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_20251208_151522
12 mt_962_use2020_best_save_rnk500_idxctrl 91.67 96.38 203.50 123.18 203.50 101.85 61.98 49.62 57.09
14 mt_962_use2023_best_save_rnk500_idxctrl 90.66 95.37 202.49 122.16 202.49 100.84 60.97 48.60 56.07
18 mt_962_use2022_last_save_rnk500_idxctrl 84.96 89.67 196.79 116.47 196.79 95.14 55.27 42.91 50.38
19 mt_962_use2024_last_save_rnk500_idxctrl 80.99 85.70 192.82 112.50 192.82 91.17 51.30 38.94 46.41
20 mt_962_use2024_best_save_rnk500_idxctrl 78.67 83.38 190.51 110.18 190.51 88.85 48.99 36.62 44.09
25 mt_962_use2023_last_save_rnk500_idxctrl 75.10 79.81 186.93 106.60 186.93 85.28 45.41 33.04 40.51
27 mt_962_use2022_best_save_rnk500_idxctrl 73.25 77.96 185.08 104.75 185.08 83.43 43.56 31.19 38.66
30 mt_962_use2021_last_save_rnk500_idxctrl 67.36 72.07 179.20 98.87 179.20 77.55 37.68 25.31 32.78
34 mt_962_use2020_last_save_rnk500_idxctrl 60.69 65.39 172.52 92.19 172.52 70.87 31.00 18.63 26.10
35 mt_962_use2021_best_save_rnk500_idxctrl 59.97 64.68 171.80 91.47 171.80 70.15 30.28 17.91 25.38
41 mt_962_use2015_best_save_rnk500_idxctrl 54.91 59.62 166.74 86.41 166.74 65.09 25.22 12.85 20.32
46 mt_961_use2021_best_save_rnk500_idxctrl 44.82 49.53 156.66 76.33 156.66 55.01 15.14 2.77 10.24
47 mt_962_use2014_best_save_rnk500_idxctrl 44.52 49.23 156.35 76.03 156.35 54.70 14.83 2.47 9.94
59 mt_961_use2015_best_save_rnk500_idxctrl 37.66 42.37 149.49 69.17 149.49 47.84 7.97 -4.39 3.08
65 mt_962_use2014_last_save_rnk500_idxctrl 34.27 38.97 146.10 65.77 146.10 44.45 4.58 -7.79 -0.32
66 mt_962_use2013_best_save_rnk500_idxctrl 32.94 37.65 144.77 64.45 144.77 43.12 3.25 -9.11 -1.64
71 mt_962_use2012_best_save_rnk500_idxctrl 30.96 35.66 142.79 62.46 142.79 41.14 1.27 -11.10 -3.63
75 mt_961_use2013_best_save_rnk500_idxctrl 27.83 32.53 139.66 59.33 139.66 38.01 -1.86 -14.23 -6.76
84 mt_962_use2012_last_save_rnk500_idxctrl 22.79 27.50 134.63 54.30 134.63 32.97 -6.89 -19.26 -11.79
85 mt_961_use2017_last_save_rnk500_idxctrl 19.36 24.07 131.19 50.86 131.19 29.54 -10.33 -22.70 -15.23
86 mt_961_use2019_best_save_rnk500_idxctrl 18.43 23.14 130.27 49.94 130.27 28.61 -11.25 -23.62 -16.15
88 mt_961_use2024_best_save_rnk500_idxctrl 17.48 22.18 129.31 48.98 129.31 27.66 -12.21 -24.58 -17.11
89 mt_961_use2015_last_save_rnk500_idxctrl 17.45 22.16 129.28 48.96 129.28 27.63 -12.24 -24.61 -17.14
90 mt_961_use2014_best_save_rnk500_idxctrl 17.09 21.80 128.92 48.59 128.92 27.27 -12.60 -24.97 -17.50
96 mt_962_use2019_best_save_rnk500_idxctrl 14.41 19.12 126.24 45.91 126.24 24.59 -15.28 -27.65 -20.18
97 multin_zz1000_61001_idxctrl_top3800_pv 13.97 18.68 125.81 45.48 125.81 24.15 -15.71 -28.08 -20.61
103 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 12.26 16.97 124.09 43.77 124.09 22.44 -17.43 -29.79 -22.32
105 multin_zz1000_61001_idxctrl_50010002000_pv 11.39 16.10 123.23 42.90 123.23 21.57 -18.29 -30.66 -23.19
107 mt_961_use2024_last_save_rnk500_idxctrl 10.92 15.63 122.75 42.43 122.75 21.10 -18.77 -31.14 -23.67
110 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 9.59 14.29 121.42 41.09 121.42 19.77 -20.10 -32.47 -25.00
115 mt_962_use2013_last_save_rnk500_idxctrl 7.09 11.80 118.93 38.60 118.93 17.28 -22.59 -34.96 -27.49
117 mt_962_use2017_best_save_rnk500_idxctrl 6.84 11.55 118.67 38.34 118.67 17.02 -22.85 -35.22 -27.75
120 multin_zz1000_61004_idxctrl_top3800_pv 5.44 10.15 117.28 36.95 117.28 15.63 -24.24 -36.61 -29.14
123 multin_zz1000_61004_idxctrl_50010002000_pv 3.89 8.60 115.72 35.39 115.72 14.07 -25.80 -38.17 -30.70
124 multin_zz1000_61002_idxctrl_top3800_pv 3.55 8.26 115.38 35.06 115.38 13.73 -26.14 -38.51 -31.04
125 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 3.34 8.05 115.18 34.85 115.18 13.52 -26.34 -38.71 -31.24
126 mt_961_use2017_best_save_rnk500_idxctrl 3.28 7.98 115.11 34.78 115.11 13.46 -26.41 -38.78 -31.31
131 mt_961_use2019_last_save_rnk500_idxctrl 1.99 6.70 113.83 33.50 113.83 12.18 -27.69 -40.06 -32.59
132 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 1.87 6.58 113.71 33.38 113.71 12.05 -27.81 -40.18 -32.71
133 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 1.78 6.49 113.62 33.29 113.61 11.96 -27.91 -40.27 -32.80
134 multin_zz1000_61002_idxctrl_50010002000_pv 1.75 6.46 113.58 33.26 113.58 11.93 -27.94 -40.30 -32.83
139 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -0.16 4.55 111.67 31.34 111.67 10.02 -29.85 -42.22 -34.75
142 mt_962_use2015_last_save_rnk500_idxctrl -1.08 3.62 110.75 30.42 110.75 9.10 -30.77 -43.14 -35.67
152 mt_962_use2019_last_save_rnk500_idxctrl -2.63 2.08 109.20 28.88 109.20 7.55 -32.32 -44.68 -37.21
174 mt_961_use2010_last_save_rnk500_idxctrl -8.97 -4.26 102.86 22.54 102.86 1.21 -38.66 -51.03 -43.56
210 mt_961_use2011_best_save_rnk500_idxctrl -17.35 -12.65 94.48 14.15 94.48 -7.17 -47.04 -59.41 -51.94
214 mt_961_use2014_last_save_rnk500_idxctrl -17.99 -13.28 93.85 13.52 93.85 -7.81 -47.67 -60.04 -52.57
215 mt_961_use2020_last_save_rnk500_idxctrl -18.09 -13.38 93.74 13.42 93.74 -7.91 -47.78 -60.15 -52.68
229 mt_961_use2010_best_save_rnk500_idxctrl -21.75 -17.04 90.08 9.75 90.08 -11.57 -51.44 -63.81 -56.34
233 mt_961_use2016_last_save_rnk500_idxctrl -22.51 -17.80 89.32 8.99 89.32 -12.33 -52.20 -64.57 -57.10
236 mt_961_use2021_last_save_rnk500_idxctrl -23.66 -18.95 88.17 7.84 88.17 -13.48 -53.35 -65.72 -58.25
237 mt_962_use2018_best_save_rnk500_idxctrl -23.93 -19.22 87.90 7.57 87.90 -13.75 -53.62 -65.99 -58.52
240 mt_961_use2020_best_save_rnk500_idxctrl -24.30 -19.59 87.53 7.21 87.53 -14.12 -53.99 -66.36 -58.89
242 mt_962_use2017_last_save_rnk500_idxctrl -24.89 -20.19 86.94 6.61 86.94 -14.71 -54.58 -66.95 -59.48
245 mt_961_use2022_best_save_rnk500_idxctrl -25.92 -21.21 85.92 5.59 85.91 -15.74 -55.61 -67.97 -60.50
268 multin_zz1000_61001_idxctrl_zz1000_pv -29.25 -24.55 82.58 2.25 82.58 -19.07 -58.94 -71.31 -63.84
281 mt_961_use2009_best_save_rnk500_idxctrl -30.50 -25.79 81.33 1.00 81.33 -20.32 -60.19 -72.56 -65.09
289 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -31.45 -26.74 80.38 0.06 80.38 -21.27 -61.14 -73.51 -66.04
290 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -31.53 -26.82 80.31 -0.02 80.30 -21.35 -61.22 -73.58 -66.11
295 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -31.64 -26.94 80.19 -0.14 80.19 -21.46 -61.33 -73.70 -66.23
298 multin_zz1000_61002_idxctrl_zz1000_pv -31.70 -27.00 80.13 -0.20 80.13 -21.52 -61.39 -73.76 -66.29
299 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -31.70 -26.99 80.14 -0.19 80.14 -21.51 -61.38 -73.75 -66.28
300 multin_zz1000_61004_idxctrl_zz1000_pv -31.74 -27.04 80.09 -0.24 80.09 -21.56 -61.43 -73.80 -66.33
303 mt_961_use2022_last_save_rnk500_idxctrl -32.17 -27.47 79.66 -0.67 79.66 -21.99 -61.86 -74.23 -66.76
304 mt_962_use2010_last_save_rnk500_idxctrl -32.20 -27.49 79.63 -0.69 79.63 -22.02 -61.89 -74.25 -66.78
306 mt_962_use2016_last_save_rnk500_idxctrl -32.54 -27.83 79.30 -1.03 79.30 -22.35 -62.22 -74.59 -67.12
308 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -32.97 -28.27 78.86 -1.47 78.86 -22.79 -62.66 -75.03 -67.56
310 multin_zz1000_61001_idxctrl_pv -33.40 -28.69 78.43 -1.90 78.43 -23.22 -63.09 -75.46 -67.99
313 multin_zz500_61001_idxctrl_zz500_pv -33.77 -29.07 78.06 -2.27 78.06 -23.59 -63.46 -75.83 -68.36
315 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -34.58 -29.87 77.26 -3.07 77.26 -24.40 -64.26 -76.63 -69.16
318 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -34.84 -30.13 76.99 -3.34 76.99 -24.66 -64.53 -76.90 -69.43
319 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -34.88 -30.17 76.96 -3.37 76.95 -24.70 -64.57 -76.93 -69.46
320 multin_zz1000_61002_idxctrl_pv -35.10 -30.39 76.73 -3.60 76.73 -24.92 -64.79 -77.16 -69.69
321 multin_zz1000_61004_idxctrl_pv -35.10 -30.39 76.73 -3.60 76.73 -24.92 -64.79 -77.16 -69.69
323 multin_zz500_61004_idxctrl_zz500_pv -35.44 -30.73 76.40 -3.93 76.39 -25.26 -65.12 -77.49 -70.02
325 multin_zz500_61002_idxctrl_zz500_pv -35.73 -31.02 76.11 -4.22 76.10 -25.55 -65.42 -77.78 -70.31
329 mt_961_use2016_best_save_rnk500_idxctrl -36.56 -31.86 75.27 -5.06 75.27 -26.38 -66.25 -78.62 -71.15
332 multin_zz1000_61001_idxctrl_pv_rm_blc -36.76 -32.06 75.07 -5.26 75.07 -26.58 -66.45 -78.82 -71.35
336 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -37.22 -32.51 74.62 -5.71 74.62 -27.04 -66.90 -79.27 -71.80
339 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -37.44 -32.74 74.39 -5.94 74.39 -27.26 -67.13 -79.50 -72.03
343 multin_zz1000_61002_idxctrl_pv_rm_blc -38.41 -33.70 73.43 -6.90 73.43 -28.22 -68.09 -80.46 -72.99
344 multin_zz1000_61004_idxctrl_pv_rm_blc -38.41 -33.70 73.43 -6.90 73.43 -28.22 -68.09 -80.46 -72.99
345 mt_961_use2009_last_save_rnk500_idxctrl -38.70 -33.99 73.14 -7.19 73.14 -28.52 -68.38 -80.75 -73.28
358 mt_961_use2013_last_save_rnk500_idxctrl -40.28 -35.57 71.56 -8.77 71.56 -30.10 -69.96 -82.33 -74.86
362 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -40.64 -35.93 71.19 -9.13 71.19 -30.46 -70.33 -82.70 -75.23
363 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -40.70 -35.99 71.14 -9.19 71.14 -30.52 -70.38 -82.75 -75.28
365 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -40.78 -36.07 71.05 -9.28 71.05 -30.60 -70.47 -82.84 -75.37
366 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -40.93 -36.22 70.90 -9.43 70.90 -30.75 -70.62 -82.99 -75.52
370 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -42.69 -37.98 69.14 -11.19 69.14 -32.51 -72.38 -84.75 -77.28
372 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -42.97 -38.26 68.87 -11.46 68.87 -32.79 -72.65 -85.02 -77.55
375 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -43.21 -38.51 68.62 -11.71 68.62 -33.03 -72.90 -85.27 -77.80
376 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -43.31 -38.60 68.52 -11.81 68.52 -33.13 -73.00 -85.37 -77.90
394 mt_961_use2018_last_save_rnk500_idxctrl -46.85 -42.14 64.98 -15.35 64.98 -36.67 -76.54 -88.91 -81.44
396 mt_962_use2010_best_save_rnk500_idxctrl -47.71 -43.00 64.13 -16.20 64.13 -37.52 -77.39 -89.76 -82.29
412 mt_961_use2011_last_save_rnk500_idxctrl -53.59 -48.88 58.25 -22.08 58.25 -43.41 -83.27 -95.64 -88.17
433 mt_962_use2011_last_save_rnk500_idxctrl -62.06 -57.36 49.77 -30.56 49.77 -51.88 -91.75 -104.12 -96.65
439 mt_961_use2008_last_save_rnk500_idxctrl -64.95 -60.24 46.89 -33.44 46.88 -54.77 -94.64 -107.00 -99.53
443 mt_961_use2012_last_save_rnk500_idxctrl -65.94 -61.23 45.89 -34.43 45.89 -55.76 -95.63 -107.99 -100.52
448 mt_961_use2023_last_save_rnk500_idxctrl -68.34 -63.63 43.49 -36.83 43.49 -58.16 -98.03 -110.39 -102.92
453 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -69.84 -65.13 42.00 -38.33 41.99 -59.66 -99.53 -111.89 -104.42
454 mt_961_use2012_best_save_rnk500_idxctrl -70.11 -65.41 41.72 -38.61 41.72 -59.93 -99.80 -112.17 -104.70
455 mt_962_use2011_best_save_rnk500_idxctrl -70.64 -65.93 41.20 -39.13 41.19 -60.46 -100.33 -112.69 -105.22
456 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -70.64 -65.94 41.19 -39.14 41.19 -60.46 -100.33 -112.70 -105.23
457 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -71.51 -66.81 40.32 -40.01 40.32 -61.33 -101.20 -113.57 -106.10
459 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -72.15 -67.44 39.69 -40.64 39.68 -61.97 -101.84 -114.20 -106.73
460 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -72.24 -67.53 39.60 -40.73 39.60 -62.06 -101.92 -114.29 -106.82
461 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -72.83 -68.12 39.00 -41.33 39.00 -62.65 -102.52 -114.89 -107.42
463 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -73.33 -68.62 38.50 -41.82 38.50 -63.15 -103.02 -115.39 -107.92
464 multin_zz1000_61001_idxctrl_pv_rm_fnd -73.43 -68.73 38.40 -41.93 38.40 -63.25 -103.12 -115.49 -108.02
466 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -74.65 -69.94 37.18 -43.15 37.18 -64.47 -104.34 -116.71 -109.24
467 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -74.65 -69.94 37.18 -43.15 37.18 -64.47 -104.34 -116.71 -109.24
468 multin_zz1000_61004_idxctrl_pv_rm_fnd -74.76 -70.05 37.08 -43.25 37.07 -64.58 -104.44 -116.81 -109.34
469 multin_zz1000_61002_idxctrl_pv_rm_fnd -74.76 -70.05 37.08 -43.25 37.07 -64.58 -104.44 -116.81 -109.34
475 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -77.31 -72.60 34.53 -45.80 34.53 -67.12 -106.99 -119.36 -111.89
476 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -77.50 -72.79 34.33 -45.99 34.33 -67.32 -107.19 -119.56 -112.09
479 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -79.33 -74.62 32.50 -47.82 32.50 -69.15 -109.02 -121.38 -113.91
480 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -79.39 -74.69 32.44 -47.89 32.44 -69.21 -109.08 -121.45 -113.98
481 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -79.54 -74.83 32.29 -48.03 32.29 -69.36 -109.23 -121.60 -114.13
482 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -79.65 -74.95 32.18 -48.15 32.18 -69.47 -109.34 -121.71 -114.24
488 mt_961_use2018_best_save_rnk500_idxctrl -82.74 -78.03 29.10 -51.23 29.10 -72.56 -112.42 -124.79 -117.32
500 mt_962_use2016_best_save_rnk500_idxctrl -87.32 -82.62 24.51 -55.82 24.51 -77.14 -117.01 -129.38 -121.91
505 mt_962_use2018_last_save_rnk500_idxctrl -91.61 -86.90 20.22 -60.11 20.22 -81.43 -121.30 -133.67 -126.20
506 mt_961_use2008_best_save_rnk500_idxctrl -92.05 -87.34 19.79 -60.54 19.79 -81.87 -121.73 -134.10 -126.63
510 mt_962_use2009_last_save_rnk500_idxctrl -95.92 -91.21 15.91 -64.42 15.91 -85.74 -125.61 -137.98 -130.51
516 mt_961_use2023_best_save_rnk500_idxctrl -98.29 -93.58 13.54 -66.79 13.54 -88.11 -127.98 -140.35 -132.88
517 mt_962_use2009_best_save_rnk500_idxctrl -99.83 -95.12 12.01 -68.32 12.01 -89.65 -129.51 -141.88 -134.41
519 mt_962_use2008_best_save_rnk500_idxctrl -113.85 -109.14 -2.01 -82.34 -2.01 -103.67 -143.53 -155.90 -148.43
521 mt_962_use2008_last_save_rnk500_idxctrl -116.57 -111.86 -4.74 -85.07 -4.74 -106.39 -146.26 -158.63 -151.16