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_20251218_151526
264 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 55.91 84.14 37.72 96.50 37.71 -62.15 -75.43 -23.80 10.99
267 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 55.42 83.65 37.22 96.00 37.22 -62.64 -75.93 -24.29 10.49
268 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 55.32 83.55 37.12 95.90 37.12 -62.74 -76.03 -24.39 10.39
270 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 54.83 83.06 36.63 95.41 36.63 -63.23 -76.52 -24.88 9.90
273 mt_961_use2008_best_save_rnk500_idxctrl 53.50 81.73 35.30 94.09 35.30 -64.56 -77.85 -26.21 8.57
274 mt_962_use2008_best_save_rnk500_idxctrl 53.31 81.53 35.11 93.89 35.11 -64.75 -78.04 -26.41 8.38
275 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 53.30 81.53 35.11 93.89 35.10 -64.76 -78.04 -26.41 8.38
278 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 52.88 81.11 34.68 93.46 34.68 -65.18 -78.47 -26.83 7.95
279 mt_962_use2008_last_save_rnk500_idxctrl 52.85 81.08 34.65 93.43 34.65 -65.21 -78.50 -26.87 7.92
281 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 52.38 80.61 34.18 92.96 34.18 -65.68 -78.97 -27.33 7.45
282 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 52.12 80.35 33.92 92.70 33.92 -65.94 -79.23 -27.59 7.19
289 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 49.96 78.19 31.76 90.54 31.76 -68.10 -81.39 -29.75 5.03
293 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 49.71 77.94 31.52 90.30 31.51 -68.35 -81.63 -30.00 4.79
298 mt_961_use2018_best_save_rnk500_idxctrl 48.34 76.57 30.14 88.93 30.14 -69.72 -83.01 -31.37 3.41
301 mt_962_use2009_best_save_rnk500_idxctrl 47.83 76.06 29.64 88.42 29.63 -70.23 -83.51 -31.88 2.91
302 mt_962_use2011_best_save_rnk500_idxctrl 47.65 75.88 29.45 88.23 29.45 -70.41 -83.70 -32.06 2.72
310 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 46.05 74.28 27.85 86.63 27.85 -72.01 -85.30 -33.66 1.12
311 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 45.95 74.18 27.75 86.53 27.75 -72.11 -85.40 -33.77 1.02
314 mt_962_use2009_last_save_rnk500_idxctrl 44.49 72.72 26.29 85.07 26.29 -73.57 -86.86 -35.22 -0.44
317 mt_961_use2008_last_save_rnk500_idxctrl 43.56 71.79 25.37 84.15 25.36 -74.50 -87.78 -36.15 -1.36
321 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 41.38 69.61 23.18 81.96 23.18 -76.68 -89.97 -38.33 -3.55
323 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 41.32 69.55 23.13 81.91 23.12 -76.74 -90.02 -38.39 -3.60
324 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 40.46 68.69 22.26 81.04 22.26 -77.60 -90.89 -39.25 -4.47
325 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 40.37 68.60 22.17 80.96 22.17 -77.69 -90.98 -39.34 -4.56
328 mt_961_use2012_best_save_rnk500_idxctrl 40.15 68.38 21.95 80.73 21.95 -77.91 -91.20 -39.56 -4.78
329 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 40.08 68.31 21.88 80.66 21.88 -77.98 -91.27 -39.63 -4.85
333 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 39.06 67.29 20.86 79.64 20.86 -79.00 -92.29 -40.65 -5.87
334 mt_961_use2011_last_save_rnk500_idxctrl 38.46 66.69 20.26 79.04 20.26 -79.60 -92.89 -41.25 -6.47
338 mt_961_use2012_last_save_rnk500_idxctrl 37.34 65.56 19.14 77.92 19.14 -80.72 -94.01 -42.38 -7.59
339 mt_962_use2011_last_save_rnk500_idxctrl 37.00 65.23 18.80 77.58 18.80 -81.06 -94.35 -42.71 -7.93
352 mt_961_use2023_best_save_rnk500_idxctrl 32.79 61.02 14.59 73.37 14.59 -85.27 -98.56 -46.92 -12.14
355 mt_962_use2018_last_save_rnk500_idxctrl 32.57 60.79 14.37 73.15 14.37 -85.49 -98.78 -47.15 -12.36
356 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 32.49 60.71 14.29 73.07 14.29 -85.57 -98.86 -47.23 -12.44
357 mt_962_use2016_best_save_rnk500_idxctrl 31.94 60.16 13.74 72.52 13.74 -86.12 -99.41 -47.78 -12.99
358 multin_zz1000_61002_idxctrl_50010002000_pv 31.86 60.09 13.67 72.45 13.66 -86.20 -99.48 -47.85 -13.06
359 mt_962_use2010_best_save_rnk500_idxctrl 31.78 60.01 13.59 72.37 13.58 -86.28 -99.56 -47.93 -13.14
361 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 31.54 59.77 13.34 72.12 13.34 -86.52 -99.81 -48.17 -13.39
362 multin_zz1000_61004_idxctrl_50010002000_pv 31.19 59.41 12.99 71.77 12.99 -86.87 -100.16 -48.53 -13.74
364 mt_961_use2018_last_save_rnk500_idxctrl 31.05 59.27 12.85 71.63 12.85 -87.01 -100.30 -48.67 -13.88
365 mt_961_use2013_last_save_rnk500_idxctrl 30.12 58.34 11.92 70.70 11.92 -87.94 -101.23 -49.60 -14.81
366 multin_zz1000_61004_idxctrl_pv_rm_fnd 30.06 58.29 11.86 70.65 11.86 -88.00 -101.29 -49.65 -14.87
367 multin_zz1000_61002_idxctrl_pv_rm_fnd 30.06 58.29 11.86 70.65 11.86 -88.00 -101.29 -49.65 -14.87
368 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 29.99 58.22 11.79 70.57 11.79 -88.07 -101.36 -49.72 -14.94
369 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 29.72 57.95 11.52 70.31 11.52 -88.34 -101.62 -49.99 -15.21
370 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 29.72 57.95 11.52 70.31 11.52 -88.34 -101.62 -49.99 -15.21
371 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 29.69 57.92 11.50 70.28 11.49 -88.37 -101.65 -50.02 -15.23
372 multin_zz1000_61002_idxctrl_top3800_pv 29.00 57.23 10.80 69.58 10.80 -89.06 -102.35 -50.71 -15.93
373 multin_zz1000_61004_idxctrl_top3800_pv 28.98 57.21 10.78 69.57 10.78 -89.08 -102.36 -50.73 -15.95
374 multin_zz1000_61001_idxctrl_pv_rm_fnd 28.25 56.48 10.06 68.84 10.05 -89.81 -103.09 -51.46 -16.67
375 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 27.89 56.12 9.69 68.47 9.69 -90.17 -103.46 -51.82 -17.04
379 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 25.46 53.68 7.26 66.04 7.26 -92.60 -105.89 -54.26 -19.47
381 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 25.30 53.53 7.10 65.88 7.10 -92.76 -106.05 -54.41 -19.63
382 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 24.81 53.04 6.61 65.39 6.61 -93.25 -106.54 -54.91 -20.12
383 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 24.68 52.91 6.49 65.27 6.48 -93.38 -106.66 -55.03 -20.24
386 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 24.09 52.32 5.89 64.67 5.89 -93.97 -107.26 -55.62 -20.84
390 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 23.56 51.78 5.36 64.14 5.36 -94.50 -107.79 -56.16 -21.37
391 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 23.52 51.75 5.32 64.11 5.32 -94.54 -107.82 -56.19 -21.41
392 multin_zz1000_61001_idxctrl_50010002000_pv 22.83 51.06 4.64 63.42 4.63 -95.23 -108.51 -56.88 -22.09
394 mt_961_use2009_last_save_rnk500_idxctrl 22.21 50.44 4.02 62.80 4.01 -95.85 -109.13 -57.50 -22.71
396 mt_961_use2009_best_save_rnk500_idxctrl 21.90 50.13 3.70 62.48 3.70 -96.16 -109.45 -57.81 -23.03
400 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 20.00 48.23 1.80 60.58 1.80 -98.06 -111.35 -59.71 -24.93
401 mt_961_use2011_best_save_rnk500_idxctrl 19.97 48.20 1.78 60.56 1.77 -98.09 -111.37 -59.74 -24.95
402 multin_zz1000_61001_idxctrl_top3800_pv 19.08 47.31 0.88 59.66 0.88 -98.98 -112.27 -60.63 -25.85
403 mt_962_use2010_last_save_rnk500_idxctrl 18.42 46.65 0.23 59.01 0.22 -99.64 -112.92 -61.29 -26.50
405 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 16.98 45.21 -1.21 57.57 -1.22 -101.08 -114.36 -62.73 -27.94
406 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 16.62 44.85 -1.58 57.21 -1.58 -101.44 -114.73 -63.09 -28.31
410 mt_961_use2023_last_save_rnk500_idxctrl 16.24 44.47 -1.96 56.82 -1.96 -101.82 -115.11 -63.47 -28.69
411 multin_zz1000_61002_idxctrl_zz1000_pv 15.35 43.58 -2.85 55.93 -2.85 -102.71 -116.00 -64.36 -29.58
413 multin_zz1000_61004_idxctrl_zz1000_pv 14.94 43.17 -3.26 55.53 -3.26 -103.12 -116.40 -64.77 -29.99
414 mt_962_use2012_last_save_rnk500_idxctrl 14.89 43.12 -3.31 55.47 -3.31 -103.17 -116.46 -64.82 -30.04
416 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 14.67 42.90 -3.53 55.25 -3.53 -103.39 -116.68 -65.04 -30.26
417 mt_962_use2014_last_save_rnk500_idxctrl 14.16 42.39 -4.04 54.74 -4.04 -103.90 -117.19 -65.55 -30.77
419 mt_962_use2018_best_save_rnk500_idxctrl 13.09 41.32 -5.11 53.67 -5.11 -104.97 -118.26 -66.62 -31.84
420 multin_zz1000_61001_idxctrl_zz1000_pv 13.06 41.29 -5.14 53.65 -5.14 -105.00 -118.29 -66.65 -31.87
423 mt_962_use2013_last_save_rnk500_idxctrl 11.78 40.01 -6.42 52.36 -6.42 -106.28 -119.57 -67.93 -33.15
424 mt_962_use2017_last_save_rnk500_idxctrl 11.50 39.73 -6.70 52.09 -6.70 -106.56 -119.85 -68.21 -33.43
425 mt_961_use2010_best_save_rnk500_idxctrl 11.29 39.52 -6.91 51.87 -6.91 -106.77 -120.06 -68.42 -33.64
426 mt_962_use2016_last_save_rnk500_idxctrl 11.21 39.44 -6.99 51.79 -6.99 -106.85 -120.14 -68.50 -33.72
428 mt_961_use2016_best_save_rnk500_idxctrl 10.30 38.53 -7.89 50.89 -7.90 -107.76 -121.04 -69.41 -34.62
431 mt_962_use2014_best_save_rnk500_idxctrl 8.55 36.78 -9.65 49.14 -9.65 -109.51 -122.79 -71.16 -36.38
432 mt_961_use2010_last_save_rnk500_idxctrl 8.43 36.66 -9.77 49.01 -9.77 -109.63 -122.92 -71.28 -36.50
434 mt_961_use2016_last_save_rnk500_idxctrl 8.07 36.30 -10.13 48.65 -10.13 -109.99 -123.28 -71.65 -36.86
435 multin_zz1000_61004_idxctrl_pv_rm_blc 5.66 33.88 -12.54 46.24 -12.54 -112.40 -125.69 -74.06 -39.27
436 multin_zz1000_61002_idxctrl_pv_rm_blc 5.66 33.88 -12.54 46.24 -12.54 -112.40 -125.69 -74.06 -39.27
437 mt_962_use2013_best_save_rnk500_idxctrl 5.42 33.65 -12.78 46.00 -12.78 -112.64 -125.93 -74.30 -39.51
443 multin_zz1000_61004_idxctrl_pv 4.75 32.97 -13.45 45.33 -13.45 -113.32 -126.60 -74.97 -40.18
444 multin_zz1000_61002_idxctrl_pv 4.75 32.97 -13.45 45.33 -13.45 -113.32 -126.60 -74.97 -40.18
446 mt_962_use2015_last_save_rnk500_idxctrl 4.01 32.24 -14.19 44.59 -14.19 -114.05 -127.34 -75.70 -40.92
447 mt_962_use2012_best_save_rnk500_idxctrl 3.76 31.99 -14.44 44.34 -14.44 -114.30 -127.59 -75.95 -41.17
449 multin_zz1000_61001_idxctrl_pv_rm_blc 3.16 31.39 -15.04 43.75 -15.04 -114.90 -128.19 -76.55 -41.77
451 multin_zz1000_61001_idxctrl_pv 2.28 30.50 -15.92 42.86 -15.92 -115.78 -129.07 -77.44 -42.65
452 mt_961_use2014_last_save_rnk500_idxctrl 1.35 29.58 -16.85 41.93 -16.85 -116.71 -130.00 -78.36 -43.58
453 mt_961_use2014_best_save_rnk500_idxctrl 0.69 28.92 -17.50 41.28 -17.51 -117.37 -130.65 -79.02 -44.23
458 mt_961_use2024_last_save_rnk500_idxctrl -2.88 25.35 -21.07 37.71 -21.08 -120.94 -134.22 -82.59 -47.80
459 mt_961_use2015_best_save_rnk500_idxctrl -3.14 25.09 -21.34 37.45 -21.34 -121.20 -134.49 -82.85 -48.07
462 multin_zz500_61002_idxctrl_zz500_pv -5.61 22.62 -23.80 34.98 -23.81 -123.67 -136.95 -85.32 -50.53
463 mt_962_use2019_last_save_rnk500_idxctrl -5.71 22.52 -23.90 34.88 -23.91 -123.77 -137.05 -85.42 -50.63
465 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -5.84 22.39 -24.04 34.74 -24.04 -123.90 -137.19 -85.56 -50.77
466 multin_zz500_61004_idxctrl_zz500_pv -6.23 22.00 -24.43 34.35 -24.43 -124.29 -137.58 -85.94 -51.16
467 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -6.49 21.74 -24.69 34.09 -24.69 -124.55 -137.84 -86.20 -51.42
468 mt_962_use2017_best_save_rnk500_idxctrl -6.50 21.73 -24.69 34.09 -24.70 -124.56 -137.84 -86.21 -51.42
470 multin_zz500_61001_idxctrl_zz500_pv -7.82 20.41 -26.02 32.76 -26.02 -125.88 -139.17 -87.53 -52.75
471 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -8.15 20.08 -26.34 32.44 -26.35 -126.21 -139.49 -87.86 -53.07
477 mt_961_use2024_best_save_rnk500_idxctrl -11.47 16.76 -29.67 29.11 -29.67 -129.53 -142.82 -91.18 -56.40
483 mt_961_use2020_best_save_rnk500_idxctrl -15.08 13.15 -33.27 25.51 -33.28 -133.14 -146.42 -94.79 -60.00
486 mt_961_use2017_last_save_rnk500_idxctrl -15.76 12.47 -33.96 24.82 -33.96 -133.82 -147.11 -95.47 -60.69
487 mt_962_use2019_best_save_rnk500_idxctrl -16.32 11.90 -34.52 24.26 -34.52 -134.38 -147.67 -96.04 -61.25
488 mt_961_use2013_best_save_rnk500_idxctrl -17.20 11.03 -35.40 23.38 -35.40 -135.26 -148.55 -96.91 -62.13
491 mt_961_use2020_last_save_rnk500_idxctrl -18.66 9.57 -36.86 21.92 -36.86 -136.72 -150.01 -98.37 -63.59
492 mt_961_use2015_last_save_rnk500_idxctrl -19.87 8.36 -38.06 20.72 -38.07 -137.93 -151.21 -99.58 -64.79
494 mt_961_use2019_last_save_rnk500_idxctrl -20.59 7.64 -38.78 20.00 -38.79 -138.65 -151.93 -100.30 -65.51
498 mt_961_use2019_best_save_rnk500_idxctrl -25.36 2.87 -43.55 15.23 -43.56 -143.42 -156.70 -105.07 -70.28
499 mt_962_use2024_best_save_rnk500_idxctrl -27.48 0.74 -45.68 13.10 -45.68 -145.54 -158.83 -107.20 -72.41
501 mt_961_use2021_last_save_rnk500_idxctrl -28.33 -0.10 -46.53 12.25 -46.53 -146.39 -159.68 -108.04 -73.26
502 mt_961_use2022_last_save_rnk500_idxctrl -29.13 -0.90 -47.33 11.45 -47.33 -147.19 -160.48 -108.84 -74.06
503 mt_961_use2017_best_save_rnk500_idxctrl -29.31 -1.08 -47.51 11.27 -47.51 -147.37 -160.66 -109.02 -74.24
504 mt_961_use2022_best_save_rnk500_idxctrl -29.68 -1.45 -47.88 10.90 -47.88 -147.74 -161.03 -109.39 -74.61
507 mt_962_use2024_last_save_rnk500_idxctrl -32.99 -4.76 -51.19 7.59 -51.19 -151.05 -164.34 -112.70 -77.92
510 mt_962_use2020_last_save_rnk500_idxctrl -35.85 -7.63 -54.05 4.73 -54.05 -153.92 -167.20 -115.57 -80.78
511 mt_962_use2023_last_save_rnk500_idxctrl -39.07 -10.84 -57.27 1.52 -57.27 -157.13 -170.42 -118.78 -84.00
513 mt_962_use2021_last_save_rnk500_idxctrl -42.21 -13.99 -60.41 -1.63 -60.41 -160.27 -173.56 -121.93 -87.14
515 mt_962_use2021_best_save_rnk500_idxctrl -42.68 -14.45 -60.88 -2.10 -60.88 -160.74 -174.03 -122.39 -87.61
516 mt_962_use2023_best_save_rnk500_idxctrl -44.94 -16.71 -63.14 -4.36 -63.14 -163.00 -176.29 -124.65 -89.87
518 mt_962_use2022_last_save_rnk500_idxctrl -48.20 -19.97 -66.40 -7.62 -66.40 -166.26 -179.55 -127.91 -93.13
519 mt_962_use2015_best_save_rnk500_idxctrl -50.05 -21.82 -68.25 -9.47 -68.25 -168.11 -181.40 -129.76 -94.98
521 mt_962_use2020_best_save_rnk500_idxctrl -57.08 -28.86 -75.28 -16.50 -75.28 -175.14 -188.43 -136.80 -102.01
522 mt_961_use2021_best_save_rnk500_idxctrl -61.93 -33.70 -80.13 -21.34 -80.13 -179.99 -193.28 -141.64 -106.86
523 mt_962_use2022_best_save_rnk500_idxctrl -67.02 -38.79 -85.22 -26.44 -85.22 -185.08 -198.37 -146.73 -111.95