28 138.25 40.89 -29.62 11.92 10.51
151 multin_zz1000_61001_idxctrl_pv -2.15 -16.17 138.03 15.06 138.03 40.67 -29.84 11.70 10.30
153 multin_zz1000_61004_idxctrl_top3800_pv -2.28 -16.30 137.91 14.93 137.91 40.55 -29.97 11.57 10.17
156 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -2.85 -16.87 137.34 14.37 137.34 39.98 -30.54 11.01 9.60
157 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -2.95 -16.97 137.23 14.26 137.23 39.87 -30.64 10.90 9.50
158 mt_961_use2017_last_save_rnk500_idxctrl -3.18 -17.20 137.00 14.03 137.00 39.64 -30.87 10.67 9.27
161 multin_zz1000_61002_idxctrl_pv_rm_blc -3.28 -17.31 136.90 13.93 136.90 39.54 -30.97 10.57 9.16
162 multin_zz1000_61004_idxctrl_pv_rm_blc -3.28 -17.31 136.90 13.93 136.90 39.54 -30.97 10.57 9.16
164 multin_zz1000_61004_idxctrl_zz1000_pv -3.55 -17.57 136.63 13.66 136.63 39.27 -31.24 10.30 8.90
166 multin_zz1000_61002_idxctrl_50010002000_pv -4.01 -18.03 136.17 13.20 136.17 38.81 -31.70 9.84 8.44
168 multin_zz1000_61002_idxctrl_zz1000_pv -4.35 -18.37 135.83 12.86 135.83 38.47 -32.04 9.50 8.10
169 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -4.44 -18.46 135.74 12.77 135.74 38.38 -32.13 9.41 8.01
170 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.51 -18.54 135.67 12.70 135.67 38.31 -32.20 9.34 7.94
171 multin_zz1000_61004_idxctrl_pv -4.54 -18.56 135.65 12.67 135.65 38.29 -32.23 9.31 7.91
172 multin_zz1000_61002_idxctrl_pv -4.54 -18.56 135.65 12.67 135.65 38.29 -32.23 9.31 7.91
173 multin_zz1000_61002_idxctrl_top3800_pv -4.71 -18.73 135.47 12.50 135.47 38.11 -32.40 9.14 7.74
179 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -5.25 -19.27 134.94 11.96 134.94 37.58 -32.94 8.60 7.20
182 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -6.19 -20.21 134.00 11.02 134.00 36.64 -33.88 7.67 6.26
183 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -6.28 -20.30 133.91 10.93 133.91 36.55 -33.97 7.58 6.17
184 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -6.33 -20.35 133.85 10.88 133.85 36.49 -34.02 7.52 6.12
185 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -6.83 -20.85 133.36 10.39 133.36 36.00 -34.51 7.03 5.62
189 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -7.67 -21.69 132.51 9.54 132.51 35.15 -35.36 6.18 4.78
190 mt_961_use2013_last_save_rnk500_idxctrl -7.80 -21.82 132.38 9.41 132.38 35.03 -35.49 6.05 4.65
191 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -8.01 -22.03 132.18 9.20 132.18 34.82 -35.70 5.84 4.44
192 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -8.27 -22.29 131.91 8.94 131.91 34.55 -35.96 5.58 4.18
193 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -8.27 -22.29 131.92 8.94 131.92 34.56 -35.96 5.58 4.18
195 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -8.49 -22.51 131.69 8.72 131.69 34.33 -36.18 5.36 3.96
196 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -8.51 -22.53 131.68 8.70 131.68 34.32 -36.20 5.35 3.94
204 mt_961_use2024_last_save_rnk500_idxctrl -9.27 -23.29 130.92 7.95 130.92 33.56 -36.96 4.59 3.18
212 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -10.01 -24.03 130.17 7.20 130.17 32.81 -37.70 3.84 2.44
214 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -10.43 -24.45 129.76 6.78 129.76 32.40 -38.12 3.42 2.02
224 mt_961_use2023_last_save_rnk500_idxctrl -11.08 -25.10 129.11 6.13 129.11 31.75 -38.77 2.78 1.37
227 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -11.64 -25.66 128.54 5.57 128.54 31.18 -39.33 2.21 0.81
235 multin_zz1000_61001_idxctrl_pv_rm_fnd -12.27 -26.29 127.92 4.95 127.92 30.56 -39.96 1.59 0.18
238 mt_961_use2011_last_save_rnk500_idxctrl -12.52 -26.54 127.66 4.69 127.66 30.30 -40.21 1.33 -0.07
241 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -12.81 -26.83 127.37 4.40 127.37 30.01 -40.50 1.04 -0.36
247 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -13.10 -27.12 127.09 4.12 127.09 29.73 -40.78 0.76 -0.65
256 mt_962_use2010_best_save_rnk500_idxctrl -13.72 -27.74 126.46 3.49 126.46 29.10 -41.41 0.13 -1.27
257 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -13.96 -27.98 126.23 3.26 126.23 28.87 -41.64 -0.10 -1.51
262 multin_zz1000_61004_idxctrl_pv_rm_fnd -14.46 -28.48 125.72 2.75 125.72 28.36 -42.15 -0.61 -2.01
263 multin_zz1000_61002_idxctrl_pv_rm_fnd -14.46 -28.48 125.72 2.75 125.72 28.36 -42.15 -0.61 -2.01
267 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -14.74 -28.76 125.44 2.47 125.44 28.08 -42.43 -0.89 -2.29
269 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -14.87 -28.89 125.32 2.34 125.32 27.96 -42.56 -1.02 -2.42
273 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -15.16 -29.18 125.03 2.05 125.03 27.67 -42.85 -1.31 -2.71
275 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -15.40 -29.42 124.79 1.82 124.79 27.43 -43.08 -1.54 -2.95
279 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -15.57 -29.59 124.61 1.64 124.61 27.25 -43.26 -1.72 -3.12
280 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -15.77 -29.79 124.42 1.45 124.42 27.06 -43.45 -1.91 -3.32
282 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -16.07 -30.09 124.11 1.14 124.11 26.75 -43.76 -2.22 -3.62
283 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -16.11 -30.13 124.08 1.11 124.08 26.72 -43.79 -2.25 -3.66
284 mt_961_use2012_last_save_rnk500_idxctrl -16.12 -30.14 124.07 1.10 124.07 26.71 -43.81 -2.26 -3.67
289 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -16.40 -30.42 123.79 0.82 123.79 26.43 -44.08 -2.54 -3.95
290 mt_961_use2016_last_save_rnk500_idxctrl -16.44 -30.46 123.75 0.77 123.75 26.39 -44.13 -2.59 -3.99
293 mt_961_use2017_best_save_rnk500_idxctrl -16.67 -30.69 123.51 0.54 123.51 26.15 -44.36 -2.82 -4.22
300 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -18.37 -32.39 121.82 -1.16 121.82 24.46 -46.06 -4.51 -5.92
301 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -18.37 -32.39 121.82 -1.16 121.82 24.46 -46.06 -4.51 -5.92
306 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -18.69 -32.71 121.49 -1.48 121.49 24.13 -46.38 -4.84 -6.24
309 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -18.86 -32.88 121.33 -1.65 121.33 23.97 -46.55 -5.00 -6.41
313 mt_961_use2019_last_save_rnk500_idxctrl -19.40 -33.42 120.78 -2.19 120.78 23.42 -47.09 -5.55 -6.95
332 mt_961_use2012_best_save_rnk500_idxctrl -20.56 -34.58 119.63 -3.35 119.63 22.27 -48.25 -6.71 -8.11
341 mt_961_use2020_last_save_rnk500_idxctrl -21.14 -35.16 119.05 -3.92 119.05 21.69 -48.83 -7.28 -8.69
346 mt_961_use2016_best_save_rnk500_idxctrl -22.06 -36.08 118.13 -4.85 118.13 20.77 -49.75 -8.21 -9.61
358 mt_962_use2011_best_save_rnk500_idxctrl -23.58 -37.60 116.61 -6.37 116.61 19.25 -51.27 -9.72 -11.13
377 mt_961_use2020_best_save_rnk500_idxctrl -25.55 -39.57 114.64 -8.34 114.64 17.28 -53.24 -11.69 -13.10
389 mt_961_use2010_best_save_rnk500_idxctrl -26.62 -40.65 113.56 -9.41 113.56 16.20 -54.31 -12.77 -14.18
410 mt_961_use2010_last_save_rnk500_idxctrl -31.87 -45.89 108.31 -14.66 108.31 10.95 -59.56 -18.02 -19.42
431 mt_961_use2023_best_save_rnk500_idxctrl -34.96 -48.98 105.22 -17.75 105.22 7.86 -62.65 -21.11 -22.51
454 mt_962_use2016_best_save_rnk500_idxctrl -38.57 -52.59 101.61 -21.36 101.61 4.25 -66.26 -24.72 -26.12
460 mt_961_use2008_last_save_rnk500_idxctrl -41.18 -55.20 99.01 -23.97 99.01 1.65 -68.87 -27.33 -28.73
467 mt_962_use2009_last_save_rnk500_idxctrl -43.63 -57.65 96.55 -26.42 96.55 -0.81 -71.32 -29.78 -31.18
483 mt_962_use2009_best_save_rnk500_idxctrl -48.10 -62.12 92.09 -30.88 92.09 -5.27 -75.78 -34.24 -35.65
486 mt_962_use2018_last_save_rnk500_idxctrl -49.67 -63.69 90.52 -32.46 90.52 -6.84 -77.36 -35.82 -37.22
496 mt_961_use2018_last_save_rnk500_idxctrl -58.36 -72.38 81.83 -41.14 81.83 -15.53 -86.04 -44.50 -45.91
500 mt_961_use2008_best_save_rnk500_idxctrl -61.22 -75.25 78.96 -44.01 78.96 -18.40 -88.91 -47.37 -48.77
503 mt_962_use2008_best_save_rnk500_idxctrl -65.09 -79.11 75.09 -47.88 75.09 -22.27 -92.78 -51.24 -52.64
506 mt_962_use2008_last_save_rnk500_idxctrl -68.61 -82.63 71.58 -51.40 71.58 -25.78 -96.30 -54.75 -56.16
517 mt_961_use2018_best_save_rnk500_idxctrl -78.28 -92.30 61.91 -61.07 61.91 -35.45 -105.97 -64.42 -65.83