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_20251217_151536
0 mt_962_use2023_best_save_rnk500_idxctrl 121.20 75.74 269.24 84.21 269.24 245.31 233.92 199.20 205.23
1 mt_962_use2023_last_save_rnk500_idxctrl 118.53 73.07 266.56 81.53 266.56 242.64 231.25 196.53 202.55
2 mt_962_use2024_last_save_rnk500_idxctrl 111.63 66.17 259.67 74.63 259.66 235.74 224.35 189.63 195.65
3 mt_962_use2024_best_save_rnk500_idxctrl 110.01 64.55 258.05 73.02 258.05 234.12 222.73 188.01 194.04
4 mt_962_use2022_best_save_rnk500_idxctrl 106.88 61.42 254.91 69.88 254.91 230.99 219.60 184.88 190.90
5 mt_962_use2022_last_save_rnk500_idxctrl 105.83 60.37 253.87 68.84 253.87 229.94 218.55 183.83 189.85
8 mt_962_use2020_best_save_rnk500_idxctrl 96.69 51.23 244.73 59.69 244.73 220.80 209.41 174.69 180.71
9 mt_961_use2021_best_save_rnk500_idxctrl 90.19 44.74 238.23 53.20 238.23 214.30 202.91 168.20 174.22
11 mt_962_use2021_last_save_rnk500_idxctrl 84.26 38.80 232.30 47.27 232.30 208.37 196.98 162.26 168.28
17 mt_962_use2020_last_save_rnk500_idxctrl 78.03 32.57 226.07 41.03 226.06 202.14 190.75 156.03 162.05
19 mt_962_use2021_best_save_rnk500_idxctrl 77.54 32.08 225.58 40.55 225.58 201.65 190.26 155.54 161.57
20 mt_962_use2015_best_save_rnk500_idxctrl 70.94 25.48 218.97 33.94 218.97 195.05 183.65 148.94 154.96
22 mt_961_use2019_best_save_rnk500_idxctrl 62.02 16.56 210.06 25.03 210.06 186.13 174.74 140.02 146.04
24 mt_961_use2015_last_save_rnk500_idxctrl 59.88 14.42 207.91 22.88 207.91 183.99 172.60 137.88 143.90
30 mt_961_use2019_last_save_rnk500_idxctrl 55.80 10.34 203.84 18.81 203.84 179.91 168.52 133.80 139.82
35 mt_961_use2013_best_save_rnk500_idxctrl 46.24 0.78 194.28 9.25 194.28 170.35 158.96 124.24 130.27
36 mt_962_use2019_last_save_rnk500_idxctrl 46.21 0.75 194.24 9.21 194.24 170.32 158.92 124.21 130.23
37 mt_961_use2020_last_save_rnk500_idxctrl 45.87 0.41 193.91 8.88 193.91 169.98 158.59 123.87 129.89
46 mt_961_use2020_best_save_rnk500_idxctrl 40.07 -5.38 188.11 3.08 188.11 164.18 152.79 118.08 124.10
47 mt_962_use2013_best_save_rnk500_idxctrl 39.57 -5.89 187.60 2.57 187.60 163.68 152.28 117.57 123.59
48 mt_961_use2024_best_save_rnk500_idxctrl 39.47 -5.99 187.51 2.47 187.51 163.58 152.19 117.47 123.49
52 mt_961_use2021_last_save_rnk500_idxctrl 36.30 -9.15 184.34 -0.69 184.34 160.41 149.02 114.31 120.33
54 mt_962_use2019_best_save_rnk500_idxctrl 33.95 -11.51 181.98 -3.05 181.98 158.05 146.66 111.95 117.97
55 mt_962_use2017_best_save_rnk500_idxctrl 33.90 -11.56 181.94 -3.10 181.93 158.01 146.62 111.90 117.92
56 mt_961_use2024_last_save_rnk500_idxctrl 33.78 -11.68 181.82 -3.21 181.82 157.89 146.50 111.78 117.81
59 mt_961_use2017_best_save_rnk500_idxctrl 29.88 -15.58 177.92 -7.11 177.92 153.99 142.60 107.88 113.91
62 mt_961_use2015_best_save_rnk500_idxctrl 26.97 -18.48 175.01 -10.02 175.01 151.08 139.69 104.98 111.00
63 mt_961_use2014_best_save_rnk500_idxctrl 26.44 -19.02 174.47 -10.56 174.47 150.55 139.16 104.44 110.46
65 mt_962_use2014_best_save_rnk500_idxctrl 25.40 -20.06 173.44 -11.60 173.43 149.51 138.12 103.40 109.42
66 mt_962_use2014_last_save_rnk500_idxctrl 22.91 -22.55 170.95 -14.09 170.94 147.02 135.63 100.91 106.93
69 mt_962_use2013_last_save_rnk500_idxctrl 19.82 -25.63 167.86 -17.17 167.86 143.93 132.54 97.83 103.85
70 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 18.94 -26.52 166.98 -18.05 166.98 143.05 131.66 96.94 102.96
71 multin_zz500_61001_idxctrl_zz500_pv 18.71 -26.75 166.74 -18.29 166.74 142.81 131.42 96.71 102.73
72 mt_961_use2017_last_save_rnk500_idxctrl 16.75 -28.71 164.78 -20.25 164.78 140.85 129.46 94.75 100.77
73 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 16.45 -29.01 164.49 -20.54 164.49 140.56 129.17 94.45 100.48
74 multin_zz500_61004_idxctrl_zz500_pv 16.14 -29.32 164.18 -20.85 164.18 140.25 128.86 94.15 100.17
75 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 15.55 -29.91 163.58 -21.45 163.58 139.65 128.26 93.55 99.57
78 multin_zz500_61002_idxctrl_zz500_pv 15.21 -30.25 163.25 -21.78 163.25 139.32 127.93 93.21 99.23
81 mt_962_use2015_last_save_rnk500_idxctrl 14.18 -31.28 162.21 -22.82 162.21 138.29 126.89 92.18 98.20
82 mt_962_use2012_best_save_rnk500_idxctrl 12.43 -33.03 160.46 -24.57 160.46 136.54 125.14 90.43 96.45
83 mt_961_use2014_last_save_rnk500_idxctrl 12.18 -33.28 160.22 -24.82 160.22 136.29 124.90 90.18 96.20
84 mt_962_use2018_best_save_rnk500_idxctrl 10.69 -34.77 158.72 -26.31 158.72 134.80 123.41 88.69 94.71
89 mt_962_use2017_last_save_rnk500_idxctrl 6.64 -38.82 154.67 -30.36 154.67 130.74 119.35 84.64 90.66
90 mt_962_use2012_last_save_rnk500_idxctrl 6.47 -38.99 154.51 -30.53 154.51 130.58 119.19 84.47 90.49
92 mt_961_use2022_last_save_rnk500_idxctrl 5.77 -39.69 153.81 -31.22 153.81 129.88 118.49 83.77 89.79
94 mt_961_use2018_last_save_rnk500_idxctrl 5.27 -40.19 153.31 -31.72 153.31 129.38 117.99 83.27 89.30
95 mt_961_use2016_best_save_rnk500_idxctrl 4.62 -40.84 152.65 -32.38 152.65 128.73 117.34 82.62 88.64
96 mt_961_use2022_best_save_rnk500_idxctrl 3.92 -41.54 151.96 -33.07 151.96 128.03 116.64 81.92 87.95
100 mt_961_use2016_last_save_rnk500_idxctrl -0.38 -45.84 147.66 -37.37 147.66 123.73 112.34 77.62 83.65
106 multin_zz1000_61001_idxctrl_pv_rm_blc -3.43 -48.89 144.60 -40.43 144.60 120.67 109.28 74.57 80.59
107 multin_zz1000_61001_idxctrl_pv -3.63 -49.09 144.40 -40.63 144.40 120.47 109.08 74.37 80.39
109 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -3.96 -49.42 144.08 -40.95 144.08 120.15 108.76 74.04 80.06
110 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -4.56 -50.02 143.47 -41.56 143.47 119.54 108.15 73.44 79.46
112 mt_962_use2016_last_save_rnk500_idxctrl -5.41 -50.87 142.62 -42.41 142.62 118.70 107.30 72.59 78.61
113 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -6.46 -51.92 141.58 -43.46 141.58 117.65 106.26 71.54 77.56
115 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -6.91 -52.37 141.12 -43.91 141.12 117.20 105.80 71.09 77.11
116 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -7.07 -52.53 140.96 -44.07 140.96 117.04 105.64 70.93 76.95
119 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -7.48 -52.94 140.55 -44.48 140.55 116.63 105.24 70.52 76.54
120 multin_zz1000_61002_idxctrl_pv_rm_blc -7.58 -53.04 140.46 -44.57 140.46 116.53 105.14 70.43 76.45
121 multin_zz1000_61004_idxctrl_pv_rm_blc -7.58 -53.04 140.46 -44.57 140.46 116.53 105.14 70.43 76.45
122 multin_zz1000_61002_idxctrl_pv -7.77 -53.23 140.26 -44.77 140.26 116.34 104.94 70.23 76.25
123 multin_zz1000_61004_idxctrl_pv -7.77 -53.23 140.26 -44.77 140.26 116.34 104.94 70.23 76.25
126 mt_961_use2010_best_save_rnk500_idxctrl -10.49 -55.95 137.54 -47.49 137.54 113.62 102.23 67.51 73.53
136 mt_961_use2023_last_save_rnk500_idxctrl -13.74 -59.20 134.29 -50.74 134.29 110.36 98.97 64.26 70.28
138 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -14.86 -60.32 133.17 -51.86 133.17 109.25 97.86 63.14 69.16
139 mt_961_use2010_last_save_rnk500_idxctrl -14.87 -60.33 133.16 -51.87 133.16 109.24 97.84 63.13 69.15
142 mt_962_use2010_last_save_rnk500_idxctrl -15.87 -61.33 132.17 -52.86 132.17 108.24 96.85 62.13 68.16
145 multin_zz1000_61001_idxctrl_top3800_pv -16.74 -62.20 131.30 -53.73 131.30 107.37 95.98 61.26 67.29
150 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -21.31 -66.77 126.72 -58.31 126.72 102.80 91.40 56.69 62.71
151 multin_zz1000_61001_idxctrl_zz1000_pv -21.36 -66.82 126.68 -58.36 126.67 102.75 91.36 56.64 62.66
154 mt_961_use2011_best_save_rnk500_idxctrl -21.82 -67.28 126.21 -58.82 126.21 102.29 90.89 56.18 62.20
155 multin_zz1000_61004_idxctrl_zz1000_pv -23.93 -69.39 124.10 -60.93 124.10 100.17 88.78 54.07 60.09
156 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -23.94 -69.40 124.10 -60.93 124.10 100.17 88.78 54.06 60.09
157 mt_961_use2013_last_save_rnk500_idxctrl -24.06 -69.52 123.97 -61.06 123.97 100.05 88.65 53.94 59.96
161 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -25.04 -70.50 123.00 -62.03 123.00 99.07 87.68 52.96 58.99
162 multin_zz1000_61001_idxctrl_pv_rm_fnd -25.08 -70.54 122.96 -62.07 122.96 99.03 87.64 52.92 58.94
163 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -25.21 -70.67 122.82 -62.21 122.82 98.89 87.50 52.79 58.81
164 multin_zz1000_61002_idxctrl_zz1000_pv -25.21 -70.67 122.83 -62.20 122.83 98.90 87.51 52.79 58.82
165 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -25.63 -71.09 122.40 -62.63 122.40 98.48 87.09 52.37 58.39
169 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -27.22 -72.68 120.82 -64.22 120.82 96.89 85.50 50.78 56.80
170 multin_zz1000_61004_idxctrl_top3800_pv -27.66 -73.12 120.37 -64.66 120.37 96.45 85.06 50.34 56.36
174 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -28.05 -73.51 119.99 -65.04 119.99 96.06 84.67 49.95 55.97
177 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -29.04 -74.50 118.99 -66.04 118.99 95.07 83.67 48.96 54.98
178 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -29.04 -74.50 118.99 -66.04 118.99 95.07 83.67 48.96 54.98
179 mt_961_use2009_last_save_rnk500_idxctrl -29.10 -74.56 118.94 -66.10 118.94 95.01 83.62 48.90 54.92
180 multin_zz1000_61002_idxctrl_pv_rm_fnd -29.11 -74.57 118.92 -66.11 118.92 94.99 83.60 48.89 54.91
181 multin_zz1000_61004_idxctrl_pv_rm_fnd -29.11 -74.57 118.92 -66.11 118.92 94.99 83.60 48.89 54.91
182 multin_zz1000_61001_idxctrl_50010002000_pv -29.21 -74.67 118.83 -66.20 118.83 94.90 83.51 48.79 54.82
187 multin_zz1000_61002_idxctrl_top3800_pv -30.02 -75.48 118.02 -67.01 118.02 94.09 82.70 47.98 54.00
190 mt_961_use2009_best_save_rnk500_idxctrl -30.71 -76.17 117.32 -67.71 117.32 93.40 82.01 47.29 53.31
205 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -35.51 -80.97 112.52 -72.51 112.52 88.59 77.20 42.49 48.51
210 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -37.61 -83.07 110.43 -74.60 110.43 86.50 75.11 40.39 46.42
212 multin_zz1000_61004_idxctrl_50010002000_pv -37.82 -83.28 110.22 -74.81 110.22 86.29 74.90 40.18 46.21
219 multin_zz1000_61002_idxctrl_50010002000_pv -39.86 -85.32 108.17 -76.86 108.17 84.25 72.85 38.14 44.16
220 mt_961_use2023_best_save_rnk500_idxctrl -39.90 -85.36 108.13 -76.90 108.13 84.21 72.81 38.10 44.12
236 mt_962_use2011_last_save_rnk500_idxctrl -42.85 -88.31 105.18 -79.85 105.18 81.26 69.87 35.15 41.17
241 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -44.34 -89.80 103.70 -81.33 103.70 79.77 68.38 33.66 39.69
242 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -45.69 -91.15 102.34 -82.69 102.34 78.42 67.02 32.31 38.33
244 mt_961_use2012_last_save_rnk500_idxctrl -46.80 -92.26 101.23 -83.80 101.23 77.31 65.92 31.20 37.22
245 mt_962_use2010_best_save_rnk500_idxctrl -47.24 -92.70 100.79 -84.24 100.79 76.87 65.48 30.76 36.78
250 mt_961_use2018_best_save_rnk500_idxctrl -48.74 -94.20 99.29 -85.74 99.29 75.36 63.97 29.26 35.28
256 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -51.41 -96.87 96.62 -88.41 96.62 72.69 61.30 26.59 32.61
257 mt_961_use2012_best_save_rnk500_idxctrl -51.55 -97.01 96.49 -88.54 96.49 72.56 61.17 26.45 32.48
258 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -51.77 -97.23 96.26 -88.77 96.26 72.33 60.94 26.23 32.25
259 mt_961_use2011_last_save_rnk500_idxctrl -51.92 -97.38 96.11 -88.92 96.11 72.19 60.79 26.08 32.10
260 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -52.82 -98.28 95.22 -89.81 95.22 71.29 59.90 25.18 31.21
261 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -53.71 -99.17 94.33 -90.70 94.33 70.40 59.01 24.29 30.31
262 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -53.97 -99.43 94.07 -90.96 94.07 70.14 58.75 24.03 30.06
263 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -54.18 -99.64 93.86 -91.18 93.85 69.93 58.54 23.82 29.84
264 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -54.25 -99.71 93.78 -91.25 93.78 69.86 58.47 23.75 29.77
265 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -54.37 -99.83 93.67 -91.36 93.67 69.74 58.35 23.63 29.66
266 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -54.52 -99.97 93.52 -91.51 93.52 69.59 58.20 23.49 29.51
268 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -55.21 -100.67 92.83 -92.21 92.83 68.90 57.51 22.79 28.81
273 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -56.43 -101.89 91.60 -93.43 91.60 67.68 56.28 21.57 27.59
275 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -57.89 -103.35 90.15 -94.88 90.15 66.22 54.83 20.11 26.14
277 mt_962_use2018_last_save_rnk500_idxctrl -58.73 -104.19 89.30 -95.73 89.30 65.38 53.99 19.27 25.29
285 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -61.75 -107.21 86.28 -98.75 86.28 62.36 50.97 16.25 22.27
286 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -61.77 -107.23 86.26 -98.77 86.26 62.33 50.94 16.23 22.25
290 mt_961_use2008_last_save_rnk500_idxctrl -63.04 -108.50 85.00 -100.03 85.00 61.07 49.68 14.96 20.99
293 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -63.14 -108.60 84.90 -100.13 84.90 60.97 49.58 14.86 20.88
294 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -63.17 -108.63 84.86 -100.17 84.86 60.93 49.54 14.83 20.85
295 mt_962_use2016_best_save_rnk500_idxctrl -63.43 -108.89 84.60 -100.43 84.60 60.67 49.28 14.57 20.59
297 mt_962_use2011_best_save_rnk500_idxctrl -65.60 -111.06 82.43 -102.60 82.43 58.51 47.12 12.40 18.42
307 mt_962_use2009_last_save_rnk500_idxctrl -69.19 -114.65 78.84 -106.19 78.84 54.92 43.53 8.81 14.83
322 mt_962_use2009_best_save_rnk500_idxctrl -71.84 -117.30 76.19 -108.84 76.19 52.27 40.87 6.16 12.18
341 mt_961_use2008_best_save_rnk500_idxctrl -79.72 -125.18 68.32 -116.71 68.32 44.39 33.00 -1.72 4.31
359 mt_962_use2008_best_save_rnk500_idxctrl -83.31 -128.77 64.72 -120.31 64.72 40.79 29.40 -5.31 0.71
362 mt_962_use2008_last_save_rnk500_idxctrl -84.42 -129.88 63.61 -121.42 63.61 39.69 28.29 -6.42 -0.40