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_20251126_155056
3 mt_962_use2020_best_save_rnk500_idxctrl 87.75 63.93 86.24 22.55 86.24 155.84 280.55 295.46 336.90
7 mt_962_use2022_best_save_rnk500_idxctrl 76.08 52.25 74.57 10.87 74.56 144.16 268.87 283.78 325.23
8 mt_962_use2015_best_save_rnk500_idxctrl 71.24 47.42 69.73 6.03 69.73 139.33 264.04 278.95 320.39
10 mt_962_use2020_last_save_rnk500_idxctrl 66.95 43.13 65.44 1.74 65.44 135.04 259.75 274.66 316.10
13 mt_962_use2021_best_save_rnk500_idxctrl 62.34 38.51 60.83 -2.87 60.82 130.42 255.13 270.04 311.49
18 mt_962_use2023_last_save_rnk500_idxctrl 58.44 34.62 56.93 -6.77 56.92 126.53 251.23 266.14 307.59
19 mt_962_use2019_best_save_rnk500_idxctrl 55.55 31.73 54.04 -9.66 54.04 123.64 248.35 263.26 304.70
20 mt_961_use2019_best_save_rnk500_idxctrl 54.52 30.70 53.01 -10.69 53.01 122.61 247.31 262.23 303.67
21 mt_962_use2021_last_save_rnk500_idxctrl 53.72 29.90 52.21 -11.49 52.21 121.81 246.51 261.43 302.87
24 mt_962_use2019_last_save_rnk500_idxctrl 52.46 28.64 50.95 -12.75 50.95 120.55 245.25 260.17 301.61
27 mt_962_use2023_best_save_rnk500_idxctrl 51.90 28.08 50.39 -13.31 50.39 119.99 244.69 259.61 301.05
28 mt_962_use2022_last_save_rnk500_idxctrl 51.74 27.92 50.23 -13.47 50.23 119.83 244.53 259.45 300.89
30 mt_961_use2020_last_save_rnk500_idxctrl 48.88 25.06 47.37 -16.33 47.37 116.97 241.68 256.59 298.03
32 mt_961_use2020_best_save_rnk500_idxctrl 47.51 23.69 46.00 -17.70 46.00 115.60 240.30 255.21 296.66
34 mt_962_use2018_best_save_rnk500_idxctrl 46.74 22.92 45.23 -18.47 45.23 114.83 239.53 254.44 295.89
37 mt_962_use2015_last_save_rnk500_idxctrl 44.32 20.50 42.81 -20.89 42.80 112.40 237.11 252.02 293.47
40 mt_961_use2021_best_save_rnk500_idxctrl 42.79 18.97 41.28 -22.42 41.28 110.88 235.59 250.50 291.94
41 mt_962_use2017_best_save_rnk500_idxctrl 42.41 18.59 40.90 -22.79 40.90 110.50 235.21 250.12 291.56
42 mt_962_use2024_last_save_rnk500_idxctrl 42.17 18.34 40.66 -23.04 40.65 110.25 234.96 249.87 291.32
43 mt_961_use2019_last_save_rnk500_idxctrl 41.74 17.92 40.23 -23.47 40.23 109.83 234.53 249.44 290.89
48 mt_962_use2016_last_save_rnk500_idxctrl 39.24 15.42 37.73 -25.96 37.73 107.33 232.04 246.95 288.39
51 mt_962_use2024_best_save_rnk500_idxctrl 36.32 12.50 34.81 -28.89 34.81 104.41 229.12 244.03 285.47
53 mt_962_use2012_best_save_rnk500_idxctrl 35.63 11.81 34.12 -29.58 34.12 103.72 228.42 243.33 284.78
61 mt_962_use2013_best_save_rnk500_idxctrl 31.23 7.41 29.72 -33.98 29.72 99.32 224.02 238.93 280.38
66 mt_961_use2013_best_save_rnk500_idxctrl 29.42 5.60 27.91 -35.79 27.91 97.51 222.22 237.13 278.57
78 mt_962_use2017_last_save_rnk500_idxctrl 23.76 -0.06 22.25 -41.45 22.25 91.85 216.55 231.47 272.91
89 mt_962_use2013_last_save_rnk500_idxctrl 20.15 -3.67 18.64 -45.06 18.64 88.24 212.94 227.86 269.30
95 mt_962_use2018_last_save_rnk500_idxctrl 18.06 -5.76 16.55 -47.14 16.55 86.15 210.86 225.77 267.21
119 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 11.00 -12.82 9.49 -54.20 9.49 79.09 203.80 218.71 260.15
120 mt_961_use2013_last_save_rnk500_idxctrl 10.96 -12.86 9.45 -54.25 9.45 79.05 203.75 218.67 260.11
122 multin_zz500_61001_idxctrl_zz500_pv 10.56 -13.26 9.05 -54.65 9.05 78.65 203.36 218.27 259.71
123 multin_zz1000_61001_idxctrl_top3800_pv 10.29 -13.53 8.78 -54.92 8.78 78.38 203.08 217.99 259.44
129 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 9.59 -14.23 8.08 -55.62 8.08 77.68 202.39 217.30 258.74
130 mt_962_use2011_best_save_rnk500_idxctrl 8.70 -15.12 7.19 -56.51 7.19 76.79 201.49 216.40 257.85
131 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 8.60 -15.23 7.09 -56.61 7.08 76.68 201.39 216.30 257.75
132 multin_zz500_61004_idxctrl_zz500_pv 8.20 -15.63 6.68 -57.01 6.68 76.28 200.99 215.90 257.35
133 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 8.15 -15.67 6.64 -57.05 6.64 76.24 200.95 215.86 257.30
134 mt_961_use2017_best_save_rnk500_idxctrl 7.91 -15.91 6.40 -57.30 6.40 76.00 200.71 215.62 257.06
135 multin_zz500_61002_idxctrl_zz500_pv 7.75 -16.07 6.24 -57.46 6.24 75.84 200.54 215.46 256.90
136 multin_zz1000_61004_idxctrl_top3800_pv 7.66 -16.16 6.15 -57.55 6.15 75.75 200.45 215.37 256.81
137 mt_961_use2021_last_save_rnk500_idxctrl 7.06 -16.76 5.55 -58.15 5.55 75.15 199.85 214.77 256.21
141 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 6.64 -17.18 5.13 -58.57 5.13 74.73 199.44 214.35 255.79
142 mt_961_use2017_last_save_rnk500_idxctrl 6.28 -17.55 4.77 -58.93 4.76 74.36 199.07 213.98 255.43
149 multin_zz1000_61002_idxctrl_top3800_pv 5.49 -18.34 3.97 -59.72 3.97 73.57 198.28 213.19 254.63
152 multin_zz1000_61001_idxctrl_pv_rm_blc 5.25 -18.57 3.74 -59.95 3.74 73.34 198.05 212.96 254.40
154 multin_zz1000_61001_idxctrl_pv 4.95 -18.88 3.44 -60.26 3.43 73.03 197.74 212.65 254.10
158 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 4.30 -19.52 2.79 -60.91 2.79 72.39 197.09 212.00 253.45
160 multin_zz1000_61001_idxctrl_50010002000_pv 4.04 -19.78 2.53 -61.17 2.53 72.13 196.84 211.75 253.19
168 mt_961_use2015_best_save_rnk500_idxctrl 3.47 -20.35 1.96 -61.74 1.96 71.56 196.27 211.18 252.62
170 mt_962_use2012_last_save_rnk500_idxctrl 3.16 -20.67 1.65 -62.05 1.64 71.24 195.95 210.86 252.31
172 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 3.07 -20.75 1.56 -62.14 1.56 71.16 195.86 210.77 252.22
174 mt_961_use2012_best_save_rnk500_idxctrl 2.91 -20.91 1.40 -62.30 1.40 71.00 195.71 210.62 252.06
176 multin_zz1000_61004_idxctrl_pv_rm_blc 2.86 -20.96 1.35 -62.35 1.35 70.95 195.65 210.57 252.01
177 multin_zz1000_61002_idxctrl_pv_rm_blc 2.86 -20.96 1.35 -62.35 1.35 70.95 195.65 210.57 252.01
178 mt_961_use2012_last_save_rnk500_idxctrl 2.72 -21.10 1.21 -62.48 1.21 70.81 195.52 210.43 251.87
179 multin_zz1000_61004_idxctrl_pv 2.61 -21.21 1.10 -62.59 1.10 70.70 195.41 210.32 251.76
180 multin_zz1000_61002_idxctrl_pv 2.61 -21.21 1.10 -62.59 1.10 70.70 195.41 210.32 251.76
183 mt_961_use2022_best_save_rnk500_idxctrl 1.84 -21.98 0.33 -63.37 0.33 69.93 194.63 209.55 250.99
184 mt_961_use2022_last_save_rnk500_idxctrl 1.80 -22.03 0.29 -63.41 0.28 69.88 194.59 209.50 250.95
187 mt_961_use2023_last_save_rnk500_idxctrl 1.42 -22.41 -0.10 -63.79 -0.10 69.50 194.21 209.12 250.57
188 multin_zz1000_61004_idxctrl_50010002000_pv 0.96 -22.86 -0.55 -64.25 -0.55 69.05 193.75 208.66 250.11
189 mt_961_use2009_best_save_rnk500_idxctrl 0.94 -22.88 -0.57 -64.27 -0.57 69.03 193.73 208.65 250.09
191 multin_zz1000_61002_idxctrl_50010002000_pv 0.67 -23.15 -0.84 -64.54 -0.84 68.76 193.47 208.38 249.82
193 mt_961_use2016_last_save_rnk500_idxctrl 0.55 -23.27 -0.96 -64.65 -0.96 68.64 193.35 208.26 249.70
195 mt_961_use2016_best_save_rnk500_idxctrl 0.29 -23.54 -1.23 -64.92 -1.23 68.37 193.08 207.99 249.44
198 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -0.15 -23.97 -1.66 -65.36 -1.66 67.94 192.64 207.56 249.00
200 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -0.56 -24.38 -2.07 -65.76 -2.07 67.53 192.24 207.15 248.59
201 mt_962_use2010_last_save_rnk500_idxctrl -1.38 -25.20 -2.89 -66.58 -2.89 66.71 191.42 206.33 247.77
203 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -1.60 -25.42 -3.11 -66.80 -3.11 66.49 191.20 206.11 247.55
204 mt_961_use2009_last_save_rnk500_idxctrl -1.60 -25.42 -3.11 -66.81 -3.11 66.49 191.19 206.11 247.55
206 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -2.13 -25.95 -3.64 -67.33 -3.64 65.96 190.67 205.58 247.02
207 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -2.18 -26.00 -3.69 -67.39 -3.69 65.91 190.62 205.53 246.97
209 multin_zz1000_61001_idxctrl_zz1000_pv -2.43 -26.25 -3.94 -67.64 -3.94 65.66 190.37 205.28 246.72
210 mt_961_use2014_best_save_rnk500_idxctrl -2.60 -26.42 -4.11 -67.80 -4.11 65.49 190.20 205.11 246.55
211 mt_962_use2008_last_save_rnk500_idxctrl -2.61 -26.43 -4.12 -67.82 -4.12 65.48 190.18 205.10 246.54
212 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -2.71 -26.53 -4.22 -67.92 -4.22 65.38 190.08 205.00 246.44
213 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -2.98 -26.80 -4.49 -68.19 -4.49 65.11 189.81 204.73 246.17
214 mt_961_use2010_last_save_rnk500_idxctrl -3.05 -26.88 -4.57 -68.26 -4.57 65.03 189.74 204.65 246.10
215 mt_961_use2018_last_save_rnk500_idxctrl -3.16 -26.98 -4.67 -68.37 -4.67 64.93 189.63 204.55 245.99
216 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -3.26 -27.08 -4.77 -68.47 -4.77 64.83 189.53 204.45 245.89
217 multin_zz1000_61004_idxctrl_zz1000_pv -3.28 -27.10 -4.79 -68.49 -4.79 64.81 189.52 204.43 245.87
218 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -3.29 -27.11 -4.80 -68.50 -4.80 64.80 189.50 204.41 245.86
219 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -3.35 -27.17 -4.86 -68.56 -4.86 64.74 189.44 204.36 245.80
221 multin_zz1000_61002_idxctrl_zz1000_pv -3.61 -27.43 -5.12 -68.82 -5.12 64.48 189.18 204.09 245.54
223 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -3.83 -27.65 -5.34 -69.03 -5.34 64.26 188.97 203.88 245.32
230 mt_961_use2011_last_save_rnk500_idxctrl -4.57 -28.39 -6.08 -69.78 -6.08 63.52 188.23 203.14 244.58
234 mt_961_use2014_last_save_rnk500_idxctrl -5.24 -29.06 -6.75 -70.44 -6.75 62.85 187.56 202.47 243.91
237 mt_962_use2008_best_save_rnk500_idxctrl -5.97 -29.79 -7.48 -71.18 -7.48 62.12 186.82 201.73 243.18
242 mt_961_use2015_last_save_rnk500_idxctrl -6.94 -30.76 -8.45 -72.15 -8.45 61.15 185.85 200.77 242.21
245 multin_zz1000_61001_idxctrl_pv_rm_fnd -7.14 -30.96 -8.65 -72.35 -8.65 60.95 185.66 200.57 242.01
247 mt_961_use2024_best_save_rnk500_idxctrl -7.66 -31.48 -9.17 -72.87 -9.17 60.43 185.13 200.05 241.49
248 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -7.67 -31.49 -9.18 -72.87 -9.18 60.42 185.13 200.04 241.48
249 mt_962_use2009_best_save_rnk500_idxctrl -7.69 -31.51 -9.20 -72.90 -9.20 60.40 185.11 200.02 241.46
250 mt_961_use2010_best_save_rnk500_idxctrl -8.19 -32.01 -9.70 -73.40 -9.70 59.90 184.60 199.51 240.96
253 multin_zz1000_61004_idxctrl_pv_rm_fnd -8.32 -32.14 -9.83 -73.53 -9.83 59.77 184.48 199.39 240.83
254 multin_zz1000_61002_idxctrl_pv_rm_fnd -8.32 -32.14 -9.83 -73.53 -9.83 59.77 184.48 199.39 240.83
256 mt_962_use2009_last_save_rnk500_idxctrl -8.46 -32.28 -9.97 -73.67 -9.98 59.62 184.33 199.24 240.69
260 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -8.89 -32.71 -10.40 -74.10 -10.40 59.20 183.90 198.82 240.26
261 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -8.89 -32.71 -10.40 -74.10 -10.40 59.20 183.90 198.82 240.26
266 mt_961_use2008_last_save_rnk500_idxctrl -10.28 -34.11 -11.80 -75.49 -11.80 57.80 182.51 197.42 238.87
267 mt_962_use2014_last_save_rnk500_idxctrl -10.49 -34.31 -12.00 -75.70 -12.00 57.60 182.30 197.21 238.66
268 mt_962_use2010_best_save_rnk500_idxctrl -10.49 -34.31 -12.00 -75.70 -12.00 57.60 182.31 197.22 238.66
269 mt_961_use2024_last_save_rnk500_idxctrl -10.68 -34.50 -12.19 -75.89 -12.19 57.41 182.12 197.03 238.47
272 mt_961_use2011_best_save_rnk500_idxctrl -11.01 -34.83 -12.52 -76.22 -12.52 57.08 181.78 196.69 238.14
273 mt_961_use2008_best_save_rnk500_idxctrl -11.07 -34.89 -12.58 -76.28 -12.58 57.02 181.73 196.64 238.08
281 mt_962_use2014_best_save_rnk500_idxctrl -13.17 -36.99 -14.68 -78.37 -14.68 54.92 179.63 194.54 235.98
283 mt_961_use2018_best_save_rnk500_idxctrl -14.78 -38.61 -16.29 -79.99 -16.30 53.30 178.01 192.92 234.37
284 mt_961_use2023_best_save_rnk500_idxctrl -15.05 -38.87 -16.56 -80.26 -16.56 53.04 177.74 192.66 234.10
287 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -15.73 -39.55 -17.24 -80.94 -17.24 52.36 177.07 191.98 233.42
288 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -15.79 -39.61 -17.30 -80.99 -17.30 52.30 177.01 191.92 233.36
289 mt_962_use2011_last_save_rnk500_idxctrl -15.88 -39.70 -17.39 -81.09 -17.39 52.21 176.91 191.82 233.27
290 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -16.20 -40.02 -17.71 -81.41 -17.71 51.89 176.59 191.51 232.95
292 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -16.97 -40.79 -18.48 -82.18 -18.48 51.12 175.82 190.74 232.18
293 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -17.05 -40.87 -18.56 -82.26 -18.56 51.04 175.75 190.66 232.10
295 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -17.46 -41.28 -18.97 -82.67 -18.97 50.63 175.33 190.25 231.69
303 mt_962_use2016_best_save_rnk500_idxctrl -21.48 -45.31 -23.00 -86.69 -23.00 46.60 171.31 186.22 227.66
311 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -23.35 -47.17 -24.86 -88.56 -24.86 44.74 169.44 184.36 225.80
312 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -23.44 -47.26 -24.95 -88.64 -24.95 44.65 169.36 184.27 225.71
318 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -25.15 -48.97 -26.66 -90.36 -26.66 42.94 167.64 182.56 224.00
319 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -25.24 -49.06 -26.75 -90.45 -26.75 42.85 167.56 182.47 223.91
321 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -25.79 -49.61 -27.30 -91.00 -27.30 42.30 167.01 181.92 223.36
322 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -26.44 -50.26 -27.95 -91.65 -27.95 41.65 166.36 181.27 222.71
326 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -27.80 -51.62 -29.31 -93.01 -29.31 40.29 164.99 179.91 221.35
328 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -27.95 -51.77 -29.46 -93.16 -29.46 40.14 164.84 179.76 221.20
331 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -28.61 -52.43 -30.12 -93.82 -30.12 39.48 164.18 179.10 220.54
332 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -28.62 -52.45 -30.13 -93.83 -30.14 39.46 164.17 179.08 220.53
335 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -29.96 -53.78 -31.47 -95.17 -31.47 38.13 162.83 177.75 219.19
338 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -30.63 -54.45 -32.14 -95.84 -32.14 37.46 162.16 177.08 218.52