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_20251202_151519
62 mt_962_use2008_last_save_rnk500_idxctrl 89.85 77.20 -10.41 41.51 -10.41 38.85 244.47 277.13 314.51
67 mt_962_use2008_best_save_rnk500_idxctrl 85.57 72.92 -14.69 37.23 -14.69 34.57 240.19 272.85 310.23
76 mt_961_use2008_best_save_rnk500_idxctrl 82.42 69.77 -17.85 34.08 -17.84 31.42 237.04 269.70 307.08
82 mt_961_use2008_last_save_rnk500_idxctrl 80.99 68.34 -19.27 32.65 -19.27 29.99 235.61 268.27 305.65
97 mt_962_use2011_best_save_rnk500_idxctrl 75.19 62.54 -25.08 26.84 -25.08 24.18 229.81 262.46 299.84
105 mt_962_use2009_last_save_rnk500_idxctrl 73.89 61.23 -26.38 25.54 -26.38 22.88 228.51 261.16 298.54
120 mt_962_use2009_best_save_rnk500_idxctrl 71.28 58.63 -28.98 22.94 -28.98 20.28 225.91 258.56 295.94
128 mt_961_use2023_best_save_rnk500_idxctrl 69.46 56.81 -30.80 21.12 -30.80 18.46 224.08 256.74 294.12
143 mt_961_use2014_last_save_rnk500_idxctrl 65.97 53.32 -34.30 17.62 -34.30 14.96 220.59 253.24 290.62
150 mt_961_use2012_last_save_rnk500_idxctrl 63.27 50.62 -37.00 14.92 -37.00 12.26 217.89 250.54 287.92
176 mt_961_use2016_last_save_rnk500_idxctrl 57.49 44.84 -42.78 9.15 -42.77 6.49 212.11 244.77 282.15
178 mt_961_use2011_last_save_rnk500_idxctrl 57.22 44.57 -43.04 8.88 -43.04 6.22 211.84 244.50 281.88
181 mt_961_use2016_best_save_rnk500_idxctrl 56.25 43.60 -44.01 7.91 -44.01 5.25 210.88 243.53 280.91
182 mt_961_use2009_last_save_rnk500_idxctrl 55.74 43.09 -44.52 7.40 -44.52 4.74 210.37 243.02 280.40
205 mt_961_use2009_best_save_rnk500_idxctrl 50.61 37.96 -49.66 2.26 -49.66 -0.40 205.23 237.89 275.26
209 mt_961_use2012_best_save_rnk500_idxctrl 50.20 37.55 -50.06 1.86 -50.06 -0.80 204.82 237.48 274.86
213 mt_961_use2023_last_save_rnk500_idxctrl 49.05 36.40 -51.21 0.71 -51.21 -1.95 203.67 236.33 273.71
216 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 48.02 35.37 -52.25 -0.32 -52.25 -2.98 202.64 235.30 272.68
217 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 47.90 35.25 -52.36 -0.44 -52.36 -3.10 202.53 235.18 272.56
222 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 46.84 34.19 -53.43 -1.51 -53.43 -4.17 201.46 234.11 271.49
223 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 46.79 34.13 -53.48 -1.56 -53.48 -4.22 201.41 234.06 271.44
224 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 46.76 34.10 -53.51 -1.59 -53.51 -4.25 201.38 234.03 271.41
226 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 46.31 33.66 -53.96 -2.03 -53.96 -4.69 200.93 233.59 270.97
227 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 46.31 33.66 -53.96 -2.04 -53.96 -4.70 200.93 233.58 270.96
228 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 46.29 33.64 -53.97 -2.05 -53.97 -4.71 200.91 233.57 270.95
233 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 44.71 32.06 -55.55 -3.63 -55.55 -6.29 199.34 231.99 269.37
234 mt_962_use2011_last_save_rnk500_idxctrl 44.58 31.93 -55.69 -3.76 -55.69 -6.42 199.20 231.86 269.23
235 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 44.57 31.92 -55.70 -3.78 -55.70 -6.44 199.19 231.84 269.22
237 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 44.34 31.68 -55.93 -4.01 -55.93 -6.67 198.96 231.61 268.99
240 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 44.22 31.56 -56.05 -4.13 -56.05 -6.79 198.84 231.49 268.87
241 mt_962_use2010_best_save_rnk500_idxctrl 43.76 31.11 -56.51 -4.59 -56.51 -7.25 198.38 231.03 268.41
242 mt_961_use2018_best_save_rnk500_idxctrl 43.71 31.05 -56.56 -4.64 -56.56 -7.30 198.33 230.98 268.36
244 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 43.22 30.57 -57.05 -5.12 -57.05 -7.79 197.84 230.50 267.87
246 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 42.82 30.17 -57.44 -5.52 -57.44 -8.18 197.44 230.10 267.48
248 mt_961_use2014_best_save_rnk500_idxctrl 42.80 30.15 -57.46 -5.54 -57.46 -8.20 197.42 230.08 267.46
263 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 41.32 28.67 -58.94 -7.02 -58.94 -9.68 195.95 228.60 265.98
283 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 39.69 27.04 -60.57 -8.65 -60.57 -11.31 194.32 226.97 264.35
287 multin_zz1000_61002_idxctrl_pv_rm_fnd 39.00 26.34 -61.27 -9.35 -61.27 -12.01 193.62 226.27 263.65
288 multin_zz1000_61004_idxctrl_pv_rm_fnd 39.00 26.34 -61.27 -9.35 -61.27 -12.01 193.62 226.27 263.65
289 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 38.96 26.31 -61.31 -9.38 -61.31 -12.05 193.58 226.24 263.61
290 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 38.96 26.31 -61.31 -9.38 -61.31 -12.05 193.58 226.24 263.61
292 mt_962_use2016_best_save_rnk500_idxctrl 38.49 25.84 -61.77 -9.85 -61.77 -12.51 193.11 225.77 263.15
294 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 37.71 25.05 -62.56 -10.64 -62.56 -13.30 192.33 224.98 262.36
297 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 37.12 24.46 -63.15 -11.23 -63.15 -13.89 191.74 224.39 261.77
298 multin_zz1000_61001_idxctrl_pv_rm_fnd 36.96 24.31 -63.31 -11.39 -63.31 -14.05 191.58 224.23 261.61
301 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 35.94 23.28 -64.33 -12.41 -64.33 -15.07 190.56 223.21 260.59
302 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 35.78 23.13 -64.48 -12.56 -64.48 -15.22 190.41 223.06 260.44
304 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 35.37 22.71 -64.90 -12.98 -64.90 -15.64 189.99 222.64 260.02
306 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 35.26 22.60 -65.01 -13.09 -65.01 -15.75 189.88 222.53 259.91
309 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 34.87 22.22 -65.40 -13.48 -65.40 -16.14 189.49 222.15 259.52
320 mt_961_use2011_best_save_rnk500_idxctrl 32.43 19.77 -67.84 -15.92 -67.84 -18.58 187.05 219.70 257.08
322 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 32.30 19.65 -67.97 -16.05 -67.97 -18.71 186.92 219.57 256.95
323 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 32.17 19.52 -68.10 -16.17 -68.09 -18.83 186.79 219.45 256.83
326 multin_zz1000_61002_idxctrl_50010002000_pv 31.98 19.33 -68.29 -16.36 -68.29 -19.02 186.60 219.26 256.63
329 mt_961_use2018_last_save_rnk500_idxctrl 31.59 18.94 -68.68 -16.76 -68.68 -19.42 186.21 218.86 256.24
330 multin_zz1000_61004_idxctrl_50010002000_pv 31.49 18.84 -68.78 -16.86 -68.78 -19.52 186.11 218.76 256.14
338 multin_zz500_61004_idxctrl_zz500_pv 30.67 18.02 -69.60 -17.68 -69.60 -20.34 185.29 217.94 255.32
340 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 30.42 17.77 -69.84 -17.92 -69.84 -20.58 185.05 217.70 255.08
343 multin_zz500_61002_idxctrl_zz500_pv 30.22 17.57 -70.05 -18.13 -70.05 -20.79 184.84 217.50 254.87
344 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 29.95 17.30 -70.31 -18.39 -70.31 -21.05 184.57 217.23 254.61
345 multin_zz1000_61002_idxctrl_top3800_pv 29.85 17.20 -70.42 -18.50 -70.42 -21.16 184.47 217.12 254.50
349 multin_zz1000_61004_idxctrl_top3800_pv 28.74 16.09 -71.52 -19.60 -71.52 -22.26 183.37 216.02 253.40
352 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 28.42 15.77 -71.85 -19.93 -71.85 -22.59 183.04 215.69 253.07
357 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 27.86 15.21 -72.40 -20.48 -72.40 -23.14 182.49 215.14 252.52
361 multin_zz500_61001_idxctrl_zz500_pv 27.55 14.90 -72.72 -20.80 -72.72 -23.46 182.17 214.82 252.20
362 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 27.36 14.70 -72.91 -20.99 -72.91 -23.65 181.98 214.63 252.01
374 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 26.09 13.44 -74.18 -22.26 -74.18 -24.92 180.71 213.36 250.74
375 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 24.97 12.32 -75.30 -23.37 -75.30 -26.03 179.59 212.25 249.62
377 multin_zz1000_61004_idxctrl_pv 24.83 12.18 -75.44 -23.52 -75.44 -26.18 179.45 212.10 249.48
378 multin_zz1000_61002_idxctrl_pv 24.83 12.18 -75.44 -23.52 -75.44 -26.18 179.45 212.10 249.48
380 mt_962_use2014_last_save_rnk500_idxctrl 24.24 11.59 -76.03 -24.11 -76.03 -26.77 178.86 211.51 248.89
381 mt_961_use2010_best_save_rnk500_idxctrl 24.00 11.35 -76.26 -24.34 -76.26 -27.00 178.62 211.28 248.66
382 multin_zz1000_61001_idxctrl_50010002000_pv 23.91 11.26 -76.36 -24.43 -76.35 -27.09 178.53 211.19 248.57
383 multin_zz1000_61002_idxctrl_pv_rm_blc 23.73 11.08 -76.54 -24.61 -76.53 -27.27 178.35 211.01 248.39
384 multin_zz1000_61004_idxctrl_pv_rm_blc 23.73 11.08 -76.54 -24.61 -76.53 -27.27 178.35 211.01 248.39
386 mt_962_use2014_best_save_rnk500_idxctrl 23.42 10.77 -76.84 -24.92 -76.84 -27.58 178.04 210.70 248.08
389 multin_zz1000_61001_idxctrl_pv 22.53 9.88 -77.74 -25.81 -77.74 -28.47 177.15 209.81 247.18
391 mt_962_use2010_last_save_rnk500_idxctrl 22.51 9.86 -77.76 -25.84 -77.76 -28.50 177.13 209.78 247.16
393 mt_961_use2021_last_save_rnk500_idxctrl 21.89 9.24 -78.38 -26.46 -78.38 -29.12 176.51 209.16 246.54
395 multin_zz1000_61001_idxctrl_pv_rm_blc 21.56 8.91 -78.71 -26.79 -78.71 -29.45 176.18 208.83 246.21
397 multin_zz1000_61001_idxctrl_top3800_pv 21.02 8.37 -79.25 -27.33 -79.25 -29.99 175.64 208.29 245.67
400 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 20.17 7.52 -80.09 -28.17 -80.09 -30.83 174.79 207.45 244.83
402 mt_962_use2012_last_save_rnk500_idxctrl 19.99 7.34 -80.28 -28.36 -80.28 -31.02 174.61 207.26 244.64
404 mt_961_use2013_last_save_rnk500_idxctrl 19.27 6.61 -81.00 -29.08 -81.00 -31.74 173.89 206.54 243.92
406 multin_zz1000_61004_idxctrl_zz1000_pv 19.21 6.56 -81.06 -29.13 -81.06 -31.79 173.83 206.49 243.87
407 mt_961_use2017_last_save_rnk500_idxctrl 18.95 6.29 -81.32 -29.40 -81.32 -32.06 173.57 206.22 243.60
408 multin_zz1000_61002_idxctrl_zz1000_pv 18.93 6.28 -81.33 -29.41 -81.33 -32.07 173.55 206.21 243.59
411 mt_961_use2022_last_save_rnk500_idxctrl 17.86 5.21 -82.41 -30.48 -82.41 -33.14 172.48 205.14 242.51
412 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 17.76 5.11 -82.51 -30.59 -82.51 -33.25 172.38 205.03 242.41
415 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 17.53 4.88 -82.74 -30.82 -82.74 -33.48 172.15 204.80 242.18
417 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 16.83 4.18 -83.44 -31.52 -83.44 -34.18 171.45 204.11 241.48
418 mt_961_use2015_last_save_rnk500_idxctrl 16.32 3.67 -83.94 -32.02 -83.94 -34.68 170.94 203.60 240.98
422 mt_961_use2017_best_save_rnk500_idxctrl 15.90 3.25 -84.36 -32.44 -84.36 -35.10 170.52 203.18 240.56
423 multin_zz1000_61001_idxctrl_zz1000_pv 15.65 3.00 -84.61 -32.69 -84.61 -35.35 170.28 202.93 240.31
426 mt_961_use2024_last_save_rnk500_idxctrl 14.81 2.16 -85.46 -33.54 -85.46 -36.20 169.43 202.09 239.46
427 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 14.44 1.79 -85.83 -33.91 -85.83 -36.57 169.06 201.72 239.09
432 mt_962_use2012_best_save_rnk500_idxctrl 13.39 0.74 -86.87 -34.95 -86.87 -37.61 168.01 200.67 238.05
445 mt_962_use2013_last_save_rnk500_idxctrl 10.20 -2.46 -90.07 -38.15 -90.07 -40.81 164.82 197.47 234.85
446 mt_962_use2018_last_save_rnk500_idxctrl 9.96 -2.69 -90.30 -38.38 -90.30 -41.04 164.59 197.24 234.62
450 mt_962_use2013_best_save_rnk500_idxctrl 8.89 -3.77 -91.38 -39.46 -91.38 -42.12 163.51 196.16 233.54
452 mt_961_use2010_last_save_rnk500_idxctrl 8.61 -4.04 -91.65 -39.73 -91.65 -42.39 163.23 195.89 233.27
453 mt_961_use2022_best_save_rnk500_idxctrl 8.15 -4.50 -92.12 -40.20 -92.12 -42.86 162.77 195.43 232.80
457 mt_962_use2017_last_save_rnk500_idxctrl 6.94 -5.71 -93.32 -41.40 -93.32 -44.06 161.57 194.22 231.60
460 mt_961_use2024_best_save_rnk500_idxctrl 5.27 -7.38 -95.00 -43.08 -95.00 -45.74 159.89 192.54 229.92
465 mt_962_use2024_best_save_rnk500_idxctrl 3.81 -8.84 -96.46 -44.54 -96.46 -47.20 158.43 191.09 228.46
467 mt_961_use2019_last_save_rnk500_idxctrl 3.08 -9.57 -97.19 -45.27 -97.19 -47.93 157.70 190.36 227.73
470 mt_961_use2015_best_save_rnk500_idxctrl 2.39 -10.26 -97.88 -45.95 -97.87 -48.61 157.01 189.67 227.05
472 mt_962_use2016_last_save_rnk500_idxctrl 1.38 -11.28 -98.89 -46.97 -98.89 -49.63 156.00 188.65 226.03
479 mt_961_use2019_best_save_rnk500_idxctrl -0.25 -12.91 -100.52 -48.60 -100.52 -51.26 154.37 187.02 224.40
481 mt_962_use2023_best_save_rnk500_idxctrl -1.57 -14.22 -101.84 -49.92 -101.84 -52.58 153.05 185.70 223.08
482 mt_962_use2017_best_save_rnk500_idxctrl -1.99 -14.64 -102.26 -50.33 -102.26 -52.99 152.63 185.29 222.67
485 mt_962_use2024_last_save_rnk500_idxctrl -2.65 -15.30 -102.92 -51.00 -102.92 -53.66 151.97 184.63 222.00
487 mt_962_use2023_last_save_rnk500_idxctrl -4.30 -16.96 -104.57 -52.65 -104.57 -55.31 150.32 182.97 220.35
490 mt_961_use2021_best_save_rnk500_idxctrl -5.26 -17.91 -105.52 -53.60 -105.52 -56.26 149.36 182.02 219.40
494 mt_962_use2015_last_save_rnk500_idxctrl -8.12 -20.77 -108.39 -56.47 -108.39 -59.13 146.50 179.16 216.53
496 mt_961_use2020_best_save_rnk500_idxctrl -8.55 -21.20 -108.82 -56.89 -108.82 -59.55 146.07 178.73 216.10
497 mt_961_use2020_last_save_rnk500_idxctrl -9.29 -21.95 -109.56 -57.64 -109.56 -60.30 145.33 177.98 215.36
500 mt_962_use2018_best_save_rnk500_idxctrl -10.28 -22.93 -110.54 -58.62 -110.54 -61.28 144.35 177.00 214.38
503 mt_962_use2021_last_save_rnk500_idxctrl -11.99 -24.64 -112.25 -60.33 -112.25 -62.99 142.63 175.29 212.67
504 mt_962_use2022_last_save_rnk500_idxctrl -13.24 -25.89 -113.50 -61.58 -113.50 -64.24 141.38 174.04 211.42
512 mt_961_use2013_best_save_rnk500_idxctrl -21.04 -33.70 -121.31 -69.39 -121.31 -72.05 133.58 166.23 203.61
513 mt_962_use2022_best_save_rnk500_idxctrl -21.22 -33.87 -121.49 -69.56 -121.49 -72.22 133.40 166.06 203.44
515 mt_962_use2019_last_save_rnk500_idxctrl -21.68 -34.33 -121.95 -70.03 -121.95 -72.69 132.94 165.59 202.97
516 mt_962_use2021_best_save_rnk500_idxctrl -21.87 -34.52 -122.14 -70.21 -122.14 -72.87 132.75 165.41 202.78
517 mt_962_use2020_last_save_rnk500_idxctrl -22.58 -35.23 -122.85 -70.93 -122.85 -73.59 132.04 164.69 202.07
519 mt_962_use2019_best_save_rnk500_idxctrl -24.06 -36.71 -124.33 -72.40 -124.33 -75.06 130.56 163.22 200.59
521 mt_962_use2015_best_save_rnk500_idxctrl -27.19 -39.84 -127.46 -75.53 -127.46 -78.20 127.43 160.09 197.46
522 mt_962_use2020_best_save_rnk500_idxctrl -29.47 -42.12 -129.73 -77.81 -129.73 -80.47 125.15 157.81 195.19