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_20251127_161730
172 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -3.41 13.70 49.81 17.86 49.81 -24.14 60.72 62.56 121.22
174 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -4.33 12.77 48.88 16.93 48.88 -25.07 59.79 61.63 120.29
175 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -4.83 12.28 48.39 16.44 48.39 -25.56 59.30 61.14 119.80
177 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -5.17 11.93 48.04 16.09 48.04 -25.91 58.95 60.79 119.45
179 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -5.54 11.57 47.68 15.73 47.68 -26.27 58.59 60.43 119.09
184 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -6.39 10.72 46.83 14.88 46.83 -27.12 57.74 59.58 118.24
187 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -6.83 10.27 46.38 14.43 46.38 -27.57 57.30 59.13 117.80
188 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -6.94 10.16 46.27 14.32 46.27 -27.68 57.19 59.02 117.69
190 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -7.24 9.86 45.97 14.02 45.97 -27.98 56.88 58.72 117.38
191 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -7.26 9.85 45.96 14.01 45.96 -27.99 56.87 58.71 117.37
194 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -7.54 9.56 45.67 13.72 45.67 -28.28 56.58 58.42 117.08
199 multin_zz1000_61001_idxctrl_50010002000_pv -7.96 9.14 45.25 13.30 45.25 -28.70 56.16 58.00 116.66
207 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -9.07 8.04 44.15 12.20 44.15 -29.80 55.06 56.90 115.56
208 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -9.16 7.94 44.05 12.10 44.05 -29.90 54.96 56.80 115.46
209 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -9.60 7.50 43.61 11.66 43.61 -30.34 54.53 56.36 115.03
215 multin_zz1000_61001_idxctrl_top3800_pv -10.24 6.87 42.98 11.03 42.98 -30.97 53.89 55.73 114.39
218 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -10.61 6.50 42.61 10.66 42.61 -31.34 53.52 55.36 114.02
227 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -11.59 5.52 41.63 9.68 41.63 -32.32 52.54 54.38 113.04
235 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -12.79 4.32 40.43 8.48 40.43 -33.52 51.34 53.18 111.84
236 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -12.91 4.20 40.31 8.36 40.31 -33.64 51.22 53.06 111.72
238 multin_zz1000_61004_idxctrl_50010002000_pv -13.58 3.53 39.64 7.69 39.64 -34.31 50.55 52.39 111.05
240 multin_zz1000_61002_idxctrl_50010002000_pv -14.33 2.77 38.88 6.93 38.88 -35.07 49.79 51.63 110.29
246 multin_zz1000_61004_idxctrl_top3800_pv -15.50 1.61 37.72 5.77 37.72 -36.23 48.63 50.47 109.13
248 multin_zz1000_61002_idxctrl_top3800_pv -15.72 1.38 37.49 5.54 37.49 -36.46 48.40 50.24 108.90
273 mt_961_use2013_last_save_rnk500_idxctrl -19.49 -2.38 33.73 1.78 33.73 -40.22 44.64 46.48 105.14
287 mt_961_use2018_best_save_rnk500_idxctrl -21.08 -3.98 32.13 0.18 32.13 -41.82 43.04 44.88 103.54
298 mt_961_use2013_best_save_rnk500_idxctrl -22.57 -5.46 30.65 -1.30 30.65 -43.30 41.56 43.40 102.06
316 mt_961_use2015_last_save_rnk500_idxctrl -26.25 -9.15 26.96 -4.99 26.96 -46.99 37.87 39.71 98.37
318 mt_962_use2013_best_save_rnk500_idxctrl -26.78 -9.67 26.44 -5.51 26.44 -47.51 37.35 39.19 97.85
320 mt_962_use2023_best_save_rnk500_idxctrl -27.16 -10.05 26.06 -5.89 26.06 -47.89 36.97 38.81 97.47
324 mt_962_use2023_last_save_rnk500_idxctrl -27.74 -10.63 25.48 -6.47 25.48 -48.47 36.39 38.23 96.89
329 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -28.22 -11.11 25.00 -6.95 25.00 -48.95 35.91 37.75 96.41
330 mt_961_use2011_best_save_rnk500_idxctrl -28.26 -11.15 24.96 -7.00 24.96 -49.00 35.87 37.71 96.37
331 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -28.60 -11.49 24.62 -7.33 24.62 -49.34 35.53 37.37 96.03
332 mt_962_use2021_best_save_rnk500_idxctrl -28.64 -11.54 24.57 -7.38 24.58 -49.38 35.49 37.32 95.99
333 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -28.65 -11.54 24.57 -7.39 24.57 -49.39 35.48 37.32 95.98
334 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -28.97 -11.86 24.25 -7.70 24.25 -49.70 35.16 37.00 95.66
336 mt_962_use2021_last_save_rnk500_idxctrl -29.16 -12.05 24.06 -7.89 24.06 -49.89 34.97 36.81 95.47
337 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -29.22 -12.11 24.00 -7.95 24.00 -49.95 34.91 36.75 95.41
338 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -29.35 -12.24 23.87 -8.08 23.87 -50.09 34.78 36.62 95.28
339 mt_962_use2013_last_save_rnk500_idxctrl -29.39 -12.29 23.82 -8.13 23.82 -50.13 34.73 36.57 95.24
343 mt_962_use2015_best_save_rnk500_idxctrl -30.21 -13.10 23.01 -8.94 23.01 -50.94 33.92 35.76 94.42
350 mt_961_use2015_best_save_rnk500_idxctrl -30.79 -13.68 22.43 -9.52 22.43 -51.52 33.34 35.18 93.84
353 mt_962_use2020_last_save_rnk500_idxctrl -31.29 -14.18 21.93 -10.02 21.93 -52.02 32.84 34.68 93.34
361 mt_961_use2018_last_save_rnk500_idxctrl -31.78 -14.68 21.43 -10.52 21.43 -52.52 32.34 34.18 92.84
363 mt_961_use2012_best_save_rnk500_idxctrl -32.27 -15.16 20.95 -11.00 20.95 -53.00 31.86 33.70 92.36
366 mt_961_use2019_last_save_rnk500_idxctrl -32.49 -15.39 20.72 -11.23 20.72 -53.23 31.63 33.47 92.13
368 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -33.22 -16.12 19.99 -11.96 19.99 -53.96 30.91 32.74 91.41
369 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -33.22 -16.12 19.99 -11.96 19.99 -53.96 30.91 32.74 91.41
371 mt_961_use2022_last_save_rnk500_idxctrl -33.32 -16.22 19.89 -12.06 19.89 -54.06 30.80 32.64 91.30
372 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -33.45 -16.34 19.77 -12.18 19.77 -54.18 30.68 32.52 91.18
373 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -33.58 -16.47 19.64 -12.31 19.64 -54.31 30.55 32.39 91.05
375 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -33.79 -16.68 19.43 -12.52 19.43 -54.52 30.34 32.18 90.84
377 multin_zz1000_61004_idxctrl_pv_rm_fnd -34.09 -16.98 19.13 -12.82 19.13 -54.82 30.04 31.88 90.54
378 multin_zz1000_61002_idxctrl_pv_rm_fnd -34.09 -16.98 19.13 -12.82 19.13 -54.82 30.04 31.88 90.54
379 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -34.15 -17.05 19.06 -12.89 19.06 -54.89 29.97 31.81 90.47
380 multin_zz1000_61001_idxctrl_pv_rm_fnd -34.21 -17.11 19.00 -12.95 19.00 -54.95 29.92 31.75 90.42
382 mt_962_use2012_last_save_rnk500_idxctrl -34.85 -17.74 18.37 -13.58 18.37 -55.58 29.28 31.12 89.78
386 mt_962_use2017_best_save_rnk500_idxctrl -35.49 -18.39 17.72 -14.23 17.72 -56.23 28.63 30.47 89.13
388 mt_961_use2017_last_save_rnk500_idxctrl -35.72 -18.61 17.50 -14.45 17.50 -56.45 28.41 30.25 88.91
390 multin_zz1000_61001_idxctrl_zz1000_pv -35.81 -18.70 17.41 -14.54 17.41 -56.54 28.32 30.16 88.82
394 multin_zz1000_61004_idxctrl_zz1000_pv -36.14 -19.04 17.08 -14.88 17.08 -56.88 27.99 29.83 88.49
395 mt_961_use2012_last_save_rnk500_idxctrl -36.39 -19.29 16.82 -15.13 16.82 -57.13 27.73 29.57 88.23
396 multin_zz1000_61002_idxctrl_zz1000_pv -36.47 -19.36 16.75 -15.20 16.75 -57.20 27.66 29.50 88.16
397 mt_962_use2019_best_save_rnk500_idxctrl -36.61 -19.50 16.61 -15.34 16.61 -57.34 27.52 29.36 88.02
401 mt_962_use2010_last_save_rnk500_idxctrl -37.00 -19.89 16.22 -15.73 16.22 -57.73 27.13 28.97 87.63
402 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -37.05 -19.95 16.16 -15.79 16.16 -57.79 27.07 28.91 87.58
404 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -37.42 -20.32 15.79 -16.16 15.79 -58.16 26.71 28.54 87.21
406 mt_961_use2011_last_save_rnk500_idxctrl -37.44 -20.34 15.77 -16.18 15.77 -58.18 26.68 28.52 87.18
408 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -37.65 -20.54 15.57 -16.38 15.57 -58.38 26.48 28.32 86.98
411 mt_962_use2018_best_save_rnk500_idxctrl -37.80 -20.69 15.42 -16.53 15.42 -58.53 26.33 28.17 86.83
413 mt_961_use2010_last_save_rnk500_idxctrl -37.81 -20.71 15.40 -16.55 15.40 -58.55 26.32 28.15 86.82
415 mt_962_use2011_last_save_rnk500_idxctrl -38.09 -20.99 15.12 -16.83 15.12 -58.83 26.03 27.87 86.53
422 mt_961_use2019_best_save_rnk500_idxctrl -38.69 -21.58 14.53 -17.42 14.53 -59.42 25.44 27.28 85.94
423 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -38.84 -21.73 14.38 -17.57 14.38 -59.57 25.29 27.13 85.79
425 mt_961_use2022_best_save_rnk500_idxctrl -39.00 -21.90 14.21 -17.74 14.21 -59.74 25.12 26.96 85.62
426 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -39.38 -22.27 13.84 -18.11 13.84 -60.11 24.75 26.59 85.25
430 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -39.58 -22.48 13.64 -18.32 13.64 -60.32 24.55 26.39 85.05
431 mt_962_use2022_last_save_rnk500_idxctrl -39.61 -22.51 13.61 -18.35 13.61 -60.35 24.52 26.35 85.02
432 mt_961_use2023_best_save_rnk500_idxctrl -39.77 -22.67 13.44 -18.51 13.44 -60.51 24.35 26.19 84.85
435 multin_zz1000_61002_idxctrl_pv_rm_blc -40.05 -22.94 13.17 -18.78 13.17 -60.79 24.08 25.92 84.58
436 multin_zz1000_61004_idxctrl_pv_rm_blc -40.05 -22.94 13.17 -18.78 13.17 -60.79 24.08 25.92 84.58
437 mt_962_use2015_last_save_rnk500_idxctrl -40.10 -22.99 13.12 -18.83 13.12 -60.83 24.03 25.87 84.53
438 multin_zz1000_61001_idxctrl_pv_rm_blc -40.13 -23.03 13.08 -18.87 13.08 -60.87 23.99 25.83 84.49
439 mt_962_use2017_last_save_rnk500_idxctrl -40.70 -23.59 12.52 -19.44 12.52 -61.44 23.43 25.27 83.93
441 mt_962_use2020_best_save_rnk500_idxctrl -40.82 -23.71 12.40 -19.55 12.40 -61.55 23.31 25.15 83.81
443 multin_zz1000_61001_idxctrl_pv -41.56 -24.45 11.66 -20.29 11.66 -62.29 22.57 24.41 83.07
444 multin_zz1000_61004_idxctrl_pv -41.58 -24.47 11.64 -20.31 11.64 -62.31 22.55 24.39 83.05
445 multin_zz1000_61002_idxctrl_pv -41.58 -24.47 11.64 -20.31 11.64 -62.31 22.55 24.39 83.05
448 mt_961_use2010_best_save_rnk500_idxctrl -42.63 -25.52 10.59 -21.36 10.59 -63.36 21.50 23.34 82.00
450 mt_961_use2016_last_save_rnk500_idxctrl -42.86 -25.75 10.36 -21.60 10.36 -63.60 21.27 23.11 81.77
452 mt_961_use2014_best_save_rnk500_idxctrl -43.51 -26.40 9.71 -22.24 9.71 -64.24 20.62 22.46 81.12
455 mt_961_use2023_last_save_rnk500_idxctrl -43.77 -26.66 9.45 -22.50 9.45 -64.50 20.36 22.20 80.86
457 mt_961_use2020_best_save_rnk500_idxctrl -43.86 -26.76 9.36 -22.60 9.36 -64.60 20.27 22.10 80.77
459 mt_962_use2010_best_save_rnk500_idxctrl -44.12 -27.01 9.10 -22.85 9.10 -64.85 20.01 21.85 80.51
460 mt_961_use2020_last_save_rnk500_idxctrl -44.61 -27.51 8.60 -23.35 8.60 -65.35 19.51 21.35 80.01
461 mt_961_use2016_best_save_rnk500_idxctrl -44.64 -27.54 8.57 -23.38 8.57 -65.38 19.48 21.32 79.98
463 mt_962_use2019_last_save_rnk500_idxctrl -45.28 -28.17 7.94 -24.01 7.94 -66.01 18.85 20.69 79.35
464 mt_961_use2017_best_save_rnk500_idxctrl -45.34 -28.24 7.87 -24.08 7.87 -66.08 18.78 20.62 79.29
465 mt_961_use2009_best_save_rnk500_idxctrl -46.00 -28.90 7.21 -24.74 7.21 -66.74 18.12 19.96 78.62
467 mt_961_use2021_last_save_rnk500_idxctrl -46.12 -29.02 7.09 -24.86 7.09 -66.86 18.00 19.84 78.50
471 mt_962_use2018_last_save_rnk500_idxctrl -47.18 -30.07 6.04 -25.91 6.04 -67.91 16.95 18.79 77.45
476 mt_961_use2009_last_save_rnk500_idxctrl -47.81 -30.71 5.41 -26.55 5.41 -68.55 16.32 18.15 76.82
477 mt_962_use2014_last_save_rnk500_idxctrl -48.07 -30.97 5.14 -26.81 5.14 -68.81 16.05 17.89 76.56
478 mt_962_use2022_best_save_rnk500_idxctrl -48.09 -30.98 5.13 -26.82 5.13 -68.82 16.04 17.88 76.54
480 mt_962_use2012_best_save_rnk500_idxctrl -48.64 -31.53 4.58 -27.37 4.58 -69.37 15.49 17.33 75.99
481 mt_962_use2024_last_save_rnk500_idxctrl -49.51 -32.40 3.71 -28.24 3.71 -70.25 14.62 16.46 75.12
485 mt_962_use2016_last_save_rnk500_idxctrl -50.40 -33.30 2.81 -29.14 2.81 -71.14 13.72 15.56 74.22
486 mt_962_use2014_best_save_rnk500_idxctrl -50.65 -33.54 2.57 -29.38 2.57 -71.38 13.48 15.32 73.98
487 mt_962_use2024_best_save_rnk500_idxctrl -50.76 -33.66 2.45 -29.50 2.45 -71.50 13.36 15.20 73.86
489 mt_962_use2009_best_save_rnk500_idxctrl -51.41 -34.31 1.81 -30.15 1.81 -72.15 12.72 14.55 73.22
490 mt_961_use2014_last_save_rnk500_idxctrl -52.22 -35.11 1.00 -30.95 1.00 -72.95 11.91 13.75 72.41
491 mt_962_use2009_last_save_rnk500_idxctrl -52.64 -35.53 0.58 -31.37 0.58 -73.37 11.49 13.33 71.99
494 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -53.50 -36.39 -0.28 -32.23 -0.28 -74.23 10.63 12.47 71.13
495 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -53.88 -36.78 -0.67 -32.62 -0.67 -74.62 10.25 12.08 70.75
496 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -54.26 -37.15 -1.04 -32.99 -1.04 -74.99 9.87 11.71 70.37
498 mt_962_use2011_best_save_rnk500_idxctrl -54.49 -37.38 -1.27 -33.22 -1.27 -75.22 9.64 11.48 70.14
499 multin_zz500_61002_idxctrl_zz500_pv -54.71 -37.60 -1.49 -33.44 -1.49 -75.44 9.42 11.26 69.92
501 mt_961_use2021_best_save_rnk500_idxctrl -55.04 -37.94 -1.82 -33.78 -1.82 -75.78 9.09 10.92 69.59
502 multin_zz500_61004_idxctrl_zz500_pv -55.07 -37.97 -1.86 -33.81 -1.86 -75.81 9.05 10.89 69.55
503 multin_zz500_61001_idxctrl_zz500_pv -55.33 -38.22 -2.11 -34.06 -2.11 -76.06 8.80 10.64 69.30
506 mt_961_use2008_best_save_rnk500_idxctrl -55.93 -38.82 -2.71 -34.66 -2.71 -76.66 8.20 10.04 68.70
507 mt_961_use2008_last_save_rnk500_idxctrl -56.93 -39.83 -3.72 -35.67 -3.72 -77.67 7.19 9.03 67.69
511 mt_962_use2008_best_save_rnk500_idxctrl -59.13 -42.02 -5.91 -37.86 -5.91 -79.86 5.00 6.84 65.50
512 mt_962_use2008_last_save_rnk500_idxctrl -59.71 -42.60 -6.49 -38.45 -6.49 -80.45 4.42 6.26 64.92
514 mt_962_use2016_best_save_rnk500_idxctrl -63.34 -46.23 -10.12 -42.07 -10.12 -84.07 0.79 2.63 61.29
515 mt_961_use2024_last_save_rnk500_idxctrl -63.73 -46.63 -10.52 -42.47 -10.51 -84.47 0.40 2.23 60.90
516 mt_961_use2024_best_save_rnk500_idxctrl -64.77 -47.67 -11.56 -43.51 -11.56 -85.51 -0.64 1.19 59.86