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_20251128_151512
86 multin_zz1000_61004_idxctrl_50010002000_pv 46.89 36.06 150.02 123.29 150.02 14.80 67.17 102.09 167.60
90 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 46.20 35.38 149.33 122.61 149.33 14.12 66.48 101.41 166.92
98 mt_962_use2022_last_save_rnk500_idxctrl 45.14 34.32 148.27 121.55 148.27 13.06 65.43 100.35 165.86
100 multin_zz1000_61004_idxctrl_top3800_pv 44.92 34.09 148.05 121.32 148.05 12.84 65.20 100.12 165.64
101 multin_zz1000_61001_idxctrl_50010002000_pv 44.85 34.03 147.98 121.26 147.98 12.77 65.13 100.06 165.57
103 multin_zz1000_61002_idxctrl_50010002000_pv 44.77 33.95 147.90 121.18 147.90 12.69 65.05 99.98 165.49
104 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 44.17 33.34 147.30 120.57 147.30 12.08 64.45 99.37 164.88
105 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 44.16 33.34 147.29 120.57 147.29 12.08 64.44 99.37 164.88
106 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 44.10 33.28 147.23 120.50 147.23 12.02 64.38 99.30 164.82
118 mt_962_use2021_last_save_rnk500_idxctrl 41.86 31.04 144.99 118.27 144.99 9.78 62.15 97.07 162.58
121 multin_zz1000_61002_idxctrl_top3800_pv 41.67 30.85 144.80 118.08 144.80 9.59 61.95 96.87 162.39
129 multin_zz1000_61001_idxctrl_top3800_pv 40.83 30.00 143.96 117.23 143.96 8.74 61.11 96.03 161.54
130 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 40.73 29.91 143.86 117.14 143.86 8.65 61.02 95.94 161.45
135 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 39.99 29.17 143.12 116.39 143.12 7.91 60.27 95.19 160.71
140 mt_962_use2024_best_save_rnk500_idxctrl 38.44 27.62 141.57 114.85 141.57 6.36 58.72 93.65 159.16
151 mt_962_use2013_best_save_rnk500_idxctrl 37.16 26.34 140.29 113.56 140.29 5.08 57.44 92.36 157.88
153 mt_962_use2024_last_save_rnk500_idxctrl 36.95 26.13 140.08 113.36 140.08 4.87 57.23 92.15 157.67
159 mt_962_use2021_best_save_rnk500_idxctrl 35.79 24.97 138.92 112.20 138.92 3.71 56.07 90.99 156.51
164 mt_962_use2023_last_save_rnk500_idxctrl 35.66 24.84 138.79 112.07 138.79 3.58 55.95 90.87 156.38
168 mt_962_use2020_last_save_rnk500_idxctrl 35.26 24.44 138.39 111.67 138.39 3.18 55.54 90.47 155.98
172 mt_962_use2019_last_save_rnk500_idxctrl 34.73 23.90 137.86 111.13 137.86 2.64 55.01 89.93 155.45
185 mt_962_use2023_best_save_rnk500_idxctrl 32.14 21.32 135.27 108.55 135.27 0.06 52.42 87.35 152.86
189 mt_962_use2020_best_save_rnk500_idxctrl 31.30 20.48 134.43 107.71 134.43 -0.78 51.58 86.51 152.02
190 mt_962_use2010_last_save_rnk500_idxctrl 31.12 20.29 134.25 107.52 134.25 -0.97 51.40 86.32 151.84
192 mt_962_use2014_best_save_rnk500_idxctrl 30.52 19.70 133.65 106.93 133.65 -1.56 50.81 85.73 151.24
193 mt_962_use2012_best_save_rnk500_idxctrl 30.46 19.63 133.59 106.86 133.59 -1.63 50.74 85.66 151.18
199 mt_962_use2013_last_save_rnk500_idxctrl 29.59 18.76 132.71 105.99 132.71 -2.50 49.87 84.79 150.30
202 mt_962_use2014_last_save_rnk500_idxctrl 28.75 17.93 131.88 105.16 131.88 -3.33 49.03 83.95 149.47
208 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 27.06 16.24 130.19 103.46 130.19 -5.02 47.34 82.26 147.78
211 mt_962_use2019_best_save_rnk500_idxctrl 26.72 15.89 129.85 103.12 129.85 -5.37 47.00 81.92 147.44
215 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 25.39 14.57 128.52 101.79 128.52 -6.69 45.67 80.59 146.11
216 mt_962_use2012_last_save_rnk500_idxctrl 25.23 14.41 128.36 101.64 128.36 -6.85 45.51 80.43 145.95
220 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 24.30 13.47 127.43 100.70 127.43 -7.78 44.58 79.50 145.02
221 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 24.29 13.47 127.42 100.70 127.42 -7.79 44.58 79.50 145.01
224 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 23.70 12.88 126.83 100.11 126.83 -8.38 43.99 78.91 144.42
225 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 23.65 12.82 126.78 100.05 126.78 -8.44 43.93 78.85 144.37
228 multin_zz500_61001_idxctrl_zz500_pv 23.30 12.47 126.43 99.70 126.43 -8.78 43.58 78.50 144.02
230 mt_961_use2010_last_save_rnk500_idxctrl 23.26 12.43 126.39 99.66 126.39 -8.83 43.54 78.46 143.98
231 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 22.99 12.17 126.12 99.40 126.12 -9.09 43.27 78.20 143.71
232 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 22.82 12.00 125.95 99.22 125.95 -9.26 43.10 78.02 143.54
234 multin_zz500_61004_idxctrl_zz500_pv 22.74 11.92 125.87 99.15 125.87 -9.34 43.02 77.95 143.46
236 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 22.51 11.69 125.64 98.92 125.64 -9.57 42.80 77.72 143.23
239 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 22.26 11.43 125.39 98.66 125.39 -9.82 42.54 77.46 142.98
240 mt_962_use2015_last_save_rnk500_idxctrl 22.16 11.33 125.29 98.56 125.29 -9.93 42.44 77.36 142.87
244 multin_zz500_61002_idxctrl_zz500_pv 22.01 11.19 125.14 98.42 125.14 -10.07 42.29 77.22 142.73
245 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 21.96 11.13 125.09 98.36 125.09 -10.13 42.24 77.16 142.68
252 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 20.77 9.95 123.90 97.18 123.90 -11.31 41.05 75.98 141.49
253 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 20.74 9.92 123.87 97.14 123.87 -11.34 41.02 75.94 141.46
260 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 20.42 9.60 123.55 96.83 123.55 -11.66 40.70 75.62 141.14
278 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 18.59 7.76 121.72 94.99 121.72 -13.50 38.87 73.79 139.31
284 mt_961_use2021_best_save_rnk500_idxctrl 17.60 6.78 120.73 94.01 120.73 -14.48 37.88 72.81 138.32
285 mt_962_use2018_best_save_rnk500_idxctrl 17.48 6.65 120.61 93.88 120.61 -14.61 37.76 72.68 138.19
286 mt_961_use2015_last_save_rnk500_idxctrl 17.48 6.65 120.61 93.88 120.61 -14.60 37.76 72.68 138.20
287 mt_961_use2015_best_save_rnk500_idxctrl 17.33 6.51 120.46 93.74 120.46 -14.75 37.62 72.54 138.05
294 mt_962_use2015_best_save_rnk500_idxctrl 16.60 5.77 119.73 93.00 119.73 -15.49 36.88 71.80 137.31
303 mt_962_use2016_last_save_rnk500_idxctrl 15.74 4.91 118.87 92.14 118.87 -16.34 36.02 70.94 136.46
312 mt_962_use2017_best_save_rnk500_idxctrl 14.63 3.80 117.76 91.03 117.76 -17.46 34.91 69.83 135.34
315 mt_962_use2011_last_save_rnk500_idxctrl 14.49 3.66 117.62 90.89 117.62 -17.60 34.77 69.69 135.21
318 mt_961_use2022_last_save_rnk500_idxctrl 13.99 3.16 117.12 90.39 117.12 -18.09 34.27 69.19 134.71
324 mt_962_use2017_last_save_rnk500_idxctrl 13.32 2.49 116.45 89.72 116.45 -18.77 33.60 68.52 134.03
342 mt_961_use2022_best_save_rnk500_idxctrl 9.66 -1.16 112.79 86.07 112.79 -22.42 29.94 64.86 130.38
346 mt_962_use2022_best_save_rnk500_idxctrl 8.98 -1.85 112.11 85.38 112.11 -23.11 29.26 64.18 129.69
352 mt_961_use2023_last_save_rnk500_idxctrl 7.51 -3.32 110.64 83.91 110.64 -24.58 27.79 62.71 128.23
354 mt_962_use2010_best_save_rnk500_idxctrl 7.36 -3.46 110.49 83.76 110.49 -24.72 27.64 62.56 128.08
363 mt_961_use2014_best_save_rnk500_idxctrl 5.83 -4.99 108.96 82.23 108.96 -26.25 26.11 61.03 126.55
366 mt_961_use2017_last_save_rnk500_idxctrl 5.55 -5.28 108.68 81.95 108.68 -26.53 25.83 60.75 126.27
370 mt_961_use2011_best_save_rnk500_idxctrl 4.95 -5.88 108.08 81.35 108.08 -27.14 25.23 60.15 125.66
376 mt_961_use2013_best_save_rnk500_idxctrl 3.95 -6.88 107.08 80.35 107.08 -28.14 24.23 59.15 124.67
378 mt_962_use2018_last_save_rnk500_idxctrl 3.72 -7.10 106.85 80.13 106.85 -28.36 24.00 58.93 124.44
380 mt_961_use2014_last_save_rnk500_idxctrl 3.67 -7.15 106.80 80.08 106.80 -28.41 23.95 58.88 124.39
381 mt_961_use2009_best_save_rnk500_idxctrl 3.30 -7.53 106.43 79.70 106.43 -28.79 23.58 58.50 124.01
384 mt_961_use2021_last_save_rnk500_idxctrl 2.24 -8.58 105.37 78.65 105.37 -29.84 22.52 57.45 122.96
386 mt_961_use2010_best_save_rnk500_idxctrl 1.36 -9.47 104.49 77.76 104.49 -30.73 21.64 56.56 122.07
387 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 1.13 -9.69 104.26 77.53 104.26 -30.95 21.41 56.33 121.85
388 multin_zz1000_61001_idxctrl_zz1000_pv 1.02 -9.81 104.15 77.42 104.15 -31.07 21.30 56.22 121.73
390 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 0.94 -9.88 104.07 77.34 104.07 -31.14 21.22 56.14 121.66
391 multin_zz1000_61004_idxctrl_zz1000_pv 0.93 -9.89 104.06 77.34 104.06 -31.15 21.21 56.13 121.65
392 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 0.41 -10.42 103.54 76.81 103.54 -31.68 20.69 55.61 121.12
393 multin_zz1000_61002_idxctrl_zz1000_pv 0.36 -10.46 103.49 76.77 103.49 -31.72 20.64 55.57 121.08
394 mt_961_use2009_last_save_rnk500_idxctrl 0.28 -10.55 103.41 76.68 103.41 -31.81 20.56 55.48 120.99
403 multin_zz1000_61001_idxctrl_pv -2.73 -13.56 100.40 73.67 100.40 -34.82 17.55 52.47 117.99
404 multin_zz1000_61001_idxctrl_pv_rm_blc -2.77 -13.60 100.36 73.63 100.36 -34.85 17.51 52.43 117.95
406 mt_961_use2020_last_save_rnk500_idxctrl -2.86 -13.68 100.27 73.54 100.27 -34.94 17.42 52.34 117.86
407 multin_zz1000_61002_idxctrl_pv -2.90 -13.73 100.23 73.50 100.23 -34.98 17.38 52.30 117.82
408 multin_zz1000_61004_idxctrl_pv -2.90 -13.73 100.23 73.50 100.23 -34.98 17.38 52.30 117.82
409 multin_zz1000_61004_idxctrl_pv_rm_blc -2.97 -13.79 100.16 73.44 100.16 -35.05 17.31 52.23 117.75
410 multin_zz1000_61002_idxctrl_pv_rm_blc -2.97 -13.79 100.16 73.44 100.16 -35.05 17.31 52.23 117.75
414 mt_961_use2020_best_save_rnk500_idxctrl -4.09 -14.91 99.04 72.32 99.04 -36.17 16.19 51.11 116.63
415 mt_961_use2024_best_save_rnk500_idxctrl -4.16 -14.98 98.97 72.25 98.97 -36.24 16.12 51.05 116.56
416 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -4.72 -15.55 98.41 71.68 98.41 -36.80 15.56 50.48 116.00
418 mt_961_use2019_last_save_rnk500_idxctrl -5.26 -16.09 97.87 71.14 97.87 -37.35 15.02 49.94 115.46
419 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -5.41 -16.23 97.72 71.00 97.72 -37.49 14.87 49.79 115.31
421 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -5.53 -16.36 97.60 70.87 97.60 -37.62 14.75 49.67 115.19
422 mt_961_use2013_last_save_rnk500_idxctrl -5.59 -16.41 97.54 70.82 97.54 -37.67 14.69 49.62 115.13
423 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -5.68 -16.51 97.45 70.72 97.45 -37.77 14.60 49.52 115.03
425 mt_961_use2017_best_save_rnk500_idxctrl -5.84 -16.67 97.29 70.56 97.29 -37.93 14.44 49.36 114.88
426 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -6.13 -16.96 97.00 70.27 97.00 -38.22 14.15 49.07 114.58
427 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -6.43 -17.25 96.70 69.98 96.70 -38.51 13.85 48.77 114.29
429 mt_961_use2024_last_save_rnk500_idxctrl -6.77 -17.59 96.36 69.64 96.36 -38.85 13.52 48.44 113.95
435 mt_961_use2012_last_save_rnk500_idxctrl -7.49 -18.31 95.64 68.92 95.64 -39.57 12.79 47.71 113.23
443 mt_961_use2019_best_save_rnk500_idxctrl -9.95 -20.78 93.18 66.45 93.18 -42.04 10.33 45.25 110.77
445 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -10.68 -21.50 92.45 65.73 92.45 -42.76 9.60 44.52 110.04
446 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -10.80 -21.63 92.33 65.60 92.33 -42.89 9.48 44.40 109.91
449 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -11.10 -21.93 92.03 65.30 92.03 -43.18 9.18 44.10 109.62
450 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -11.17 -21.99 91.96 65.24 91.96 -43.25 9.12 44.04 109.55
452 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -11.52 -22.34 91.61 64.89 91.61 -43.60 8.76 43.68 109.20
453 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -11.62 -22.44 91.51 64.78 91.51 -43.70 8.66 43.58 109.10
454 mt_962_use2016_best_save_rnk500_idxctrl -11.69 -22.51 91.44 64.72 91.44 -43.77 8.59 43.52 109.03
456 mt_961_use2023_best_save_rnk500_idxctrl -12.43 -23.26 90.70 63.97 90.70 -44.52 7.85 42.77 108.29
459 mt_961_use2011_last_save_rnk500_idxctrl -13.05 -23.88 90.08 63.35 90.08 -45.13 7.23 42.15 107.67
462 mt_961_use2012_best_save_rnk500_idxctrl -13.53 -24.36 89.60 62.87 89.60 -45.62 6.75 41.67 107.19
464 mt_962_use2011_best_save_rnk500_idxctrl -13.99 -24.81 89.14 62.42 89.14 -46.07 6.29 41.21 106.73
465 mt_962_use2009_last_save_rnk500_idxctrl -14.45 -25.27 88.68 61.96 88.68 -46.53 5.83 40.76 106.27
470 mt_962_use2009_best_save_rnk500_idxctrl -15.67 -26.50 87.46 60.73 87.46 -47.76 4.61 39.53 105.04
475 multin_zz1000_61001_idxctrl_pv_rm_fnd -16.51 -27.33 86.62 59.90 86.62 -48.59 3.77 38.70 104.21
476 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -16.58 -27.41 86.55 59.82 86.55 -48.67 3.70 38.62 104.13
477 multin_zz1000_61004_idxctrl_pv_rm_fnd -16.79 -27.61 86.34 59.61 86.34 -48.87 3.49 38.41 103.93
478 multin_zz1000_61002_idxctrl_pv_rm_fnd -16.79 -27.61 86.34 59.61 86.34 -48.87 3.49 38.41 103.93
480 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -16.88 -27.71 86.25 59.52 86.25 -48.97 3.40 38.32 103.84
481 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -16.88 -27.71 86.25 59.52 86.25 -48.97 3.40 38.32 103.84
490 mt_961_use2018_last_save_rnk500_idxctrl -22.58 -33.40 80.55 53.83 80.55 -54.66 -2.29 32.63 98.14
491 mt_961_use2016_best_save_rnk500_idxctrl -23.73 -34.55 79.40 52.67 79.40 -55.81 -3.45 31.47 96.99
493 mt_961_use2008_last_save_rnk500_idxctrl -26.02 -36.85 77.11 50.38 77.11 -58.11 -5.74 29.18 94.70
497 mt_962_use2008_last_save_rnk500_idxctrl -29.11 -39.93 74.02 47.29 74.02 -61.19 -8.83 26.09 91.61
498 mt_961_use2016_last_save_rnk500_idxctrl -29.53 -40.36 73.60 46.87 73.60 -61.62 -9.25 25.67 91.18
499 mt_962_use2008_best_save_rnk500_idxctrl -30.18 -41.01 72.95 46.22 72.95 -62.27 -9.90 25.02 90.53
501 mt_961_use2008_best_save_rnk500_idxctrl -31.01 -41.83 72.12 45.39 72.12 -63.09 -10.73 24.19 89.71
513 mt_961_use2018_best_save_rnk500_idxctrl -49.72 -60.55 53.41 26.68 53.41 -81.81 -29.44 5.48 71.00