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_20251121_151524
8 mt_961_use2018_best_save_rnk500_idxctrl 120.80 96.44 -244.11 -2.01 -244.11 183.86 611.04 612.77 592.48
11 mt_961_use2020_best_save_rnk500_idxctrl 113.13 88.77 -251.79 -9.68 -251.78 176.18 603.37 605.10 584.80
12 mt_961_use2018_last_save_rnk500_idxctrl 110.45 86.09 -254.46 -12.36 -254.46 173.51 600.69 602.42 582.12
13 mt_961_use2020_last_save_rnk500_idxctrl 108.88 84.52 -256.03 -13.93 -256.03 171.94 599.12 600.85 580.55
14 mt_961_use2022_last_save_rnk500_idxctrl 96.12 71.76 -268.79 -26.69 -268.79 159.18 586.36 588.09 567.80
15 mt_961_use2019_best_save_rnk500_idxctrl 93.66 69.31 -271.25 -29.15 -271.25 156.72 583.91 585.64 565.34
20 mt_961_use2019_last_save_rnk500_idxctrl 85.07 60.72 -279.84 -37.74 -279.84 148.13 575.31 577.05 556.75
25 mt_961_use2022_best_save_rnk500_idxctrl 72.29 47.93 -292.62 -50.52 -292.62 135.35 562.53 564.26 543.97
27 mt_962_use2016_best_save_rnk500_idxctrl 69.88 45.52 -295.03 -52.93 -295.03 132.93 560.12 561.85 541.55
31 mt_961_use2023_best_save_rnk500_idxctrl 60.88 36.52 -304.03 -61.93 -304.03 123.94 551.12 552.85 532.55
34 mt_962_use2008_best_save_rnk500_idxctrl 58.97 34.62 -305.94 -63.84 -305.94 122.03 549.21 550.95 530.65
35 mt_961_use2024_best_save_rnk500_idxctrl 58.65 34.29 -306.26 -64.16 -306.26 121.71 548.89 550.62 530.33
36 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 56.67 32.32 -308.24 -66.14 -308.24 119.73 546.91 548.65 528.35
37 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 56.13 31.78 -308.78 -66.68 -308.77 119.19 546.38 548.11 527.81
38 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 55.59 31.23 -309.32 -67.22 -309.32 118.65 545.83 547.56 527.26
40 mt_962_use2018_last_save_rnk500_idxctrl 55.17 30.81 -309.74 -67.64 -309.74 118.23 545.41 547.14 526.85
41 mt_961_use2012_best_save_rnk500_idxctrl 55.01 30.65 -309.90 -67.80 -309.90 118.07 545.25 546.98 526.69
43 multin_zz1000_61001_idxctrl_pv_rm_fnd 51.77 27.41 -313.14 -71.04 -313.14 114.83 542.01 543.74 523.44
44 mt_962_use2008_last_save_rnk500_idxctrl 51.61 27.26 -313.30 -71.20 -313.30 114.67 541.85 543.59 523.29
45 multin_zz1000_61004_idxctrl_pv_rm_fnd 51.30 26.94 -313.61 -71.51 -313.61 114.36 541.54 543.27 522.97
46 multin_zz1000_61002_idxctrl_pv_rm_fnd 51.30 26.94 -313.61 -71.51 -313.61 114.36 541.54 543.27 522.97
47 mt_961_use2008_best_save_rnk500_idxctrl 50.46 26.10 -314.46 -72.35 -314.45 113.51 540.70 542.43 522.13
48 mt_961_use2012_last_save_rnk500_idxctrl 49.55 25.19 -315.36 -73.26 -315.36 112.61 539.79 541.52 521.23
49 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 49.31 24.96 -315.60 -73.50 -315.60 112.37 539.56 541.29 520.99
50 mt_961_use2017_last_save_rnk500_idxctrl 49.26 24.91 -315.65 -73.55 -315.65 112.32 539.50 541.24 520.94
52 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 48.65 24.29 -316.26 -74.16 -316.26 111.71 538.89 540.62 520.33
53 mt_961_use2017_best_save_rnk500_idxctrl 48.15 23.79 -316.76 -74.66 -316.76 111.21 538.39 540.12 519.83
54 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 48.11 23.75 -316.80 -74.70 -316.80 111.17 538.35 540.08 519.78
55 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 48.06 23.70 -316.86 -74.75 -316.85 111.11 538.30 540.03 519.73
56 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 47.69 23.33 -317.22 -75.12 -317.22 110.75 537.93 539.66 519.37
57 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 47.69 23.33 -317.22 -75.12 -317.22 110.75 537.93 539.66 519.37
65 mt_961_use2011_last_save_rnk500_idxctrl 43.78 19.42 -321.13 -79.03 -321.13 106.84 534.02 535.75 515.46
70 multin_zz500_61002_idxctrl_zz500_pv 40.98 16.62 -323.93 -81.83 -323.93 104.03 531.22 532.95 512.65
71 multin_zz500_61004_idxctrl_zz500_pv 39.83 15.47 -325.08 -82.98 -325.08 102.89 530.07 531.80 511.51
73 multin_zz500_61001_idxctrl_zz500_pv 39.33 14.97 -325.58 -83.48 -325.58 102.39 529.57 531.30 511.00
74 mt_961_use2024_last_save_rnk500_idxctrl 39.13 14.77 -325.78 -83.68 -325.78 102.19 529.37 531.10 510.80
75 mt_962_use2009_best_save_rnk500_idxctrl 38.82 14.47 -326.09 -83.99 -326.09 101.88 529.06 530.80 510.50
76 mt_961_use2023_last_save_rnk500_idxctrl 37.77 13.41 -327.15 -85.04 -327.14 100.82 528.01 529.74 509.44
77 mt_961_use2013_last_save_rnk500_idxctrl 36.68 12.32 -328.23 -86.13 -328.23 99.73 526.92 528.65 508.35
79 multin_zz1000_61002_idxctrl_pv 36.31 11.95 -328.61 -86.50 -328.60 99.36 526.55 528.28 507.98
80 multin_zz1000_61004_idxctrl_pv 36.31 11.95 -328.61 -86.50 -328.60 99.36 526.55 528.28 507.98
81 multin_zz1000_61001_idxctrl_pv 36.08 11.72 -328.83 -86.73 -328.83 99.14 526.32 528.05 507.75
84 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 34.80 10.44 -330.11 -88.01 -330.11 97.86 525.04 526.77 506.48
85 mt_961_use2021_last_save_rnk500_idxctrl 34.58 10.22 -330.33 -88.23 -330.33 97.64 524.82 526.55 506.26
86 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 34.31 9.95 -330.60 -88.50 -330.60 97.37 524.55 526.28 505.99
87 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 34.22 9.86 -330.69 -88.59 -330.69 97.28 524.46 526.19 505.90
88 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 33.93 9.57 -330.98 -88.88 -330.98 96.99 524.17 525.90 505.60
89 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 33.57 9.21 -331.34 -89.24 -331.34 96.63 523.81 525.54 505.24
90 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 33.32 8.96 -331.59 -89.49 -331.59 96.38 523.56 525.29 504.99
91 mt_962_use2009_last_save_rnk500_idxctrl 33.05 8.69 -331.86 -89.76 -331.86 96.11 523.29 525.02 504.73
93 multin_zz1000_61002_idxctrl_pv_rm_blc 32.43 8.07 -332.48 -90.38 -332.48 95.49 522.67 524.40 504.11
94 multin_zz1000_61004_idxctrl_pv_rm_blc 32.43 8.07 -332.48 -90.38 -332.48 95.49 522.67 524.40 504.11
95 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 32.31 7.95 -332.61 -90.50 -332.60 95.36 522.55 524.28 503.98
97 multin_zz1000_61001_idxctrl_pv_rm_blc 32.08 7.72 -332.83 -90.73 -332.83 95.14 522.32 524.05 503.76
98 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 31.03 6.67 -333.88 -91.78 -333.88 94.09 521.27 523.00 502.71
99 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 30.45 6.10 -334.46 -92.36 -334.46 93.51 520.69 522.43 502.13
107 mt_961_use2013_best_save_rnk500_idxctrl 27.58 3.22 -337.33 -95.23 -337.33 90.64 517.82 519.55 499.25
108 mt_961_use2016_last_save_rnk500_idxctrl 26.31 1.95 -338.60 -96.50 -338.60 89.37 516.55 518.28 497.98
110 mt_961_use2010_last_save_rnk500_idxctrl 25.33 0.97 -339.58 -97.48 -339.58 88.39 515.57 517.30 497.01
120 mt_961_use2010_best_save_rnk500_idxctrl 20.91 -3.45 -344.01 -101.90 -344.00 83.96 511.15 512.88 492.58
126 mt_961_use2008_last_save_rnk500_idxctrl 17.69 -6.67 -347.22 -105.12 -347.22 80.75 507.93 509.66 489.37
136 mt_961_use2016_best_save_rnk500_idxctrl 14.67 -9.69 -350.25 -108.14 -350.24 77.72 504.91 506.64 486.34
138 multin_zz1000_61002_idxctrl_zz1000_pv 14.34 -10.02 -350.57 -108.47 -350.57 77.40 504.58 506.31 486.01
139 mt_961_use2009_last_save_rnk500_idxctrl 13.85 -10.51 -351.07 -108.96 -351.06 76.90 504.09 505.82 485.52
140 multin_zz1000_61001_idxctrl_zz1000_pv 13.64 -10.72 -351.27 -109.17 -351.27 76.70 503.88 505.61 485.31
141 multin_zz1000_61004_idxctrl_zz1000_pv 13.40 -10.96 -351.51 -109.41 -351.51 76.46 503.64 505.37 485.07
143 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 12.91 -11.45 -352.00 -109.90 -352.00 75.97 503.15 504.88 484.59
144 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 12.28 -12.07 -352.63 -110.53 -352.63 75.34 502.52 504.26 483.96
145 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 11.94 -12.41 -352.97 -110.87 -352.97 75.00 502.18 503.92 483.62
146 mt_961_use2009_best_save_rnk500_idxctrl 11.40 -12.96 -353.52 -111.41 -353.51 74.45 501.64 503.37 483.07
148 mt_962_use2011_best_save_rnk500_idxctrl 11.00 -13.36 -353.91 -111.81 -353.91 74.06 501.24 502.97 482.68
157 mt_961_use2011_best_save_rnk500_idxctrl 7.28 -17.07 -357.63 -115.53 -357.63 70.34 497.52 499.26 478.96
167 mt_962_use2018_best_save_rnk500_idxctrl 2.39 -21.96 -362.52 -120.42 -362.52 65.45 492.64 494.37 474.07
178 mt_962_use2019_best_save_rnk500_idxctrl -2.23 -26.59 -367.14 -125.04 -367.14 60.83 488.01 489.74 469.45
182 mt_962_use2022_best_save_rnk500_idxctrl -3.88 -28.24 -368.79 -126.69 -368.79 59.18 486.36 488.09 467.80
190 mt_962_use2019_last_save_rnk500_idxctrl -7.19 -31.54 -372.10 -130.00 -372.09 55.87 483.06 484.79 464.49
192 mt_962_use2015_best_save_rnk500_idxctrl -8.87 -33.23 -373.78 -131.68 -373.78 54.19 481.37 483.10 462.80
194 mt_961_use2021_best_save_rnk500_idxctrl -10.25 -34.61 -375.16 -133.06 -375.16 52.81 479.99 481.72 461.43
196 mt_962_use2011_last_save_rnk500_idxctrl -11.08 -35.44 -375.99 -133.89 -375.99 51.98 479.16 480.89 460.60
199 mt_962_use2010_best_save_rnk500_idxctrl -12.69 -37.04 -377.60 -135.50 -377.60 50.37 477.55 479.29 458.99
200 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -12.77 -37.12 -377.68 -135.58 -377.68 50.29 477.47 479.21 458.91
201 mt_962_use2010_last_save_rnk500_idxctrl -12.96 -37.32 -377.88 -135.77 -377.87 50.09 477.28 479.01 458.71
202 mt_962_use2016_last_save_rnk500_idxctrl -13.11 -37.47 -378.02 -135.92 -378.02 49.95 477.13 478.86 458.57
203 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -13.22 -37.58 -378.13 -136.03 -378.13 49.84 477.02 478.75 458.46
208 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -14.75 -39.11 -379.66 -137.56 -379.66 48.31 475.49 477.22 456.93
209 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -15.41 -39.77 -380.32 -138.22 -380.32 47.65 474.83 476.56 456.26
210 multin_zz1000_61001_idxctrl_top3800_pv -15.41 -39.77 -380.32 -138.22 -380.32 47.65 474.83 476.56 456.27
212 multin_zz1000_61001_idxctrl_50010002000_pv -15.96 -40.32 -380.88 -138.77 -380.87 47.09 474.28 476.01 455.71
213 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -15.96 -40.32 -380.87 -138.77 -380.87 47.10 474.28 476.01 455.72
214 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -16.85 -41.20 -381.76 -139.66 -381.76 46.21 473.40 475.13 454.83
216 multin_zz1000_61002_idxctrl_top3800_pv -17.10 -41.46 -382.01 -139.91 -382.01 45.96 473.14 474.87 454.58
218 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -18.22 -42.58 -383.13 -141.03 -383.13 44.84 472.02 473.75 453.46
219 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -18.23 -42.59 -383.14 -141.04 -383.14 44.83 472.01 473.74 453.44
220 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -18.44 -42.79 -383.35 -141.25 -383.35 44.62 471.81 473.54 453.24
221 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -18.59 -42.95 -383.50 -141.40 -383.50 44.47 471.65 473.38 453.09
222 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -18.71 -43.07 -383.62 -141.52 -383.62 44.35 471.53 473.26 452.97
224 multin_zz1000_61002_idxctrl_50010002000_pv -18.98 -43.34 -383.89 -141.79 -383.89 44.07 471.26 472.99 452.69
226 multin_zz1000_61004_idxctrl_top3800_pv -19.42 -43.78 -384.33 -142.23 -384.33 43.64 470.82 472.55 452.26
230 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -19.93 -44.29 -384.84 -142.74 -384.84 43.13 470.31 472.04 451.74
231 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -20.50 -44.86 -385.42 -143.31 -385.41 42.55 469.74 471.47 451.17
232 mt_961_use2014_last_save_rnk500_idxctrl -20.50 -44.86 -385.41 -143.31 -385.41 42.56 469.74 471.47 451.18
234 mt_962_use2017_last_save_rnk500_idxctrl -20.81 -45.16 -385.72 -143.62 -385.72 42.25 469.43 471.17 450.87
236 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -21.38 -45.74 -386.29 -144.19 -386.29 41.68 468.86 470.59 450.29
237 multin_zz1000_61004_idxctrl_50010002000_pv -21.44 -45.80 -386.35 -144.25 -386.35 41.62 468.80 470.53 450.24
239 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -21.78 -46.14 -386.69 -144.59 -386.69 41.28 468.46 470.19 449.89
242 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -22.18 -46.54 -387.09 -144.99 -387.09 40.88 468.06 469.79 449.49
247 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -24.24 -48.60 -389.15 -147.05 -389.15 38.82 466.00 467.73 447.44
248 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -24.37 -48.73 -389.28 -147.18 -389.28 38.69 465.87 467.60 447.31
266 mt_962_use2015_last_save_rnk500_idxctrl -35.24 -59.60 -400.15 -158.05 -400.15 27.82 455.00 456.73 436.44
267 mt_962_use2013_last_save_rnk500_idxctrl -35.30 -59.65 -400.21 -158.11 -400.21 27.76 454.95 456.68 436.38
276 mt_961_use2014_best_save_rnk500_idxctrl -42.64 -66.99 -407.55 -165.45 -407.55 20.42 447.60 449.34 429.04
278 mt_962_use2020_best_save_rnk500_idxctrl -43.46 -67.81 -408.37 -166.27 -408.37 19.60 446.79 448.52 428.22
288 mt_962_use2020_last_save_rnk500_idxctrl -46.66 -71.02 -411.57 -169.47 -411.57 16.40 443.58 445.31 425.02
312 mt_962_use2021_best_save_rnk500_idxctrl -52.01 -76.37 -416.92 -174.82 -416.92 11.05 438.23 439.96 419.66
331 mt_962_use2017_best_save_rnk500_idxctrl -56.34 -80.70 -421.25 -179.15 -421.25 6.72 433.90 435.63 415.34
339 mt_962_use2012_last_save_rnk500_idxctrl -57.56 -81.91 -422.47 -180.37 -422.47 5.50 432.68 434.42 414.12
340 mt_962_use2013_best_save_rnk500_idxctrl -58.98 -83.34 -423.89 -181.79 -423.89 4.08 431.26 432.99 412.70
341 mt_961_use2015_best_save_rnk500_idxctrl -59.49 -83.85 -424.40 -182.30 -424.40 3.57 430.75 432.48 412.19
348 mt_961_use2015_last_save_rnk500_idxctrl -61.14 -85.50 -426.05 -183.95 -426.05 1.92 429.10 430.83 410.54
355 mt_962_use2012_best_save_rnk500_idxctrl -64.19 -88.55 -429.10 -187.00 -429.10 -1.13 426.05 427.78 407.49
356 mt_962_use2024_best_save_rnk500_idxctrl -65.15 -89.51 -430.06 -187.96 -430.06 -2.09 425.09 426.82 406.53
379 mt_962_use2024_last_save_rnk500_idxctrl -73.57 -97.93 -438.48 -196.38 -438.48 -10.51 416.67 418.40 398.11
399 mt_962_use2014_last_save_rnk500_idxctrl -77.23 -101.58 -442.14 -200.04 -442.14 -14.17 413.01 414.75 394.45
407 mt_962_use2021_last_save_rnk500_idxctrl -79.13 -103.49 -444.04 -201.94 -444.04 -16.07 411.11 412.84 392.55
454 mt_962_use2022_last_save_rnk500_idxctrl -85.74 -110.10 -450.65 -208.55 -450.65 -22.68 404.50 406.23 385.94
480 mt_962_use2014_best_save_rnk500_idxctrl -93.44 -117.79 -458.35 -216.25 -458.35 -30.38 396.80 398.54 378.24
500 mt_962_use2023_last_save_rnk500_idxctrl -104.16 -128.51 -469.07 -226.97 -469.07 -41.10 386.08 387.82 367.52
508 mt_962_use2023_best_save_rnk500_idxctrl -111.79 -136.15 -476.70 -234.60 -476.70 -48.73 378.45 380.18 359.89