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_20251124_151537
96 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 25.75 76.68 153.26 167.19 153.25 -46.61 -108.40 -65.26 -9.71
113 multin_zz1000_61001_idxctrl_50010002000_pv 22.81 73.74 150.31 164.25 150.31 -49.55 -111.34 -68.20 -12.65
121 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 20.71 71.64 148.21 162.15 148.21 -51.65 -113.44 -70.30 -14.75
130 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 18.03 68.96 145.53 159.47 145.53 -54.34 -116.12 -72.99 -17.43
133 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 17.84 68.77 145.34 159.28 145.34 -54.53 -116.31 -73.18 -17.62
138 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 16.20 67.13 143.71 157.64 143.71 -56.16 -117.95 -74.81 -19.26
144 multin_zz1000_61004_idxctrl_50010002000_pv 15.05 65.98 142.56 156.49 142.56 -57.31 -119.10 -75.96 -20.41
146 multin_zz1000_61002_idxctrl_50010002000_pv 13.33 64.26 140.84 154.78 140.84 -59.03 -120.82 -77.68 -22.13
158 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 10.49 61.43 138.00 151.94 138.00 -61.87 -123.65 -80.52 -24.97
166 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 9.12 60.05 136.62 150.56 136.62 -63.24 -125.03 -81.90 -26.34
174 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 8.49 59.42 135.99 149.93 135.99 -63.87 -125.66 -82.53 -26.97
177 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 7.63 58.56 135.13 149.07 135.13 -64.74 -126.52 -83.39 -27.83
180 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 7.48 58.41 134.99 148.92 134.99 -64.88 -126.67 -83.53 -27.98
184 multin_zz1000_61001_idxctrl_top3800_pv 6.51 57.44 134.02 147.95 134.01 -65.85 -127.64 -84.50 -28.95
186 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 6.00 56.93 133.50 147.44 133.50 -66.37 -128.15 -85.02 -29.46
190 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 5.17 56.10 132.68 146.62 132.68 -67.19 -128.98 -85.84 -30.29
191 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 4.87 55.81 132.38 146.32 132.38 -67.49 -129.27 -86.14 -30.59
192 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 4.80 55.73 132.30 146.24 132.30 -67.57 -129.35 -86.22 -30.66
194 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 3.89 54.82 131.39 145.33 131.39 -68.48 -130.26 -87.13 -31.57
200 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 2.94 53.87 130.44 144.38 130.44 -69.42 -131.21 -88.07 -32.52
201 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 2.81 53.74 130.32 144.25 130.31 -69.55 -131.34 -88.20 -32.65
202 multin_zz1000_61004_idxctrl_top3800_pv 2.50 53.43 130.00 143.94 130.00 -69.87 -131.65 -88.52 -32.96
205 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 2.07 53.00 129.57 143.51 129.57 -70.30 -132.08 -88.95 -33.39
208 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 1.64 52.57 129.14 143.08 129.14 -70.72 -132.51 -89.37 -33.82
210 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 1.08 52.01 128.58 142.52 128.58 -71.29 -133.07 -89.94 -34.38
211 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 1.02 51.95 128.53 142.47 128.53 -71.34 -133.13 -89.99 -34.44
213 mt_962_use2015_best_save_rnk500_idxctrl 0.66 51.60 128.17 142.11 128.17 -71.70 -133.48 -90.35 -34.80
214 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 0.64 51.57 128.15 142.08 128.14 -71.72 -133.51 -90.37 -34.82
215 multin_zz1000_61002_idxctrl_top3800_pv 0.37 51.30 127.87 141.81 127.87 -71.99 -133.78 -90.65 -35.09
216 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 0.30 51.23 127.81 141.74 127.80 -72.06 -133.85 -90.71 -35.16
220 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -1.37 49.56 126.14 140.08 126.14 -73.73 -135.52 -92.38 -36.83
235 mt_961_use2010_last_save_rnk500_idxctrl -7.48 43.46 120.03 133.97 120.03 -79.84 -141.62 -98.49 -42.94
243 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -11.56 39.37 115.95 129.89 115.95 -83.92 -145.71 -102.57 -47.02
245 multin_zz1000_61001_idxctrl_zz1000_pv -12.00 38.93 115.51 129.44 115.50 -84.36 -146.15 -103.01 -47.46
246 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -13.11 37.83 114.40 128.34 114.40 -85.47 -147.25 -104.12 -48.57
247 multin_zz1000_61002_idxctrl_zz1000_pv -13.57 37.36 113.93 127.87 113.93 -85.94 -147.72 -104.59 -49.03
248 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -13.70 37.23 113.80 127.74 113.80 -86.07 -147.85 -104.72 -49.16
250 multin_zz1000_61004_idxctrl_zz1000_pv -14.16 36.77 113.35 127.28 113.35 -86.52 -148.31 -105.17 -49.62
254 mt_961_use2013_best_save_rnk500_idxctrl -16.63 34.30 110.87 124.81 110.87 -88.99 -150.78 -107.65 -52.09
271 mt_961_use2010_best_save_rnk500_idxctrl -28.00 22.93 99.50 113.44 99.50 -100.36 -162.15 -119.01 -63.46
295 mt_961_use2019_last_save_rnk500_idxctrl -36.12 14.81 91.38 105.32 91.38 -108.48 -170.27 -127.14 -71.58
297 mt_962_use2010_last_save_rnk500_idxctrl -37.10 13.83 90.41 104.34 90.40 -109.46 -171.25 -128.11 -72.56
299 mt_961_use2011_best_save_rnk500_idxctrl -38.89 12.04 88.62 102.56 88.62 -111.25 -173.03 -129.90 -74.35
307 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -40.41 10.53 87.10 101.04 87.10 -112.77 -174.55 -131.42 -75.87
310 mt_961_use2020_last_save_rnk500_idxctrl -40.92 10.01 86.58 100.52 86.58 -113.29 -175.07 -131.94 -76.38
311 multin_zz1000_61001_idxctrl_pv_rm_fnd -41.01 9.92 86.50 100.43 86.50 -113.37 -175.16 -132.02 -76.47
312 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -41.10 9.83 86.41 100.35 86.41 -113.46 -175.25 -132.11 -76.56
313 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -41.10 9.83 86.41 100.35 86.41 -113.46 -175.25 -132.11 -76.56
314 mt_962_use2019_best_save_rnk500_idxctrl -41.51 9.42 86.00 99.93 85.99 -113.87 -175.66 -132.52 -76.97
315 mt_962_use2015_last_save_rnk500_idxctrl -41.65 9.28 85.86 99.79 85.86 -114.01 -175.80 -132.66 -77.11
316 multin_zz1000_61002_idxctrl_pv_rm_fnd -41.74 9.19 85.76 99.70 85.76 -114.11 -175.89 -132.76 -77.20
317 multin_zz1000_61004_idxctrl_pv_rm_fnd -41.74 9.19 85.76 99.70 85.76 -114.11 -175.89 -132.76 -77.20
318 mt_961_use2020_best_save_rnk500_idxctrl -41.76 9.17 85.75 99.69 85.75 -114.12 -175.91 -132.77 -77.22
344 multin_zz1000_61002_idxctrl_pv_rm_blc -48.17 2.77 79.34 93.28 79.34 -120.53 -182.31 -139.18 -83.63
345 multin_zz1000_61004_idxctrl_pv_rm_blc -48.17 2.77 79.34 93.28 79.34 -120.53 -182.31 -139.18 -83.63
346 multin_zz1000_61001_idxctrl_pv_rm_blc -48.29 2.64 79.21 93.15 79.21 -120.66 -182.44 -139.31 -83.75
349 mt_961_use2013_last_save_rnk500_idxctrl -48.75 2.18 78.75 92.69 78.75 -121.12 -182.90 -139.77 -84.21
351 multin_zz1000_61002_idxctrl_pv -49.20 1.73 78.31 92.25 78.31 -121.56 -183.35 -140.21 -84.66
352 multin_zz1000_61004_idxctrl_pv -49.20 1.73 78.31 92.25 78.31 -121.56 -183.35 -140.21 -84.66
354 multin_zz1000_61001_idxctrl_pv -49.35 1.58 78.15 92.09 78.15 -121.72 -183.50 -140.37 -84.82
355 mt_961_use2021_best_save_rnk500_idxctrl -49.55 1.38 77.96 91.90 77.96 -121.91 -183.70 -140.56 -85.01
356 mt_961_use2011_last_save_rnk500_idxctrl -50.53 0.40 76.98 90.92 76.98 -122.89 -184.68 -141.54 -85.99
367 mt_962_use2020_best_save_rnk500_idxctrl -52.23 -1.30 75.28 89.21 75.27 -124.59 -186.38 -143.24 -87.69
369 mt_961_use2012_best_save_rnk500_idxctrl -52.63 -1.70 74.87 88.81 74.87 -124.99 -186.78 -143.64 -88.09
373 mt_961_use2012_last_save_rnk500_idxctrl -52.91 -1.98 74.59 88.53 74.59 -125.28 -187.06 -143.93 -88.37
378 mt_961_use2015_best_save_rnk500_idxctrl -53.36 -2.43 74.15 88.08 74.14 -125.72 -187.51 -144.37 -88.82
380 mt_962_use2021_best_save_rnk500_idxctrl -53.56 -2.63 73.95 87.88 73.95 -125.92 -187.71 -144.57 -89.02
382 mt_962_use2012_best_save_rnk500_idxctrl -53.80 -2.87 73.71 87.65 73.71 -126.16 -187.95 -144.81 -89.26
384 mt_962_use2016_last_save_rnk500_idxctrl -54.04 -3.10 73.47 87.41 73.47 -126.40 -188.18 -145.05 -89.50
393 mt_962_use2022_best_save_rnk500_idxctrl -56.35 -5.41 71.16 85.10 71.16 -128.71 -190.49 -147.36 -91.81
396 mt_961_use2009_best_save_rnk500_idxctrl -57.39 -6.46 70.12 84.05 70.12 -129.75 -191.54 -148.40 -92.85
403 mt_961_use2009_last_save_rnk500_idxctrl -60.29 -9.36 67.22 81.15 67.21 -132.65 -194.44 -151.30 -95.75
404 mt_961_use2019_best_save_rnk500_idxctrl -61.01 -10.07 66.50 80.44 66.50 -133.37 -195.15 -152.02 -96.47
409 mt_962_use2016_best_save_rnk500_idxctrl -62.21 -11.28 65.30 79.23 65.30 -134.57 -196.36 -153.22 -97.67
419 mt_961_use2018_last_save_rnk500_idxctrl -64.52 -13.58 62.99 76.93 62.99 -136.88 -198.66 -155.53 -99.98
421 mt_962_use2010_best_save_rnk500_idxctrl -65.79 -14.86 61.71 75.65 61.71 -138.15 -199.94 -156.81 -101.25
428 mt_961_use2017_last_save_rnk500_idxctrl -68.52 -17.59 58.98 72.92 58.98 -140.88 -202.67 -159.53 -103.98
433 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -71.32 -20.38 56.19 70.13 56.19 -143.68 -205.46 -162.33 -106.78
435 mt_962_use2019_last_save_rnk500_idxctrl -71.76 -20.83 55.75 69.69 55.75 -144.12 -205.91 -162.77 -107.22
437 mt_962_use2013_best_save_rnk500_idxctrl -72.47 -21.54 55.03 68.97 55.03 -144.84 -206.62 -163.49 -107.93
439 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -73.02 -22.08 54.49 68.43 54.49 -145.38 -207.16 -164.03 -108.48
442 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -73.38 -22.45 54.13 68.07 54.13 -145.74 -207.53 -164.39 -108.84
443 mt_961_use2015_last_save_rnk500_idxctrl -73.58 -22.65 53.92 67.86 53.92 -145.95 -207.73 -164.60 -109.04
444 multin_zz500_61001_idxctrl_zz500_pv -73.86 -22.93 53.65 67.59 53.65 -146.22 -208.01 -164.87 -109.32
445 mt_962_use2017_best_save_rnk500_idxctrl -74.10 -23.17 53.41 67.35 53.41 -146.46 -208.25 -165.11 -109.56
448 multin_zz500_61002_idxctrl_zz500_pv -75.47 -24.53 52.04 65.98 52.04 -147.83 -209.61 -166.48 -110.93
449 mt_962_use2013_last_save_rnk500_idxctrl -75.60 -24.67 51.91 65.84 51.91 -147.96 -209.75 -166.61 -111.06
450 multin_zz500_61004_idxctrl_zz500_pv -75.86 -24.93 51.64 65.58 51.64 -148.22 -210.01 -166.88 -111.32
452 mt_961_use2017_best_save_rnk500_idxctrl -77.80 -26.87 49.70 63.64 49.70 -150.17 -211.95 -168.82 -113.26
458 mt_962_use2018_best_save_rnk500_idxctrl -80.58 -29.65 46.93 60.86 46.93 -152.94 -214.73 -171.59 -116.04
459 mt_962_use2018_last_save_rnk500_idxctrl -81.04 -30.11 46.47 60.40 46.46 -153.40 -215.19 -172.05 -116.50
461 mt_962_use2020_last_save_rnk500_idxctrl -82.01 -31.08 45.49 59.43 45.49 -154.37 -216.16 -173.02 -117.47
463 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -82.94 -32.01 44.57 58.50 44.57 -155.30 -217.09 -173.95 -118.40
464 mt_961_use2022_last_save_rnk500_idxctrl -83.26 -32.33 44.24 58.18 44.24 -155.63 -217.41 -174.28 -118.72
465 mt_962_use2017_last_save_rnk500_idxctrl -83.33 -32.40 44.17 58.11 44.17 -155.70 -217.48 -174.35 -118.80
466 mt_962_use2009_last_save_rnk500_idxctrl -83.63 -32.70 43.88 57.81 43.88 -155.99 -217.78 -174.64 -119.09
467 mt_962_use2009_best_save_rnk500_idxctrl -83.65 -32.72 43.86 57.79 43.85 -156.01 -217.80 -174.66 -119.11
468 mt_961_use2023_last_save_rnk500_idxctrl -83.91 -32.98 43.60 57.54 43.60 -156.27 -218.06 -174.92 -119.37
469 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -84.56 -33.63 42.95 56.88 42.95 -156.92 -218.71 -175.57 -120.02
470 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -84.71 -33.78 42.80 56.74 42.80 -157.07 -218.86 -175.72 -120.17
471 mt_961_use2016_last_save_rnk500_idxctrl -84.83 -33.90 42.67 56.61 42.67 -157.20 -218.98 -175.85 -120.29
472 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -85.17 -34.24 42.33 56.27 42.33 -157.54 -219.32 -176.19 -120.63
474 mt_961_use2022_best_save_rnk500_idxctrl -85.82 -34.88 41.69 55.63 41.69 -158.18 -219.96 -176.83 -121.28
475 mt_962_use2011_best_save_rnk500_idxctrl -85.92 -34.99 41.59 55.53 41.59 -158.28 -220.07 -176.93 -121.38
476 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -86.34 -35.40 41.17 55.11 41.17 -158.70 -220.48 -177.35 -121.80
477 mt_961_use2023_best_save_rnk500_idxctrl -86.43 -35.50 41.07 55.01 41.07 -158.79 -220.58 -177.44 -121.89
478 mt_962_use2012_last_save_rnk500_idxctrl -86.45 -35.52 41.05 54.99 41.05 -158.81 -220.60 -177.46 -121.91
479 mt_961_use2016_best_save_rnk500_idxctrl -86.77 -35.84 40.74 54.67 40.73 -159.13 -220.92 -177.78 -122.23
480 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -86.77 -35.84 40.74 54.67 40.74 -159.13 -220.92 -177.78 -122.23
481 mt_962_use2011_last_save_rnk500_idxctrl -87.13 -36.20 40.38 54.31 40.38 -159.49 -221.28 -178.14 -122.59
485 mt_962_use2024_last_save_rnk500_idxctrl -89.98 -39.05 37.53 51.46 37.52 -162.34 -224.13 -180.99 -125.44
486 mt_962_use2023_best_save_rnk500_idxctrl -89.98 -39.05 37.53 51.47 37.53 -162.34 -224.13 -180.99 -125.44
490 mt_961_use2021_last_save_rnk500_idxctrl -91.36 -40.43 36.14 50.08 36.14 -163.73 -225.51 -182.38 -126.83
492 mt_961_use2018_best_save_rnk500_idxctrl -91.75 -40.82 35.76 49.69 35.76 -164.11 -225.90 -182.76 -127.21
494 mt_962_use2014_best_save_rnk500_idxctrl -94.41 -43.48 33.09 47.03 33.09 -166.78 -228.56 -185.43 -129.87
495 mt_962_use2022_last_save_rnk500_idxctrl -94.44 -43.50 33.07 47.01 33.07 -166.80 -228.58 -185.45 -129.90
496 mt_962_use2008_best_save_rnk500_idxctrl -94.90 -43.97 32.61 46.54 32.61 -167.26 -229.05 -185.91 -130.36
497 mt_962_use2021_last_save_rnk500_idxctrl -95.41 -44.48 32.10 46.04 32.10 -167.77 -229.56 -186.42 -130.87
498 mt_961_use2008_best_save_rnk500_idxctrl -95.93 -45.00 31.58 45.51 31.57 -168.29 -230.08 -186.94 -131.39
499 mt_962_use2008_last_save_rnk500_idxctrl -96.30 -45.37 31.21 45.14 31.21 -168.66 -230.45 -187.31 -131.76
501 mt_962_use2014_last_save_rnk500_idxctrl -99.10 -48.17 28.40 42.34 28.40 -171.47 -233.25 -190.12 -134.56
502 mt_961_use2014_best_save_rnk500_idxctrl -99.62 -48.69 27.88 41.82 27.88 -171.99 -233.77 -190.64 -135.08
503 mt_961_use2008_last_save_rnk500_idxctrl -100.12 -49.19 27.38 41.32 27.38 -172.48 -234.27 -191.13 -135.58
504 mt_962_use2024_best_save_rnk500_idxctrl -100.25 -49.32 27.26 41.19 27.25 -172.61 -234.40 -191.26 -135.71
505 mt_961_use2014_last_save_rnk500_idxctrl -102.67 -51.74 24.84 38.78 24.84 -175.03 -236.81 -193.68 -138.13
507 mt_961_use2024_best_save_rnk500_idxctrl -108.42 -57.49 19.09 33.02 19.08 -180.78 -242.57 -199.43 -143.88
508 mt_962_use2023_last_save_rnk500_idxctrl -110.68 -59.75 16.82 30.76 16.82 -183.05 -244.83 -201.70 -146.15
510 mt_961_use2024_last_save_rnk500_idxctrl -113.38 -62.45 14.12 28.06 14.12 -185.74 -247.53 -204.40 -148.84