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_20251118_151529
13 mt_961_use2020_last_save_rnk500_idxctrl 48.22 62.31 -51.83 10.97 -51.83 43.22 154.27 247.14 250.61
14 mt_961_use2020_best_save_rnk500_idxctrl 47.32 61.41 -52.73 10.07 -52.73 42.32 153.37 246.24 249.71
15 mt_961_use2019_best_save_rnk500_idxctrl 45.91 60.01 -54.13 8.66 -54.13 40.92 151.97 244.83 248.30
18 mt_961_use2019_last_save_rnk500_idxctrl 44.08 58.18 -55.96 6.83 -55.96 39.09 150.14 243.00 246.48
32 mt_962_use2022_best_save_rnk500_idxctrl 28.74 42.84 -71.30 -8.51 -71.30 23.75 134.80 227.66 231.13
38 mt_962_use2015_best_save_rnk500_idxctrl 24.22 38.31 -75.82 -13.03 -75.82 19.22 130.27 223.14 226.61
63 mt_961_use2010_last_save_rnk500_idxctrl 9.09 23.19 -90.95 -28.16 -90.95 4.10 115.15 208.01 211.49
67 mt_961_use2023_best_save_rnk500_idxctrl 6.25 20.34 -93.79 -31.00 -93.80 1.25 112.30 205.17 208.64
77 mt_961_use2022_last_save_rnk500_idxctrl 3.34 17.43 -96.70 -33.91 -96.70 -1.65 109.40 202.26 205.73
82 mt_961_use2013_best_save_rnk500_idxctrl 1.53 15.62 -98.51 -35.72 -98.52 -3.47 107.58 200.45 203.92
88 mt_961_use2023_last_save_rnk500_idxctrl -0.81 13.28 -100.86 -38.06 -100.86 -5.81 105.24 198.10 201.58
89 mt_961_use2018_best_save_rnk500_idxctrl -1.30 12.79 -101.35 -38.55 -101.35 -6.30 104.75 197.62 201.09
90 mt_961_use2018_last_save_rnk500_idxctrl -1.40 12.69 -101.44 -38.65 -101.45 -6.40 104.65 197.52 200.99
91 mt_962_use2021_best_save_rnk500_idxctrl -1.48 12.61 -101.53 -38.73 -101.53 -6.48 104.57 197.44 200.91
109 mt_961_use2022_best_save_rnk500_idxctrl -6.99 7.10 -107.04 -44.24 -107.04 -11.99 99.06 191.93 195.40
121 mt_961_use2010_best_save_rnk500_idxctrl -9.24 4.85 -109.29 -46.49 -109.29 -14.24 96.81 189.68 193.15
126 mt_961_use2013_last_save_rnk500_idxctrl -11.20 2.89 -111.25 -48.45 -111.25 -16.20 94.85 187.72 191.19
141 mt_962_use2020_best_save_rnk500_idxctrl -14.54 -0.45 -114.59 -51.80 -114.59 -19.54 91.51 184.37 187.85
143 mt_961_use2011_last_save_rnk500_idxctrl -14.92 -0.83 -114.96 -52.17 -114.96 -19.91 91.13 184.00 187.47
154 multin_zz1000_61002_idxctrl_zz1000_pv -16.37 -2.28 -116.41 -53.62 -116.42 -21.37 89.68 182.55 186.02
155 multin_zz1000_61004_idxctrl_zz1000_pv -16.57 -2.48 -116.61 -53.82 -116.62 -21.57 89.48 182.35 185.82
157 mt_961_use2021_last_save_rnk500_idxctrl -16.75 -2.65 -116.79 -54.00 -116.79 -21.74 89.31 182.17 185.65
161 multin_zz1000_61001_idxctrl_zz1000_pv -17.59 -3.49 -117.63 -54.84 -117.63 -22.58 88.47 181.33 184.80
164 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -17.86 -3.77 -117.91 -55.12 -117.91 -22.86 88.19 181.05 184.53
167 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -18.18 -4.09 -118.23 -55.44 -118.23 -23.18 87.87 180.73 184.21
173 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -19.42 -5.33 -119.47 -56.67 -119.47 -24.42 86.63 179.50 182.97
176 multin_zz1000_61004_idxctrl_pv -19.77 -5.68 -119.82 -57.03 -119.82 -24.77 86.28 179.14 182.62
177 multin_zz1000_61002_idxctrl_pv -19.77 -5.68 -119.82 -57.03 -119.82 -24.77 86.28 179.14 182.62
181 mt_961_use2012_last_save_rnk500_idxctrl -20.21 -6.12 -120.25 -57.46 -120.25 -25.20 85.85 178.71 182.18
182 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -20.49 -6.40 -120.54 -57.75 -120.54 -25.49 85.56 178.42 181.90
183 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -20.49 -6.40 -120.54 -57.75 -120.54 -25.49 85.56 178.42 181.90
184 multin_zz1000_61002_idxctrl_pv_rm_blc -20.74 -6.65 -120.79 -58.00 -120.79 -25.74 85.31 178.17 181.65
185 multin_zz1000_61004_idxctrl_pv_rm_blc -20.74 -6.65 -120.79 -58.00 -120.79 -25.74 85.31 178.17 181.65
186 multin_zz1000_61001_idxctrl_pv -20.82 -6.73 -120.87 -58.07 -120.87 -25.82 85.23 178.10 181.57
190 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -21.56 -7.46 -121.60 -58.81 -121.60 -26.55 84.50 177.36 180.83
192 multin_zz1000_61001_idxctrl_pv_rm_blc -22.11 -8.02 -122.15 -59.36 -122.15 -27.11 83.94 176.81 180.28
193 mt_961_use2017_last_save_rnk500_idxctrl -22.29 -8.20 -122.34 -59.55 -122.34 -27.29 83.76 176.62 180.10
195 multin_zz1000_61004_idxctrl_pv_rm_fnd -22.40 -8.30 -122.44 -59.65 -122.44 -27.39 83.66 176.52 179.99
196 multin_zz1000_61002_idxctrl_pv_rm_fnd -22.40 -8.30 -122.44 -59.65 -122.44 -27.39 83.66 176.52 179.99
199 mt_961_use2017_best_save_rnk500_idxctrl -22.69 -8.60 -122.73 -59.94 -122.73 -27.68 83.37 176.23 179.70
203 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -23.11 -9.01 -123.15 -60.36 -123.15 -28.10 82.95 175.81 179.28
205 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -23.36 -9.27 -123.40 -60.61 -123.40 -28.35 82.70 175.56 179.03
206 multin_zz1000_61001_idxctrl_pv_rm_fnd -23.36 -9.26 -123.40 -60.61 -123.40 -28.35 82.70 175.56 179.04
210 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -24.42 -10.33 -124.47 -61.68 -124.47 -29.42 81.63 174.49 177.97
213 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -24.97 -10.87 -125.01 -62.22 -125.01 -29.96 81.09 173.95 177.42
214 mt_961_use2011_best_save_rnk500_idxctrl -25.12 -11.02 -125.16 -62.37 -125.16 -30.11 80.94 173.80 177.28
215 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -25.17 -11.08 -125.22 -62.42 -125.22 -30.17 80.88 173.75 177.22
216 mt_962_use2016_best_save_rnk500_idxctrl -25.28 -11.18 -125.32 -62.53 -125.32 -30.27 80.78 173.64 177.11
217 mt_962_use2015_last_save_rnk500_idxctrl -26.09 -12.00 -126.13 -63.34 -126.13 -31.08 79.97 172.83 176.30
218 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -26.23 -12.14 -126.28 -63.49 -126.28 -31.23 79.82 172.68 176.16
219 mt_961_use2012_best_save_rnk500_idxctrl -26.41 -12.32 -126.45 -63.66 -126.45 -31.41 79.64 172.51 175.98
221 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -26.66 -12.57 -126.71 -63.91 -126.71 -31.66 79.39 172.26 175.73
224 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -26.84 -12.75 -126.88 -64.09 -126.89 -31.84 79.21 172.08 175.55
226 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -27.81 -13.72 -127.85 -65.06 -127.85 -32.80 78.25 171.11 174.58
228 mt_962_use2022_last_save_rnk500_idxctrl -27.95 -13.86 -128.00 -65.21 -128.00 -32.95 78.10 170.96 174.44
231 mt_961_use2021_best_save_rnk500_idxctrl -28.97 -14.88 -129.02 -66.22 -129.02 -33.97 77.08 169.95 173.42
235 mt_962_use2019_best_save_rnk500_idxctrl -29.58 -15.49 -129.63 -66.84 -129.63 -34.58 76.47 169.33 172.81
247 mt_962_use2020_last_save_rnk500_idxctrl -32.33 -18.24 -132.38 -69.59 -132.38 -37.33 73.72 166.58 170.06
250 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -32.91 -18.81 -132.95 -70.16 -132.95 -37.90 73.15 166.01 169.49
251 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -33.26 -19.17 -133.30 -70.51 -133.30 -38.25 72.80 165.66 169.13
253 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -33.74 -19.65 -133.78 -70.99 -133.79 -38.74 72.31 165.18 168.65
254 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -33.96 -19.87 -134.01 -71.22 -134.01 -38.96 72.09 164.95 168.43
255 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -34.12 -20.02 -134.16 -71.37 -134.16 -39.11 71.94 164.80 168.27
256 mt_962_use2021_last_save_rnk500_idxctrl -34.13 -20.04 -134.17 -71.38 -134.17 -39.13 71.92 164.79 168.26
267 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -35.30 -21.21 -135.34 -72.55 -135.34 -40.29 70.75 163.62 167.09
278 mt_961_use2024_last_save_rnk500_idxctrl -36.10 -22.00 -136.14 -73.35 -136.14 -41.09 69.96 162.82 166.30
281 mt_961_use2008_best_save_rnk500_idxctrl -36.26 -22.17 -136.31 -73.51 -136.31 -41.26 69.79 162.66 166.13
284 multin_zz500_61002_idxctrl_zz500_pv -36.52 -22.43 -136.56 -73.77 -136.56 -41.51 69.53 162.40 165.87
287 multin_zz500_61004_idxctrl_zz500_pv -36.82 -22.73 -136.86 -74.07 -136.86 -41.81 69.24 162.10 165.57
290 multin_zz500_61001_idxctrl_zz500_pv -37.43 -23.34 -137.48 -74.68 -137.48 -42.43 68.62 161.49 164.96
293 mt_961_use2024_best_save_rnk500_idxctrl -37.82 -23.73 -137.86 -75.07 -137.86 -42.82 68.23 161.10 164.57
331 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -43.12 -29.03 -143.17 -80.38 -143.17 -48.12 62.93 155.79 159.27
334 mt_962_use2010_last_save_rnk500_idxctrl -43.38 -29.29 -143.42 -80.63 -143.42 -48.37 62.68 155.54 159.01
335 mt_962_use2024_best_save_rnk500_idxctrl -43.46 -29.36 -143.50 -80.71 -143.50 -48.45 62.60 155.46 158.94
337 mt_962_use2023_best_save_rnk500_idxctrl -43.75 -29.65 -143.79 -81.00 -143.79 -48.74 62.31 155.17 158.64
338 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -44.17 -30.08 -144.22 -81.43 -144.22 -49.17 61.88 154.74 158.22
340 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -44.40 -30.31 -144.44 -81.65 -144.44 -49.39 61.66 154.52 157.99
341 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -44.51 -30.41 -144.55 -81.76 -144.55 -49.50 61.55 154.41 157.88
342 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -44.62 -30.52 -144.66 -81.87 -144.66 -49.61 61.44 154.30 157.77
348 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -45.82 -31.73 -145.87 -83.08 -145.87 -50.82 60.23 153.09 156.57
349 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -45.84 -31.75 -145.88 -83.09 -145.89 -50.84 60.21 153.08 156.55
351 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -46.09 -32.00 -146.14 -83.35 -146.14 -51.09 59.96 152.82 156.30
352 mt_962_use2019_last_save_rnk500_idxctrl -46.10 -32.01 -146.15 -83.36 -146.15 -51.10 59.95 152.81 156.29
355 mt_962_use2010_best_save_rnk500_idxctrl -47.07 -32.97 -147.11 -84.32 -147.11 -52.06 58.99 151.85 155.33
356 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -47.12 -33.03 -147.16 -84.37 -147.17 -52.12 58.93 151.80 155.27
357 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -47.17 -33.07 -147.21 -84.42 -147.21 -52.16 58.89 151.75 155.22
358 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -47.38 -33.28 -147.42 -84.63 -147.42 -52.37 58.68 151.54 155.02
360 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -47.64 -33.55 -147.68 -84.89 -147.68 -52.63 58.42 151.28 154.75
366 mt_962_use2018_best_save_rnk500_idxctrl -49.70 -35.61 -149.74 -86.95 -149.74 -54.69 56.36 149.22 152.69
368 multin_zz1000_61001_idxctrl_top3800_pv -49.99 -35.90 -150.04 -87.25 -150.04 -54.99 56.06 148.92 152.40
370 mt_962_use2023_last_save_rnk500_idxctrl -50.47 -36.38 -150.52 -87.72 -150.52 -55.47 55.58 148.45 151.92
371 multin_zz1000_61004_idxctrl_50010002000_pv -50.60 -36.50 -150.64 -87.85 -150.64 -55.59 55.46 148.32 151.79
372 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -50.73 -36.63 -150.77 -87.98 -150.77 -55.72 55.33 148.19 151.66
373 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -50.75 -36.66 -150.79 -88.00 -150.79 -55.74 55.30 148.17 151.64
374 multin_zz1000_61001_idxctrl_50010002000_pv -50.92 -36.83 -150.97 -88.18 -150.97 -55.92 55.13 147.99 151.47
375 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -50.98 -36.89 -151.02 -88.23 -151.02 -55.97 55.08 147.94 151.41
376 mt_962_use2013_last_save_rnk500_idxctrl -51.23 -37.14 -151.27 -88.48 -151.27 -56.23 54.82 147.69 151.16
379 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -51.46 -37.37 -151.51 -88.71 -151.51 -56.46 54.59 147.46 150.93
380 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -51.63 -37.54 -151.68 -88.88 -151.68 -56.63 54.42 147.29 150.76
381 mt_961_use2009_best_save_rnk500_idxctrl -51.73 -37.64 -151.78 -88.99 -151.78 -56.73 54.32 147.18 150.66
382 multin_zz1000_61002_idxctrl_50010002000_pv -51.75 -37.65 -151.79 -89.00 -151.79 -56.74 54.31 147.17 150.64
384 multin_zz1000_61004_idxctrl_top3800_pv -51.84 -37.75 -151.89 -89.10 -151.89 -56.84 54.21 147.07 150.55
385 multin_zz1000_61002_idxctrl_top3800_pv -52.03 -37.93 -152.07 -89.28 -152.07 -57.02 54.03 146.89 150.36
386 mt_962_use2008_best_save_rnk500_idxctrl -52.15 -38.05 -152.19 -89.40 -152.19 -57.14 53.91 146.77 150.24
387 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -52.34 -38.25 -152.39 -89.60 -152.39 -57.34 53.71 146.57 150.05
388 mt_961_use2009_last_save_rnk500_idxctrl -53.37 -39.28 -153.42 -90.63 -153.42 -58.37 52.68 145.54 149.02
390 mt_961_use2015_best_save_rnk500_idxctrl -54.00 -39.91 -154.05 -91.25 -154.05 -59.00 52.05 144.92 148.39
395 mt_962_use2009_best_save_rnk500_idxctrl -55.98 -41.89 -156.03 -93.24 -156.03 -60.98 50.07 142.93 146.41
397 mt_961_use2008_last_save_rnk500_idxctrl -56.52 -42.43 -156.56 -93.77 -156.56 -61.52 49.53 142.40 145.87
400 mt_962_use2024_last_save_rnk500_idxctrl -57.01 -42.92 -157.05 -94.26 -157.05 -62.01 49.04 141.91 145.38
405 mt_962_use2018_last_save_rnk500_idxctrl -58.69 -44.60 -158.73 -95.94 -158.73 -63.68 47.37 140.23 143.70
408 mt_962_use2009_last_save_rnk500_idxctrl -60.24 -46.15 -160.29 -97.50 -160.29 -65.24 45.81 138.67 142.15
416 mt_962_use2008_last_save_rnk500_idxctrl -61.20 -47.11 -161.25 -98.45 -161.25 -66.20 44.85 137.72 141.19
425 mt_962_use2016_last_save_rnk500_idxctrl -64.60 -50.51 -164.65 -101.85 -164.65 -69.60 41.45 134.32 137.79
431 mt_962_use2013_best_save_rnk500_idxctrl -66.00 -51.91 -166.05 -103.26 -166.05 -71.00 40.05 132.91 136.39
432 mt_961_use2016_last_save_rnk500_idxctrl -66.16 -52.06 -166.20 -103.41 -166.20 -71.15 39.90 132.76 136.23
436 mt_961_use2015_last_save_rnk500_idxctrl -68.92 -54.83 -168.97 -106.18 -168.97 -73.92 37.13 129.99 133.47
447 mt_961_use2014_best_save_rnk500_idxctrl -73.07 -58.98 -173.11 -110.32 -173.11 -78.07 32.98 125.85 129.32
449 mt_962_use2017_best_save_rnk500_idxctrl -74.51 -60.41 -174.55 -111.76 -174.55 -79.50 31.55 124.41 127.88
458 mt_962_use2011_last_save_rnk500_idxctrl -76.88 -62.79 -176.92 -114.13 -176.92 -81.87 29.18 122.04 125.51
462 mt_962_use2012_best_save_rnk500_idxctrl -77.04 -62.95 -177.09 -114.30 -177.09 -82.04 29.01 121.87 125.35
463 mt_961_use2016_best_save_rnk500_idxctrl -77.25 -63.15 -177.29 -114.50 -177.29 -82.24 28.81 121.67 125.15
468 mt_962_use2011_best_save_rnk500_idxctrl -81.69 -67.60 -181.73 -118.94 -181.73 -86.68 24.37 117.23 120.70
486 mt_961_use2014_last_save_rnk500_idxctrl -93.92 -79.83 -193.97 -131.17 -193.97 -98.92 12.13 105.00 108.47
496 mt_962_use2017_last_save_rnk500_idxctrl -100.39 -86.30 -200.44 -137.65 -200.44 -105.39 5.66 98.52 102.00
498 mt_962_use2014_best_save_rnk500_idxctrl -103.19 -89.10 -203.23 -140.44 -203.23 -108.18 2.87 95.73 99.20
503 mt_962_use2012_last_save_rnk500_idxctrl -105.86 -91.77 -205.91 -143.11 -205.91 -110.86 0.19 93.06 96.53
509 mt_962_use2014_last_save_rnk500_idxctrl -114.59 -100.50 -214.64 -151.85 -214.64 -119.59 -8.54 84.32 87.80