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_20251125_151522
17 mt_962_use2024_last_save_rnk500_idxctrl 55.19 60.56 194.08 96.45 194.08 42.89 -31.41 -28.27 39.86
21 mt_962_use2023_best_save_rnk500_idxctrl 48.81 54.18 187.70 90.07 187.70 36.51 -37.78 -34.65 33.48
26 mt_962_use2024_best_save_rnk500_idxctrl 42.91 48.28 181.80 84.17 181.80 30.61 -43.68 -40.55 27.58
27 mt_962_use2020_best_save_rnk500_idxctrl 42.63 47.99 181.52 83.88 181.52 30.33 -43.97 -40.84 27.29
36 mt_962_use2023_last_save_rnk500_idxctrl 38.42 43.78 177.30 79.67 177.31 26.12 -48.18 -45.05 23.08
39 mt_962_use2022_last_save_rnk500_idxctrl 36.15 41.52 175.04 77.41 175.04 23.85 -50.45 -47.31 20.82
49 mt_962_use2015_best_save_rnk500_idxctrl 31.58 36.95 170.47 72.84 170.47 19.28 -55.01 -51.88 16.25
60 mt_962_use2014_last_save_rnk500_idxctrl 26.16 31.52 165.05 67.42 165.05 13.86 -60.44 -57.31 10.83
68 mt_962_use2014_best_save_rnk500_idxctrl 23.59 28.96 162.48 64.85 162.48 11.29 -63.01 -59.87 8.26
70 mt_962_use2013_best_save_rnk500_idxctrl 23.34 28.70 162.22 64.59 162.23 11.04 -63.26 -60.13 8.00
73 mt_962_use2017_best_save_rnk500_idxctrl 22.16 27.52 161.04 63.41 161.05 9.86 -64.44 -61.31 6.82
74 mt_962_use2022_best_save_rnk500_idxctrl 21.50 26.86 160.39 62.76 160.39 9.20 -65.10 -61.97 6.17
75 mt_962_use2021_last_save_rnk500_idxctrl 21.37 26.73 160.26 62.62 160.26 9.07 -65.23 -62.10 6.03
91 mt_962_use2021_best_save_rnk500_idxctrl 19.35 24.72 158.24 60.61 158.24 7.05 -67.25 -64.11 4.02
93 mt_962_use2012_last_save_rnk500_idxctrl 18.22 23.58 157.11 59.48 157.11 5.92 -68.38 -65.25 2.89
108 mt_962_use2013_last_save_rnk500_idxctrl 15.29 20.65 154.18 56.54 154.18 2.99 -71.31 -68.18 -0.05
118 mt_962_use2020_last_save_rnk500_idxctrl 14.32 19.68 153.21 55.58 153.21 2.02 -72.28 -69.15 -1.01
125 mt_962_use2015_last_save_rnk500_idxctrl 11.60 16.96 150.49 52.86 150.49 -0.70 -75.00 -71.87 -3.73
138 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 10.08 15.44 148.97 51.34 148.97 -2.22 -76.52 -73.39 -5.25
142 mt_962_use2012_best_save_rnk500_idxctrl 9.67 15.03 148.56 50.93 148.56 -2.63 -76.93 -73.80 -5.66
156 multin_zz1000_61001_idxctrl_top3800_pv 7.73 13.09 146.61 48.98 146.62 -4.57 -78.87 -75.74 -7.61
158 mt_962_use2016_last_save_rnk500_idxctrl 7.69 13.06 146.58 48.95 146.58 -4.61 -78.91 -75.77 -7.64
159 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 7.61 12.97 146.50 48.87 146.50 -4.69 -78.99 -75.86 -7.72
163 mt_961_use2015_last_save_rnk500_idxctrl 6.73 12.09 145.61 47.98 145.62 -5.57 -79.87 -76.74 -8.61
166 mt_962_use2017_last_save_rnk500_idxctrl 6.69 12.05 145.58 47.95 145.58 -5.61 -79.91 -76.78 -8.64
174 multin_zz1000_61001_idxctrl_50010002000_pv 5.90 11.26 144.78 47.15 144.78 -6.40 -80.70 -77.57 -9.44
180 mt_961_use2015_best_save_rnk500_idxctrl 4.88 10.24 143.76 46.13 143.77 -7.42 -81.72 -78.59 -10.46
181 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 4.76 10.13 143.65 46.02 143.65 -7.54 -81.84 -78.70 -10.57
192 mt_961_use2023_last_save_rnk500_idxctrl 4.19 9.55 143.08 45.45 143.08 -8.11 -82.41 -79.28 -11.14
193 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 4.12 9.49 143.01 45.38 143.01 -8.18 -82.48 -79.34 -11.21
194 mt_961_use2021_best_save_rnk500_idxctrl 4.07 9.43 142.96 45.33 142.96 -8.23 -82.53 -79.40 -11.26
197 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 3.73 9.09 142.62 44.98 142.62 -8.57 -82.87 -79.74 -11.60
198 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 3.68 9.04 142.57 44.94 142.57 -8.62 -82.92 -79.79 -11.65
205 multin_zz1000_61004_idxctrl_50010002000_pv 2.24 7.60 141.12 43.49 141.12 -10.06 -84.36 -81.23 -13.10
210 multin_zz1000_61004_idxctrl_top3800_pv 1.76 7.12 140.65 43.01 140.65 -10.54 -84.84 -81.71 -13.58
212 mt_962_use2019_best_save_rnk500_idxctrl 1.61 6.97 140.50 42.87 140.50 -10.69 -84.99 -81.86 -13.72
216 multin_zz1000_61002_idxctrl_top3800_pv 1.24 6.60 140.13 42.50 140.13 -11.06 -85.36 -82.23 -14.09
217 multin_zz1000_61002_idxctrl_50010002000_pv 1.17 6.53 140.06 42.43 140.06 -11.13 -85.43 -82.30 -14.16
222 mt_962_use2019_last_save_rnk500_idxctrl -0.27 5.09 138.62 40.99 138.62 -12.57 -86.87 -83.74 -15.60
252 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -4.82 0.54 134.07 36.44 134.07 -17.12 -91.42 -88.29 -20.15
254 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -5.19 0.18 133.70 36.07 133.70 -17.49 -91.79 -88.65 -20.52
265 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -7.16 -1.80 131.73 34.09 131.73 -19.46 -93.76 -90.63 -22.49
270 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -7.54 -2.18 131.35 33.72 131.35 -19.84 -94.14 -91.01 -22.87
277 mt_961_use2023_best_save_rnk500_idxctrl -8.42 -3.06 130.46 32.83 130.46 -20.72 -95.02 -91.89 -23.76
278 mt_961_use2019_best_save_rnk500_idxctrl -8.49 -3.13 130.40 32.77 130.40 -20.79 -95.09 -91.96 -23.82
285 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -9.75 -4.39 129.14 31.51 129.14 -22.05 -96.35 -93.22 -25.08
292 multin_zz1000_61001_idxctrl_zz1000_pv -10.18 -4.82 128.71 31.08 128.71 -22.48 -96.78 -93.65 -25.51
293 mt_962_use2010_last_save_rnk500_idxctrl -10.23 -4.87 128.65 31.02 128.65 -22.53 -96.83 -93.70 -25.57
294 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -10.52 -5.15 128.37 30.74 128.37 -22.82 -97.11 -93.98 -25.85
295 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -10.66 -5.30 128.23 30.60 128.23 -22.96 -97.26 -94.13 -25.99
296 mt_961_use2024_last_save_rnk500_idxctrl -10.70 -5.34 128.19 30.56 128.19 -23.00 -97.30 -94.17 -26.03
299 mt_961_use2024_best_save_rnk500_idxctrl -10.73 -5.37 128.16 30.53 128.16 -23.03 -97.33 -94.20 -26.06
301 multin_zz1000_61004_idxctrl_zz1000_pv -11.08 -5.72 127.81 30.18 127.81 -23.38 -97.68 -94.55 -26.41
305 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -11.92 -6.56 126.97 29.34 126.97 -24.22 -98.52 -95.39 -27.25
306 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -12.10 -6.74 126.79 29.16 126.79 -24.40 -98.70 -95.57 -27.43
307 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -12.15 -6.79 126.74 29.11 126.74 -24.45 -98.75 -95.62 -27.48
312 multin_zz1000_61002_idxctrl_zz1000_pv -12.40 -7.04 126.48 28.85 126.49 -24.70 -99.00 -95.87 -27.74
315 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -12.94 -7.58 125.95 28.32 125.95 -25.24 -99.54 -96.41 -28.27
316 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -12.96 -7.60 125.93 28.30 125.93 -25.26 -99.56 -96.43 -28.29
319 mt_961_use2014_best_save_rnk500_idxctrl -13.20 -7.84 125.68 28.05 125.68 -25.50 -99.80 -96.67 -28.54
328 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -14.26 -8.89 124.63 27.00 124.63 -26.56 -100.86 -97.72 -29.59
330 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -14.36 -9.00 124.53 26.90 124.53 -26.66 -100.96 -97.83 -29.69
334 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -15.07 -9.70 123.82 26.19 123.82 -27.37 -101.67 -98.53 -30.40
335 mt_961_use2014_last_save_rnk500_idxctrl -15.30 -9.94 123.58 25.95 123.58 -27.60 -101.90 -98.77 -30.64
346 mt_961_use2019_last_save_rnk500_idxctrl -17.41 -12.05 121.47 23.84 121.48 -29.71 -104.01 -100.88 -32.75
351 mt_961_use2022_last_save_rnk500_idxctrl -18.92 -13.56 119.97 22.33 119.97 -31.22 -105.52 -102.39 -34.26
359 multin_zz1000_61001_idxctrl_pv_rm_blc -19.57 -14.21 119.31 21.68 119.31 -31.87 -106.17 -103.04 -34.91
360 multin_zz1000_61001_idxctrl_pv -19.66 -14.29 119.23 21.60 119.23 -31.96 -106.26 -103.12 -34.99
374 multin_zz1000_61002_idxctrl_pv_rm_blc -21.23 -15.87 117.66 20.03 117.66 -33.53 -107.83 -104.70 -36.56
375 multin_zz1000_61004_idxctrl_pv_rm_blc -21.23 -15.87 117.66 20.03 117.66 -33.53 -107.83 -104.70 -36.56
376 multin_zz1000_61002_idxctrl_pv -21.36 -16.00 117.53 19.90 117.53 -33.66 -107.96 -104.83 -36.69
377 multin_zz1000_61004_idxctrl_pv -21.36 -16.00 117.53 19.90 117.53 -33.66 -107.96 -104.83 -36.69
378 mt_961_use2020_last_save_rnk500_idxctrl -21.38 -16.02 117.51 19.88 117.51 -33.68 -107.98 -104.85 -36.71
384 mt_962_use2018_best_save_rnk500_idxctrl -22.58 -17.22 116.31 18.67 116.31 -34.88 -109.18 -106.05 -37.92
389 mt_961_use2010_last_save_rnk500_idxctrl -23.94 -18.58 114.94 17.31 114.94 -36.24 -110.54 -107.41 -39.28
393 mt_961_use2020_best_save_rnk500_idxctrl -25.15 -19.79 113.74 16.11 113.74 -37.45 -111.75 -108.62 -40.48
394 mt_961_use2017_last_save_rnk500_idxctrl -25.26 -19.90 113.62 15.99 113.63 -37.56 -111.86 -108.73 -40.60
398 mt_961_use2011_best_save_rnk500_idxctrl -26.99 -21.63 111.90 14.27 111.90 -39.29 -113.59 -110.46 -42.32
401 mt_961_use2016_best_save_rnk500_idxctrl -27.23 -21.87 111.66 14.02 111.66 -39.53 -113.83 -110.70 -42.56
403 mt_962_use2011_last_save_rnk500_idxctrl -27.89 -22.52 111.00 13.37 111.00 -40.19 -114.49 -111.35 -43.22
404 mt_961_use2021_last_save_rnk500_idxctrl -27.90 -22.54 110.99 13.35 110.99 -40.20 -114.50 -111.37 -43.24
405 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -28.15 -22.78 110.74 13.11 110.74 -40.45 -114.75 -111.61 -43.48
406 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -28.33 -22.97 110.56 12.93 110.56 -40.63 -114.93 -111.80 -43.66
408 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -28.40 -23.04 110.48 12.85 110.48 -40.70 -115.00 -111.87 -43.74
410 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -28.55 -23.19 110.34 12.71 110.34 -40.85 -115.15 -112.02 -43.88
411 multin_zz500_61001_idxctrl_zz500_pv -28.66 -23.30 110.22 12.59 110.22 -40.96 -115.26 -112.13 -44.00
412 mt_962_use2010_best_save_rnk500_idxctrl -28.68 -23.32 110.20 12.57 110.21 -40.98 -115.28 -112.15 -44.02
413 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -28.74 -23.38 110.15 12.52 110.15 -41.04 -115.34 -112.21 -44.07
415 multin_zz500_61004_idxctrl_zz500_pv -28.93 -23.57 109.96 12.33 109.96 -41.23 -115.53 -112.40 -44.26
416 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -29.05 -23.69 109.84 12.21 109.84 -41.35 -115.65 -112.52 -44.38
417 mt_961_use2022_best_save_rnk500_idxctrl -29.05 -23.69 109.83 12.20 109.84 -41.35 -115.65 -112.52 -44.39
418 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -29.24 -23.88 109.65 12.02 109.65 -41.54 -115.84 -112.71 -44.57
419 mt_961_use2017_best_save_rnk500_idxctrl -29.44 -24.08 109.45 11.82 109.45 -41.74 -116.04 -112.91 -44.77
422 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -29.79 -24.42 109.10 11.47 109.10 -42.09 -116.39 -113.25 -45.12
424 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -29.84 -24.47 109.05 11.42 109.05 -42.14 -116.44 -113.30 -45.17
426 multin_zz500_61002_idxctrl_zz500_pv -30.17 -24.80 108.72 11.09 108.72 -42.47 -116.77 -113.63 -45.50
427 mt_961_use2016_last_save_rnk500_idxctrl -30.29 -24.92 108.60 10.97 108.60 -42.59 -116.89 -113.75 -45.62
446 mt_961_use2013_best_save_rnk500_idxctrl -34.66 -29.30 104.22 6.59 104.23 -46.96 -121.26 -118.13 -50.00
448 mt_961_use2010_best_save_rnk500_idxctrl -35.96 -30.60 102.93 5.30 102.93 -48.26 -122.56 -119.43 -51.29
451 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -37.05 -31.68 101.84 4.21 101.84 -49.35 -123.64 -120.51 -52.38
455 multin_zz1000_61001_idxctrl_pv_rm_fnd -37.63 -32.27 101.25 3.62 101.26 -49.93 -124.23 -121.10 -52.97
456 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -37.92 -32.56 100.97 3.33 100.97 -50.22 -124.52 -121.39 -53.26
457 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -37.92 -32.56 100.97 3.33 100.97 -50.22 -124.52 -121.39 -53.26
460 multin_zz1000_61004_idxctrl_pv_rm_fnd -38.52 -33.15 100.37 2.74 100.37 -50.82 -125.12 -121.98 -53.85
461 multin_zz1000_61002_idxctrl_pv_rm_fnd -38.52 -33.15 100.37 2.74 100.37 -50.82 -125.12 -121.98 -53.85
462 mt_961_use2013_last_save_rnk500_idxctrl -39.60 -34.24 99.29 1.65 99.29 -51.90 -126.20 -123.07 -54.93
473 mt_961_use2008_last_save_rnk500_idxctrl -42.50 -37.14 96.39 -1.24 96.39 -54.80 -129.10 -125.97 -57.83
476 mt_961_use2009_best_save_rnk500_idxctrl -44.00 -38.64 94.88 -2.75 94.89 -56.30 -130.60 -127.47 -59.34
479 mt_962_use2011_best_save_rnk500_idxctrl -44.72 -39.35 94.17 -3.46 94.17 -57.02 -131.32 -128.18 -60.05
480 mt_961_use2009_last_save_rnk500_idxctrl -44.78 -39.42 94.10 -3.53 94.10 -57.08 -131.38 -128.25 -60.12
481 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -45.00 -39.63 93.89 -3.74 93.89 -57.30 -131.60 -128.46 -60.33
485 mt_962_use2018_last_save_rnk500_idxctrl -45.17 -39.81 93.72 -3.91 93.72 -57.47 -131.77 -128.64 -60.50
486 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -45.17 -39.81 93.72 -3.91 93.72 -57.47 -131.77 -128.64 -60.50
487 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -45.67 -40.31 93.22 -4.41 93.22 -57.97 -132.27 -129.14 -61.00
490 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -46.19 -40.83 92.70 -4.93 92.70 -58.49 -132.79 -129.66 -61.52
492 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -46.34 -40.98 92.55 -5.08 92.55 -58.64 -132.94 -129.81 -61.67
493 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -46.87 -41.50 92.02 -5.61 92.02 -59.17 -133.46 -130.33 -62.20
494 mt_962_use2016_best_save_rnk500_idxctrl -47.54 -42.18 91.35 -6.28 91.35 -59.84 -134.14 -131.01 -62.87
499 mt_961_use2012_last_save_rnk500_idxctrl -50.69 -45.32 88.20 -9.43 88.20 -62.99 -137.29 -134.15 -66.02
500 mt_961_use2011_last_save_rnk500_idxctrl -50.96 -45.60 87.93 -9.70 87.93 -63.26 -137.56 -134.43 -66.29
509 mt_962_use2009_last_save_rnk500_idxctrl -57.45 -52.09 81.43 -16.20 81.44 -69.75 -144.05 -140.92 -72.79
510 mt_961_use2012_best_save_rnk500_idxctrl -57.93 -52.57 80.96 -16.67 80.96 -70.23 -144.53 -141.40 -73.26
514 mt_961_use2018_last_save_rnk500_idxctrl -59.41 -54.05 79.48 -18.15 79.48 -71.71 -146.01 -142.88 -74.74
515 mt_962_use2009_best_save_rnk500_idxctrl -61.24 -55.87 77.65 -19.98 77.65 -73.54 -147.84 -144.70 -76.57
516 mt_961_use2008_best_save_rnk500_idxctrl -62.85 -57.48 76.04 -21.59 76.04 -75.15 -149.45 -146.31 -78.18
518 mt_962_use2008_last_save_rnk500_idxctrl -66.28 -60.91 72.61 -25.02 72.61 -78.58 -152.88 -149.74 -81.61
520 mt_962_use2008_best_save_rnk500_idxctrl -68.94 -63.58 69.95 -27.68 69.95 -81.24 -155.54 -152.41 -84.27
523 mt_961_use2018_best_save_rnk500_idxctrl -78.93 -73.56 59.96 -37.67 59.96 -91.23 -165.53 -162.39 -94.26