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_20251212_151525
4 mt_962_use2020_best_save_rnk500_idxctrl 81.96 27.27 156.80 104.62 156.80 200.15 144.37 187.01 204.50
5 mt_962_use2015_best_save_rnk500_idxctrl 81.25 26.55 156.08 103.90 156.08 199.43 143.66 186.30 203.79
6 mt_962_use2022_best_save_rnk500_idxctrl 76.75 22.06 151.58 99.41 151.59 194.94 139.16 181.80 199.29
8 mt_962_use2021_best_save_rnk500_idxctrl 71.37 16.68 146.20 94.02 146.20 189.55 133.78 176.42 193.91
10 mt_962_use2020_last_save_rnk500_idxctrl 63.35 8.66 138.18 86.00 138.18 181.53 125.76 168.40 185.89
11 mt_962_use2019_best_save_rnk500_idxctrl 62.06 7.36 136.89 84.71 136.89 180.24 124.47 167.11 184.59
16 mt_962_use2021_last_save_rnk500_idxctrl 48.18 -6.52 123.01 70.83 123.01 166.36 110.59 153.22 170.71
18 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 43.82 -10.88 118.65 66.47 118.65 162.00 106.23 148.87 166.35
19 mt_962_use2019_last_save_rnk500_idxctrl 43.78 -10.91 118.62 66.44 118.62 161.97 106.20 148.83 166.32
20 mt_962_use2022_last_save_rnk500_idxctrl 43.49 -11.20 118.33 66.15 118.33 161.68 105.91 148.54 166.03
21 multin_zz500_61001_idxctrl_zz500_pv 42.76 -11.94 117.59 65.41 117.59 160.94 105.17 147.80 165.29
24 mt_962_use2023_best_save_rnk500_idxctrl 40.43 -14.27 115.26 63.08 115.26 158.61 102.84 145.47 162.96
25 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 39.39 -15.30 114.22 62.05 114.23 157.58 101.80 144.44 161.93
26 mt_961_use2013_best_save_rnk500_idxctrl 39.14 -15.55 113.97 61.79 113.97 157.32 101.55 144.19 161.68
27 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 38.53 -16.16 113.37 61.19 113.37 156.72 100.94 143.58 161.07
28 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 38.42 -16.28 113.25 61.07 113.25 156.60 100.83 143.47 160.95
29 multin_zz500_61004_idxctrl_zz500_pv 38.33 -16.36 113.17 60.99 113.17 156.52 100.75 143.38 160.87
30 multin_zz500_61002_idxctrl_zz500_pv 37.50 -17.19 112.34 60.16 112.34 155.69 99.91 142.55 160.04
31 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 37.04 -17.65 111.87 59.69 111.87 155.22 99.45 142.09 159.58
32 mt_961_use2020_best_save_rnk500_idxctrl 36.59 -18.11 111.42 59.24 111.42 154.77 99.00 141.63 159.12
33 mt_962_use2023_last_save_rnk500_idxctrl 36.14 -18.56 110.97 58.79 110.97 154.32 98.55 141.19 158.67
34 mt_961_use2020_last_save_rnk500_idxctrl 36.08 -18.61 110.91 58.73 110.91 154.26 98.49 141.13 158.62
36 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 33.59 -21.10 108.43 56.25 108.43 151.78 96.00 138.64 156.13
37 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 32.56 -22.13 107.39 55.22 107.40 150.75 94.97 137.61 155.10
40 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 32.26 -22.44 107.09 54.91 107.09 150.44 94.67 137.31 154.80
42 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 31.27 -23.42 106.10 53.93 106.11 149.46 93.68 136.32 153.81
43 mt_962_use2024_last_save_rnk500_idxctrl 30.83 -23.86 105.67 53.49 105.67 149.02 93.24 135.88 153.37
48 mt_962_use2015_last_save_rnk500_idxctrl 24.17 -30.52 99.00 46.83 99.01 142.36 86.58 129.22 146.71
49 mt_961_use2019_last_save_rnk500_idxctrl 24.01 -30.69 98.84 46.66 98.84 142.19 86.42 129.06 146.54
50 mt_962_use2017_best_save_rnk500_idxctrl 22.38 -32.31 97.21 45.03 97.21 140.56 84.79 127.43 144.92
51 mt_961_use2021_best_save_rnk500_idxctrl 19.90 -34.80 94.73 42.55 94.73 138.08 82.31 124.95 142.43
56 mt_962_use2024_best_save_rnk500_idxctrl 14.17 -40.52 89.00 36.83 89.01 132.36 76.58 119.22 136.71
59 mt_962_use2016_last_save_rnk500_idxctrl 12.38 -42.31 87.21 35.04 87.22 130.57 74.79 117.43 134.92
62 mt_962_use2018_best_save_rnk500_idxctrl 10.62 -44.08 85.45 33.27 85.45 128.80 73.03 115.66 133.15
65 mt_961_use2022_best_save_rnk500_idxctrl 9.02 -45.68 83.85 31.67 83.85 127.20 71.43 114.06 131.55
67 mt_962_use2013_last_save_rnk500_idxctrl 6.71 -47.99 81.54 29.36 81.54 124.89 69.12 111.76 129.24
70 mt_962_use2014_last_save_rnk500_idxctrl 6.30 -48.40 81.13 28.95 81.13 124.48 68.71 111.34 128.83
76 mt_962_use2013_best_save_rnk500_idxctrl 2.93 -51.77 77.76 25.58 77.76 121.11 65.34 107.98 125.46
80 mt_962_use2017_last_save_rnk500_idxctrl -0.59 -55.29 74.24 22.06 74.24 117.59 61.82 104.46 121.94
81 mt_961_use2021_last_save_rnk500_idxctrl -1.43 -56.13 73.40 21.22 73.40 116.75 60.98 103.62 121.10
83 mt_961_use2022_last_save_rnk500_idxctrl -2.14 -56.84 72.69 20.51 72.69 116.04 60.27 102.91 120.39
84 multin_zz1000_61001_idxctrl_pv -2.76 -57.45 72.08 19.90 72.08 115.43 59.65 102.29 119.78
85 multin_zz1000_61001_idxctrl_pv_rm_blc -2.79 -57.49 72.04 19.86 72.04 115.39 59.62 102.25 119.74
91 mt_961_use2024_best_save_rnk500_idxctrl -4.62 -59.31 70.22 18.04 70.22 113.57 57.80 100.43 117.92
92 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -4.70 -59.40 70.13 17.95 70.13 113.48 57.71 100.35 117.83
93 mt_962_use2014_best_save_rnk500_idxctrl -4.76 -59.46 70.07 17.89 70.07 113.42 57.65 100.29 117.77
94 multin_zz1000_61001_idxctrl_pv_rm_fnd -5.28 -59.97 69.56 17.38 69.56 112.91 57.14 99.77 117.26
96 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -5.53 -60.22 69.31 17.13 69.31 112.66 56.89 99.52 117.01
99 multin_zz1000_61001_idxctrl_50010002000_pv -6.71 -61.40 68.13 15.95 68.13 111.48 55.70 98.34 115.83
100 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -6.73 -61.43 68.10 15.92 68.10 111.45 55.68 98.32 115.80
101 mt_961_use2019_best_save_rnk500_idxctrl -6.82 -61.51 68.02 15.84 68.02 111.37 55.59 98.23 115.72
102 mt_962_use2012_best_save_rnk500_idxctrl -6.83 -61.53 68.00 15.82 68.00 111.35 55.58 98.22 115.70
103 multin_zz1000_61002_idxctrl_pv -7.48 -62.17 67.36 15.18 67.36 110.71 54.94 97.57 115.06
104 multin_zz1000_61004_idxctrl_pv -7.48 -62.17 67.36 15.18 67.36 110.71 54.94 97.57 115.06
105 multin_zz1000_61002_idxctrl_pv_rm_blc -7.50 -62.20 67.33 15.15 67.33 110.68 54.91 97.55 115.04
106 multin_zz1000_61004_idxctrl_pv_rm_blc -7.50 -62.20 67.33 15.15 67.33 110.68 54.91 97.55 115.04
109 multin_zz1000_61001_idxctrl_top3800_pv -8.38 -63.07 66.46 14.28 66.46 109.81 54.03 96.67 114.16
114 mt_961_use2024_last_save_rnk500_idxctrl -10.10 -64.80 64.73 12.55 64.73 108.08 52.31 94.95 112.43
115 multin_zz1000_61002_idxctrl_pv_rm_fnd -10.58 -65.28 64.25 12.07 64.25 107.60 51.83 94.47 111.95
116 multin_zz1000_61004_idxctrl_pv_rm_fnd -10.58 -65.28 64.25 12.07 64.25 107.60 51.83 94.47 111.95
117 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -10.90 -65.59 63.93 11.75 63.93 107.28 51.51 94.15 111.64
118 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -10.90 -65.59 63.93 11.75 63.93 107.28 51.51 94.15 111.64
121 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -11.21 -65.91 63.62 11.44 63.62 106.97 51.20 93.84 111.32
122 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -13.44 -68.13 61.39 9.21 61.39 104.74 48.97 91.61 109.10
123 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -14.18 -68.87 60.66 8.48 60.66 104.01 48.23 90.87 108.36
124 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -14.60 -69.30 60.23 8.05 60.23 103.58 47.81 90.45 107.93
126 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -15.40 -70.09 59.43 7.25 59.43 102.78 47.01 89.65 107.14
127 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -15.52 -70.21 59.31 7.13 59.31 102.66 46.89 89.53 107.02
128 multin_zz1000_61004_idxctrl_50010002000_pv -15.98 -70.67 58.86 6.68 58.86 102.21 46.44 89.07 106.56
129 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -16.37 -71.07 58.46 6.28 58.46 101.81 46.04 88.68 106.17
130 multin_zz1000_61002_idxctrl_50010002000_pv -16.39 -71.08 58.44 6.26 58.44 101.79 46.02 88.66 106.15
133 multin_zz1000_61004_idxctrl_top3800_pv -16.98 -71.67 57.85 5.67 57.85 101.20 45.43 88.07 105.56
135 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -17.39 -72.08 57.45 5.27 57.45 100.80 45.03 87.66 105.15
136 multin_zz1000_61001_idxctrl_zz1000_pv -18.05 -72.75 56.78 4.60 56.78 100.13 44.36 87.00 104.48
137 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -18.10 -72.80 56.73 4.55 56.73 100.08 44.31 86.95 104.43
138 multin_zz1000_61002_idxctrl_top3800_pv -18.13 -72.82 56.71 4.53 56.71 100.06 44.28 86.92 104.41
153 mt_962_use2012_last_save_rnk500_idxctrl -22.58 -77.28 52.25 0.07 52.25 95.60 39.83 82.47 99.95
155 multin_zz1000_61002_idxctrl_zz1000_pv -23.28 -77.98 51.55 -0.63 51.55 94.90 39.13 81.76 99.25
156 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -23.32 -78.01 51.52 -0.66 51.52 94.87 39.09 81.73 99.22
157 multin_zz1000_61004_idxctrl_zz1000_pv -23.47 -78.16 51.36 -0.81 51.37 94.71 38.94 81.58 99.07
158 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -23.49 -78.19 51.34 -0.84 51.34 94.69 38.92 81.55 99.04
159 mt_961_use2015_last_save_rnk500_idxctrl -24.15 -78.84 50.68 -1.50 50.68 94.03 38.26 80.90 98.39
161 mt_962_use2018_last_save_rnk500_idxctrl -24.60 -79.30 50.23 -1.95 50.23 93.58 37.81 80.45 97.93
167 mt_961_use2018_last_save_rnk500_idxctrl -26.90 -81.59 47.93 -4.25 47.93 91.28 35.51 78.15 95.64
169 mt_962_use2010_last_save_rnk500_idxctrl -27.20 -81.90 47.63 -4.55 47.63 90.98 35.21 77.85 95.33
171 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -27.49 -82.19 47.34 -4.84 47.34 90.69 34.92 77.55 95.04
172 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -28.01 -82.70 46.83 -5.35 46.83 90.18 34.40 77.04 94.53
174 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -28.35 -83.04 46.49 -5.69 46.49 89.84 34.07 76.70 94.19
175 mt_962_use2016_best_save_rnk500_idxctrl -28.60 -83.29 46.24 -5.94 46.24 89.59 33.81 76.45 93.94
176 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -28.67 -83.37 46.16 -6.02 46.16 89.51 33.74 76.38 93.86
178 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -29.33 -84.02 45.50 -6.67 45.51 88.85 33.08 75.72 93.21
179 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -29.39 -84.08 45.45 -6.73 45.45 88.80 33.03 75.66 93.15
181 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -29.89 -84.58 44.94 -7.24 44.94 88.29 32.52 75.16 92.65
182 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -30.14 -84.84 44.69 -7.49 44.69 88.04 32.27 74.90 92.39
183 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -30.31 -85.01 44.52 -7.66 44.52 87.87 32.10 74.74 92.22
184 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -30.45 -85.14 44.39 -7.79 44.39 87.74 31.97 74.60 92.09
187 mt_961_use2010_last_save_rnk500_idxctrl -31.29 -85.99 43.54 -8.64 43.54 86.89 31.12 73.75 91.24
188 mt_961_use2015_best_save_rnk500_idxctrl -32.53 -87.22 42.31 -9.87 42.31 85.66 29.89 72.52 90.01
190 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -34.22 -88.92 40.61 -11.57 40.61 83.96 28.19 70.82 88.31
191 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -34.36 -89.05 40.48 -11.70 40.48 83.83 28.05 70.69 88.18
195 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -35.24 -89.94 39.59 -12.59 39.59 82.94 27.17 69.80 87.29
196 mt_961_use2017_last_save_rnk500_idxctrl -35.31 -90.00 39.52 -12.66 39.52 82.87 27.10 69.74 87.23
197 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -35.39 -90.09 39.44 -12.74 39.44 82.79 27.02 69.66 87.14
204 mt_961_use2018_best_save_rnk500_idxctrl -37.93 -92.62 36.91 -15.27 36.91 80.26 24.49 67.12 84.61
207 mt_961_use2010_best_save_rnk500_idxctrl -38.98 -93.68 35.85 -16.33 35.85 79.20 23.43 66.06 83.55
208 mt_961_use2013_last_save_rnk500_idxctrl -39.54 -94.23 35.30 -16.88 35.30 78.65 22.88 65.51 83.00
215 mt_961_use2017_best_save_rnk500_idxctrl -41.64 -96.33 33.20 -18.98 33.20 76.55 20.77 63.41 80.90
217 mt_962_use2011_last_save_rnk500_idxctrl -42.19 -96.89 32.64 -19.54 32.64 75.99 20.22 62.85 80.34
224 mt_962_use2010_best_save_rnk500_idxctrl -43.94 -98.63 30.89 -21.29 30.89 74.24 18.47 61.11 78.60
225 mt_961_use2014_best_save_rnk500_idxctrl -44.41 -99.10 30.42 -21.76 30.42 73.77 18.00 60.64 78.13
233 mt_961_use2016_best_save_rnk500_idxctrl -46.70 -101.39 28.14 -24.04 28.14 71.49 15.71 58.35 75.84
239 mt_961_use2009_best_save_rnk500_idxctrl -47.89 -102.59 26.94 -25.24 26.94 70.29 14.52 57.16 74.64
243 mt_961_use2009_last_save_rnk500_idxctrl -49.93 -104.62 24.91 -27.27 24.91 68.26 12.48 55.12 72.61
244 mt_961_use2014_last_save_rnk500_idxctrl -50.03 -104.72 24.81 -27.37 24.81 68.16 12.39 55.02 72.51
251 mt_961_use2016_last_save_rnk500_idxctrl -51.04 -105.74 23.79 -28.39 23.79 67.14 11.37 54.01 71.49
256 mt_961_use2023_last_save_rnk500_idxctrl -51.62 -106.32 23.21 -28.97 23.21 66.56 10.79 53.42 70.91
268 mt_961_use2011_best_save_rnk500_idxctrl -55.30 -109.99 19.54 -32.64 19.54 62.89 7.12 49.75 67.24
290 mt_961_use2011_last_save_rnk500_idxctrl -60.04 -114.74 14.79 -37.39 14.79 58.14 2.37 45.01 62.49
293 mt_961_use2008_last_save_rnk500_idxctrl -60.39 -115.08 14.44 -37.74 14.44 57.79 2.02 44.66 62.15
300 mt_962_use2009_best_save_rnk500_idxctrl -61.72 -116.41 13.11 -39.06 13.12 56.47 0.69 43.33 60.82
301 mt_962_use2009_last_save_rnk500_idxctrl -61.93 -116.62 12.90 -39.27 12.90 56.25 0.48 43.12 60.61
310 mt_961_use2023_best_save_rnk500_idxctrl -64.05 -118.75 10.78 -41.40 10.78 54.13 -1.64 41.00 58.48
315 mt_962_use2011_best_save_rnk500_idxctrl -64.65 -119.34 10.18 -41.99 10.19 53.54 -2.24 40.40 57.89
323 mt_962_use2008_last_save_rnk500_idxctrl -66.15 -120.85 8.68 -43.50 8.68 52.03 -3.74 38.90 56.38
328 mt_962_use2008_best_save_rnk500_idxctrl -67.90 -122.60 6.93 -45.25 6.93 50.28 -5.49 37.15 54.63
330 mt_961_use2012_best_save_rnk500_idxctrl -68.54 -123.23 6.30 -45.88 6.30 49.65 -6.12 36.51 54.00
334 mt_961_use2008_best_save_rnk500_idxctrl -69.75 -124.44 5.09 -47.09 5.09 48.44 -7.33 35.30 52.79
355 mt_961_use2012_last_save_rnk500_idxctrl -75.43 -130.12 -0.59 -52.77 -0.59 42.76 -13.02 29.62 47.11