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_20251114_151520
169 mt_962_use2008_last_save_rnk500_idxctrl 92.19 139.84 -16.72 137.00 -16.72 -36.62 110.27 157.75 197.03
184 mt_962_use2008_best_save_rnk500_idxctrl 88.12 135.76 -20.80 132.93 -20.80 -40.70 106.20 153.68 192.96
196 mt_961_use2008_best_save_rnk500_idxctrl 85.05 132.70 -23.86 129.86 -23.86 -43.76 103.13 150.61 189.89
207 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 83.03 130.67 -25.89 127.83 -25.89 -45.79 101.10 148.58 187.87
211 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 82.00 129.65 -26.91 126.81 -26.91 -46.81 100.08 147.56 186.84
222 mt_961_use2008_last_save_rnk500_idxctrl 78.97 126.61 -29.95 123.77 -29.95 -49.85 97.04 144.52 183.81
224 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 78.68 126.32 -30.24 123.49 -30.24 -50.14 96.75 144.24 183.52
225 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 78.34 125.99 -30.58 123.15 -30.58 -50.48 96.42 143.90 183.18
232 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 75.87 123.51 -33.05 120.68 -33.05 -52.95 93.94 141.43 180.71
234 multin_zz1000_61002_idxctrl_50010002000_pv 75.30 122.95 -33.61 120.11 -33.61 -53.51 93.38 140.86 180.14
236 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 74.82 122.47 -34.09 119.63 -34.09 -53.99 92.90 140.38 179.66
243 multin_zz1000_61004_idxctrl_50010002000_pv 73.39 121.03 -35.53 118.20 -35.53 -55.43 91.46 138.95 178.23
246 mt_962_use2009_best_save_rnk500_idxctrl 73.15 120.80 -35.77 117.96 -35.77 -55.67 91.23 138.71 177.99
247 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 73.04 120.69 -35.88 117.85 -35.88 -55.77 91.12 138.60 177.88
250 multin_zz1000_61002_idxctrl_top3800_pv 72.67 120.32 -36.24 117.48 -36.24 -56.14 90.75 138.23 177.51
254 mt_962_use2009_last_save_rnk500_idxctrl 72.07 119.71 -36.85 116.87 -36.85 -56.75 90.14 137.62 176.91
256 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 71.88 119.53 -37.03 116.69 -37.03 -56.93 89.96 137.44 176.72
257 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 71.77 119.42 -37.15 116.58 -37.15 -57.04 89.85 137.33 176.61
261 mt_961_use2012_best_save_rnk500_idxctrl 70.86 118.50 -38.06 115.67 -38.06 -57.96 88.93 136.42 175.70
270 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 70.14 117.79 -38.77 114.95 -38.77 -58.67 88.22 135.70 174.98
272 mt_962_use2011_best_save_rnk500_idxctrl 69.76 117.41 -39.16 114.57 -39.16 -59.05 87.84 135.32 174.60
273 multin_zz1000_61004_idxctrl_top3800_pv 69.58 117.23 -39.34 114.39 -39.34 -59.23 87.66 135.14 174.42
277 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 68.79 116.44 -40.13 113.60 -40.13 -60.03 86.87 134.35 173.63
282 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 68.13 115.77 -40.79 112.94 -40.79 -60.69 86.20 133.69 172.97
284 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 67.69 115.34 -41.23 112.50 -41.23 -61.12 85.77 133.25 172.53
289 multin_zz1000_61001_idxctrl_50010002000_pv 66.03 113.67 -42.89 110.84 -42.89 -62.79 84.11 131.59 170.87
293 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 65.06 112.70 -43.86 109.87 -43.86 -63.76 83.13 130.61 169.90
294 mt_961_use2009_last_save_rnk500_idxctrl 64.86 112.51 -44.06 109.67 -44.06 -63.96 82.94 130.42 169.70
296 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 64.40 112.05 -44.52 109.21 -44.52 -64.42 82.48 129.96 169.24
297 mt_961_use2018_best_save_rnk500_idxctrl 64.35 111.99 -44.57 109.16 -44.57 -64.47 82.42 129.91 169.19
301 mt_961_use2009_best_save_rnk500_idxctrl 63.41 111.05 -45.51 108.21 -45.51 -65.41 81.48 128.96 168.25
307 multin_zz1000_61001_idxctrl_top3800_pv 62.25 109.89 -46.67 107.05 -46.67 -66.57 80.32 127.80 167.09
312 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 60.83 108.47 -48.09 105.64 -48.09 -67.99 78.91 126.39 165.67
313 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 60.67 108.31 -48.25 105.48 -48.25 -68.15 78.75 126.23 165.51
318 mt_961_use2013_last_save_rnk500_idxctrl 59.49 107.13 -49.43 104.29 -49.43 -69.33 77.56 125.04 164.33
319 mt_961_use2016_best_save_rnk500_idxctrl 59.08 106.73 -49.83 103.89 -49.83 -69.73 77.16 124.64 163.92
322 mt_962_use2018_last_save_rnk500_idxctrl 57.89 105.54 -51.03 102.70 -51.03 -70.93 75.97 123.45 162.73
325 mt_961_use2012_last_save_rnk500_idxctrl 57.24 104.88 -51.68 102.05 -51.68 -71.58 75.31 122.80 162.08
327 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 56.77 104.42 -52.14 101.58 -52.14 -72.04 74.85 122.33 161.61
335 mt_961_use2010_best_save_rnk500_idxctrl 54.82 102.46 -54.10 99.63 -54.10 -74.00 72.89 120.37 159.66
345 mt_962_use2010_best_save_rnk500_idxctrl 49.35 96.99 -59.57 94.16 -59.57 -79.47 67.42 114.91 154.19
356 mt_961_use2016_last_save_rnk500_idxctrl 46.20 93.85 -62.72 91.01 -62.72 -82.62 64.28 111.76 151.04
364 mt_962_use2011_last_save_rnk500_idxctrl 42.83 90.47 -66.09 87.64 -66.09 -85.99 60.90 108.39 147.67
368 mt_961_use2018_last_save_rnk500_idxctrl 40.34 87.99 -68.58 85.15 -68.58 -88.47 58.42 105.90 145.18
372 multin_zz1000_61002_idxctrl_zz1000_pv 39.34 86.99 -69.58 84.15 -69.58 -89.47 57.42 104.90 144.18
377 multin_zz1000_61004_idxctrl_zz1000_pv 38.47 86.12 -70.45 83.28 -70.45 -90.34 56.55 104.03 143.31
378 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 38.45 86.09 -70.47 83.25 -70.47 -90.37 56.52 104.00 143.29
379 mt_962_use2010_last_save_rnk500_idxctrl 38.45 86.09 -70.47 83.26 -70.47 -90.37 56.52 104.01 143.29
381 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 37.75 85.39 -71.17 82.56 -71.17 -91.07 55.82 103.31 142.59
384 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 36.62 84.26 -72.30 81.43 -72.30 -92.20 54.69 102.18 141.46
385 mt_961_use2011_best_save_rnk500_idxctrl 36.62 84.27 -72.30 81.43 -72.30 -92.20 54.70 102.18 141.46
386 multin_zz1000_61001_idxctrl_zz1000_pv 36.55 84.19 -72.37 81.36 -72.37 -92.27 54.62 102.11 141.39
387 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 35.41 83.05 -73.51 80.22 -73.51 -93.41 53.48 100.97 140.25
389 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 34.80 82.45 -74.12 79.61 -74.12 -94.02 52.88 100.36 139.64
390 mt_961_use2011_last_save_rnk500_idxctrl 34.77 82.42 -74.15 79.58 -74.15 -94.05 52.85 100.33 139.61
391 mt_961_use2010_last_save_rnk500_idxctrl 34.18 81.83 -74.74 78.99 -74.74 -94.64 52.26 99.74 139.02
395 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 32.11 79.76 -76.81 76.92 -76.81 -96.71 50.19 97.67 136.95
396 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 31.01 78.66 -77.91 75.82 -77.91 -97.81 49.09 96.57 135.85
400 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 30.41 78.06 -78.51 75.22 -78.51 -98.40 48.49 95.97 135.25
404 mt_961_use2017_best_save_rnk500_idxctrl 28.90 76.54 -80.02 73.70 -80.02 -99.92 46.97 94.45 133.74
406 mt_961_use2015_best_save_rnk500_idxctrl 28.48 76.13 -80.44 73.29 -80.44 -100.34 46.56 94.04 133.32
407 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 28.32 75.97 -80.60 73.13 -80.60 -100.49 46.40 93.88 133.16
413 mt_961_use2022_best_save_rnk500_idxctrl 24.16 71.81 -84.76 68.97 -84.76 -104.66 42.24 89.72 129.00
415 mt_961_use2013_best_save_rnk500_idxctrl 23.46 71.11 -85.45 68.27 -85.45 -105.35 41.54 89.02 128.30
416 mt_962_use2013_last_save_rnk500_idxctrl 22.65 70.30 -86.27 67.46 -86.27 -106.17 40.73 88.21 127.49
417 multin_zz1000_61002_idxctrl_pv_rm_fnd 22.46 70.11 -86.45 67.27 -86.45 -106.35 40.54 88.02 127.30
418 multin_zz1000_61004_idxctrl_pv_rm_fnd 22.46 70.11 -86.45 67.27 -86.45 -106.35 40.54 88.02 127.30
420 mt_962_use2016_last_save_rnk500_idxctrl 20.66 68.31 -88.26 65.47 -88.26 -108.15 38.74 86.22 125.50
421 mt_962_use2016_best_save_rnk500_idxctrl 19.88 67.53 -89.03 64.69 -89.03 -108.93 37.96 85.44 124.72
422 mt_962_use2018_best_save_rnk500_idxctrl 19.71 67.35 -89.21 64.52 -89.21 -109.11 37.78 85.27 124.55
426 mt_961_use2020_best_save_rnk500_idxctrl 19.46 67.11 -89.46 64.27 -89.46 -109.36 37.54 85.02 124.30
427 multin_zz1000_61001_idxctrl_pv_rm_fnd 19.14 66.78 -89.78 63.95 -89.78 -109.68 37.21 84.70 123.98
428 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 18.81 66.46 -90.11 63.62 -90.11 -110.00 36.89 84.37 123.65
429 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 17.88 65.52 -91.04 62.69 -91.04 -110.94 35.95 83.44 122.72
431 multin_zz1000_61004_idxctrl_pv 17.44 65.09 -91.48 62.25 -91.48 -111.38 35.52 83.00 122.28
432 multin_zz1000_61002_idxctrl_pv 17.44 65.09 -91.48 62.25 -91.48 -111.38 35.52 83.00 122.28
433 mt_961_use2021_last_save_rnk500_idxctrl 17.42 65.06 -91.50 62.22 -91.50 -111.40 35.49 82.97 122.26
434 mt_961_use2022_last_save_rnk500_idxctrl 16.98 64.63 -91.94 61.79 -91.94 -111.83 35.06 82.54 121.82
435 mt_961_use2020_last_save_rnk500_idxctrl 16.45 64.09 -92.47 61.26 -92.47 -112.37 34.53 82.01 121.29
439 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 14.90 62.55 -94.02 59.71 -94.02 -113.92 32.98 80.46 119.74
440 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 14.90 62.55 -94.02 59.71 -94.02 -113.92 32.98 80.46 119.74
441 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 14.77 62.41 -94.15 59.58 -94.15 -114.05 32.85 80.33 119.61
442 multin_zz1000_61001_idxctrl_pv 13.67 61.32 -95.24 58.48 -95.24 -115.14 31.75 79.23 118.51
446 mt_961_use2015_last_save_rnk500_idxctrl 12.31 59.96 -96.61 57.12 -96.61 -116.51 30.39 77.87 117.15
447 mt_961_use2014_best_save_rnk500_idxctrl 12.22 59.87 -96.70 57.03 -96.70 -116.59 30.30 77.78 117.06
448 multin_zz1000_61002_idxctrl_pv_rm_blc 12.07 59.72 -96.85 56.88 -96.85 -116.74 30.15 77.63 116.91
449 multin_zz1000_61004_idxctrl_pv_rm_blc 12.07 59.72 -96.85 56.88 -96.85 -116.74 30.15 77.63 116.91
450 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 11.34 58.99 -97.58 56.15 -97.58 -117.48 29.42 76.90 116.18
451 mt_962_use2017_last_save_rnk500_idxctrl 11.05 58.70 -97.86 55.86 -97.86 -117.76 29.13 76.61 115.89
452 mt_961_use2017_last_save_rnk500_idxctrl 11.01 58.66 -97.91 55.82 -97.91 -117.81 29.09 76.57 115.85
453 mt_961_use2019_last_save_rnk500_idxctrl 10.64 58.29 -98.27 55.45 -98.27 -118.17 28.72 76.20 115.48
454 mt_962_use2015_last_save_rnk500_idxctrl 10.12 57.77 -98.80 54.93 -98.80 -118.69 28.20 75.68 114.96
455 mt_961_use2024_best_save_rnk500_idxctrl 10.03 57.68 -98.89 54.84 -98.89 -118.78 28.11 75.59 114.87
457 mt_961_use2024_last_save_rnk500_idxctrl 9.47 57.11 -99.45 54.27 -99.45 -119.35 27.54 75.02 114.31
459 mt_962_use2012_last_save_rnk500_idxctrl 9.36 57.01 -99.56 54.17 -99.56 -119.46 27.44 74.92 114.20
460 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 9.04 56.69 -99.88 53.85 -99.88 -119.78 27.12 74.60 113.88
462 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 8.27 55.92 -100.65 53.08 -100.65 -120.54 26.35 73.83 113.11
464 multin_zz1000_61001_idxctrl_pv_rm_blc 8.05 55.70 -100.86 52.86 -100.86 -120.76 26.13 73.61 112.89
465 mt_961_use2014_last_save_rnk500_idxctrl 7.67 55.32 -101.25 52.48 -101.25 -121.15 25.75 73.23 112.51
470 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 5.42 53.07 -103.50 50.23 -103.50 -123.39 23.50 70.98 110.26
473 mt_962_use2013_best_save_rnk500_idxctrl 1.72 49.37 -107.20 46.53 -107.20 -127.10 19.80 67.28 106.56
477 mt_962_use2012_best_save_rnk500_idxctrl -2.05 45.60 -110.97 42.76 -110.97 -130.87 16.03 63.51 102.79
478 mt_961_use2021_best_save_rnk500_idxctrl -2.39 45.25 -111.31 42.42 -111.31 -131.21 15.69 63.17 102.45
481 mt_961_use2019_best_save_rnk500_idxctrl -5.85 41.79 -114.77 38.96 -114.77 -134.67 12.23 59.71 98.99
482 multin_zz500_61002_idxctrl_zz500_pv -6.02 41.63 -114.93 38.79 -114.93 -134.83 12.06 59.54 98.82
484 multin_zz500_61004_idxctrl_zz500_pv -7.47 40.18 -116.38 37.34 -116.38 -136.28 10.61 58.09 97.37
485 mt_961_use2023_best_save_rnk500_idxctrl -7.57 40.07 -116.49 37.24 -116.49 -136.39 10.50 57.98 97.27
487 multin_zz500_61001_idxctrl_zz500_pv -10.22 37.42 -119.14 34.58 -119.14 -139.04 7.85 55.33 94.61
490 mt_962_use2019_last_save_rnk500_idxctrl -13.72 33.93 -122.64 31.09 -122.64 -142.54 4.36 51.84 91.12
491 mt_962_use2014_last_save_rnk500_idxctrl -13.82 33.83 -122.74 30.99 -122.74 -142.63 4.26 51.74 91.02
493 mt_962_use2017_best_save_rnk500_idxctrl -15.26 32.39 -124.18 29.55 -124.18 -144.08 2.82 50.30 89.58
495 mt_962_use2019_best_save_rnk500_idxctrl -16.79 30.85 -125.71 28.01 -125.71 -145.61 1.28 48.76 88.05
496 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -19.30 28.35 -128.22 25.51 -128.22 -148.12 -1.22 46.26 85.54
498 mt_962_use2014_best_save_rnk500_idxctrl -20.01 27.64 -128.93 24.80 -128.93 -148.82 -1.93 45.55 84.83
500 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -20.63 27.01 -129.55 24.18 -129.55 -149.45 -2.56 44.93 84.21
502 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -23.23 24.41 -132.15 21.58 -132.15 -152.05 -5.16 42.33 81.61
506 mt_961_use2023_last_save_rnk500_idxctrl -32.68 14.97 -141.60 12.13 -141.60 -161.50 -14.60 32.88 72.16
507 mt_962_use2015_best_save_rnk500_idxctrl -36.05 11.60 -144.97 8.76 -144.97 -164.87 -17.97 29.51 68.79
514 mt_962_use2021_last_save_rnk500_idxctrl -42.70 4.95 -151.62 2.11 -151.62 -171.52 -24.62 22.86 62.14
516 mt_962_use2020_last_save_rnk500_idxctrl -47.60 0.04 -156.52 -2.80 -156.52 -176.42 -29.53 17.95 57.24
518 mt_962_use2021_best_save_rnk500_idxctrl -51.00 -3.35 -159.92 -6.19 -159.92 -179.82 -32.92 14.56 53.84
520 mt_962_use2024_best_save_rnk500_idxctrl -59.21 -11.57 -168.13 -14.40 -168.13 -188.03 -41.13 6.35 45.63
521 mt_962_use2023_last_save_rnk500_idxctrl -67.06 -19.42 -175.98 -22.25 -175.98 -195.88 -48.99 -1.50 37.78
522 mt_962_use2020_best_save_rnk500_idxctrl -69.58 -21.94 -178.50 -24.77 -178.50 -198.40 -51.50 -4.02 35.26
523 mt_962_use2022_last_save_rnk500_idxctrl -70.31 -22.66 -179.23 -25.50 -179.23 -199.13 -52.23 -4.75 34.53
524 mt_962_use2024_last_save_rnk500_idxctrl -71.98 -24.33 -180.90 -27.17 -180.90 -200.80 -53.90 -6.42 32.86
525 mt_962_use2022_best_save_rnk500_idxctrl -72.54 -24.89 -181.45 -27.73 -181.45 -201.35 -54.46 -6.98 32.30
527 mt_962_use2023_best_save_rnk500_idxctrl -82.09 -34.44 -191.01 -37.28 -191.01 -210.91 -64.01 -16.53 22.75