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_20251215_151523
132 mt_962_use2008_last_save_rnk500_idxctrl 109.53 105.39 30.00 91.59 30.00 -1.57 14.29 -24.07 -33.31
142 mt_962_use2008_best_save_rnk500_idxctrl 107.55 103.41 28.02 89.60 28.02 -3.55 12.31 -26.05 -35.29
165 mt_961_use2008_best_save_rnk500_idxctrl 101.11 96.96 21.57 83.16 21.57 -9.99 5.86 -32.50 -41.73
177 mt_962_use2009_best_save_rnk500_idxctrl 99.81 95.66 20.27 81.86 20.27 -11.29 4.56 -33.80 -43.03
181 mt_962_use2009_last_save_rnk500_idxctrl 99.13 94.98 19.59 81.18 19.59 -11.97 3.88 -34.48 -43.71
205 mt_961_use2008_last_save_rnk500_idxctrl 91.30 87.15 11.76 73.35 11.76 -19.80 -3.95 -42.31 -51.54
245 mt_961_use2018_best_save_rnk500_idxctrl 83.71 79.57 4.17 65.76 4.17 -27.39 -11.53 -49.89 -59.13
248 mt_962_use2010_best_save_rnk500_idxctrl 82.68 78.54 3.15 64.74 3.15 -28.42 -12.56 -50.92 -60.16
254 mt_962_use2016_best_save_rnk500_idxctrl 81.94 77.80 2.40 63.99 2.40 -29.16 -13.31 -51.67 -60.90
264 mt_962_use2011_best_save_rnk500_idxctrl 79.59 75.45 0.06 61.65 0.06 -31.50 -15.65 -54.01 -63.24
275 mt_961_use2016_last_save_rnk500_idxctrl 77.12 72.98 -2.41 59.18 -2.41 -33.97 -18.12 -56.48 -65.72
280 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 76.07 71.93 -3.46 58.13 -3.46 -35.03 -19.17 -57.53 -66.77
281 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 75.93 71.79 -3.61 57.98 -3.60 -35.17 -19.31 -57.67 -66.91
282 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 74.98 70.84 -4.56 57.03 -4.55 -36.12 -20.26 -58.62 -67.86
283 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 74.91 70.77 -4.63 56.96 -4.63 -36.19 -20.34 -58.69 -67.93
284 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 74.81 70.66 -4.73 56.86 -4.73 -36.29 -20.44 -58.80 -68.03
286 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 74.27 70.12 -5.27 56.32 -5.27 -36.83 -20.98 -59.34 -68.57
289 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 73.76 69.61 -5.78 55.81 -5.78 -37.34 -21.49 -59.85 -69.08
293 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 73.11 68.97 -6.43 55.16 -6.42 -37.99 -22.13 -60.49 -69.73
305 mt_961_use2009_last_save_rnk500_idxctrl 70.40 66.26 -9.13 52.46 -9.13 -40.70 -24.84 -63.20 -72.44
310 mt_961_use2012_last_save_rnk500_idxctrl 69.62 65.48 -9.92 51.67 -9.91 -41.48 -25.62 -63.98 -73.22
311 mt_961_use2009_best_save_rnk500_idxctrl 69.31 65.17 -10.23 51.36 -10.23 -41.79 -25.94 -64.30 -73.53
315 mt_961_use2016_best_save_rnk500_idxctrl 67.75 63.61 -11.79 49.80 -11.79 -43.35 -27.49 -65.85 -75.09
317 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 67.28 63.14 -12.25 49.34 -12.25 -43.82 -27.96 -66.32 -75.56
320 mt_961_use2011_last_save_rnk500_idxctrl 66.95 62.81 -12.58 49.01 -12.58 -44.15 -28.29 -66.65 -75.89
324 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 66.40 62.26 -13.13 48.46 -13.13 -44.70 -28.84 -67.20 -76.44
325 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 66.07 61.93 -13.46 48.13 -13.46 -45.02 -29.17 -67.53 -76.76
326 mt_961_use2012_best_save_rnk500_idxctrl 65.24 61.09 -14.30 47.29 -14.30 -45.86 -30.01 -68.37 -77.60
327 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 65.16 61.01 -14.38 47.21 -14.38 -45.94 -30.09 -68.45 -77.68
329 mt_961_use2018_last_save_rnk500_idxctrl 64.61 60.47 -14.93 46.66 -14.93 -46.49 -30.64 -69.00 -78.23
338 mt_962_use2011_last_save_rnk500_idxctrl 61.71 57.57 -17.82 43.77 -17.82 -49.39 -33.53 -71.89 -81.13
340 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 60.61 56.47 -18.92 42.67 -18.92 -50.48 -34.63 -72.99 -82.22
341 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 60.46 56.31 -19.08 42.51 -19.08 -50.64 -34.79 -73.15 -82.38
343 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 60.41 56.27 -19.12 42.47 -19.12 -50.68 -34.83 -73.19 -82.43
344 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 60.32 56.17 -19.22 42.37 -19.22 -50.78 -34.93 -73.29 -82.52
345 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 60.27 56.13 -19.27 42.32 -19.26 -50.83 -34.97 -73.33 -82.57
346 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 60.21 56.07 -19.33 42.26 -19.33 -50.89 -35.03 -73.39 -82.63
347 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 60.15 56.01 -19.38 42.21 -19.38 -50.95 -35.09 -73.45 -82.69
348 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 60.04 55.89 -19.50 42.09 -19.50 -51.06 -35.21 -73.57 -82.80
351 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 58.45 54.31 -21.09 40.50 -21.08 -52.65 -36.79 -75.15 -84.39
352 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 58.19 54.05 -21.34 40.25 -21.34 -52.90 -37.05 -75.41 -84.64
353 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 57.85 53.71 -21.68 39.91 -21.68 -53.25 -37.39 -75.75 -84.99
354 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 57.61 53.46 -21.93 39.66 -21.93 -53.49 -37.64 -76.00 -85.23
355 multin_zz1000_61002_idxctrl_pv_rm_fnd 57.54 53.40 -21.99 39.60 -21.99 -53.55 -37.70 -76.06 -85.29
356 multin_zz1000_61004_idxctrl_pv_rm_fnd 57.54 53.40 -21.99 39.60 -21.99 -53.55 -37.70 -76.06 -85.29
357 multin_zz1000_61002_idxctrl_50010002000_pv 57.52 53.38 -22.01 39.57 -22.01 -53.58 -37.72 -76.08 -85.32
358 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 57.38 53.24 -22.15 39.44 -22.15 -53.71 -37.86 -76.22 -85.45
359 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 57.38 53.24 -22.15 39.44 -22.15 -53.71 -37.86 -76.22 -85.45
360 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 56.42 52.28 -23.12 38.47 -23.12 -54.68 -38.83 -77.18 -86.42
363 multin_zz1000_61001_idxctrl_pv_rm_fnd 55.05 50.91 -24.48 37.11 -24.48 -56.05 -40.19 -78.55 -87.79
364 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 54.90 50.76 -24.63 36.96 -24.63 -56.19 -40.34 -78.70 -87.93
365 multin_zz1000_61004_idxctrl_50010002000_pv 54.25 50.11 -25.28 36.31 -25.28 -56.85 -40.99 -79.35 -88.59
367 mt_961_use2014_last_save_rnk500_idxctrl 53.33 49.19 -26.20 35.39 -26.20 -57.77 -41.91 -80.27 -89.51
369 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 53.04 48.90 -26.49 35.10 -26.49 -58.05 -42.20 -80.56 -89.80
370 mt_962_use2018_last_save_rnk500_idxctrl 53.01 48.87 -26.52 35.07 -26.52 -58.09 -42.23 -80.59 -89.83
372 mt_961_use2017_last_save_rnk500_idxctrl 50.36 46.22 -29.17 32.42 -29.17 -60.74 -44.88 -83.24 -92.48
373 multin_zz1000_61004_idxctrl_top3800_pv 49.57 45.43 -29.96 31.63 -29.96 -61.52 -45.67 -84.03 -93.27
374 multin_zz1000_61002_idxctrl_top3800_pv 49.03 44.89 -30.50 31.09 -30.50 -62.07 -46.21 -84.57 -93.81
375 mt_961_use2013_last_save_rnk500_idxctrl 48.81 44.67 -30.72 30.87 -30.72 -62.29 -46.43 -84.79 -94.03
376 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 48.53 44.39 -31.00 30.59 -31.00 -62.56 -46.71 -85.07 -94.30
379 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 47.88 43.74 -31.65 29.94 -31.65 -63.21 -47.36 -85.72 -94.95
380 mt_961_use2011_best_save_rnk500_idxctrl 47.72 43.58 -31.81 29.77 -31.81 -63.38 -47.52 -85.88 -95.12
382 mt_961_use2017_best_save_rnk500_idxctrl 46.91 42.76 -32.63 28.96 -32.63 -64.19 -48.34 -86.70 -95.93
384 mt_961_use2014_best_save_rnk500_idxctrl 45.10 40.96 -34.44 27.15 -34.44 -66.00 -50.15 -88.50 -97.74
392 mt_961_use2023_best_save_rnk500_idxctrl 43.33 39.19 -36.20 25.38 -36.20 -67.77 -51.91 -90.27 -99.51
394 multin_zz1000_61001_idxctrl_50010002000_pv 42.57 38.42 -36.97 24.62 -36.97 -68.53 -52.68 -91.04 -100.27
395 multin_zz500_61002_idxctrl_zz500_pv 42.14 38.00 -37.40 24.19 -37.40 -68.96 -53.11 -91.46 -100.70
396 mt_962_use2010_last_save_rnk500_idxctrl 41.89 37.74 -37.65 23.94 -37.65 -69.21 -53.36 -91.72 -100.95
397 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 41.85 37.70 -37.69 23.90 -37.69 -69.25 -53.40 -91.76 -100.99
400 multin_zz500_61004_idxctrl_zz500_pv 41.40 37.26 -38.14 23.45 -38.14 -69.70 -53.85 -92.21 -101.44
401 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 41.14 36.99 -38.40 23.19 -38.40 -69.96 -54.11 -92.47 -101.70
403 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 40.99 36.85 -38.54 23.04 -38.54 -70.11 -54.25 -92.61 -101.85
409 multin_zz500_61001_idxctrl_zz500_pv 39.31 35.17 -40.23 21.36 -40.22 -71.79 -55.93 -94.29 -103.53
410 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 39.08 34.94 -40.46 21.13 -40.45 -72.02 -56.16 -94.52 -103.76
416 multin_zz1000_61002_idxctrl_pv_rm_blc 36.64 32.50 -42.89 18.70 -42.89 -74.46 -58.60 -96.96 -106.20
417 multin_zz1000_61004_idxctrl_pv_rm_blc 36.64 32.50 -42.89 18.70 -42.89 -74.46 -58.60 -96.96 -106.20
418 multin_zz1000_61001_idxctrl_top3800_pv 36.51 32.37 -43.02 18.56 -43.02 -74.59 -58.73 -97.09 -106.33
419 multin_zz1000_61004_idxctrl_pv 36.07 31.93 -43.46 18.13 -43.46 -75.03 -59.17 -97.53 -106.77
420 multin_zz1000_61002_idxctrl_pv 36.07 31.93 -43.46 18.13 -43.46 -75.03 -59.17 -97.53 -106.77
421 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 35.76 31.61 -43.78 17.81 -43.78 -75.34 -59.49 -97.85 -107.08
422 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 35.26 31.12 -44.27 17.32 -44.27 -75.83 -59.98 -98.34 -107.58
423 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 35.23 31.09 -44.31 17.28 -44.30 -75.87 -60.01 -98.37 -107.61
425 multin_zz1000_61002_idxctrl_zz1000_pv 34.59 30.45 -44.95 16.64 -44.95 -76.51 -60.66 -99.01 -108.25
428 multin_zz1000_61004_idxctrl_zz1000_pv 33.99 29.84 -45.55 16.04 -45.55 -77.11 -61.26 -99.62 -108.85
430 multin_zz1000_61001_idxctrl_pv_rm_blc 33.20 29.06 -46.34 15.25 -46.33 -77.90 -62.04 -100.40 -109.64
431 multin_zz1000_61001_idxctrl_pv 32.66 28.52 -46.88 14.71 -46.87 -78.44 -62.58 -100.94 -110.18
432 mt_961_use2015_last_save_rnk500_idxctrl 32.01 27.87 -47.52 14.07 -47.52 -79.08 -63.23 -101.59 -110.82
434 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 31.34 27.20 -48.19 13.40 -48.19 -79.76 -63.90 -102.26 -111.50
436 multin_zz1000_61001_idxctrl_zz1000_pv 30.27 26.12 -49.27 12.32 -49.27 -80.83 -64.98 -103.34 -112.57
437 mt_962_use2014_best_save_rnk500_idxctrl 30.17 26.03 -49.36 12.23 -49.36 -80.93 -65.07 -103.43 -112.67
438 mt_962_use2014_last_save_rnk500_idxctrl 30.02 25.88 -49.51 12.07 -49.51 -81.08 -65.22 -103.58 -112.82
439 mt_961_use2010_best_save_rnk500_idxctrl 29.74 25.60 -49.80 11.79 -49.80 -81.36 -65.51 -103.86 -113.10
449 mt_961_use2015_best_save_rnk500_idxctrl 26.06 21.91 -53.48 8.11 -53.48 -85.04 -69.19 -107.55 -116.78
462 mt_961_use2010_last_save_rnk500_idxctrl 21.67 17.53 -57.86 3.73 -57.86 -89.42 -73.57 -111.93 -121.16
470 mt_961_use2023_last_save_rnk500_idxctrl 17.08 12.93 -62.46 -0.87 -62.46 -94.02 -78.17 -116.53 -125.76
472 mt_961_use2022_last_save_rnk500_idxctrl 15.62 11.48 -63.92 -2.33 -63.91 -95.48 -79.62 -117.98 -127.22
473 mt_962_use2012_last_save_rnk500_idxctrl 12.85 8.71 -66.69 -5.10 -66.69 -98.25 -82.39 -120.75 -129.99
475 mt_962_use2016_last_save_rnk500_idxctrl 9.68 5.54 -69.85 -8.26 -69.85 -101.42 -85.56 -123.92 -133.16
476 mt_962_use2012_best_save_rnk500_idxctrl 8.28 4.14 -71.25 -9.66 -71.25 -102.81 -86.96 -125.32 -134.55
477 mt_962_use2017_last_save_rnk500_idxctrl 7.98 3.84 -71.56 -9.97 -71.55 -103.12 -87.26 -125.62 -134.86
478 mt_961_use2022_best_save_rnk500_idxctrl 5.07 0.93 -74.46 -12.87 -74.46 -106.03 -90.17 -128.53 -137.77
482 mt_962_use2013_last_save_rnk500_idxctrl 3.32 -0.82 -76.21 -14.62 -76.21 -107.77 -91.92 -130.28 -139.51
484 mt_961_use2020_best_save_rnk500_idxctrl 1.53 -2.61 -78.01 -16.42 -78.00 -109.57 -93.71 -132.07 -141.31
488 mt_961_use2020_last_save_rnk500_idxctrl -1.06 -5.20 -80.59 -19.00 -80.59 -112.16 -96.30 -134.66 -143.90
489 mt_962_use2024_best_save_rnk500_idxctrl -1.49 -5.63 -81.02 -19.43 -81.02 -112.58 -96.73 -135.09 -144.32
490 mt_962_use2024_last_save_rnk500_idxctrl -2.93 -7.07 -82.46 -20.87 -82.46 -114.02 -98.17 -136.53 -145.76
491 mt_962_use2013_best_save_rnk500_idxctrl -3.13 -7.27 -82.66 -21.07 -82.66 -114.23 -98.37 -136.73 -145.97
492 mt_962_use2018_best_save_rnk500_idxctrl -3.38 -7.52 -82.91 -21.32 -82.91 -114.48 -98.62 -136.98 -146.22
495 mt_961_use2024_best_save_rnk500_idxctrl -5.50 -9.64 -85.03 -23.44 -85.03 -116.59 -100.74 -139.10 -148.33
496 mt_961_use2019_best_save_rnk500_idxctrl -5.51 -9.66 -85.05 -23.46 -85.05 -116.61 -100.76 -139.12 -148.35
497 mt_961_use2024_last_save_rnk500_idxctrl -5.81 -9.95 -85.34 -23.75 -85.34 -116.91 -101.05 -139.41 -148.65
498 mt_962_use2017_best_save_rnk500_idxctrl -6.12 -10.26 -85.66 -24.07 -85.65 -117.22 -101.36 -139.72 -148.96
499 mt_961_use2021_last_save_rnk500_idxctrl -6.19 -10.34 -85.73 -24.14 -85.73 -117.29 -101.44 -139.80 -149.03
500 mt_962_use2023_best_save_rnk500_idxctrl -10.87 -15.01 -90.40 -28.81 -90.40 -121.96 -106.11 -144.47 -153.70
501 mt_962_use2023_last_save_rnk500_idxctrl -10.95 -15.09 -90.49 -28.90 -90.49 -122.05 -106.20 -144.56 -153.79
503 mt_962_use2015_last_save_rnk500_idxctrl -12.99 -17.13 -92.52 -30.93 -92.52 -124.09 -108.23 -146.59 -155.83
506 mt_961_use2019_last_save_rnk500_idxctrl -21.85 -25.99 -101.38 -39.79 -101.38 -132.95 -117.09 -155.45 -164.69
508 mt_962_use2019_last_save_rnk500_idxctrl -25.85 -30.00 -105.39 -43.80 -105.39 -136.95 -121.10 -159.46 -168.69
509 mt_962_use2021_last_save_rnk500_idxctrl -26.00 -30.15 -105.54 -43.95 -105.54 -137.10 -121.25 -159.61 -168.84
511 mt_961_use2013_best_save_rnk500_idxctrl -31.20 -35.35 -110.74 -49.15 -110.74 -142.30 -126.45 -164.81 -174.04
513 mt_961_use2021_best_save_rnk500_idxctrl -32.29 -36.43 -111.83 -50.24 -111.83 -143.39 -127.54 -165.90 -175.13
515 mt_962_use2019_best_save_rnk500_idxctrl -43.14 -47.28 -122.67 -61.09 -122.67 -154.24 -138.38 -176.74 -185.98
516 mt_962_use2022_last_save_rnk500_idxctrl -43.18 -47.33 -122.72 -61.13 -122.72 -154.28 -138.43 -176.79 -186.02
520 mt_962_use2020_last_save_rnk500_idxctrl -54.66 -58.80 -134.19 -72.60 -134.19 -165.75 -149.90 -188.26 -197.49
521 mt_962_use2021_best_save_rnk500_idxctrl -58.40 -62.55 -137.94 -76.35 -137.94 -169.50 -153.65 -192.01 -201.24
524 mt_962_use2020_best_save_rnk500_idxctrl -71.21 -75.35 -150.75 -89.16 -150.74 -182.31 -166.45 -204.81 -214.05
525 mt_962_use2015_best_save_rnk500_idxctrl -71.74 -75.88 -151.28 -89.69 -151.27 -182.84 -166.98 -205.34 -214.58
527 mt_962_use2022_best_save_rnk500_idxctrl -85.57 -89.71 -165.10 -103.51 -165.10 -196.67 -180.81 -219.17 -228.41