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_20251117_151522
47 mt_962_use2014_best_save_rnk500_idxctrl 37.76 65.79 67.61 134.22 67.61 35.14 254.31 337.39 383.45
57 mt_962_use2014_last_save_rnk500_idxctrl 33.35 61.37 63.20 129.81 63.20 30.73 249.90 332.98 379.04
73 mt_962_use2023_best_save_rnk500_idxctrl 27.32 55.35 57.17 123.78 57.18 24.71 243.87 326.96 373.01
79 mt_962_use2012_last_save_rnk500_idxctrl 23.80 51.82 53.65 120.26 53.65 21.18 240.35 323.43 369.48
92 mt_962_use2023_last_save_rnk500_idxctrl 21.39 49.41 51.24 117.85 51.24 18.77 237.94 321.02 367.08
110 mt_962_use2021_last_save_rnk500_idxctrl 16.48 44.50 46.33 112.94 46.33 13.86 233.03 316.11 362.17
112 mt_962_use2022_last_save_rnk500_idxctrl 16.36 44.38 46.21 112.82 46.21 13.74 232.91 315.99 362.05
113 mt_962_use2024_best_save_rnk500_idxctrl 16.31 44.34 46.16 112.77 46.17 13.70 232.87 315.95 362.00
119 mt_962_use2024_last_save_rnk500_idxctrl 12.51 40.53 42.36 108.97 42.36 9.89 229.06 312.14 358.20
123 mt_962_use2011_last_save_rnk500_idxctrl 11.35 39.37 41.20 107.81 41.20 8.73 227.90 310.98 357.03
136 mt_962_use2013_best_save_rnk500_idxctrl 6.09 34.12 35.95 102.55 35.95 3.48 222.65 305.73 351.78
145 mt_961_use2014_last_save_rnk500_idxctrl 2.37 30.40 32.22 98.83 32.22 -0.24 218.92 302.00 348.06
155 mt_961_use2014_best_save_rnk500_idxctrl -0.73 27.29 29.12 95.73 29.12 -3.35 215.82 298.90 344.96
159 mt_962_use2012_best_save_rnk500_idxctrl -1.44 26.59 28.41 95.02 28.41 -4.06 215.11 298.19 344.25
165 mt_961_use2015_last_save_rnk500_idxctrl -2.68 25.34 27.17 93.78 27.17 -5.30 213.87 296.95 343.01
166 mt_962_use2020_last_save_rnk500_idxctrl -2.75 25.27 27.10 93.71 27.10 -5.37 213.80 296.88 342.93
167 mt_962_use2013_last_save_rnk500_idxctrl -3.02 25.01 26.83 93.44 26.84 -5.63 213.53 296.62 342.67
177 multin_zz1000_61002_idxctrl_top3800_pv -4.74 23.29 25.11 91.72 25.11 -7.35 211.81 294.90 340.95
180 multin_zz1000_61002_idxctrl_50010002000_pv -5.17 22.85 24.68 91.29 24.68 -7.79 211.38 294.46 340.52
181 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -5.25 22.77 24.60 91.21 24.60 -7.87 211.30 294.38 340.44
182 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -5.42 22.61 24.43 91.04 24.44 -8.03 211.14 294.22 340.27
189 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -5.94 22.08 23.91 90.52 23.91 -8.56 210.61 293.69 339.75
190 multin_zz1000_61004_idxctrl_50010002000_pv -5.98 22.04 23.87 90.48 23.87 -8.60 210.57 293.65 339.71
195 mt_962_use2017_last_save_rnk500_idxctrl -6.13 21.90 23.72 90.33 23.72 -8.74 210.42 293.50 339.56
196 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -6.16 21.87 23.70 90.30 23.70 -8.77 210.40 293.48 339.53
200 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -6.26 21.76 23.59 90.20 23.59 -8.88 210.29 293.37 339.42
203 mt_962_use2010_best_save_rnk500_idxctrl -6.37 21.66 23.48 90.09 23.48 -8.99 210.18 293.26 339.32
204 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -6.46 21.57 23.39 90.00 23.40 -9.07 210.09 293.18 339.23
205 multin_zz1000_61004_idxctrl_top3800_pv -6.49 21.53 23.36 89.97 23.36 -9.11 210.06 293.14 339.20
207 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -6.98 21.05 22.87 89.48 22.87 -9.59 209.57 292.66 338.71
211 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -7.19 20.84 22.66 89.27 22.66 -9.81 209.36 292.44 338.50
212 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -7.31 20.72 22.54 89.15 22.54 -9.92 209.24 292.33 338.38
214 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -7.53 20.49 22.32 88.93 22.32 -10.15 209.02 292.10 338.15
215 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -7.57 20.46 22.28 88.89 22.28 -10.19 208.98 292.06 338.12
216 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -7.74 20.28 22.11 88.71 22.11 -10.36 208.81 291.89 337.94
217 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -7.78 20.25 22.07 88.68 22.07 -10.39 208.77 291.86 337.91
219 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -8.08 19.95 21.77 88.38 21.77 -10.69 208.47 291.55 337.61
220 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -8.20 19.82 21.65 88.26 21.65 -10.82 208.35 291.43 337.49
222 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -8.78 19.24 21.07 87.68 21.07 -11.40 207.77 290.85 336.91
224 multin_zz1000_61001_idxctrl_50010002000_pv -8.97 19.05 20.88 87.49 20.88 -11.59 207.58 290.66 336.72
225 multin_zz1000_61001_idxctrl_top3800_pv -9.10 18.92 20.75 87.36 20.75 -11.72 207.45 290.53 336.59
226 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -9.28 18.74 20.57 87.18 20.57 -11.90 207.27 290.35 336.41
230 mt_962_use2016_last_save_rnk500_idxctrl -9.57 18.46 20.28 86.89 20.29 -12.18 206.98 290.07 336.12
232 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -9.70 18.33 20.15 86.76 20.15 -12.32 206.85 289.93 335.99
235 mt_962_use2010_last_save_rnk500_idxctrl -10.12 17.91 19.73 86.34 19.73 -12.74 206.43 289.51 335.57
236 mt_962_use2015_last_save_rnk500_idxctrl -10.21 17.81 19.64 86.25 19.64 -12.83 206.34 289.42 335.47
242 mt_962_use2021_best_save_rnk500_idxctrl -10.64 17.38 19.21 85.81 19.21 -13.26 205.91 288.99 335.04
243 mt_961_use2015_best_save_rnk500_idxctrl -10.81 17.22 19.04 85.65 19.04 -13.43 205.74 288.82 334.88
273 mt_962_use2019_last_save_rnk500_idxctrl -13.87 14.16 15.99 82.59 15.99 -16.48 202.69 285.77 331.82
279 mt_962_use2011_best_save_rnk500_idxctrl -15.37 12.65 14.48 81.09 14.48 -17.99 201.18 284.26 330.31
284 mt_961_use2011_best_save_rnk500_idxctrl -16.10 11.92 13.75 80.36 13.75 -18.72 200.45 283.53 329.59
296 mt_961_use2009_best_save_rnk500_idxctrl -17.87 10.16 11.98 78.59 11.98 -20.48 198.68 281.76 327.82
298 mt_961_use2016_last_save_rnk500_idxctrl -18.04 9.99 11.81 78.42 11.81 -20.65 198.51 281.59 327.65
304 mt_961_use2024_best_save_rnk500_idxctrl -18.87 9.16 10.98 77.59 10.98 -21.49 197.68 280.76 326.82
306 mt_962_use2020_best_save_rnk500_idxctrl -19.06 8.97 10.79 77.40 10.79 -21.67 197.49 280.57 326.63
307 mt_961_use2009_last_save_rnk500_idxctrl -19.35 8.68 10.51 77.11 10.51 -21.96 197.21 280.29 326.34
308 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -19.46 8.57 10.39 77.00 10.39 -22.07 197.09 280.17 326.23
314 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -20.01 8.02 9.84 76.45 9.84 -22.62 196.54 279.62 325.68
315 mt_962_use2022_best_save_rnk500_idxctrl -20.41 7.62 9.44 76.05 9.44 -23.03 196.14 279.22 325.28
319 mt_961_use2024_last_save_rnk500_idxctrl -20.73 7.30 9.12 75.73 9.13 -23.34 195.83 278.91 324.96
321 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -20.87 7.16 8.99 75.59 8.99 -23.48 195.69 278.77 324.82
324 mt_961_use2016_best_save_rnk500_idxctrl -21.08 6.95 8.77 75.38 8.78 -23.69 195.47 278.56 324.61
325 mt_962_use2017_best_save_rnk500_idxctrl -21.15 6.88 8.70 75.31 8.70 -23.76 195.40 278.49 324.54
341 mt_961_use2021_best_save_rnk500_idxctrl -24.68 3.35 5.17 71.78 5.17 -27.29 191.87 274.95 321.01
347 mt_962_use2009_last_save_rnk500_idxctrl -25.28 2.74 4.57 71.18 4.57 -27.90 191.27 274.35 320.41
349 mt_961_use2017_last_save_rnk500_idxctrl -25.68 2.34 4.17 70.78 4.17 -28.30 190.87 273.95 320.01
353 multin_zz500_61002_idxctrl_zz500_pv -26.36 1.66 3.49 70.10 3.49 -28.98 190.19 273.27 319.33
354 multin_zz500_61004_idxctrl_zz500_pv -26.40 1.63 3.45 70.06 3.45 -29.01 190.15 273.23 319.29
358 multin_zz500_61001_idxctrl_zz500_pv -27.07 0.96 2.78 69.39 2.78 -29.69 189.48 272.56 318.62
359 mt_962_use2018_best_save_rnk500_idxctrl -27.09 0.93 2.76 69.37 2.76 -29.71 189.46 272.54 318.60
360 multin_zz1000_61004_idxctrl_zz1000_pv -27.21 0.81 2.64 69.25 2.64 -29.83 189.34 272.42 318.48
362 multin_zz1000_61002_idxctrl_zz1000_pv -27.66 0.37 2.19 68.80 2.19 -30.28 188.89 271.97 318.03
363 mt_961_use2023_last_save_rnk500_idxctrl -27.97 0.06 1.88 68.49 1.88 -30.58 188.58 271.66 317.72
367 multin_zz1000_61001_idxctrl_zz1000_pv -28.78 -0.75 1.08 67.68 1.08 -31.39 187.78 270.86 316.91
371 mt_962_use2009_best_save_rnk500_idxctrl -30.01 -1.99 -0.16 66.45 -0.16 -32.63 186.54 269.62 315.68
377 mt_961_use2008_best_save_rnk500_idxctrl -30.69 -2.67 -0.84 65.77 -0.84 -33.31 185.86 268.94 315.00
381 multin_zz1000_61004_idxctrl_pv_rm_blc -31.59 -3.56 -1.74 64.87 -1.74 -34.20 184.96 268.04 314.10
382 multin_zz1000_61002_idxctrl_pv_rm_blc -31.59 -3.56 -1.74 64.87 -1.74 -34.20 184.96 268.04 314.10
384 mt_962_use2019_best_save_rnk500_idxctrl -32.03 -4.01 -2.18 64.43 -2.18 -34.65 184.52 267.60 313.66
389 mt_961_use2011_last_save_rnk500_idxctrl -32.84 -4.82 -2.99 63.62 -2.99 -35.46 183.71 266.79 312.85
390 mt_961_use2008_last_save_rnk500_idxctrl -32.89 -4.87 -3.04 63.56 -3.04 -35.51 183.66 266.74 312.79
392 multin_zz1000_61001_idxctrl_pv_rm_blc -33.17 -5.14 -3.32 63.29 -3.31 -35.78 183.39 266.47 312.52
396 multin_zz1000_61004_idxctrl_pv -33.42 -5.40 -3.57 63.03 -3.57 -36.04 183.13 266.21 312.26
397 multin_zz1000_61002_idxctrl_pv -33.42 -5.40 -3.57 63.03 -3.57 -36.04 183.13 266.21 312.26
401 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -34.97 -6.94 -5.12 61.49 -5.12 -37.59 181.58 264.66 310.72
402 multin_zz1000_61001_idxctrl_pv -35.02 -7.00 -5.17 61.44 -5.17 -37.64 181.53 264.61 310.66
403 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -35.03 -7.00 -5.18 61.43 -5.18 -37.64 181.52 264.60 310.66
411 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -36.02 -8.00 -6.17 60.44 -6.17 -38.64 180.53 263.61 309.67
413 mt_962_use2016_best_save_rnk500_idxctrl -36.81 -8.79 -6.96 59.65 -6.96 -39.43 179.74 262.82 308.88
416 mt_961_use2022_last_save_rnk500_idxctrl -37.25 -9.23 -7.40 59.21 -7.40 -39.87 179.30 262.38 308.44
418 mt_962_use2008_last_save_rnk500_idxctrl -37.58 -9.55 -7.73 58.88 -7.73 -40.20 178.97 262.05 308.11
419 mt_961_use2012_last_save_rnk500_idxctrl -37.94 -9.91 -8.09 58.52 -8.09 -40.55 178.61 261.69 307.75
421 mt_961_use2023_best_save_rnk500_idxctrl -38.42 -10.40 -8.57 58.04 -8.57 -41.04 178.13 261.21 307.27
424 mt_961_use2010_last_save_rnk500_idxctrl -38.92 -10.90 -9.07 57.54 -9.07 -41.54 177.63 260.71 306.76
426 mt_962_use2008_best_save_rnk500_idxctrl -40.27 -12.24 -10.42 56.19 -10.42 -42.88 176.28 259.36 305.42
429 mt_962_use2015_best_save_rnk500_idxctrl -40.68 -12.65 -10.83 55.78 -10.83 -43.29 175.87 258.95 305.01
432 mt_962_use2018_last_save_rnk500_idxctrl -41.52 -13.49 -11.67 54.94 -11.67 -44.13 175.03 258.11 304.17
435 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -42.19 -14.16 -12.34 54.27 -12.34 -44.80 174.36 257.44 303.50
436 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -42.22 -14.19 -12.37 54.24 -12.37 -44.83 174.33 257.42 303.47
438 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -42.83 -14.80 -12.98 53.63 -12.98 -45.44 173.72 256.81 302.86
440 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -43.97 -15.94 -14.12 52.49 -14.12 -46.59 172.58 255.66 301.72
441 mt_961_use2010_best_save_rnk500_idxctrl -44.14 -16.12 -14.29 52.32 -14.29 -46.76 172.41 255.49 301.55
442 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -44.38 -16.35 -14.53 52.08 -14.52 -46.99 172.17 255.26 301.31
443 mt_961_use2012_best_save_rnk500_idxctrl -44.70 -16.68 -14.85 51.76 -14.85 -47.32 171.85 254.93 300.99
445 mt_961_use2021_last_save_rnk500_idxctrl -45.05 -17.02 -15.20 51.41 -15.20 -47.67 171.50 254.58 300.64
451 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -46.28 -18.25 -16.43 50.18 -16.43 -48.90 170.27 253.35 299.41
458 mt_961_use2013_best_save_rnk500_idxctrl -47.89 -19.87 -18.04 48.57 -18.04 -50.51 168.66 251.74 297.79
459 mt_961_use2022_best_save_rnk500_idxctrl -48.17 -20.15 -18.32 48.29 -18.32 -50.79 168.38 251.46 297.51
461 mt_961_use2017_best_save_rnk500_idxctrl -49.90 -21.88 -20.05 46.56 -20.05 -52.52 166.65 249.73 295.79
463 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -51.16 -23.14 -21.31 45.30 -21.31 -53.78 165.39 248.47 294.52
464 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -51.16 -23.14 -21.31 45.30 -21.31 -53.78 165.39 248.47 294.52
466 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -52.68 -24.65 -22.83 43.78 -22.83 -55.30 163.87 246.95 293.01
467 mt_961_use2013_last_save_rnk500_idxctrl -52.92 -24.89 -23.07 43.54 -23.07 -55.54 163.63 246.71 292.77
468 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -53.06 -25.03 -23.20 43.40 -23.20 -55.67 163.50 246.58 292.63
471 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -53.16 -25.14 -23.31 43.30 -23.31 -55.78 163.39 246.47 292.53
472 multin_zz1000_61004_idxctrl_pv_rm_fnd -53.28 -25.25 -23.43 43.18 -23.42 -55.89 163.27 246.36 292.41
473 multin_zz1000_61002_idxctrl_pv_rm_fnd -53.28 -25.25 -23.43 43.18 -23.42 -55.89 163.27 246.36 292.41
479 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -55.29 -27.27 -25.44 41.17 -25.44 -57.91 161.26 244.34 290.40
480 multin_zz1000_61001_idxctrl_pv_rm_fnd -55.31 -27.29 -25.46 41.14 -25.46 -57.93 161.24 244.32 290.37
482 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -55.37 -27.34 -25.52 41.09 -25.51 -57.98 161.19 244.27 290.32
483 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -55.43 -27.40 -25.58 41.03 -25.57 -58.04 161.13 244.21 290.26
486 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -56.49 -28.46 -26.64 39.97 -26.64 -59.11 160.06 243.14 289.20
494 mt_961_use2019_best_save_rnk500_idxctrl -60.62 -32.60 -30.77 35.84 -30.77 -63.24 155.93 239.01 285.07
500 mt_961_use2019_last_save_rnk500_idxctrl -66.29 -38.27 -36.44 30.17 -36.44 -68.91 150.26 233.34 279.40
501 mt_961_use2018_last_save_rnk500_idxctrl -66.63 -38.61 -36.78 29.83 -36.78 -69.25 149.92 233.00 279.06
503 mt_961_use2020_last_save_rnk500_idxctrl -67.61 -39.58 -37.76 28.85 -37.76 -70.23 148.94 232.02 278.08
505 mt_961_use2020_best_save_rnk500_idxctrl -69.25 -41.23 -39.40 27.20 -39.40 -71.87 147.30 230.38 276.43
509 mt_961_use2018_best_save_rnk500_idxctrl -73.86 -45.84 -44.01 22.60 -44.01 -76.48 142.69 225.77 271.83