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_20251201_151519
50 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 37.74 9.61 109.39 -1.74 109.39 56.02 -306.07 -320.72 -351.54
51 mt_961_use2019_best_save_rnk500_idxctrl 37.30 9.16 108.95 -2.18 108.95 55.58 -306.51 -321.17 -351.99
54 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 35.07 6.93 106.72 -4.41 106.72 53.35 -308.74 -323.39 -354.22
55 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 34.95 6.82 106.60 -4.52 106.60 53.24 -308.85 -323.51 -354.33
56 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 34.87 6.74 106.52 -4.60 106.52 53.16 -308.93 -323.59 -354.41
60 mt_961_use2017_last_save_rnk500_idxctrl 34.31 6.18 105.96 -5.17 105.96 52.59 -309.50 -324.15 -354.97
61 mt_961_use2019_last_save_rnk500_idxctrl 34.20 6.07 105.85 -5.28 105.85 52.48 -309.61 -324.26 -355.08
67 mt_961_use2021_best_save_rnk500_idxctrl 32.51 4.38 104.16 -6.96 104.16 50.80 -311.29 -325.95 -356.77
71 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 32.20 4.07 103.85 -7.27 103.85 50.49 -311.60 -326.26 -357.08
72 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 31.97 3.83 103.62 -7.51 103.62 50.25 -311.84 -326.49 -357.32
83 mt_961_use2021_last_save_rnk500_idxctrl 28.82 0.69 100.47 -10.66 100.47 47.10 -314.99 -329.64 -360.46
84 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 28.81 0.67 100.46 -10.67 100.46 47.09 -315.00 -329.66 -360.48
86 multin_zz500_61001_idxctrl_zz500_pv 26.96 -1.17 98.61 -12.52 98.61 45.24 -316.85 -331.50 -362.32
88 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 26.36 -1.77 98.01 -13.12 98.01 44.64 -317.45 -332.10 -362.92
89 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 26.20 -1.94 97.85 -13.28 97.85 44.48 -317.61 -332.26 -363.09
96 multin_zz500_61002_idxctrl_zz500_pv 24.44 -3.69 96.09 -15.04 96.09 42.72 -319.37 -334.02 -364.84
97 mt_961_use2017_best_save_rnk500_idxctrl 24.37 -3.76 96.02 -15.10 96.02 42.66 -319.43 -334.09 -364.91
98 multin_zz500_61004_idxctrl_zz500_pv 24.25 -3.89 95.90 -15.23 95.90 42.53 -319.56 -334.21 -365.04
106 multin_zz1000_61001_idxctrl_pv_rm_fnd 21.60 -6.54 93.25 -17.88 93.25 39.88 -322.21 -336.86 -367.68
107 mt_961_use2020_best_save_rnk500_idxctrl 21.08 -7.06 92.73 -18.40 92.72 39.36 -322.73 -337.39 -368.21
108 mt_961_use2020_last_save_rnk500_idxctrl 20.81 -7.32 92.46 -18.67 92.46 39.09 -323.00 -337.65 -368.47
109 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 20.55 -7.59 92.20 -18.93 92.20 38.83 -323.26 -337.91 -368.74
113 multin_zz1000_61004_idxctrl_pv_rm_fnd 19.74 -8.39 91.39 -19.74 91.39 38.02 -324.07 -338.72 -369.54
114 multin_zz1000_61002_idxctrl_pv_rm_fnd 19.74 -8.39 91.39 -19.74 91.39 38.02 -324.07 -338.72 -369.54
116 mt_961_use2018_last_save_rnk500_idxctrl 19.55 -8.59 91.20 -19.93 91.20 37.83 -324.26 -338.92 -369.74
118 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 18.79 -9.34 90.44 -20.68 90.44 37.08 -325.01 -339.67 -370.49
119 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 18.79 -9.34 90.44 -20.68 90.44 37.08 -325.01 -339.67 -370.49
123 mt_961_use2014_last_save_rnk500_idxctrl 17.24 -10.89 88.89 -22.24 88.89 35.52 -326.57 -341.22 -372.04
138 mt_961_use2018_best_save_rnk500_idxctrl 14.53 -13.60 86.18 -24.94 86.18 32.82 -329.27 -343.93 -374.75
141 mt_961_use2022_best_save_rnk500_idxctrl 12.91 -15.22 84.56 -26.57 84.56 31.19 -330.90 -345.55 -376.37
144 multin_zz1000_61001_idxctrl_pv 12.66 -15.48 84.31 -26.82 84.31 30.94 -331.15 -345.80 -376.63
148 mt_961_use2014_best_save_rnk500_idxctrl 11.99 -16.14 83.64 -27.49 83.64 30.27 -331.82 -346.47 -377.29
151 mt_961_use2008_last_save_rnk500_idxctrl 11.93 -16.20 83.58 -27.54 83.58 30.22 -331.87 -346.53 -377.35
152 multin_zz1000_61001_idxctrl_pv_rm_blc 11.82 -16.32 83.47 -27.66 83.47 30.10 -331.99 -346.65 -377.47
153 mt_962_use2008_last_save_rnk500_idxctrl 11.64 -16.49 83.29 -27.84 83.29 29.92 -332.17 -346.82 -377.64
155 multin_zz1000_61002_idxctrl_pv 10.86 -17.28 82.51 -28.62 82.50 29.14 -332.95 -347.61 -378.43
156 multin_zz1000_61004_idxctrl_pv 10.86 -17.28 82.51 -28.62 82.50 29.14 -332.95 -347.61 -378.43
160 mt_962_use2008_best_save_rnk500_idxctrl 10.30 -17.83 81.95 -29.18 81.95 28.58 -333.51 -348.16 -378.98
161 multin_zz1000_61002_idxctrl_pv_rm_blc 10.08 -18.05 81.73 -29.39 81.73 28.37 -333.72 -348.38 -379.20
162 multin_zz1000_61004_idxctrl_pv_rm_blc 10.08 -18.05 81.73 -29.39 81.73 28.37 -333.72 -348.38 -379.20
163 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 9.92 -18.21 81.57 -29.55 81.57 28.21 -333.88 -348.54 -379.36
165 mt_961_use2009_best_save_rnk500_idxctrl 9.84 -18.29 81.49 -29.64 81.49 28.12 -333.97 -348.62 -379.44
174 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 9.33 -18.81 80.98 -30.15 80.98 27.61 -334.48 -349.13 -379.96
175 mt_962_use2009_best_save_rnk500_idxctrl 9.24 -18.89 80.89 -30.24 80.89 27.52 -334.57 -349.22 -380.04
176 mt_961_use2008_best_save_rnk500_idxctrl 8.98 -19.16 80.63 -30.50 80.62 27.26 -334.83 -349.49 -380.31
180 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 8.49 -19.64 80.14 -30.98 80.14 26.78 -335.31 -349.97 -380.79
184 mt_961_use2015_last_save_rnk500_idxctrl 8.37 -19.76 80.02 -31.11 80.02 26.65 -335.44 -350.09 -380.91
197 mt_961_use2009_last_save_rnk500_idxctrl 6.76 -21.37 78.42 -32.71 78.41 25.05 -337.04 -351.70 -382.52
198 mt_962_use2016_best_save_rnk500_idxctrl 6.66 -21.47 78.31 -32.82 78.31 24.94 -337.15 -351.80 -382.62
204 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 6.42 -21.72 78.07 -33.06 78.07 24.70 -337.39 -352.05 -382.87
206 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 6.06 -22.07 77.71 -33.41 77.71 24.35 -337.74 -352.40 -383.22
209 mt_962_use2009_last_save_rnk500_idxctrl 5.89 -22.25 77.54 -33.59 77.54 24.17 -337.92 -352.58 -383.40
212 mt_961_use2013_best_save_rnk500_idxctrl 5.63 -22.51 77.28 -33.85 77.28 23.91 -338.18 -352.84 -383.66
217 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 5.24 -22.89 76.89 -34.23 76.89 23.53 -338.56 -353.22 -384.04
225 mt_961_use2022_last_save_rnk500_idxctrl 4.07 -24.06 75.72 -35.41 75.72 22.35 -339.74 -354.39 -385.21
226 mt_961_use2013_last_save_rnk500_idxctrl 3.88 -24.26 75.53 -35.60 75.53 22.16 -339.93 -354.58 -385.41
231 mt_961_use2023_best_save_rnk500_idxctrl 3.22 -24.91 74.87 -36.25 74.87 21.51 -340.58 -355.24 -386.06
232 mt_961_use2016_best_save_rnk500_idxctrl 2.99 -25.15 74.64 -36.49 74.64 21.27 -340.82 -355.47 -386.30
233 mt_961_use2016_last_save_rnk500_idxctrl 2.69 -25.45 74.34 -36.79 74.34 20.97 -341.12 -355.77 -386.59
238 mt_962_use2018_last_save_rnk500_idxctrl 1.41 -26.73 73.06 -38.07 73.06 19.69 -342.40 -357.05 -387.88
245 mt_961_use2012_best_save_rnk500_idxctrl 0.25 -27.89 71.90 -39.23 71.90 18.53 -343.56 -358.21 -389.03
247 mt_962_use2017_last_save_rnk500_idxctrl -0.25 -28.39 71.40 -39.73 71.40 18.03 -344.06 -358.71 -389.54
252 mt_961_use2011_last_save_rnk500_idxctrl -0.76 -28.89 70.89 -40.24 70.89 17.52 -344.57 -359.22 -390.04
255 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -1.09 -29.23 70.56 -40.57 70.56 17.19 -344.90 -359.56 -390.38
257 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -1.76 -29.89 69.89 -41.23 69.89 16.53 -345.56 -360.22 -391.04
259 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -1.81 -29.94 69.84 -41.29 69.84 16.47 -345.62 -360.27 -391.09
261 mt_961_use2011_best_save_rnk500_idxctrl -2.15 -30.28 69.50 -41.63 69.50 16.13 -345.96 -360.61 -391.43
262 mt_962_use2011_best_save_rnk500_idxctrl -2.27 -30.40 69.38 -41.75 69.38 16.01 -346.08 -360.73 -391.55
263 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -2.46 -30.59 69.19 -41.94 69.19 15.82 -346.27 -360.92 -391.74
265 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -2.70 -30.83 68.95 -42.18 68.95 15.58 -346.51 -361.16 -391.98
269 mt_962_use2010_last_save_rnk500_idxctrl -3.13 -31.26 68.52 -42.61 68.52 15.15 -346.94 -361.59 -392.41
272 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -3.34 -31.48 68.31 -42.82 68.31 14.94 -347.15 -361.80 -392.63
273 mt_961_use2024_best_save_rnk500_idxctrl -3.43 -31.57 68.22 -42.91 68.22 14.85 -347.24 -361.90 -392.72
277 mt_962_use2012_last_save_rnk500_idxctrl -3.95 -32.09 67.70 -43.43 67.70 14.33 -347.76 -362.41 -393.24
278 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -4.01 -32.14 67.64 -43.49 67.64 14.27 -347.82 -362.47 -393.29
279 mt_962_use2010_best_save_rnk500_idxctrl -4.41 -32.54 67.24 -43.89 67.24 13.87 -348.22 -362.87 -393.69
280 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -4.47 -32.61 67.18 -43.95 67.18 13.81 -348.28 -362.93 -393.76
284 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -4.60 -32.74 67.05 -44.08 67.05 13.68 -348.41 -363.06 -393.88
287 mt_961_use2010_last_save_rnk500_idxctrl -4.78 -32.91 66.87 -44.25 66.87 13.51 -348.58 -363.24 -394.06
290 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -4.99 -33.12 66.66 -44.47 66.66 13.29 -348.80 -363.45 -394.27
291 mt_962_use2022_best_save_rnk500_idxctrl -5.33 -33.47 66.32 -44.81 66.32 12.95 -349.14 -363.79 -394.62
292 multin_zz1000_61001_idxctrl_zz1000_pv -5.65 -33.78 66.00 -45.13 66.00 12.63 -349.46 -364.11 -394.93
293 mt_961_use2012_last_save_rnk500_idxctrl -5.79 -33.93 65.86 -45.27 65.86 12.49 -349.60 -364.25 -395.08
294 mt_962_use2020_best_save_rnk500_idxctrl -5.82 -33.95 65.83 -45.30 65.83 12.46 -349.63 -364.28 -395.10
296 mt_961_use2024_last_save_rnk500_idxctrl -5.88 -34.01 65.77 -45.36 65.77 12.40 -349.69 -364.34 -395.16
297 mt_961_use2015_best_save_rnk500_idxctrl -6.01 -34.15 65.64 -45.49 65.64 12.27 -349.82 -364.47 -395.30
298 multin_zz1000_61002_idxctrl_zz1000_pv -6.04 -34.17 65.61 -45.51 65.61 12.25 -349.84 -364.50 -395.32
301 mt_961_use2023_last_save_rnk500_idxctrl -6.52 -34.65 65.13 -46.00 65.13 11.76 -350.33 -364.98 -395.80
302 mt_962_use2019_last_save_rnk500_idxctrl -6.56 -34.69 65.09 -46.04 65.09 11.72 -350.37 -365.02 -395.84
306 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -7.37 -35.51 64.28 -46.85 64.28 10.91 -351.18 -365.83 -396.66
307 mt_962_use2011_last_save_rnk500_idxctrl -7.37 -35.51 64.28 -46.85 64.28 10.91 -351.18 -365.84 -396.66
308 multin_zz1000_61004_idxctrl_zz1000_pv -7.54 -35.67 64.11 -47.01 64.11 10.75 -351.34 -366.00 -396.82
311 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -7.76 -35.89 63.89 -47.24 63.89 10.52 -351.57 -366.22 -397.04
313 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -7.79 -35.92 63.86 -47.26 63.86 10.50 -351.59 -366.25 -397.07
314 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -8.04 -36.18 63.61 -47.52 63.61 10.24 -351.85 -366.50 -397.33
317 mt_962_use2014_last_save_rnk500_idxctrl -8.76 -36.90 62.89 -48.24 62.88 9.52 -352.57 -367.23 -398.05
318 mt_962_use2014_best_save_rnk500_idxctrl -8.76 -36.89 62.89 -48.24 62.89 9.52 -352.57 -367.22 -398.04
319 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -9.55 -37.68 62.10 -49.03 62.10 8.73 -353.36 -368.01 -398.83
326 mt_961_use2010_best_save_rnk500_idxctrl -10.71 -38.84 60.94 -50.19 60.94 7.57 -354.52 -369.17 -399.99
327 mt_962_use2016_last_save_rnk500_idxctrl -10.88 -39.02 60.77 -50.36 60.77 7.40 -354.69 -369.34 -400.17
328 mt_962_use2018_best_save_rnk500_idxctrl -11.01 -39.14 60.64 -50.49 60.64 7.27 -354.82 -369.47 -400.29
330 mt_962_use2012_best_save_rnk500_idxctrl -12.19 -40.33 59.46 -51.67 59.46 6.09 -356.00 -370.66 -401.48
332 mt_962_use2020_last_save_rnk500_idxctrl -12.31 -40.44 59.34 -51.79 59.34 5.97 -356.12 -370.77 -401.59
335 mt_962_use2021_last_save_rnk500_idxctrl -13.12 -41.25 58.53 -52.60 58.53 5.16 -356.93 -371.58 -402.40
338 mt_962_use2013_last_save_rnk500_idxctrl -13.74 -41.88 57.91 -53.22 57.91 4.54 -357.55 -372.21 -403.03
347 mt_962_use2017_best_save_rnk500_idxctrl -15.35 -43.49 56.30 -54.83 56.30 2.93 -359.16 -373.81 -404.64
349 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -15.88 -44.02 55.77 -55.36 55.77 2.40 -359.69 -374.35 -405.17
350 multin_zz1000_61002_idxctrl_top3800_pv -16.15 -44.28 55.50 -55.62 55.50 2.14 -359.95 -374.61 -405.43
351 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -16.23 -44.37 55.42 -55.71 55.42 2.05 -360.04 -374.69 -405.52
352 multin_zz1000_61004_idxctrl_top3800_pv -16.51 -44.65 55.14 -55.99 55.13 1.77 -360.32 -374.98 -405.80
359 mt_962_use2019_best_save_rnk500_idxctrl -17.32 -45.45 54.33 -56.80 54.33 0.96 -361.13 -375.78 -406.60
363 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -18.61 -46.74 53.04 -58.09 53.04 -0.33 -362.42 -377.07 -407.89
364 mt_962_use2015_last_save_rnk500_idxctrl -18.63 -46.76 53.02 -58.11 53.02 -0.35 -362.44 -377.09 -407.91
367 multin_zz1000_61002_idxctrl_50010002000_pv -18.86 -46.99 52.79 -58.33 52.79 -0.57 -362.66 -377.32 -408.14
368 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -19.15 -47.28 52.50 -58.63 52.50 -0.87 -362.96 -377.61 -408.43
369 multin_zz1000_61004_idxctrl_50010002000_pv -19.40 -47.54 52.25 -58.88 52.25 -1.12 -363.21 -377.86 -408.69
371 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -19.78 -47.91 51.87 -59.26 51.87 -1.50 -363.59 -378.24 -409.06
372 multin_zz1000_61001_idxctrl_top3800_pv -20.00 -48.13 51.65 -59.47 51.65 -1.71 -363.80 -378.46 -409.28
376 mt_962_use2024_last_save_rnk500_idxctrl -20.88 -49.02 50.77 -60.36 50.77 -2.60 -364.69 -379.34 -410.17
384 mt_962_use2013_best_save_rnk500_idxctrl -22.10 -50.24 49.55 -61.58 49.55 -3.82 -365.91 -380.56 -411.39
389 mt_962_use2015_best_save_rnk500_idxctrl -22.38 -50.52 49.27 -61.86 49.27 -4.10 -366.19 -380.85 -411.67
393 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -22.95 -51.09 48.70 -62.43 48.69 -4.67 -366.76 -381.42 -412.24
395 multin_zz1000_61001_idxctrl_50010002000_pv -23.15 -51.28 48.50 -62.63 48.50 -4.87 -366.96 -381.61 -412.43
396 mt_962_use2021_best_save_rnk500_idxctrl -23.20 -51.34 48.45 -62.68 48.45 -4.92 -367.01 -381.66 -412.49
435 mt_962_use2022_last_save_rnk500_idxctrl -32.70 -60.84 38.95 -72.18 38.95 -14.42 -376.51 -391.17 -421.99
445 mt_962_use2024_best_save_rnk500_idxctrl -34.51 -62.64 37.14 -73.99 37.14 -16.23 -378.32 -392.97 -423.79
455 mt_962_use2023_last_save_rnk500_idxctrl -38.54 -66.67 33.11 -78.02 33.11 -20.26 -382.35 -397.00 -427.82
464 mt_962_use2023_best_save_rnk500_idxctrl -43.25 -71.38 28.40 -82.72 28.40 -24.96 -387.05 -401.71 -432.53