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_20251209_151524
16 mt_962_use2022_best_save_rnk500_idxctrl 39.40 51.40 -15.03 34.52 -15.03 68.86 266.61 280.73 299.15
18 mt_961_use2013_best_save_rnk500_idxctrl 36.60 48.60 -17.83 31.71 -17.83 66.06 263.81 277.93 296.34
19 mt_962_use2020_best_save_rnk500_idxctrl 32.30 44.29 -22.14 27.41 -22.14 61.75 259.50 273.62 292.04
21 mt_962_use2022_last_save_rnk500_idxctrl 27.86 39.86 -26.57 22.98 -26.57 57.32 255.07 269.19 287.61
22 mt_961_use2019_best_save_rnk500_idxctrl 27.51 39.50 -26.93 22.62 -26.93 56.96 254.72 268.84 287.25
25 mt_962_use2024_best_save_rnk500_idxctrl 25.75 37.75 -28.68 20.87 -28.68 55.21 252.96 267.08 285.50
26 mt_961_use2019_last_save_rnk500_idxctrl 25.56 37.56 -28.87 20.67 -28.87 55.02 252.77 266.89 285.31
27 mt_962_use2021_best_save_rnk500_idxctrl 24.04 36.03 -30.40 19.15 -30.40 53.49 251.25 265.36 283.78
28 mt_962_use2024_last_save_rnk500_idxctrl 22.36 34.35 -32.07 17.47 -32.07 51.82 249.57 263.69 282.10
36 mt_962_use2015_best_save_rnk500_idxctrl 19.70 31.69 -34.74 14.81 -34.74 49.15 246.91 261.02 279.44
47 mt_961_use2021_best_save_rnk500_idxctrl 13.45 25.45 -40.98 8.56 -40.98 42.91 240.66 254.78 273.19
48 mt_962_use2023_best_save_rnk500_idxctrl 13.27 25.26 -41.17 8.38 -41.16 42.73 240.48 254.60 273.01
52 mt_962_use2023_last_save_rnk500_idxctrl 11.34 23.33 -43.10 6.45 -43.10 40.79 238.54 252.66 271.08
56 mt_961_use2020_last_save_rnk500_idxctrl 11.10 23.10 -43.33 6.22 -43.33 40.56 238.31 252.43 270.85
61 mt_962_use2020_last_save_rnk500_idxctrl 8.70 20.70 -45.73 3.81 -45.73 38.16 235.91 250.03 268.44
63 mt_961_use2020_best_save_rnk500_idxctrl 8.61 20.61 -45.82 3.73 -45.82 38.07 235.82 249.94 268.36
66 mt_962_use2019_best_save_rnk500_idxctrl 7.49 19.48 -46.95 2.60 -46.95 36.94 234.70 248.82 267.23
68 mt_962_use2021_last_save_rnk500_idxctrl 7.19 19.19 -47.24 2.31 -47.24 36.65 234.40 248.52 266.94
70 mt_961_use2017_best_save_rnk500_idxctrl 6.36 18.35 -48.08 1.47 -48.08 35.81 233.56 247.68 266.10
72 mt_961_use2015_best_save_rnk500_idxctrl 5.66 17.65 -48.77 0.77 -48.77 35.12 232.87 246.99 265.40
82 multin_zz1000_61001_idxctrl_top3800_pv 1.00 12.99 -53.44 -3.89 -53.44 30.45 228.21 242.33 260.74
83 mt_961_use2017_last_save_rnk500_idxctrl 0.99 12.98 -53.45 -3.90 -53.45 30.44 228.20 242.32 260.73
86 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 0.54 12.53 -53.90 -4.35 -53.90 29.99 227.75 241.87 260.28
101 mt_961_use2014_best_save_rnk500_idxctrl -3.78 8.21 -58.22 -8.67 -58.22 25.67 223.43 237.55 255.96
104 multin_zz1000_61002_idxctrl_top3800_pv -4.61 7.39 -59.04 -9.49 -59.04 24.85 222.60 236.72 255.14
106 mt_961_use2013_last_save_rnk500_idxctrl -5.04 6.95 -59.48 -9.93 -59.48 24.41 222.17 236.29 254.70
108 mt_961_use2011_best_save_rnk500_idxctrl -5.34 6.65 -59.78 -10.23 -59.77 24.11 221.87 235.99 254.40
109 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -5.39 6.60 -59.83 -10.28 -59.83 24.06 221.81 235.93 254.35
114 multin_zz1000_61001_idxctrl_zz1000_pv -6.24 5.76 -60.67 -11.13 -60.67 23.22 220.97 235.09 253.50
115 multin_zz1000_61004_idxctrl_top3800_pv -6.29 5.71 -60.72 -11.17 -60.72 23.17 220.92 235.04 253.46
118 multin_zz1000_61001_idxctrl_50010002000_pv -6.45 5.55 -60.88 -11.33 -60.88 23.01 220.76 234.88 253.30
121 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -7.20 4.80 -61.63 -12.09 -61.63 22.26 220.01 234.13 252.54
122 multin_zz1000_61002_idxctrl_zz1000_pv -7.28 4.71 -61.72 -12.17 -61.72 22.17 219.93 234.05 252.46
125 multin_zz1000_61004_idxctrl_zz1000_pv -8.09 3.90 -62.53 -12.98 -62.52 21.36 219.12 233.24 251.65
126 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -8.22 3.78 -62.65 -13.11 -62.65 21.24 218.99 233.11 251.52
129 multin_zz1000_61002_idxctrl_50010002000_pv -8.60 3.40 -63.03 -13.49 -63.03 20.86 218.61 232.73 251.14
130 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -8.71 3.28 -63.14 -13.60 -63.14 20.75 218.50 232.62 251.03
137 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -9.29 2.70 -63.73 -14.18 -63.73 20.16 217.92 232.04 250.45
138 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -9.51 2.49 -63.94 -14.39 -63.94 19.95 217.70 231.82 250.24
139 mt_961_use2018_last_save_rnk500_idxctrl -9.77 2.23 -64.20 -14.66 -64.20 19.69 217.44 231.56 249.97
142 mt_962_use2013_best_save_rnk500_idxctrl -10.14 1.86 -64.57 -15.02 -64.57 19.32 217.07 231.19 249.61
143 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -10.15 1.85 -64.58 -15.03 -64.58 19.31 217.06 231.18 249.60
144 multin_zz1000_61004_idxctrl_50010002000_pv -10.17 1.83 -64.60 -15.05 -64.60 19.29 217.04 231.16 249.58
150 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -11.25 0.74 -65.69 -16.14 -65.69 18.20 215.95 230.07 248.49
151 mt_961_use2021_last_save_rnk500_idxctrl -11.51 0.49 -65.94 -16.39 -65.94 17.95 215.70 229.82 248.24
152 mt_961_use2015_last_save_rnk500_idxctrl -11.54 0.45 -65.97 -16.43 -65.97 17.92 215.67 229.79 248.20
158 mt_961_use2018_best_save_rnk500_idxctrl -12.75 -0.76 -67.19 -17.64 -67.19 16.70 214.46 228.57 246.99
162 mt_961_use2012_best_save_rnk500_idxctrl -12.90 -0.91 -67.34 -17.79 -67.34 16.55 214.31 228.43 246.84
163 mt_962_use2013_last_save_rnk500_idxctrl -12.91 -0.91 -67.34 -17.79 -67.34 16.55 214.30 228.42 246.84
167 mt_961_use2024_best_save_rnk500_idxctrl -13.31 -1.32 -67.74 -18.20 -67.74 16.15 213.90 228.02 246.43
178 mt_961_use2010_best_save_rnk500_idxctrl -13.98 -1.99 -68.42 -18.87 -68.42 15.47 213.23 227.35 245.76
182 mt_962_use2015_last_save_rnk500_idxctrl -14.41 -2.42 -68.84 -19.30 -68.84 15.05 212.80 226.92 245.33
187 multin_zz1000_61001_idxctrl_pv -15.20 -3.21 -69.63 -20.09 -69.63 14.26 212.01 226.13 244.54
194 multin_zz1000_61001_idxctrl_pv_rm_blc -16.07 -4.07 -70.50 -20.95 -70.50 13.39 211.14 225.26 243.68
196 multin_zz1000_61002_idxctrl_pv -16.10 -4.10 -70.53 -20.98 -70.53 13.36 211.11 225.23 243.65
197 multin_zz1000_61004_idxctrl_pv -16.10 -4.10 -70.53 -20.98 -70.53 13.36 211.11 225.23 243.65
200 mt_962_use2012_best_save_rnk500_idxctrl -16.39 -4.40 -70.83 -21.28 -70.83 13.06 210.81 224.93 243.35
203 multin_zz1000_61004_idxctrl_pv_rm_blc -16.98 -4.98 -71.41 -21.86 -71.41 12.48 210.23 224.35 242.77
204 multin_zz1000_61002_idxctrl_pv_rm_blc -16.98 -4.98 -71.41 -21.86 -71.41 12.48 210.23 224.35 242.77
205 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -17.13 -5.13 -71.56 -22.01 -71.56 12.33 210.08 224.20 242.62
206 mt_961_use2009_best_save_rnk500_idxctrl -17.21 -5.21 -71.64 -22.10 -71.64 12.25 210.00 224.12 242.53
207 mt_962_use2017_best_save_rnk500_idxctrl -17.25 -5.26 -71.68 -22.14 -71.68 12.21 209.96 224.08 242.49
209 mt_961_use2024_last_save_rnk500_idxctrl -17.51 -5.52 -71.95 -22.40 -71.95 11.94 209.70 223.81 242.23
213 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -18.12 -6.13 -72.56 -23.01 -72.55 11.34 209.09 223.21 241.62
216 mt_961_use2010_last_save_rnk500_idxctrl -18.42 -6.42 -72.85 -23.31 -72.85 11.04 208.79 222.91 241.32
217 mt_961_use2022_best_save_rnk500_idxctrl -18.42 -6.43 -72.86 -23.31 -72.86 11.03 208.79 222.91 241.32
219 mt_962_use2012_last_save_rnk500_idxctrl -18.53 -6.53 -72.96 -23.42 -72.96 10.93 208.68 222.80 241.21
225 mt_961_use2014_last_save_rnk500_idxctrl -18.99 -6.99 -73.42 -23.87 -73.42 10.47 208.22 222.34 240.76
226 mt_962_use2019_last_save_rnk500_idxctrl -19.70 -7.70 -74.13 -24.59 -74.13 9.76 207.51 221.63 240.04
229 mt_961_use2009_last_save_rnk500_idxctrl -20.34 -8.35 -74.77 -25.23 -74.77 9.12 206.87 220.99 239.40
237 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -21.78 -9.79 -76.22 -26.67 -76.22 7.67 205.43 219.55 237.96
245 mt_961_use2012_last_save_rnk500_idxctrl -22.72 -10.73 -77.16 -27.61 -77.16 6.73 204.49 218.61 237.02
250 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -23.10 -11.11 -77.54 -27.99 -77.54 6.35 204.11 218.23 236.64
253 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -23.59 -11.60 -78.03 -28.48 -78.03 5.86 203.61 217.73 236.15
254 mt_962_use2014_last_save_rnk500_idxctrl -23.81 -11.82 -78.25 -28.70 -78.25 5.64 203.39 217.51 235.93
266 mt_962_use2018_best_save_rnk500_idxctrl -24.41 -12.41 -78.84 -29.30 -78.84 5.05 202.80 216.92 235.33
271 mt_961_use2011_last_save_rnk500_idxctrl -24.55 -12.56 -78.99 -29.44 -78.99 4.90 202.66 216.78 235.19
272 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -24.77 -12.77 -79.20 -29.65 -79.20 4.69 202.44 216.56 234.98
273 mt_961_use2016_last_save_rnk500_idxctrl -24.84 -12.85 -79.28 -29.73 -79.28 4.61 202.36 216.48 234.90
277 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -25.05 -13.06 -79.48 -29.94 -79.48 4.41 202.16 216.28 234.69
282 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -25.86 -13.87 -80.30 -30.75 -80.30 3.59 201.34 215.46 233.88
283 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -25.93 -13.93 -80.36 -30.82 -80.36 3.53 201.28 215.40 233.81
285 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -26.25 -14.25 -80.68 -31.14 -80.68 3.21 200.96 215.08 233.49
295 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -27.39 -15.40 -81.82 -32.28 -81.82 2.07 199.82 213.94 232.35
296 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -27.41 -15.41 -81.84 -32.29 -81.84 2.05 199.80 213.92 232.34
303 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -28.17 -16.17 -82.60 -33.05 -82.60 1.29 199.04 213.16 231.58
307 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -28.50 -16.51 -82.93 -33.39 -82.93 0.96 198.71 212.83 231.24
308 mt_962_use2016_last_save_rnk500_idxctrl -28.67 -16.68 -83.11 -33.56 -83.10 0.78 198.54 212.66 231.07
310 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -28.95 -16.95 -83.38 -33.83 -83.38 0.51 198.26 212.38 230.80
311 mt_962_use2014_best_save_rnk500_idxctrl -29.04 -17.05 -83.48 -33.93 -83.48 0.41 198.16 212.28 230.70
319 mt_962_use2017_last_save_rnk500_idxctrl -30.12 -18.13 -84.56 -35.01 -84.56 -0.67 197.09 211.20 229.62
328 mt_961_use2022_last_save_rnk500_idxctrl -30.98 -18.99 -85.42 -35.87 -85.42 -1.53 196.23 210.35 228.76
332 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -31.14 -19.14 -85.57 -36.03 -85.57 -1.68 196.07 210.19 228.60
333 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -31.45 -19.45 -85.88 -36.34 -85.88 -1.99 195.76 209.88 228.29
336 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -31.97 -19.97 -86.40 -36.85 -86.40 -2.51 195.24 209.36 227.78
342 mt_961_use2008_last_save_rnk500_idxctrl -32.93 -20.93 -87.36 -37.81 -87.36 -3.47 194.28 208.40 226.82
344 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -33.19 -21.20 -87.62 -38.08 -87.62 -3.73 194.02 208.14 226.55
350 multin_zz1000_61001_idxctrl_pv_rm_fnd -34.13 -22.14 -88.57 -39.02 -88.57 -4.68 193.08 207.19 225.61
351 multin_zz1000_61002_idxctrl_pv_rm_fnd -34.28 -22.29 -88.71 -39.17 -88.71 -4.82 192.93 207.05 225.46
352 multin_zz1000_61004_idxctrl_pv_rm_fnd -34.28 -22.29 -88.71 -39.17 -88.71 -4.82 192.93 207.05 225.46
353 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -34.28 -22.29 -88.71 -39.17 -88.71 -4.82 192.93 207.05 225.46
355 mt_961_use2016_best_save_rnk500_idxctrl -34.48 -22.49 -88.92 -39.37 -88.91 -5.02 192.73 206.85 225.26
356 multin_zz500_61001_idxctrl_zz500_pv -34.58 -22.58 -89.01 -39.47 -89.01 -5.12 192.63 206.75 225.16
357 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -34.63 -22.64 -89.07 -39.52 -89.07 -5.18 192.58 206.70 225.11
358 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -35.15 -23.16 -89.59 -40.04 -89.59 -5.70 192.05 206.17 224.59
359 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -35.33 -23.34 -89.77 -40.22 -89.77 -5.88 191.88 206.00 224.41
360 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -35.33 -23.34 -89.77 -40.22 -89.77 -5.88 191.88 206.00 224.41
361 multin_zz500_61002_idxctrl_zz500_pv -35.70 -23.70 -90.13 -40.58 -90.13 -6.24 191.51 205.63 224.05
364 multin_zz500_61004_idxctrl_zz500_pv -36.07 -24.08 -90.51 -40.96 -90.51 -6.62 191.14 205.25 223.67
385 mt_962_use2011_best_save_rnk500_idxctrl -39.64 -27.64 -94.07 -44.52 -94.07 -10.18 187.57 201.69 220.11
386 mt_962_use2010_best_save_rnk500_idxctrl -39.91 -27.92 -94.35 -44.80 -94.35 -10.46 187.30 201.42 219.83
400 mt_962_use2010_last_save_rnk500_idxctrl -41.95 -29.95 -96.38 -46.83 -96.38 -12.49 185.26 199.38 217.80
405 mt_961_use2008_best_save_rnk500_idxctrl -43.08 -31.09 -97.52 -47.97 -97.51 -13.63 184.13 198.25 216.66
436 mt_962_use2008_last_save_rnk500_idxctrl -51.05 -39.05 -105.48 -55.94 -105.48 -21.59 176.16 190.28 208.69
437 mt_962_use2009_best_save_rnk500_idxctrl -51.31 -39.31 -105.74 -56.20 -105.74 -21.85 175.90 190.02 208.43
439 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -51.64 -39.65 -106.08 -56.53 -106.08 -22.19 175.56 189.68 208.10
443 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -51.98 -39.98 -106.41 -56.86 -106.41 -22.52 175.23 189.35 207.77
449 mt_962_use2008_best_save_rnk500_idxctrl -52.37 -40.37 -106.80 -57.26 -106.80 -22.91 174.84 188.96 207.37
453 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -52.62 -40.63 -107.06 -57.51 -107.06 -23.17 174.58 188.70 207.12
459 mt_962_use2009_last_save_rnk500_idxctrl -53.35 -41.36 -107.79 -58.24 -107.79 -23.90 173.86 187.98 206.39
460 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -53.39 -41.39 -107.82 -58.28 -107.82 -23.93 173.82 187.94 206.35
461 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -53.75 -41.75 -108.18 -58.63 -108.18 -24.29 173.46 187.58 206.00
464 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -54.43 -42.43 -108.86 -59.31 -108.86 -24.97 172.78 186.90 205.32
467 mt_961_use2023_best_save_rnk500_idxctrl -54.75 -42.76 -109.19 -59.64 -109.19 -25.30 172.45 186.57 204.99
474 mt_962_use2011_last_save_rnk500_idxctrl -55.26 -43.26 -109.69 -60.14 -109.69 -25.80 171.95 186.07 204.49
478 mt_962_use2016_best_save_rnk500_idxctrl -57.32 -45.32 -111.75 -62.20 -111.75 -27.86 169.89 184.01 202.43
479 mt_962_use2018_last_save_rnk500_idxctrl -57.86 -45.87 -112.30 -62.75 -112.30 -28.41 169.35 183.47 201.88
487 mt_961_use2023_last_save_rnk500_idxctrl -59.68 -47.69 -114.11 -64.57 -114.11 -30.22 167.53 181.65 200.06