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_20251203_151523
10 mt_962_use2008_last_save_rnk500_idxctrl 73.03 47.86 -14.58 33.47 -14.58 69.95 203.73 231.63 250.51
11 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 72.21 47.05 -15.39 32.66 -15.39 69.14 202.92 230.82 249.70
12 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 72.13 46.97 -15.48 32.57 -15.48 69.06 202.83 230.73 249.61
14 mt_961_use2018_best_save_rnk500_idxctrl 71.96 46.80 -15.65 32.40 -15.65 68.89 202.66 230.56 249.44
15 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 71.03 45.87 -16.57 31.47 -16.58 67.96 201.73 229.64 248.51
16 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 70.91 45.75 -16.69 31.35 -16.70 67.84 201.61 229.52 248.39
17 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 70.67 45.50 -16.94 31.11 -16.94 67.59 201.37 229.27 248.15
19 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 70.53 45.37 -17.08 30.97 -17.08 67.46 201.23 229.13 248.01
21 mt_962_use2008_best_save_rnk500_idxctrl 69.74 44.57 -17.87 30.18 -17.87 66.66 200.44 228.34 247.22
23 mt_961_use2018_last_save_rnk500_idxctrl 69.49 44.33 -18.12 29.93 -18.12 66.42 200.19 228.09 246.97
33 mt_962_use2009_best_save_rnk500_idxctrl 62.14 36.97 -25.47 22.58 -25.47 59.06 192.84 220.74 239.62
34 mt_962_use2016_best_save_rnk500_idxctrl 61.79 36.63 -25.82 22.23 -25.82 58.72 192.49 220.39 239.27
36 mt_961_use2012_best_save_rnk500_idxctrl 61.32 36.16 -26.29 21.76 -26.29 58.25 192.02 219.92 238.80
37 mt_962_use2009_last_save_rnk500_idxctrl 61.18 36.02 -26.42 21.62 -26.43 58.11 191.88 219.79 238.66
40 mt_962_use2018_last_save_rnk500_idxctrl 59.81 34.65 -27.79 20.26 -27.79 56.74 190.52 218.42 237.30
41 mt_962_use2011_best_save_rnk500_idxctrl 59.76 34.60 -27.84 20.21 -27.84 56.69 190.47 218.37 237.25
43 mt_961_use2023_best_save_rnk500_idxctrl 59.21 34.04 -28.40 19.65 -28.40 56.13 189.91 217.81 236.69
44 mt_961_use2019_best_save_rnk500_idxctrl 58.60 33.43 -29.01 19.04 -29.01 55.52 189.30 217.20 236.08
46 multin_zz1000_61001_idxctrl_pv_rm_fnd 57.27 32.11 -30.34 17.71 -30.34 54.20 187.97 215.88 234.75
47 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 57.26 32.10 -30.35 17.70 -30.35 54.19 187.96 215.86 234.74
53 multin_zz500_61001_idxctrl_zz500_pv 56.34 31.18 -31.27 16.78 -31.27 53.27 187.04 214.94 233.82
55 multin_zz500_61004_idxctrl_zz500_pv 56.23 31.06 -31.38 16.67 -31.38 53.15 186.93 214.83 233.71
57 mt_961_use2008_best_save_rnk500_idxctrl 56.20 31.03 -31.41 16.64 -31.41 53.12 186.90 214.80 233.68
58 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 56.13 30.97 -31.47 16.58 -31.48 53.06 186.83 214.74 233.61
59 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 55.88 30.72 -31.72 16.33 -31.72 52.81 186.59 214.49 233.36
63 multin_zz500_61002_idxctrl_zz500_pv 55.82 30.65 -31.79 16.26 -31.79 52.74 186.52 214.42 233.30
64 multin_zz1000_61002_idxctrl_pv_rm_fnd 55.80 30.64 -31.81 16.24 -31.81 52.72 186.50 214.40 233.28
65 multin_zz1000_61004_idxctrl_pv_rm_fnd 55.80 30.64 -31.81 16.24 -31.81 52.72 186.50 214.40 233.28
66 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 55.71 30.55 -31.89 16.16 -31.89 52.64 186.42 214.32 233.19
67 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 55.71 30.55 -31.89 16.16 -31.89 52.64 186.42 214.32 233.19
68 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 55.46 30.30 -32.14 15.90 -32.15 52.39 186.16 214.07 232.94
69 mt_961_use2020_best_save_rnk500_idxctrl 55.34 30.17 -32.27 15.78 -32.27 52.26 186.04 213.94 232.82
71 mt_961_use2019_last_save_rnk500_idxctrl 54.95 29.78 -32.66 15.39 -32.66 51.87 185.65 213.55 232.43
72 mt_961_use2017_best_save_rnk500_idxctrl 54.88 29.72 -32.72 15.33 -32.72 51.81 185.59 213.49 232.36
78 mt_961_use2020_last_save_rnk500_idxctrl 53.70 28.54 -33.91 14.14 -33.91 50.63 184.40 212.30 231.18
79 mt_961_use2012_last_save_rnk500_idxctrl 53.10 27.94 -34.51 13.54 -34.51 50.02 183.80 211.70 230.58
81 mt_961_use2014_last_save_rnk500_idxctrl 52.11 26.94 -35.50 12.55 -35.50 49.03 182.81 210.71 229.59
83 mt_961_use2013_last_save_rnk500_idxctrl 51.04 25.88 -36.57 11.48 -36.57 47.97 181.74 209.65 228.52
87 mt_962_use2010_best_save_rnk500_idxctrl 47.37 22.20 -40.24 7.81 -40.24 44.29 178.07 205.97 224.85
92 mt_961_use2016_last_save_rnk500_idxctrl 45.42 20.25 -42.19 5.86 -42.19 42.34 176.12 204.02 222.90
93 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 45.32 20.16 -42.28 5.76 -42.29 42.25 176.02 203.93 222.80
96 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 44.94 19.77 -42.67 5.38 -42.67 41.86 175.64 203.54 222.42
97 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 44.49 19.33 -43.11 4.94 -43.11 41.42 175.20 203.10 221.97
99 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 44.44 19.28 -43.16 4.89 -43.16 41.37 175.15 203.05 221.93
101 mt_961_use2016_best_save_rnk500_idxctrl 44.14 18.98 -43.47 4.58 -43.47 41.07 174.84 202.74 221.62
103 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 44.04 18.87 -43.57 4.48 -43.57 40.96 174.74 202.64 221.52
104 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 44.01 18.85 -43.59 4.46 -43.59 40.94 174.72 202.62 221.50
107 mt_961_use2021_last_save_rnk500_idxctrl 42.87 17.71 -44.73 3.32 -44.73 39.80 173.58 201.48 220.36
108 mt_961_use2008_last_save_rnk500_idxctrl 42.87 17.71 -44.73 3.31 -44.74 39.80 173.57 201.48 220.35
109 mt_962_use2016_last_save_rnk500_idxctrl 41.99 16.83 -45.61 2.44 -45.61 38.92 172.70 200.60 219.47
116 mt_962_use2018_best_save_rnk500_idxctrl 40.29 15.12 -47.32 0.73 -47.32 37.21 170.99 198.89 217.77
117 mt_962_use2017_best_save_rnk500_idxctrl 40.27 15.10 -47.34 0.71 -47.34 37.19 170.97 198.87 217.75
118 multin_zz1000_61001_idxctrl_pv_rm_blc 40.02 14.85 -47.59 0.46 -47.59 36.94 170.72 198.62 217.50
121 multin_zz1000_61001_idxctrl_pv 39.35 14.19 -48.25 -0.21 -48.26 36.28 170.05 197.96 216.83
122 mt_961_use2021_best_save_rnk500_idxctrl 39.12 13.96 -48.49 -0.44 -48.49 36.05 169.82 197.72 216.60
123 multin_zz1000_61002_idxctrl_pv_rm_blc 39.03 13.87 -48.58 -0.53 -48.58 35.96 169.73 197.63 216.51
124 multin_zz1000_61004_idxctrl_pv_rm_blc 39.03 13.87 -48.58 -0.53 -48.58 35.96 169.73 197.63 216.51
125 mt_961_use2014_best_save_rnk500_idxctrl 39.01 13.84 -48.60 -0.55 -48.60 35.93 169.71 197.61 216.49
126 mt_961_use2013_best_save_rnk500_idxctrl 38.98 13.82 -48.63 -0.58 -48.63 35.91 169.68 197.58 216.46
127 multin_zz1000_61004_idxctrl_pv 38.42 13.26 -49.19 -1.14 -49.19 35.35 169.12 197.02 215.90
128 multin_zz1000_61002_idxctrl_pv 38.42 13.26 -49.19 -1.14 -49.19 35.35 169.12 197.02 215.90
129 mt_961_use2011_last_save_rnk500_idxctrl 37.90 12.74 -49.71 -1.66 -49.71 34.83 168.60 196.50 215.38
134 mt_961_use2023_last_save_rnk500_idxctrl 37.00 11.83 -50.61 -2.56 -50.61 33.92 167.70 195.60 214.48
137 mt_961_use2022_best_save_rnk500_idxctrl 36.71 11.54 -50.90 -2.85 -50.90 33.63 167.41 195.31 214.19
142 mt_961_use2022_last_save_rnk500_idxctrl 35.46 10.30 -52.14 -4.09 -52.14 32.39 166.17 194.07 212.95
143 mt_961_use2017_last_save_rnk500_idxctrl 35.40 10.24 -52.21 -4.16 -52.21 32.33 166.10 194.01 212.88
144 mt_962_use2019_best_save_rnk500_idxctrl 35.05 9.88 -52.56 -4.51 -52.56 31.97 165.75 193.65 212.53
148 mt_962_use2011_last_save_rnk500_idxctrl 34.19 9.03 -53.41 -5.36 -53.41 31.12 164.90 192.80 211.68
150 mt_962_use2010_last_save_rnk500_idxctrl 33.86 8.70 -53.75 -5.70 -53.75 30.79 164.56 192.46 211.34
151 mt_962_use2017_last_save_rnk500_idxctrl 33.09 7.93 -54.51 -6.46 -54.51 30.02 163.79 191.70 210.57
152 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 32.49 7.33 -55.11 -7.06 -55.11 29.42 163.20 191.10 209.97
153 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 32.36 7.20 -55.25 -7.20 -55.25 29.29 163.06 190.97 209.84
155 mt_962_use2022_best_save_rnk500_idxctrl 32.20 7.04 -55.41 -7.36 -55.41 29.12 162.90 190.80 209.68
157 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 31.68 6.52 -55.93 -7.88 -55.93 28.61 162.38 190.28 209.16
161 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 30.75 5.58 -56.86 -8.81 -56.86 27.67 161.45 189.35 208.23
162 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 30.75 5.58 -56.86 -8.81 -56.86 27.67 161.45 189.35 208.23
163 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 30.62 5.45 -56.99 -8.94 -56.99 27.54 161.32 189.22 208.10
167 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 29.97 4.80 -57.64 -9.59 -57.64 26.89 160.67 188.57 207.45
169 mt_962_use2021_best_save_rnk500_idxctrl 29.29 4.12 -58.32 -10.27 -58.32 26.21 159.99 187.89 206.77
170 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 29.27 4.11 -58.34 -10.29 -58.34 26.20 159.97 187.87 206.75
171 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 29.07 3.90 -58.54 -10.49 -58.54 25.99 159.77 187.67 206.55
177 mt_962_use2019_last_save_rnk500_idxctrl 27.76 2.60 -59.84 -11.79 -59.84 24.69 158.47 186.37 205.25
179 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 27.51 2.35 -60.09 -12.04 -60.09 24.44 158.21 186.12 204.99
184 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 27.07 1.90 -60.54 -12.49 -60.54 23.99 157.77 185.67 204.55
185 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 27.03 1.87 -60.57 -12.52 -60.57 23.96 157.74 185.64 204.52
186 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 26.85 1.69 -60.75 -12.70 -60.75 23.78 157.55 185.46 204.33
188 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 26.65 1.48 -60.96 -12.91 -60.96 23.57 157.35 185.25 204.13
190 mt_962_use2024_best_save_rnk500_idxctrl 26.54 1.37 -61.07 -13.02 -61.07 23.46 157.24 185.14 204.02
191 mt_962_use2012_last_save_rnk500_idxctrl 26.49 1.33 -61.11 -13.06 -61.11 23.42 157.20 185.10 203.98
192 multin_zz1000_61001_idxctrl_zz1000_pv 26.31 1.15 -61.29 -13.25 -61.30 23.24 157.01 184.92 203.79
194 multin_zz1000_61002_idxctrl_zz1000_pv 26.13 0.96 -61.48 -13.43 -61.48 23.05 156.83 184.73 203.61
195 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 26.07 0.91 -61.54 -13.49 -61.54 23.00 156.77 184.68 203.55
196 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 26.05 0.89 -61.55 -13.50 -61.55 22.98 156.76 184.66 203.54
198 multin_zz1000_61004_idxctrl_zz1000_pv 25.92 0.76 -61.68 -13.63 -61.68 22.85 156.63 184.53 203.41
199 mt_962_use2015_last_save_rnk500_idxctrl 25.85 0.68 -61.76 -13.71 -61.76 22.77 156.55 184.45 203.33
201 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 25.79 0.62 -61.82 -13.77 -61.82 22.71 156.49 184.39 203.27
204 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 25.70 0.54 -61.91 -13.86 -61.91 22.63 156.40 184.31 203.18
207 mt_961_use2015_best_save_rnk500_idxctrl 25.57 0.41 -62.03 -13.98 -62.03 22.50 156.28 184.18 203.06
208 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 25.38 0.22 -62.23 -14.18 -62.23 22.31 156.08 183.98 202.86
210 mt_962_use2024_last_save_rnk500_idxctrl 24.90 -0.26 -62.71 -14.66 -62.71 21.83 155.60 183.50 202.38
211 multin_zz1000_61002_idxctrl_50010002000_pv 24.69 -0.48 -62.92 -14.87 -62.92 21.61 155.39 183.29 202.17
212 multin_zz1000_61004_idxctrl_top3800_pv 24.58 -0.58 -63.03 -14.98 -63.03 21.51 155.28 183.18 202.06
213 multin_zz1000_61002_idxctrl_top3800_pv 24.48 -0.69 -63.13 -15.08 -63.13 21.40 155.18 183.08 201.96
214 multin_zz1000_61004_idxctrl_50010002000_pv 24.48 -0.69 -63.13 -15.08 -63.13 21.40 155.18 183.08 201.96
220 mt_962_use2012_best_save_rnk500_idxctrl 23.47 -1.69 -64.14 -16.09 -64.14 20.39 154.17 182.07 200.95
223 mt_962_use2022_last_save_rnk500_idxctrl 22.95 -2.21 -64.66 -16.61 -64.66 19.88 153.65 181.55 200.43
225 mt_962_use2020_last_save_rnk500_idxctrl 22.91 -2.26 -64.70 -16.65 -64.70 19.83 153.61 181.51 200.39
226 mt_961_use2010_best_save_rnk500_idxctrl 22.71 -2.45 -64.90 -16.85 -64.90 19.63 153.41 181.31 200.19
229 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 22.35 -2.81 -65.25 -17.20 -65.25 19.28 153.06 180.96 199.83
231 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 21.62 -3.54 -65.99 -17.94 -65.99 18.55 152.32 180.22 199.10
236 mt_962_use2020_best_save_rnk500_idxctrl 21.37 -3.79 -66.24 -18.19 -66.24 18.30 152.07 179.97 198.85
241 multin_zz1000_61001_idxctrl_50010002000_pv 20.81 -4.35 -66.79 -18.74 -66.79 17.74 151.52 179.42 198.29
243 mt_962_use2021_last_save_rnk500_idxctrl 20.20 -4.97 -67.41 -19.36 -67.41 17.12 150.90 178.80 197.68
244 multin_zz1000_61001_idxctrl_top3800_pv 19.88 -5.28 -67.73 -19.68 -67.73 16.81 150.58 178.49 197.36
246 mt_962_use2015_best_save_rnk500_idxctrl 19.66 -5.51 -67.95 -19.90 -67.95 16.58 150.36 178.26 197.14
247 mt_962_use2023_last_save_rnk500_idxctrl 19.63 -5.54 -67.98 -19.93 -67.98 16.55 150.33 178.23 197.11
261 mt_961_use2011_best_save_rnk500_idxctrl 18.03 -7.14 -69.58 -21.53 -69.58 14.95 148.73 176.63 195.51
276 mt_962_use2013_best_save_rnk500_idxctrl 15.71 -9.46 -71.90 -23.85 -71.90 12.63 146.41 174.31 193.19
289 mt_961_use2015_last_save_rnk500_idxctrl 15.21 -9.95 -72.39 -24.35 -72.40 12.14 145.91 173.82 192.69
294 mt_961_use2009_last_save_rnk500_idxctrl 14.69 -10.48 -72.92 -24.87 -72.92 11.61 145.39 173.29 192.17
300 mt_962_use2023_best_save_rnk500_idxctrl 14.31 -10.85 -73.30 -25.25 -73.30 11.24 145.01 172.91 191.79
301 mt_962_use2013_last_save_rnk500_idxctrl 14.18 -10.98 -73.42 -25.37 -73.42 11.11 144.88 172.79 191.66
317 mt_961_use2009_best_save_rnk500_idxctrl 12.74 -12.43 -74.87 -26.82 -74.87 9.66 143.44 171.34 190.22
326 mt_962_use2014_last_save_rnk500_idxctrl 11.47 -13.69 -76.14 -28.09 -76.14 8.40 142.17 170.07 188.95
331 mt_962_use2014_best_save_rnk500_idxctrl 10.91 -14.26 -76.70 -28.65 -76.70 7.83 141.61 169.51 188.39
340 mt_961_use2024_best_save_rnk500_idxctrl 9.00 -16.17 -78.61 -30.56 -78.61 5.92 139.70 167.60 186.48
343 mt_961_use2010_last_save_rnk500_idxctrl 8.69 -16.47 -78.91 -30.86 -78.91 5.62 139.40 167.30 186.18
353 mt_961_use2024_last_save_rnk500_idxctrl 7.32 -17.84 -80.29 -32.24 -80.29 4.25 138.02 165.93 184.80