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_20251210_151520
11 mt_962_use2024_last_save_rnk500_idxctrl 29.27 19.49 71.24 85.15 71.24 123.42 148.32 88.33 70.88
13 mt_962_use2013_best_save_rnk500_idxctrl 26.19 16.42 68.16 82.07 68.16 120.34 145.24 85.26 67.80
17 mt_962_use2024_best_save_rnk500_idxctrl 22.34 12.56 64.30 78.21 64.30 116.48 141.38 81.40 63.94
18 mt_961_use2015_last_save_rnk500_idxctrl 21.69 11.92 63.66 77.57 63.66 115.84 140.74 80.76 63.30
19 multin_zz500_61004_idxctrl_zz500_pv 21.07 11.30 63.04 76.95 63.04 115.22 140.12 80.14 62.68
20 mt_962_use2020_last_save_rnk500_idxctrl 21.00 11.23 62.97 76.88 62.97 115.15 140.05 80.07 62.61
21 multin_zz500_61002_idxctrl_zz500_pv 20.82 11.04 62.79 76.70 62.79 114.97 139.87 79.88 62.42
23 mt_962_use2013_last_save_rnk500_idxctrl 20.68 10.91 62.65 76.56 62.65 114.83 139.73 79.75 62.29
24 mt_961_use2014_best_save_rnk500_idxctrl 20.68 10.91 62.65 76.56 62.65 114.83 139.73 79.75 62.29
25 multin_zz500_61001_idxctrl_zz500_pv 20.65 10.88 62.62 76.53 62.62 114.80 139.70 79.72 62.26
26 mt_962_use2012_best_save_rnk500_idxctrl 20.21 10.43 62.17 76.08 62.17 114.35 139.25 79.27 61.81
28 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 19.76 9.98 61.72 75.63 61.72 113.90 138.80 78.82 61.36
29 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 19.43 9.66 61.40 75.31 61.40 113.58 138.48 78.50 61.04
30 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 19.37 9.59 61.34 75.25 61.34 113.52 138.42 78.43 60.98
31 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 18.99 9.21 60.96 74.87 60.96 113.14 138.04 78.05 60.60
32 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 18.73 8.95 60.69 74.60 60.69 112.87 137.77 77.79 60.33
33 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 18.56 8.79 60.53 74.44 60.53 112.71 137.61 77.63 60.17
34 mt_961_use2014_last_save_rnk500_idxctrl 18.25 8.48 60.22 74.13 60.22 112.40 137.30 77.32 59.86
35 mt_962_use2022_best_save_rnk500_idxctrl 17.55 7.78 59.52 73.43 59.52 111.70 136.60 76.62 59.16
36 mt_961_use2015_best_save_rnk500_idxctrl 17.10 7.32 59.06 72.97 59.06 111.24 136.14 76.16 58.70
37 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 16.67 6.90 58.64 72.55 58.64 110.82 135.72 75.74 58.28
38 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 16.37 6.59 58.34 72.25 58.34 110.52 135.41 75.43 57.97
39 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 16.30 6.52 58.27 72.18 58.27 110.45 135.35 75.36 57.90
42 mt_961_use2016_best_save_rnk500_idxctrl 15.35 5.57 57.31 71.22 57.31 109.49 134.39 74.41 56.95
44 mt_961_use2021_best_save_rnk500_idxctrl 15.17 5.39 57.13 71.04 57.13 109.31 134.21 74.23 56.77
45 mt_962_use2022_last_save_rnk500_idxctrl 14.81 5.03 56.77 70.68 56.77 108.95 133.85 73.87 56.41
46 mt_962_use2012_last_save_rnk500_idxctrl 14.60 4.82 56.57 70.48 56.57 108.75 133.65 73.66 56.21
48 mt_962_use2016_last_save_rnk500_idxctrl 14.19 4.41 56.15 70.07 56.16 108.34 133.23 73.25 55.79
50 mt_962_use2011_best_save_rnk500_idxctrl 13.87 4.10 55.84 69.75 55.84 108.02 132.92 72.93 55.48
51 mt_961_use2024_last_save_rnk500_idxctrl 12.83 3.05 54.80 68.71 54.80 106.98 131.87 71.89 54.43
52 mt_961_use2016_last_save_rnk500_idxctrl 12.57 2.80 54.54 68.45 54.54 106.72 131.62 71.64 54.18
53 mt_962_use2021_best_save_rnk500_idxctrl 12.50 2.72 54.47 68.38 54.47 106.65 131.55 71.56 54.10
54 mt_962_use2021_last_save_rnk500_idxctrl 12.47 2.70 54.44 68.35 54.44 106.62 131.52 71.54 54.08
55 mt_962_use2020_best_save_rnk500_idxctrl 11.96 2.19 53.93 67.84 53.93 106.11 131.01 71.03 53.57
57 mt_961_use2013_best_save_rnk500_idxctrl 11.62 1.84 53.59 67.50 53.59 105.77 130.67 70.68 53.23
58 mt_961_use2022_last_save_rnk500_idxctrl 11.38 1.61 53.35 67.26 53.35 105.53 130.43 70.45 52.99
61 mt_962_use2014_best_save_rnk500_idxctrl 10.76 0.99 52.73 66.64 52.73 104.91 129.81 69.83 52.37
62 mt_962_use2015_last_save_rnk500_idxctrl 10.72 0.94 52.68 66.59 52.68 104.86 129.76 69.78 52.32
64 mt_961_use2022_best_save_rnk500_idxctrl 10.60 0.83 52.57 66.48 52.57 104.75 129.65 69.67 52.21
65 mt_962_use2018_last_save_rnk500_idxctrl 10.49 0.72 52.46 66.37 52.46 104.64 129.54 69.56 52.10
67 mt_962_use2018_best_save_rnk500_idxctrl 9.89 0.11 51.86 65.77 51.86 104.04 128.93 68.95 51.49
69 mt_962_use2019_last_save_rnk500_idxctrl 9.32 -0.46 51.29 65.20 51.29 103.47 128.37 68.38 50.93
71 mt_962_use2015_best_save_rnk500_idxctrl 8.73 -1.04 50.70 64.61 50.70 102.88 127.78 67.80 50.34
74 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 8.25 -1.53 50.21 64.13 50.22 102.40 127.29 67.31 49.85
75 multin_zz1000_61001_idxctrl_zz1000_pv 8.23 -1.55 50.20 64.11 50.20 102.38 127.28 67.29 49.83
76 mt_961_use2024_best_save_rnk500_idxctrl 8.09 -1.69 50.06 63.97 50.06 102.24 127.14 67.15 49.70
77 mt_962_use2011_last_save_rnk500_idxctrl 7.94 -1.84 49.90 63.81 49.90 102.08 126.98 67.00 49.54
79 mt_962_use2019_best_save_rnk500_idxctrl 7.77 -2.01 49.74 63.65 49.74 101.92 126.82 66.83 49.38
80 mt_962_use2014_last_save_rnk500_idxctrl 7.52 -2.26 49.48 63.39 49.48 101.66 126.56 66.58 49.12
82 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 6.63 -3.14 48.60 62.51 48.60 100.78 125.68 65.70 48.24
83 mt_962_use2008_last_save_rnk500_idxctrl 6.61 -3.16 48.58 62.49 48.58 100.76 125.66 65.68 48.22
84 multin_zz1000_61004_idxctrl_zz1000_pv 6.55 -3.23 48.51 62.42 48.51 100.69 125.59 65.61 48.15
85 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 6.36 -3.42 48.33 62.24 48.33 100.51 125.41 65.42 47.97
87 multin_zz1000_61002_idxctrl_zz1000_pv 6.32 -3.45 48.29 62.20 48.29 100.47 125.37 65.39 47.93
89 mt_961_use2008_last_save_rnk500_idxctrl 6.07 -3.71 48.03 61.94 48.03 100.21 125.11 65.13 47.67
91 mt_962_use2017_best_save_rnk500_idxctrl 5.90 -3.87 47.87 61.78 47.87 100.05 124.95 64.97 47.51
92 mt_961_use2011_best_save_rnk500_idxctrl 5.82 -3.95 47.79 61.70 47.79 99.97 124.87 64.89 47.43
93 mt_962_use2023_best_save_rnk500_idxctrl 5.24 -4.54 47.21 61.12 47.21 99.39 124.28 64.30 46.84
94 mt_961_use2010_last_save_rnk500_idxctrl 5.13 -4.65 47.10 61.01 47.10 99.28 124.18 64.19 46.73
96 multin_zz1000_61001_idxctrl_pv 4.87 -4.90 46.84 60.75 46.84 99.02 123.92 63.94 46.48
98 mt_962_use2017_last_save_rnk500_idxctrl 4.60 -5.18 46.57 60.48 46.57 98.75 123.65 63.66 46.21
99 multin_zz1000_61002_idxctrl_pv 4.43 -5.35 46.40 60.31 46.40 98.58 123.47 63.49 46.03
100 multin_zz1000_61004_idxctrl_pv 4.43 -5.35 46.40 60.31 46.40 98.58 123.47 63.49 46.03
101 mt_962_use2023_last_save_rnk500_idxctrl 4.28 -5.50 46.24 60.15 46.24 98.42 123.32 63.34 45.88
102 multin_zz1000_61001_idxctrl_pv_rm_blc 4.28 -5.50 46.25 60.16 46.25 98.43 123.33 63.34 45.88
103 mt_961_use2017_best_save_rnk500_idxctrl 4.04 -5.74 46.00 59.91 46.00 98.18 123.08 63.10 45.64
104 multin_zz1000_61002_idxctrl_pv_rm_blc 3.84 -5.93 45.81 59.72 45.81 97.99 122.89 62.91 45.45
105 multin_zz1000_61004_idxctrl_pv_rm_blc 3.84 -5.93 45.81 59.72 45.81 97.99 122.89 62.91 45.45
107 mt_961_use2009_best_save_rnk500_idxctrl 3.55 -6.22 45.52 59.43 45.52 97.70 122.60 62.62 45.16
108 mt_962_use2008_best_save_rnk500_idxctrl 3.13 -6.64 45.10 59.01 45.10 97.28 122.18 62.20 44.74
110 mt_961_use2021_last_save_rnk500_idxctrl 2.70 -7.08 44.66 58.58 44.67 96.85 121.74 61.76 44.30
114 mt_961_use2009_last_save_rnk500_idxctrl 2.35 -7.43 44.31 58.22 44.31 96.49 121.39 61.41 43.95
117 mt_961_use2013_last_save_rnk500_idxctrl 1.25 -8.53 43.22 57.13 43.22 95.40 120.29 60.31 42.85
118 multin_zz1000_61004_idxctrl_50010002000_pv 1.02 -8.75 42.99 56.90 42.99 95.17 120.07 60.09 42.63
120 mt_961_use2008_best_save_rnk500_idxctrl 0.86 -8.91 42.83 56.74 42.83 95.01 119.91 59.93 42.47
123 multin_zz1000_61002_idxctrl_top3800_pv 0.71 -9.06 42.68 56.59 42.68 94.86 119.76 59.78 42.32
127 multin_zz1000_61001_idxctrl_top3800_pv 0.47 -9.31 42.43 56.34 42.43 94.61 119.51 59.53 42.07
129 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 0.31 -9.47 42.27 56.18 42.27 94.45 119.35 59.37 41.91
132 multin_zz1000_61001_idxctrl_50010002000_pv 0.13 -9.65 42.09 56.01 42.10 94.28 119.17 59.19 41.73
133 multin_zz1000_61001_idxctrl_pv_rm_fnd 0.10 -9.68 42.07 55.98 42.07 94.25 119.15 59.16 41.70
134 multin_zz1000_61002_idxctrl_50010002000_pv 0.01 -9.76 41.98 55.89 41.98 94.16 119.06 59.08 41.62
135 multin_zz1000_61004_idxctrl_top3800_pv -0.13 -9.91 41.83 55.74 41.83 94.01 118.91 58.93 41.47
136 mt_962_use2009_last_save_rnk500_idxctrl -0.20 -9.97 41.77 55.68 41.77 93.95 118.85 58.87 41.41
137 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -0.22 -9.99 41.75 55.66 41.75 93.93 118.83 58.85 41.39
138 multin_zz1000_61002_idxctrl_pv_rm_fnd -0.33 -10.11 41.63 55.54 41.63 93.81 118.71 58.73 41.27
139 multin_zz1000_61004_idxctrl_pv_rm_fnd -0.33 -10.11 41.63 55.54 41.63 93.81 118.71 58.73 41.27
143 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -0.64 -10.42 41.33 55.24 41.33 93.51 118.41 58.42 40.96
144 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -0.64 -10.42 41.33 55.24 41.33 93.51 118.41 58.42 40.96
145 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -0.75 -10.52 41.22 55.13 41.22 93.40 118.30 58.32 40.86
146 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -0.87 -10.65 41.09 55.00 41.09 93.27 118.17 58.19 40.73
147 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -0.90 -10.68 41.07 54.98 41.07 93.25 118.14 58.16 40.70
149 mt_962_use2009_best_save_rnk500_idxctrl -1.15 -10.93 40.82 54.73 40.82 93.00 117.90 57.91 40.45
150 mt_961_use2017_last_save_rnk500_idxctrl -1.32 -11.09 40.65 54.56 40.65 92.83 117.73 57.75 40.29
151 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -1.33 -11.10 40.64 54.55 40.64 92.82 117.72 57.74 40.28
152 mt_962_use2016_best_save_rnk500_idxctrl -1.39 -11.17 40.57 54.48 40.57 92.75 117.65 57.67 40.21
155 mt_961_use2012_best_save_rnk500_idxctrl -1.58 -11.36 40.39 54.30 40.39 92.57 117.47 57.48 40.03
158 mt_962_use2010_best_save_rnk500_idxctrl -1.83 -11.61 40.14 54.05 40.14 92.32 117.22 57.23 39.77
160 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -1.97 -11.74 40.00 53.91 40.00 92.18 117.08 57.10 39.64
161 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -2.08 -11.85 39.89 53.80 39.89 92.07 116.97 56.99 39.53
162 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -2.18 -11.95 39.79 53.70 39.79 91.97 116.87 56.89 39.43
163 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -2.31 -12.09 39.65 53.56 39.65 91.83 116.73 56.75 39.29
164 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -2.31 -12.09 39.65 53.56 39.65 91.83 116.73 56.75 39.29
165 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -2.39 -12.17 39.58 53.49 39.58 91.76 116.66 56.67 39.21
167 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -3.13 -12.91 38.84 52.75 38.84 91.02 115.92 55.93 38.47
171 mt_961_use2023_last_save_rnk500_idxctrl -3.75 -13.53 38.21 52.12 38.21 90.39 115.29 55.31 37.85
177 mt_961_use2010_best_save_rnk500_idxctrl -4.38 -14.16 37.59 51.50 37.59 89.77 114.67 54.68 37.23
178 mt_961_use2011_last_save_rnk500_idxctrl -4.42 -14.19 37.55 51.46 37.55 89.73 114.63 54.65 37.19
184 mt_962_use2010_last_save_rnk500_idxctrl -5.30 -15.07 36.67 50.58 36.67 88.85 113.75 53.77 36.31
189 mt_961_use2012_last_save_rnk500_idxctrl -6.20 -15.97 35.77 49.68 35.77 87.95 112.85 52.86 35.41
212 mt_961_use2018_last_save_rnk500_idxctrl -10.12 -19.89 31.85 45.76 31.85 84.03 108.93 48.95 31.49
220 mt_961_use2023_best_save_rnk500_idxctrl -12.65 -22.43 29.32 43.23 29.32 81.50 106.40 46.41 28.95
222 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -12.69 -22.47 29.27 43.18 29.27 81.45 106.35 46.37 28.91
225 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -13.41 -23.19 28.56 42.47 28.56 80.74 105.64 45.65 28.19
226 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -13.66 -23.43 28.31 42.22 28.31 80.49 105.39 45.41 27.95
231 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -15.36 -25.13 26.61 40.52 26.61 78.79 103.69 43.71 26.25
236 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -16.24 -26.02 25.72 39.64 25.73 77.91 102.80 42.82 25.36
237 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -16.24 -26.02 25.73 39.64 25.73 77.91 102.80 42.82 25.36
238 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -16.39 -26.17 25.58 39.49 25.58 77.76 102.65 42.67 25.21
239 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -17.00 -26.78 24.97 38.88 24.97 77.15 102.04 42.06 24.60
240 mt_961_use2020_best_save_rnk500_idxctrl -17.13 -26.91 24.84 38.75 24.84 77.02 101.91 41.93 24.47
241 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -17.53 -27.31 24.44 38.35 24.44 76.62 101.52 41.53 24.07
246 mt_961_use2020_last_save_rnk500_idxctrl -18.76 -28.54 23.21 37.12 23.21 75.39 100.29 40.30 22.84
250 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -19.22 -28.99 22.75 36.66 22.75 74.93 99.83 39.85 22.39
254 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -19.99 -29.76 21.98 35.89 21.98 74.16 99.06 39.08 21.62
255 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -20.08 -29.86 21.89 35.80 21.89 74.07 98.97 38.98 21.52
262 mt_961_use2018_best_save_rnk500_idxctrl -21.51 -31.29 20.46 34.37 20.46 72.64 97.54 37.55 20.10
267 mt_961_use2019_last_save_rnk500_idxctrl -22.87 -32.65 19.09 33.00 19.09 71.27 96.17 36.19 18.73
275 mt_961_use2019_best_save_rnk500_idxctrl -26.89 -36.67 15.08 28.99 15.08 67.26 92.15 32.17 14.71