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_20251216_151520
56 mt_961_use2018_best_save_rnk500_idxctrl 73.74 60.09 -97.33 19.40 -97.33 45.60 -226.11 -309.73 -342.72
104 mt_962_use2008_best_save_rnk500_idxctrl 60.97 47.31 -110.10 6.62 -110.10 32.83 -238.88 -322.50 -355.49
105 mt_961_use2012_last_save_rnk500_idxctrl 60.77 47.11 -110.30 6.42 -110.31 32.63 -239.08 -322.70 -355.69
106 mt_961_use2012_best_save_rnk500_idxctrl 60.43 46.77 -110.64 6.08 -110.65 32.29 -239.42 -323.04 -356.03
112 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 59.38 45.72 -111.69 5.04 -111.69 31.24 -240.47 -324.09 -357.08
113 mt_961_use2018_last_save_rnk500_idxctrl 59.36 45.70 -111.71 5.02 -111.71 31.22 -240.49 -324.11 -357.10
116 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 58.98 45.32 -112.09 4.63 -112.10 30.84 -240.87 -324.49 -357.48
122 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 58.33 44.67 -112.74 3.98 -112.75 30.19 -241.52 -325.14 -358.13
126 mt_962_use2008_last_save_rnk500_idxctrl 58.09 44.44 -112.98 3.75 -112.98 29.96 -241.76 -325.38 -358.36
127 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 57.94 44.29 -113.13 3.60 -113.13 29.81 -241.91 -325.53 -358.51
135 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 56.61 42.96 -114.46 2.27 -114.46 28.47 -243.24 -326.86 -359.85
143 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 55.57 41.91 -115.50 1.22 -115.50 27.43 -244.28 -327.90 -360.89
145 mt_961_use2008_best_save_rnk500_idxctrl 55.50 41.85 -115.57 1.16 -115.57 27.36 -244.35 -327.97 -360.96
156 mt_961_use2011_last_save_rnk500_idxctrl 52.02 38.37 -119.05 -2.32 -119.05 23.89 -247.83 -331.44 -364.43
168 mt_962_use2009_best_save_rnk500_idxctrl 45.05 31.40 -126.02 -9.29 -126.02 16.92 -254.80 -338.42 -371.40
171 mt_961_use2020_best_save_rnk500_idxctrl 44.80 31.15 -126.27 -9.54 -126.27 16.67 -255.04 -338.66 -371.65
175 mt_961_use2016_last_save_rnk500_idxctrl 43.77 30.11 -127.30 -10.58 -127.31 15.63 -256.08 -339.70 -372.69
176 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 43.55 29.90 -127.52 -10.79 -127.52 15.42 -256.30 -339.92 -372.90
177 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 43.55 29.90 -127.52 -10.79 -127.52 15.42 -256.30 -339.92 -372.90
179 multin_zz1000_61002_idxctrl_pv_rm_fnd 43.09 29.43 -127.98 -11.26 -127.99 14.95 -256.76 -340.38 -373.37
180 multin_zz1000_61004_idxctrl_pv_rm_fnd 43.09 29.43 -127.98 -11.26 -127.99 14.95 -256.76 -340.38 -373.37
184 mt_961_use2019_best_save_rnk500_idxctrl 42.87 29.21 -128.20 -11.48 -128.21 14.73 -256.98 -340.60 -373.59
185 mt_961_use2022_last_save_rnk500_idxctrl 42.79 29.14 -128.28 -11.55 -128.28 14.66 -257.05 -340.67 -373.66
189 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 42.11 28.45 -128.96 -12.24 -128.97 13.97 -257.74 -341.36 -374.35
191 mt_961_use2008_last_save_rnk500_idxctrl 41.78 28.12 -129.29 -12.57 -129.29 13.64 -258.07 -341.69 -374.68
192 multin_zz500_61002_idxctrl_zz500_pv 41.71 28.05 -129.36 -12.63 -129.36 13.57 -258.14 -341.76 -374.75
193 mt_962_use2009_last_save_rnk500_idxctrl 41.64 27.98 -129.43 -12.71 -129.44 13.50 -258.21 -341.83 -374.82
194 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 41.54 27.88 -129.53 -12.81 -129.53 13.40 -258.31 -341.93 -374.92
195 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 41.51 27.86 -129.56 -12.83 -129.56 13.38 -258.34 -341.95 -374.94
196 multin_zz500_61004_idxctrl_zz500_pv 41.13 27.48 -129.94 -13.21 -129.94 13.00 -258.72 -342.34 -375.32
197 multin_zz1000_61001_idxctrl_pv_rm_fnd 41.04 27.39 -130.03 -13.30 -130.03 12.91 -258.81 -342.43 -375.41
200 mt_961_use2019_last_save_rnk500_idxctrl 40.65 27.00 -130.42 -13.69 -130.42 12.52 -259.20 -342.82 -375.80
202 mt_962_use2018_last_save_rnk500_idxctrl 40.42 26.76 -130.65 -13.92 -130.65 12.28 -259.43 -343.05 -376.04
206 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 40.25 26.59 -130.82 -14.10 -130.83 12.11 -259.60 -343.22 -376.21
207 mt_961_use2020_last_save_rnk500_idxctrl 40.16 26.51 -130.91 -14.18 -130.91 12.03 -259.68 -343.30 -376.29
208 multin_zz500_61001_idxctrl_zz500_pv 39.84 26.18 -131.23 -14.51 -131.23 11.70 -260.01 -343.63 -376.62
215 mt_961_use2022_best_save_rnk500_idxctrl 39.35 25.70 -131.72 -14.99 -131.72 11.21 -260.50 -344.12 -377.11
218 mt_961_use2013_last_save_rnk500_idxctrl 38.83 25.18 -132.24 -15.51 -132.24 10.70 -261.02 -344.64 -377.62
223 mt_961_use2010_best_save_rnk500_idxctrl 38.20 24.55 -132.87 -16.14 -132.87 10.07 -261.64 -345.26 -378.25
227 mt_961_use2023_best_save_rnk500_idxctrl 37.79 24.13 -133.28 -16.56 -133.28 9.65 -262.06 -345.68 -378.67
235 mt_962_use2011_best_save_rnk500_idxctrl 37.28 23.62 -133.79 -17.07 -133.79 9.14 -262.57 -346.19 -379.18
247 mt_961_use2010_last_save_rnk500_idxctrl 35.28 21.62 -135.79 -19.07 -135.79 7.14 -264.57 -348.19 -381.18
251 mt_961_use2017_last_save_rnk500_idxctrl 35.11 21.45 -135.96 -19.23 -135.96 6.97 -264.74 -348.36 -381.35
267 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 31.44 17.78 -139.63 -22.91 -139.63 3.30 -268.41 -352.03 -385.02
270 mt_961_use2011_best_save_rnk500_idxctrl 31.04 17.38 -140.03 -23.31 -140.04 2.90 -268.81 -352.43 -385.42
272 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 30.90 17.25 -140.17 -23.44 -140.17 2.77 -268.95 -352.57 -385.55
273 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 30.86 17.21 -140.21 -23.48 -140.21 2.72 -268.99 -352.61 -385.59
277 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 30.33 16.67 -140.74 -24.02 -140.75 2.19 -269.52 -353.14 -386.13
279 mt_961_use2017_best_save_rnk500_idxctrl 29.51 15.85 -141.56 -24.83 -141.56 1.37 -270.34 -353.96 -386.95
283 multin_zz1000_61004_idxctrl_pv 28.69 15.04 -142.38 -25.65 -142.38 0.56 -271.16 -354.78 -387.76
284 multin_zz1000_61002_idxctrl_pv 28.69 15.04 -142.38 -25.65 -142.38 0.56 -271.16 -354.78 -387.76
286 multin_zz1000_61004_idxctrl_pv_rm_blc 28.55 14.89 -142.52 -25.79 -142.52 0.41 -271.30 -354.92 -387.91
287 multin_zz1000_61002_idxctrl_pv_rm_blc 28.55 14.89 -142.52 -25.79 -142.52 0.41 -271.30 -354.92 -387.91
288 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 28.48 14.82 -142.59 -25.87 -142.59 0.34 -271.37 -354.99 -387.98
289 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 27.90 14.24 -143.17 -26.45 -143.17 -0.24 -271.95 -355.57 -388.56
290 mt_961_use2009_last_save_rnk500_idxctrl 27.85 14.19 -143.22 -26.49 -143.22 -0.29 -272.00 -355.62 -388.61
297 multin_zz1000_61001_idxctrl_pv 26.86 13.21 -144.21 -27.48 -144.21 -1.27 -272.98 -356.60 -389.59
298 multin_zz1000_61001_idxctrl_pv_rm_blc 26.74 13.08 -144.33 -27.61 -144.33 -1.40 -273.11 -356.73 -389.72
299 mt_961_use2016_best_save_rnk500_idxctrl 26.50 12.84 -144.57 -27.85 -144.57 -1.64 -273.35 -356.97 -389.96
300 mt_961_use2009_best_save_rnk500_idxctrl 26.48 12.83 -144.59 -27.86 -144.59 -1.65 -273.37 -356.99 -389.97
305 mt_962_use2016_best_save_rnk500_idxctrl 25.84 12.19 -145.23 -28.50 -145.23 -2.30 -274.01 -357.63 -390.61
311 mt_961_use2013_best_save_rnk500_idxctrl 24.09 10.44 -146.98 -30.25 -146.98 -4.04 -275.76 -359.38 -392.36
342 mt_962_use2022_best_save_rnk500_idxctrl 17.70 4.05 -153.37 -36.64 -153.37 -10.43 -282.14 -365.76 -398.75
343 mt_962_use2010_best_save_rnk500_idxctrl 17.64 3.98 -153.43 -36.71 -153.43 -10.50 -282.21 -365.83 -398.82
346 mt_962_use2018_best_save_rnk500_idxctrl 17.33 3.68 -153.74 -37.01 -153.74 -10.80 -282.51 -366.13 -399.12
347 mt_961_use2024_last_save_rnk500_idxctrl 16.57 2.92 -154.50 -37.77 -154.50 -11.56 -283.28 -366.90 -399.88
362 multin_zz1000_61002_idxctrl_zz1000_pv 14.25 0.60 -156.82 -40.09 -156.82 -13.88 -285.59 -369.21 -402.20
363 mt_961_use2024_best_save_rnk500_idxctrl 14.21 0.55 -156.86 -40.14 -156.87 -13.93 -285.64 -369.26 -402.25
364 mt_961_use2023_last_save_rnk500_idxctrl 14.20 0.54 -156.87 -40.15 -156.88 -13.94 -285.65 -369.27 -402.26
366 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 13.82 0.16 -157.25 -40.52 -157.25 -14.32 -286.03 -369.65 -402.64
372 mt_961_use2021_last_save_rnk500_idxctrl 13.40 -0.26 -157.67 -40.95 -157.67 -14.74 -286.45 -370.07 -403.06
373 multin_zz1000_61004_idxctrl_zz1000_pv 13.16 -0.49 -157.91 -41.18 -157.91 -14.98 -286.69 -370.31 -403.29
377 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 12.71 -0.95 -158.36 -41.64 -158.37 -15.43 -287.14 -370.76 -403.75
385 multin_zz1000_61001_idxctrl_zz1000_pv 11.47 -2.18 -159.60 -42.87 -159.60 -16.67 -288.38 -372.00 -404.99
386 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 11.08 -2.58 -159.99 -43.27 -159.99 -17.06 -288.77 -372.39 -405.38
388 mt_962_use2015_best_save_rnk500_idxctrl 10.73 -2.93 -160.34 -43.62 -160.34 -17.41 -289.12 -372.74 -405.73
391 mt_962_use2016_last_save_rnk500_idxctrl 9.72 -3.93 -161.35 -44.62 -161.35 -18.41 -290.13 -373.75 -406.73
400 mt_962_use2011_last_save_rnk500_idxctrl 8.11 -5.54 -162.96 -46.23 -162.96 -20.02 -291.74 -375.35 -408.34
403 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 6.79 -6.87 -164.28 -47.56 -164.28 -21.35 -293.06 -376.68 -409.67
407 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 6.35 -7.30 -164.72 -47.99 -164.72 -21.78 -293.50 -377.12 -410.10
413 mt_961_use2014_last_save_rnk500_idxctrl 5.25 -8.40 -165.82 -49.09 -165.82 -22.88 -294.60 -378.21 -411.20
414 mt_962_use2010_last_save_rnk500_idxctrl 5.10 -8.55 -165.97 -49.24 -165.97 -23.03 -294.75 -378.37 -411.35
415 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 5.10 -8.56 -165.97 -49.25 -165.98 -23.04 -294.75 -378.37 -411.36
417 mt_962_use2021_best_save_rnk500_idxctrl 4.84 -8.82 -166.23 -49.51 -166.23 -23.30 -295.01 -378.63 -411.62
418 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 4.71 -8.94 -166.36 -49.63 -166.36 -23.42 -295.14 -378.76 -411.74
424 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 3.35 -10.31 -167.72 -51.00 -167.72 -24.79 -296.50 -380.12 -413.11
425 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 3.20 -10.46 -167.87 -51.15 -167.87 -24.94 -296.65 -380.27 -413.26
426 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 3.13 -10.53 -167.94 -51.22 -167.94 -25.01 -296.72 -380.34 -413.33
427 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 2.90 -10.75 -168.17 -51.44 -168.17 -25.23 -296.94 -380.56 -413.55
429 mt_962_use2019_best_save_rnk500_idxctrl 2.65 -11.00 -168.42 -51.69 -168.42 -25.48 -297.20 -380.82 -413.80
430 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 2.62 -11.04 -168.45 -51.73 -168.45 -25.52 -297.23 -380.85 -413.84
431 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 2.62 -11.04 -168.45 -51.73 -168.46 -25.52 -297.23 -380.85 -413.84
432 mt_961_use2014_best_save_rnk500_idxctrl 2.48 -11.18 -168.59 -51.87 -168.60 -25.66 -297.37 -380.99 -413.98
433 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 2.27 -11.38 -168.80 -52.07 -168.80 -25.86 -297.58 -381.20 -414.18
434 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 2.00 -11.65 -169.07 -52.34 -169.07 -26.14 -297.85 -381.47 -414.46
435 mt_961_use2021_best_save_rnk500_idxctrl 1.20 -12.46 -169.87 -53.15 -169.87 -26.94 -298.65 -382.27 -415.26
437 mt_962_use2020_best_save_rnk500_idxctrl 0.89 -12.76 -170.18 -53.45 -170.18 -27.25 -298.96 -382.58 -415.56
438 multin_zz1000_61002_idxctrl_top3800_pv 0.74 -12.91 -170.33 -53.60 -170.33 -27.39 -299.10 -382.72 -415.71
439 mt_962_use2021_last_save_rnk500_idxctrl 0.63 -13.03 -170.44 -53.72 -170.45 -27.51 -299.22 -382.84 -415.83
443 mt_962_use2015_last_save_rnk500_idxctrl -0.30 -13.96 -171.37 -54.64 -171.37 -28.44 -300.15 -383.77 -416.76
445 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -0.44 -14.09 -171.51 -54.78 -171.51 -28.57 -300.28 -383.90 -416.89
448 multin_zz1000_61004_idxctrl_top3800_pv -0.98 -14.64 -172.05 -55.32 -172.05 -29.12 -300.83 -384.45 -417.44
449 multin_zz1000_61002_idxctrl_50010002000_pv -1.22 -14.87 -172.29 -55.56 -172.29 -29.35 -301.06 -384.68 -417.67
451 multin_zz1000_61001_idxctrl_50010002000_pv -1.99 -15.65 -173.06 -56.34 -173.07 -30.13 -301.84 -385.46 -418.45
452 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -2.23 -15.89 -173.30 -56.58 -173.31 -30.37 -302.08 -385.70 -418.69
453 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -2.64 -16.30 -173.71 -56.99 -173.71 -30.78 -302.49 -386.11 -419.10
456 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -3.65 -17.30 -174.72 -57.99 -174.72 -31.78 -303.50 -387.12 -420.10
457 multin_zz1000_61004_idxctrl_50010002000_pv -3.66 -17.31 -174.73 -58.00 -174.73 -31.79 -303.50 -387.12 -420.11
458 multin_zz1000_61001_idxctrl_top3800_pv -4.03 -17.69 -175.10 -58.38 -175.10 -32.17 -303.88 -387.50 -420.49
460 mt_961_use2015_last_save_rnk500_idxctrl -4.36 -18.01 -175.43 -58.70 -175.43 -32.49 -304.21 -387.83 -420.81
461 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -5.19 -18.84 -176.26 -59.53 -176.26 -33.32 -305.03 -388.65 -421.64
462 mt_961_use2015_best_save_rnk500_idxctrl -5.35 -19.00 -176.42 -59.69 -176.42 -33.48 -305.20 -388.82 -421.80
463 mt_962_use2017_last_save_rnk500_idxctrl -5.42 -19.08 -176.49 -59.77 -176.49 -33.56 -305.27 -388.89 -421.88
464 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -5.58 -19.23 -176.65 -59.92 -176.65 -33.71 -305.43 -389.05 -422.03
465 mt_962_use2020_last_save_rnk500_idxctrl -6.25 -19.90 -177.32 -60.59 -177.32 -34.39 -306.10 -389.72 -422.70
468 mt_962_use2019_last_save_rnk500_idxctrl -6.52 -20.17 -177.59 -60.86 -177.59 -34.66 -306.37 -389.99 -422.98
469 mt_962_use2024_best_save_rnk500_idxctrl -6.64 -20.30 -177.71 -60.99 -177.71 -34.78 -306.49 -390.11 -423.10
472 mt_962_use2013_last_save_rnk500_idxctrl -10.05 -23.71 -181.12 -64.40 -181.12 -38.19 -309.90 -393.52 -426.51
474 mt_962_use2017_best_save_rnk500_idxctrl -10.34 -24.00 -181.41 -64.68 -181.41 -38.48 -310.19 -393.81 -426.80
476 mt_962_use2022_last_save_rnk500_idxctrl -11.42 -25.08 -182.49 -65.77 -182.50 -39.56 -311.27 -394.89 -427.88
478 mt_962_use2024_last_save_rnk500_idxctrl -12.09 -25.75 -183.16 -66.44 -183.16 -40.23 -311.94 -395.56 -428.55
481 mt_962_use2012_last_save_rnk500_idxctrl -13.34 -27.00 -184.41 -67.69 -184.41 -41.48 -313.19 -396.81 -429.80
482 mt_962_use2014_last_save_rnk500_idxctrl -14.04 -27.70 -185.11 -68.38 -185.11 -42.18 -313.89 -397.51 -430.50
487 mt_962_use2013_best_save_rnk500_idxctrl -16.71 -30.37 -187.78 -71.06 -187.79 -44.85 -316.56 -400.18 -433.17
488 mt_962_use2012_best_save_rnk500_idxctrl -16.89 -30.55 -187.96 -71.24 -187.96 -45.03 -316.74 -400.36 -433.35
489 mt_962_use2014_best_save_rnk500_idxctrl -17.50 -31.15 -188.57 -71.84 -188.57 -45.63 -317.35 -400.97 -433.95
502 mt_962_use2023_last_save_rnk500_idxctrl -23.84 -37.49 -194.91 -78.18 -194.91 -51.98 -323.69 -407.31 -440.30
507 mt_962_use2023_best_save_rnk500_idxctrl -28.33 -41.99 -199.40 -82.68 -199.40 -56.47 -328.18 -411.80 -444.79