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_20251120_152215
18 mt_961_use2008_best_save_rnk500_idxctrl 40.82 63.38 -15.09 31.79 -15.09 52.94 160.04 105.39 122.72
20 mt_961_use2018_best_save_rnk500_idxctrl 40.51 63.06 -15.40 31.47 -15.41 52.63 159.73 105.07 122.41
21 mt_962_use2008_best_save_rnk500_idxctrl 40.01 62.57 -15.90 30.98 -15.90 52.13 159.23 104.58 121.91
24 mt_962_use2008_last_save_rnk500_idxctrl 38.63 61.19 -17.28 29.59 -17.28 50.75 157.85 103.19 120.53
40 mt_961_use2011_last_save_rnk500_idxctrl 32.43 54.99 -23.48 23.40 -23.48 44.56 151.66 97.00 114.34
41 mt_961_use2008_last_save_rnk500_idxctrl 32.37 54.93 -23.54 23.34 -23.54 44.50 151.60 96.94 114.28
47 mt_962_use2009_best_save_rnk500_idxctrl 31.60 54.16 -24.31 22.57 -24.31 43.72 150.82 96.17 113.50
48 mt_961_use2023_best_save_rnk500_idxctrl 31.26 53.81 -24.65 22.22 -24.65 43.38 150.48 95.82 113.16
55 mt_962_use2009_last_save_rnk500_idxctrl 29.41 51.96 -26.50 20.37 -26.50 41.53 148.63 93.97 111.31
61 mt_961_use2018_last_save_rnk500_idxctrl 27.56 50.12 -28.35 18.53 -28.35 39.69 146.79 92.13 109.46
62 mt_961_use2012_best_save_rnk500_idxctrl 26.13 48.69 -29.78 17.09 -29.78 38.25 145.35 90.69 108.03
64 mt_961_use2012_last_save_rnk500_idxctrl 24.74 47.29 -31.17 15.70 -31.17 36.86 143.96 89.30 106.64
78 mt_962_use2018_last_save_rnk500_idxctrl 22.34 44.90 -33.57 13.31 -33.57 34.47 141.57 86.91 104.25
92 mt_961_use2017_last_save_rnk500_idxctrl 20.74 43.30 -35.17 11.71 -35.17 32.87 139.97 85.31 102.65
93 mt_961_use2017_best_save_rnk500_idxctrl 20.50 43.06 -35.41 11.47 -35.41 32.62 139.72 85.07 102.40
102 mt_961_use2016_last_save_rnk500_idxctrl 19.67 42.23 -36.24 10.64 -36.24 31.80 138.90 84.24 101.58
105 mt_961_use2016_best_save_rnk500_idxctrl 19.49 42.05 -36.42 10.46 -36.42 31.61 138.71 84.06 101.39
107 mt_961_use2011_best_save_rnk500_idxctrl 18.71 41.27 -37.20 9.68 -37.20 30.83 137.93 83.28 100.61
111 mt_961_use2009_last_save_rnk500_idxctrl 17.58 40.14 -38.33 8.55 -38.33 29.70 136.80 82.15 99.48
116 mt_962_use2011_best_save_rnk500_idxctrl 17.25 39.81 -38.66 8.21 -38.66 29.37 136.47 81.82 99.15
117 mt_962_use2016_best_save_rnk500_idxctrl 16.83 39.39 -39.08 7.79 -39.08 28.95 136.05 81.40 98.73
121 mt_961_use2021_last_save_rnk500_idxctrl 15.64 38.20 -40.27 6.61 -40.27 27.77 134.87 80.21 97.54
122 mt_961_use2023_last_save_rnk500_idxctrl 15.61 38.17 -40.30 6.57 -40.30 27.73 134.83 80.18 97.51
131 mt_961_use2009_best_save_rnk500_idxctrl 14.45 37.01 -41.46 5.41 -41.46 26.57 133.67 79.01 96.35
132 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 14.34 36.89 -41.57 5.30 -41.57 26.46 133.56 78.90 96.24
136 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 14.04 36.60 -41.87 5.00 -41.87 26.16 133.26 78.61 95.94
142 mt_961_use2022_last_save_rnk500_idxctrl 13.59 36.15 -42.32 4.56 -42.32 25.71 132.81 78.16 95.49
148 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 13.08 35.64 -42.83 4.04 -42.83 25.20 132.30 77.64 94.98
152 mt_961_use2014_last_save_rnk500_idxctrl 12.28 34.84 -43.63 3.25 -43.63 24.40 131.50 76.85 94.18
155 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 12.16 34.71 -43.75 3.12 -43.76 24.28 131.38 76.72 94.06
157 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 12.06 34.62 -43.85 3.03 -43.85 24.18 131.28 76.63 93.96
159 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 11.79 34.35 -44.12 2.76 -44.12 23.91 131.02 76.36 93.69
163 multin_zz1000_61002_idxctrl_pv_rm_blc 11.23 33.79 -44.68 2.20 -44.68 23.36 130.46 75.80 93.14
164 multin_zz1000_61004_idxctrl_pv_rm_blc 11.23 33.79 -44.68 2.20 -44.68 23.36 130.46 75.80 93.14
169 mt_961_use2022_best_save_rnk500_idxctrl 10.88 33.44 -45.03 1.84 -45.03 23.00 130.10 75.44 92.78
170 mt_961_use2010_best_save_rnk500_idxctrl 10.81 33.37 -45.10 1.78 -45.10 22.93 130.03 75.38 92.71
173 multin_zz1000_61001_idxctrl_pv_rm_blc 10.66 33.22 -45.25 1.63 -45.25 22.79 129.89 75.23 92.56
183 mt_961_use2013_last_save_rnk500_idxctrl 10.22 32.78 -45.69 1.19 -45.69 22.35 129.45 74.79 92.12
186 mt_961_use2010_last_save_rnk500_idxctrl 10.08 32.63 -45.83 1.04 -45.83 22.20 129.30 74.64 91.98
189 multin_zz1000_61004_idxctrl_zz1000_pv 9.51 32.06 -46.40 0.47 -46.40 21.63 128.73 74.07 91.41
190 multin_zz1000_61002_idxctrl_zz1000_pv 9.46 32.01 -46.45 0.42 -46.45 21.58 128.68 74.02 91.36
194 multin_zz1000_61001_idxctrl_zz1000_pv 9.14 31.70 -46.77 0.10 -46.77 21.26 128.36 73.71 91.04
197 mt_961_use2019_best_save_rnk500_idxctrl 9.06 31.62 -46.85 0.03 -46.85 21.18 128.28 73.63 90.96
215 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 7.42 29.98 -48.49 -1.62 -48.49 19.54 126.64 71.98 89.32
216 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 7.42 29.98 -48.49 -1.62 -48.49 19.54 126.64 71.98 89.32
220 multin_zz1000_61004_idxctrl_pv 6.32 28.88 -49.59 -2.72 -49.59 18.44 125.54 70.89 88.22
221 multin_zz1000_61002_idxctrl_pv 6.32 28.88 -49.59 -2.72 -49.59 18.44 125.54 70.89 88.22
222 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 6.21 28.77 -49.70 -2.82 -49.70 18.33 125.43 70.78 88.11
226 mt_961_use2020_last_save_rnk500_idxctrl 5.83 28.39 -50.08 -3.21 -50.08 17.95 125.05 70.39 87.73
229 multin_zz1000_61001_idxctrl_pv 5.59 28.15 -50.32 -3.44 -50.32 17.72 124.82 70.16 87.49
231 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 5.26 27.82 -50.65 -3.77 -50.65 17.39 124.49 69.83 87.16
233 mt_961_use2020_best_save_rnk500_idxctrl 5.20 27.76 -50.71 -3.84 -50.71 17.32 124.42 69.77 87.10
237 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 4.91 27.47 -51.00 -4.12 -51.00 17.04 124.14 69.48 86.81
242 mt_961_use2019_last_save_rnk500_idxctrl 4.70 27.25 -51.21 -4.34 -51.21 16.82 123.92 69.26 86.60
249 mt_962_use2010_best_save_rnk500_idxctrl 4.24 26.80 -51.67 -4.79 -51.67 16.37 123.47 68.81 86.14
258 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 3.95 26.50 -51.96 -5.09 -51.97 16.07 123.17 68.51 85.85
264 multin_zz1000_61004_idxctrl_pv_rm_fnd 3.53 26.09 -52.38 -5.51 -52.38 15.65 122.75 68.09 85.43
265 multin_zz1000_61002_idxctrl_pv_rm_fnd 3.53 26.09 -52.38 -5.51 -52.38 15.65 122.75 68.09 85.43
269 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 3.22 25.78 -52.69 -5.81 -52.69 15.34 122.44 67.79 85.12
270 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 3.08 25.64 -52.83 -5.95 -52.83 15.20 122.30 67.65 84.98
272 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 2.98 25.54 -52.93 -6.05 -52.93 15.10 122.20 67.55 84.88
273 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 2.97 25.53 -52.94 -6.06 -52.94 15.10 122.20 67.54 84.88
276 mt_961_use2024_best_save_rnk500_idxctrl 2.48 25.03 -53.43 -6.56 -53.43 14.60 121.70 67.04 84.38
278 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 2.44 24.99 -53.47 -6.60 -53.48 14.56 121.66 67.00 84.34
279 mt_962_use2011_last_save_rnk500_idxctrl 2.43 24.99 -53.48 -6.61 -53.48 14.55 121.65 66.99 84.33
281 multin_zz1000_61001_idxctrl_pv_rm_fnd 2.21 24.77 -53.70 -6.82 -53.70 14.34 121.44 66.78 84.12
283 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 2.21 24.76 -53.70 -6.83 -53.70 14.33 121.43 66.77 84.11
284 mt_962_use2017_last_save_rnk500_idxctrl 2.09 24.65 -53.82 -6.95 -53.82 14.21 121.31 66.66 83.99
285 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 2.05 24.61 -53.86 -6.98 -53.86 14.18 121.28 66.62 83.95
286 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 1.97 24.53 -53.94 -7.07 -53.94 14.09 121.19 66.54 83.87
287 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 1.96 24.52 -53.95 -7.08 -53.95 14.08 121.18 66.53 83.86
288 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 1.94 24.50 -53.97 -7.09 -53.97 14.07 121.17 66.51 83.84
290 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 1.72 24.28 -54.19 -7.31 -54.19 13.84 120.94 66.29 83.62
294 mt_961_use2024_last_save_rnk500_idxctrl 1.27 23.83 -54.64 -7.76 -54.64 13.39 120.49 65.84 83.17
295 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 1.18 23.74 -54.73 -7.86 -54.73 13.30 120.40 65.75 83.08
298 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 0.95 23.51 -54.96 -8.08 -54.96 13.07 120.18 65.52 82.85
299 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 0.88 23.44 -55.03 -8.15 -55.03 13.01 120.11 65.45 82.78
308 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -0.59 21.97 -56.50 -9.62 -56.50 11.53 118.63 63.98 81.31
313 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -1.03 21.53 -56.94 -10.06 -56.94 11.10 118.20 63.54 80.87
315 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -1.13 21.43 -57.04 -10.16 -57.04 11.00 118.10 63.44 80.77
316 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -1.23 21.33 -57.14 -10.26 -57.14 10.90 118.00 63.34 80.67
320 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -1.31 21.25 -57.22 -10.35 -57.22 10.81 117.91 63.25 80.59
321 mt_962_use2018_best_save_rnk500_idxctrl -1.32 21.23 -57.23 -10.36 -57.24 10.80 117.90 63.24 80.58
328 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -1.71 20.85 -57.62 -10.75 -57.62 10.41 117.51 62.85 80.19
330 multin_zz1000_61004_idxctrl_top3800_pv -1.92 20.64 -57.83 -10.96 -57.83 10.20 117.30 62.64 79.98
335 mt_961_use2014_best_save_rnk500_idxctrl -2.21 20.35 -58.12 -11.24 -58.12 9.91 117.01 62.36 79.69
336 multin_zz1000_61002_idxctrl_50010002000_pv -2.25 20.31 -58.16 -11.28 -58.16 9.87 116.97 62.32 79.65
338 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -2.32 20.24 -58.23 -11.35 -58.23 9.80 116.91 62.25 79.58
339 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -2.50 20.06 -58.41 -11.54 -58.41 9.62 116.72 62.07 79.40
340 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -2.54 20.02 -58.45 -11.57 -58.45 9.58 116.68 62.03 79.36
343 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -2.78 19.78 -58.69 -11.82 -58.69 9.34 116.44 61.78 79.12
344 multin_zz1000_61004_idxctrl_50010002000_pv -2.92 19.64 -58.83 -11.96 -58.83 9.20 116.30 61.65 78.98
347 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -3.13 19.43 -59.04 -12.16 -59.04 8.99 116.09 61.44 78.77
348 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -3.16 19.40 -59.07 -12.19 -59.07 8.97 116.07 61.41 78.75
349 multin_zz1000_61002_idxctrl_top3800_pv -3.16 19.40 -59.07 -12.19 -59.07 8.97 116.07 61.41 78.74
353 multin_zz1000_61001_idxctrl_top3800_pv -3.91 18.65 -59.82 -12.95 -59.82 8.21 115.31 60.66 77.99
355 mt_962_use2016_last_save_rnk500_idxctrl -4.23 18.32 -60.14 -13.27 -60.14 7.89 114.99 60.33 77.67
359 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -5.22 17.34 -61.13 -14.25 -61.13 6.91 114.01 59.35 76.69
362 multin_zz1000_61001_idxctrl_50010002000_pv -5.74 16.81 -61.65 -14.78 -61.66 6.38 113.48 58.82 76.16
373 mt_961_use2015_best_save_rnk500_idxctrl -6.98 15.58 -62.89 -16.01 -62.89 5.14 112.24 57.59 74.92
385 multin_zz500_61002_idxctrl_zz500_pv -8.08 14.47 -63.99 -17.12 -63.99 4.04 111.14 56.48 73.82
388 mt_962_use2012_last_save_rnk500_idxctrl -8.48 14.07 -64.39 -17.52 -64.39 3.64 110.74 56.08 73.42
389 multin_zz500_61004_idxctrl_zz500_pv -8.52 14.04 -64.43 -17.55 -64.43 3.60 110.70 56.05 73.38
391 mt_961_use2021_best_save_rnk500_idxctrl -8.56 14.00 -64.47 -17.59 -64.47 3.56 110.67 56.01 73.34
402 multin_zz500_61001_idxctrl_zz500_pv -9.80 12.76 -65.71 -18.83 -65.71 2.32 109.42 54.77 72.10
414 mt_962_use2010_last_save_rnk500_idxctrl -11.83 10.73 -67.74 -20.86 -67.74 0.29 107.39 52.74 70.07
415 mt_962_use2017_best_save_rnk500_idxctrl -12.05 10.51 -67.96 -21.08 -67.96 0.07 107.17 52.52 69.85
420 mt_961_use2015_last_save_rnk500_idxctrl -12.91 9.65 -68.82 -21.94 -68.82 -0.79 106.31 51.66 68.99
424 mt_962_use2023_last_save_rnk500_idxctrl -14.62 7.94 -70.53 -23.65 -70.53 -2.50 104.61 49.95 67.28
437 mt_962_use2013_best_save_rnk500_idxctrl -17.62 4.93 -73.53 -26.66 -73.54 -5.50 101.60 46.94 64.28
438 mt_962_use2019_last_save_rnk500_idxctrl -17.89 4.67 -73.80 -26.92 -73.80 -5.76 101.34 46.68 64.01
440 mt_962_use2024_best_save_rnk500_idxctrl -18.92 3.64 -74.83 -27.95 -74.83 -6.79 100.31 45.65 62.98
441 mt_961_use2013_best_save_rnk500_idxctrl -18.94 3.62 -74.85 -27.97 -74.85 -6.81 100.29 45.63 62.96
447 mt_962_use2023_best_save_rnk500_idxctrl -20.96 1.60 -76.87 -30.00 -76.87 -8.84 98.26 43.60 60.94
449 mt_962_use2014_last_save_rnk500_idxctrl -21.06 1.50 -76.97 -30.09 -76.97 -8.94 98.16 43.51 60.84
450 mt_962_use2015_last_save_rnk500_idxctrl -21.11 1.45 -77.02 -30.15 -77.02 -8.99 98.11 43.46 60.79
452 mt_962_use2013_last_save_rnk500_idxctrl -21.28 1.28 -77.19 -30.32 -77.19 -9.16 97.94 43.28 60.62
454 mt_962_use2012_best_save_rnk500_idxctrl -22.15 0.41 -78.06 -31.19 -78.06 -10.03 97.07 42.41 59.75
456 mt_962_use2020_last_save_rnk500_idxctrl -22.37 0.18 -78.28 -31.41 -78.28 -10.25 96.85 42.19 59.53
457 mt_962_use2024_last_save_rnk500_idxctrl -22.58 -0.02 -78.49 -31.62 -78.49 -10.46 96.64 41.99 59.32
467 mt_962_use2022_last_save_rnk500_idxctrl -24.46 -1.90 -80.37 -33.49 -80.37 -12.34 94.76 40.11 57.44
468 mt_962_use2021_last_save_rnk500_idxctrl -24.57 -2.01 -80.48 -33.60 -80.48 -12.44 94.66 40.00 57.33
470 mt_962_use2021_best_save_rnk500_idxctrl -25.05 -2.49 -80.96 -34.09 -80.96 -12.93 94.17 39.52 56.85
472 mt_962_use2014_best_save_rnk500_idxctrl -25.62 -3.06 -81.53 -34.65 -81.53 -13.50 93.60 38.95 56.28
474 mt_962_use2022_best_save_rnk500_idxctrl -26.63 -4.07 -82.54 -35.66 -82.54 -14.51 92.59 37.94 55.27
480 mt_962_use2019_best_save_rnk500_idxctrl -29.38 -6.82 -85.29 -38.42 -85.29 -17.26 89.84 35.18 52.52
501 mt_962_use2015_best_save_rnk500_idxctrl -35.95 -13.40 -91.86 -44.99 -91.86 -23.83 83.27 28.61 45.95
503 mt_962_use2020_best_save_rnk500_idxctrl -36.60 -14.04 -92.51 -45.63 -92.51 -24.48 82.63 27.97 45.30