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_20251119_151527
16 mt_961_use2024_last_save_rnk500_idxctrl 67.18 26.01 -11.01 -58.85 -11.01 151.27 370.51 356.07 380.53
18 mt_961_use2019_best_save_rnk500_idxctrl 58.75 17.57 -19.44 -67.28 -19.44 142.84 362.08 347.64 372.10
19 mt_961_use2024_best_save_rnk500_idxctrl 58.67 17.50 -19.52 -67.35 -19.52 142.76 362.00 347.56 372.02
20 mt_961_use2022_last_save_rnk500_idxctrl 58.18 17.01 -20.01 -67.84 -20.01 142.27 361.51 347.07 371.53
22 mt_961_use2018_best_save_rnk500_idxctrl 54.96 13.79 -23.23 -71.07 -23.23 139.05 358.29 343.85 368.31
23 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 52.12 10.94 -26.07 -73.91 -26.07 136.21 355.45 341.01 365.47
25 mt_961_use2018_last_save_rnk500_idxctrl 50.18 9.00 -28.02 -75.85 -28.02 134.27 353.51 339.07 363.53
26 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 50.15 8.98 -28.04 -75.87 -28.04 134.24 353.48 339.04 363.50
28 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 50.09 8.91 -28.11 -75.94 -28.11 134.18 353.42 338.98 363.43
29 mt_961_use2022_best_save_rnk500_idxctrl 49.16 7.99 -29.03 -76.86 -29.03 133.25 352.49 338.05 362.51
30 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 48.74 7.57 -29.45 -77.29 -29.45 132.83 352.07 337.63 362.09
33 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 47.32 6.15 -30.87 -78.70 -30.87 131.41 350.65 336.21 360.67
34 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 47.27 6.10 -30.92 -78.76 -30.92 131.36 350.60 336.16 360.62
35 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 46.90 5.73 -31.29 -79.12 -31.29 130.99 350.23 335.79 360.25
39 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 45.28 4.11 -32.91 -80.75 -32.91 129.37 348.61 334.17 358.63
40 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 45.21 4.03 -32.99 -80.82 -32.99 129.30 348.54 334.10 358.55
41 mt_961_use2017_best_save_rnk500_idxctrl 45.06 3.88 -33.13 -80.97 -33.13 129.15 348.39 333.95 358.41
42 mt_962_use2023_best_save_rnk500_idxctrl 44.71 3.54 -33.48 -81.31 -33.48 128.80 348.04 333.60 358.06
44 mt_962_use2024_last_save_rnk500_idxctrl 43.18 2.00 -35.02 -82.85 -35.02 127.27 346.51 332.07 356.52
45 mt_961_use2019_last_save_rnk500_idxctrl 43.08 1.91 -35.11 -82.94 -35.11 127.17 346.41 331.97 356.43
46 mt_961_use2017_last_save_rnk500_idxctrl 42.79 1.62 -35.40 -83.23 -35.40 126.88 346.12 331.68 356.14
50 multin_zz500_61001_idxctrl_zz500_pv 41.68 0.50 -36.52 -84.35 -36.52 125.77 345.01 330.57 355.02
51 mt_962_use2024_best_save_rnk500_idxctrl 40.60 -0.57 -37.59 -85.42 -37.59 124.69 343.93 329.49 353.95
52 mt_961_use2020_best_save_rnk500_idxctrl 40.43 -0.75 -37.76 -85.60 -37.77 124.52 343.76 329.32 353.78
53 multin_zz500_61004_idxctrl_zz500_pv 40.40 -0.77 -37.79 -85.63 -37.79 124.49 343.73 329.29 353.75
54 mt_961_use2020_last_save_rnk500_idxctrl 40.39 -0.78 -37.80 -85.64 -37.80 124.48 343.72 329.28 353.74
55 multin_zz500_61002_idxctrl_zz500_pv 40.34 -0.84 -37.85 -85.69 -37.85 124.43 343.67 329.23 353.69
59 mt_962_use2022_last_save_rnk500_idxctrl 38.45 -2.72 -39.74 -87.58 -39.74 122.54 341.78 327.34 351.80
62 mt_961_use2021_last_save_rnk500_idxctrl 34.93 -6.25 -43.27 -91.10 -43.27 119.02 338.26 323.82 348.28
63 mt_962_use2023_last_save_rnk500_idxctrl 34.02 -7.15 -44.17 -92.01 -44.17 118.11 337.35 322.91 347.37
64 mt_962_use2021_last_save_rnk500_idxctrl 33.10 -8.08 -45.10 -92.93 -45.10 117.19 336.43 321.99 346.45
66 mt_961_use2015_last_save_rnk500_idxctrl 32.62 -8.55 -45.57 -93.40 -45.57 116.71 335.95 321.51 345.97
68 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 32.30 -8.87 -45.89 -93.72 -45.89 116.39 335.63 321.19 345.65
70 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 30.73 -10.44 -47.46 -95.29 -47.46 114.82 334.06 319.62 344.08
71 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 30.73 -10.44 -47.46 -95.29 -47.46 114.82 334.06 319.62 344.08
73 multin_zz1000_61001_idxctrl_pv_rm_fnd 30.11 -11.07 -48.09 -95.92 -48.09 114.20 333.44 319.00 343.45
74 mt_962_use2021_best_save_rnk500_idxctrl 29.89 -11.28 -48.30 -96.13 -48.30 113.98 333.22 318.78 343.24
75 multin_zz1000_61002_idxctrl_pv_rm_fnd 28.60 -12.58 -49.60 -97.43 -49.60 112.69 331.93 317.49 341.95
76 multin_zz1000_61004_idxctrl_pv_rm_fnd 28.60 -12.58 -49.60 -97.43 -49.60 112.69 331.93 317.49 341.95
77 mt_962_use2020_best_save_rnk500_idxctrl 27.94 -13.23 -50.25 -98.08 -50.25 112.03 331.27 316.83 341.29
78 mt_961_use2016_last_save_rnk500_idxctrl 27.76 -13.41 -50.43 -98.27 -50.43 111.85 331.09 316.65 341.11
79 mt_962_use2022_best_save_rnk500_idxctrl 27.67 -13.50 -50.52 -98.36 -50.52 111.76 331.00 316.56 341.02
83 multin_zz1000_61001_idxctrl_pv_rm_blc 24.81 -16.36 -53.38 -101.21 -53.38 108.90 328.14 313.70 338.16
84 mt_961_use2016_best_save_rnk500_idxctrl 24.73 -16.44 -53.46 -101.29 -53.46 108.82 328.06 313.62 338.08
87 multin_zz1000_61001_idxctrl_pv 23.57 -17.60 -54.62 -102.46 -54.62 107.66 326.90 312.46 336.92
88 mt_961_use2023_best_save_rnk500_idxctrl 23.22 -17.95 -54.97 -102.80 -54.97 107.31 326.55 312.11 336.57
89 multin_zz1000_61004_idxctrl_pv_rm_blc 22.95 -18.22 -55.24 -103.08 -55.24 107.04 326.28 311.84 336.30
90 multin_zz1000_61002_idxctrl_pv_rm_blc 22.95 -18.22 -55.24 -103.08 -55.24 107.04 326.28 311.84 336.30
91 mt_962_use2020_last_save_rnk500_idxctrl 22.93 -18.24 -55.26 -103.09 -55.26 107.02 326.26 311.82 336.28
92 mt_961_use2014_last_save_rnk500_idxctrl 22.33 -18.85 -55.87 -103.70 -55.87 106.42 325.66 311.22 335.67
95 multin_zz1000_61002_idxctrl_pv 21.70 -19.48 -56.50 -104.33 -56.50 105.79 325.03 310.59 335.05
96 multin_zz1000_61004_idxctrl_pv 21.70 -19.48 -56.50 -104.33 -56.50 105.79 325.03 310.59 335.05
97 mt_961_use2014_best_save_rnk500_idxctrl 20.60 -20.58 -57.60 -105.43 -57.60 104.69 323.93 309.49 333.94
104 mt_961_use2021_best_save_rnk500_idxctrl 17.74 -23.44 -60.46 -108.29 -60.46 101.83 321.07 306.63 331.08
105 mt_962_use2019_last_save_rnk500_idxctrl 16.98 -24.19 -61.21 -109.05 -61.21 101.07 320.31 305.87 330.33
107 mt_962_use2017_last_save_rnk500_idxctrl 16.17 -25.00 -62.02 -109.85 -62.02 100.26 319.50 305.06 329.52
112 mt_962_use2014_last_save_rnk500_idxctrl 14.22 -26.95 -63.97 -111.81 -63.97 98.31 317.55 303.11 327.57
115 mt_962_use2014_best_save_rnk500_idxctrl 14.07 -27.11 -64.13 -111.96 -64.13 98.16 317.40 302.96 327.41
117 mt_962_use2019_best_save_rnk500_idxctrl 12.98 -28.19 -65.21 -113.05 -65.21 97.07 316.31 301.87 326.33
119 mt_961_use2023_last_save_rnk500_idxctrl 12.36 -28.81 -65.83 -113.66 -65.83 96.45 315.70 301.25 325.71
123 mt_962_use2017_best_save_rnk500_idxctrl 12.00 -29.17 -66.19 -114.02 -66.19 96.09 315.33 300.89 325.35
124 mt_962_use2016_best_save_rnk500_idxctrl 11.76 -29.41 -66.43 -114.27 -66.43 95.85 315.09 300.65 325.11
125 mt_961_use2013_best_save_rnk500_idxctrl 11.54 -29.64 -66.66 -114.49 -66.66 95.63 314.87 300.43 324.88
127 mt_962_use2008_best_save_rnk500_idxctrl 11.38 -29.80 -66.82 -114.65 -66.82 95.47 314.71 300.27 324.72
128 mt_962_use2008_last_save_rnk500_idxctrl 9.91 -31.27 -68.29 -116.12 -68.29 94.00 313.24 298.80 323.26
129 mt_961_use2008_last_save_rnk500_idxctrl 9.69 -31.49 -68.51 -116.34 -68.51 93.78 313.02 298.58 323.04
130 mt_962_use2018_last_save_rnk500_idxctrl 8.13 -33.05 -70.06 -117.90 -70.07 92.22 311.46 297.02 321.48
132 mt_962_use2018_best_save_rnk500_idxctrl 6.92 -34.26 -71.28 -119.11 -71.28 91.01 310.25 295.81 320.26
135 mt_962_use2009_best_save_rnk500_idxctrl 6.20 -34.97 -71.99 -119.82 -71.99 90.29 309.54 295.09 319.55
136 mt_961_use2012_last_save_rnk500_idxctrl 5.91 -35.26 -72.28 -120.11 -72.28 90.00 309.24 294.80 319.26
137 mt_961_use2011_last_save_rnk500_idxctrl 5.66 -35.52 -72.54 -120.37 -72.54 89.75 308.99 294.54 319.00
138 mt_962_use2016_last_save_rnk500_idxctrl 5.37 -35.81 -72.83 -120.66 -72.83 89.46 308.70 294.26 318.71
140 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 4.63 -36.55 -73.57 -121.40 -73.57 88.72 307.96 293.52 317.98
141 mt_962_use2009_last_save_rnk500_idxctrl 4.59 -36.58 -73.60 -121.44 -73.60 88.68 307.92 293.48 317.94
142 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 4.30 -36.88 -73.90 -121.73 -73.90 88.39 307.63 293.19 317.64
143 mt_961_use2012_best_save_rnk500_idxctrl 4.23 -36.94 -73.96 -121.79 -73.96 88.32 307.56 293.12 317.58
144 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 4.16 -37.01 -74.03 -121.87 -74.03 88.25 307.49 293.05 317.51
145 mt_961_use2015_best_save_rnk500_idxctrl 3.81 -37.36 -74.38 -122.21 -74.38 87.90 307.15 292.70 317.16
146 mt_961_use2008_best_save_rnk500_idxctrl 3.70 -37.48 -74.50 -122.33 -74.50 87.79 307.03 292.58 317.04
147 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 3.04 -38.14 -75.16 -122.99 -75.16 87.13 306.37 291.93 316.38
148 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 2.70 -38.48 -75.50 -123.33 -75.50 86.79 306.03 291.59 316.04
151 mt_962_use2013_last_save_rnk500_idxctrl 2.66 -38.52 -75.54 -123.37 -75.54 86.75 305.99 291.55 316.00
152 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 2.64 -38.54 -75.56 -123.39 -75.56 86.73 305.97 291.53 315.98
157 mt_961_use2013_last_save_rnk500_idxctrl 1.50 -39.68 -76.70 -124.53 -76.70 85.59 304.83 290.39 314.85
160 mt_961_use2009_last_save_rnk500_idxctrl 1.06 -40.12 -77.14 -124.97 -77.14 85.15 304.39 289.95 314.41
162 mt_962_use2015_best_save_rnk500_idxctrl 0.20 -40.97 -77.99 -125.82 -77.99 84.29 303.53 289.09 313.55
163 mt_962_use2010_best_save_rnk500_idxctrl -1.25 -42.42 -79.44 -127.27 -79.44 82.84 302.08 287.64 312.10
164 mt_961_use2009_best_save_rnk500_idxctrl -1.29 -42.46 -79.48 -127.32 -79.48 82.80 302.04 287.60 312.06
167 mt_962_use2013_best_save_rnk500_idxctrl -1.85 -43.03 -80.05 -127.88 -80.05 82.24 301.48 287.04 311.50
171 mt_962_use2015_last_save_rnk500_idxctrl -2.60 -43.77 -80.79 -128.62 -80.79 81.49 300.73 286.29 310.75
183 mt_961_use2011_best_save_rnk500_idxctrl -6.54 -47.71 -84.73 -132.57 -84.73 77.55 296.79 282.35 306.81
184 mt_962_use2012_last_save_rnk500_idxctrl -6.80 -47.98 -84.99 -132.83 -84.99 77.29 296.53 282.09 306.55
185 mt_962_use2011_best_save_rnk500_idxctrl -6.95 -48.12 -85.14 -132.98 -85.14 77.14 296.38 281.94 306.40
187 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -7.97 -49.15 -86.17 -134.00 -86.17 76.12 295.36 280.92 305.37
188 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -8.25 -49.42 -86.44 -134.27 -86.44 75.84 295.08 280.64 305.10
189 mt_962_use2010_last_save_rnk500_idxctrl -8.61 -49.79 -86.81 -134.64 -86.81 75.48 294.72 280.28 304.73
190 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -8.63 -49.81 -86.83 -134.66 -86.83 75.46 294.70 280.26 304.71
191 multin_zz1000_61001_idxctrl_zz1000_pv -9.31 -50.49 -87.51 -135.34 -87.51 74.78 294.02 279.58 304.03
192 multin_zz1000_61004_idxctrl_zz1000_pv -9.62 -50.79 -87.81 -135.65 -87.81 74.47 293.71 279.27 303.73
193 multin_zz1000_61002_idxctrl_zz1000_pv -9.90 -51.08 -88.10 -135.93 -88.10 74.19 293.43 278.98 303.44
194 mt_962_use2011_last_save_rnk500_idxctrl -10.04 -51.22 -88.24 -136.07 -88.24 74.05 293.29 278.85 303.31
200 mt_961_use2010_best_save_rnk500_idxctrl -12.17 -53.35 -90.37 -138.20 -90.37 71.92 291.16 276.72 301.18
209 mt_961_use2010_last_save_rnk500_idxctrl -14.02 -55.19 -92.21 -140.05 -92.21 70.07 289.31 274.87 299.33
210 mt_962_use2012_best_save_rnk500_idxctrl -14.12 -55.30 -92.32 -140.15 -92.32 69.97 289.21 274.77 299.23
259 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -35.53 -76.70 -113.72 -161.56 -113.72 48.56 267.80 253.36 277.82
262 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -36.87 -78.04 -115.06 -162.89 -115.06 47.22 266.46 252.02 276.48
276 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -40.31 -81.48 -118.50 -166.34 -118.50 43.78 263.02 248.58 273.04
278 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -41.31 -82.49 -119.51 -167.34 -119.51 42.78 262.02 247.58 272.04
281 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -41.96 -83.13 -120.15 -167.98 -120.15 42.13 261.37 246.93 271.39
283 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -42.18 -83.36 -120.38 -168.21 -120.38 41.91 261.15 246.71 271.17
284 multin_zz1000_61001_idxctrl_top3800_pv -43.00 -84.17 -121.19 -169.02 -121.19 41.09 260.33 245.89 270.35
286 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -43.28 -84.45 -121.47 -169.30 -121.47 40.81 260.05 245.61 270.07
288 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -43.54 -84.72 -121.74 -169.57 -121.74 40.55 259.79 245.35 269.81
290 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -44.06 -85.23 -122.25 -170.09 -122.25 40.03 259.27 244.83 269.29
296 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -45.79 -86.97 -123.99 -171.82 -123.99 38.30 257.54 243.10 267.55
299 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -46.08 -87.25 -124.27 -172.11 -124.27 38.01 257.25 242.81 267.27
302 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -46.41 -87.59 -124.61 -172.44 -124.61 37.68 256.92 242.48 266.93
309 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -48.50 -89.68 -126.70 -174.53 -126.70 35.59 254.83 240.39 264.84
311 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -48.70 -89.88 -126.90 -174.73 -126.90 35.39 254.63 240.19 264.64
319 multin_zz1000_61002_idxctrl_top3800_pv -49.51 -90.68 -127.70 -175.53 -127.70 34.58 253.82 239.38 263.84
321 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -50.02 -91.20 -128.22 -176.05 -128.22 34.07 253.31 238.87 263.32
323 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -50.37 -91.54 -128.56 -176.40 -128.56 33.72 252.96 238.52 262.98
329 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -50.93 -92.10 -129.12 -176.96 -129.12 33.16 252.40 237.96 262.42
330 multin_zz1000_61004_idxctrl_top3800_pv -51.27 -92.45 -129.46 -177.30 -129.46 32.82 252.06 237.62 262.08
333 multin_zz1000_61001_idxctrl_50010002000_pv -52.01 -93.19 -130.21 -178.04 -130.21 32.08 251.32 236.88 261.33
338 multin_zz1000_61002_idxctrl_50010002000_pv -52.82 -93.99 -131.01 -178.85 -131.01 31.27 250.51 236.07 260.53
349 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -54.76 -95.94 -132.95 -180.79 -132.96 29.33 248.57 234.13 258.59
354 multin_zz1000_61004_idxctrl_50010002000_pv -56.66 -97.84 -134.86 -182.69 -134.86 27.43 246.67 232.23 256.69