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_20251219_151522
252 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 71.47 50.35 149.77 108.09 149.77 -34.34 -119.01 -57.95 -72.01
258 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 70.09 48.97 148.39 106.71 148.39 -35.72 -120.40 -59.33 -73.39
259 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 69.95 48.82 148.24 106.57 148.24 -35.86 -120.54 -59.48 -73.54
265 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 68.52 47.40 146.81 105.14 146.82 -37.29 -121.97 -60.91 -74.96
266 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 68.44 47.32 146.74 105.06 146.74 -37.37 -122.04 -60.98 -75.04
271 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 67.63 46.51 145.93 104.26 145.93 -38.18 -122.85 -61.79 -75.85
274 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 66.79 45.66 145.08 103.41 145.08 -39.02 -123.70 -62.64 -76.70
280 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 65.94 44.82 144.24 102.56 144.24 -39.87 -124.55 -63.48 -77.54
283 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 65.50 44.38 143.79 102.12 143.79 -40.31 -124.99 -63.93 -77.98
290 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 63.83 42.71 142.13 100.45 142.13 -41.98 -126.66 -65.60 -79.65
295 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 61.06 39.93 139.35 97.68 139.35 -44.76 -129.43 -68.37 -82.43
297 multin_zz1000_61004_idxctrl_50010002000_pv 60.57 39.45 138.86 97.19 138.87 -45.24 -129.92 -68.86 -82.91
299 multin_zz1000_61002_idxctrl_50010002000_pv 59.74 38.62 138.04 96.36 138.04 -46.07 -130.75 -69.69 -83.74
300 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 59.49 38.36 137.78 96.11 137.78 -46.32 -131.00 -69.94 -84.00
302 mt_962_use2009_last_save_rnk500_idxctrl 59.00 37.88 137.29 95.62 137.29 -46.81 -131.49 -70.43 -84.48
306 mt_962_use2010_best_save_rnk500_idxctrl 57.65 36.53 135.95 94.27 135.95 -48.16 -132.84 -71.78 -85.83
308 multin_zz1000_61004_idxctrl_top3800_pv 57.24 36.12 135.53 93.86 135.54 -48.57 -133.25 -72.19 -86.24
310 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 56.55 35.43 134.85 93.17 134.85 -49.26 -133.94 -72.87 -86.93
312 multin_zz1000_61002_idxctrl_top3800_pv 56.02 34.90 134.31 92.64 134.31 -49.79 -134.47 -73.41 -87.46
313 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 55.93 34.80 134.22 92.55 134.22 -49.89 -134.56 -73.50 -87.56
314 mt_962_use2009_best_save_rnk500_idxctrl 55.89 34.77 134.18 92.51 134.18 -49.92 -134.60 -73.54 -87.59
318 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 53.85 32.73 132.14 90.47 132.15 -51.96 -136.64 -75.58 -89.63
319 multin_zz1000_61001_idxctrl_50010002000_pv 53.70 32.58 131.99 90.32 131.99 -52.11 -136.79 -75.73 -89.79
322 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 52.51 31.39 130.81 89.13 130.81 -53.30 -137.98 -76.92 -90.97
327 mt_962_use2011_best_save_rnk500_idxctrl 50.01 28.89 128.31 86.63 128.31 -55.80 -140.48 -79.41 -93.47
328 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 49.54 28.42 127.83 86.16 127.83 -56.27 -140.95 -79.89 -93.94
331 multin_zz1000_61001_idxctrl_top3800_pv 47.43 26.30 125.72 84.05 125.72 -58.38 -143.06 -82.00 -96.06
335 mt_962_use2016_best_save_rnk500_idxctrl 45.90 24.78 124.20 82.52 124.20 -59.91 -144.59 -83.52 -97.58
336 mt_961_use2008_best_save_rnk500_idxctrl 45.65 24.53 123.95 82.27 123.95 -60.16 -144.84 -83.78 -97.83
338 mt_962_use2011_last_save_rnk500_idxctrl 45.32 24.20 123.62 81.94 123.62 -60.49 -145.17 -84.11 -98.16
341 mt_962_use2008_last_save_rnk500_idxctrl 44.88 23.76 123.18 81.50 123.18 -60.93 -145.61 -84.55 -98.60
343 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 43.94 22.82 122.23 80.56 122.23 -61.87 -146.55 -85.49 -99.54
349 mt_962_use2008_best_save_rnk500_idxctrl 41.77 20.65 120.07 78.39 120.07 -64.04 -148.72 -87.65 -101.71
350 mt_961_use2009_best_save_rnk500_idxctrl 41.40 20.28 119.70 78.02 119.70 -64.41 -149.09 -88.03 -102.08
351 mt_961_use2008_last_save_rnk500_idxctrl 41.36 20.24 119.65 77.98 119.65 -64.45 -149.13 -88.07 -102.12
352 mt_962_use2012_last_save_rnk500_idxctrl 40.96 19.84 119.26 77.58 119.26 -64.85 -149.53 -88.47 -102.52
354 mt_961_use2011_last_save_rnk500_idxctrl 40.14 19.02 118.44 76.76 118.44 -65.67 -150.35 -89.29 -103.34
355 mt_961_use2009_last_save_rnk500_idxctrl 38.92 17.80 117.21 75.54 117.22 -66.89 -151.57 -90.51 -104.56
356 mt_962_use2014_best_save_rnk500_idxctrl 38.43 17.31 116.72 75.05 116.72 -67.38 -152.06 -91.00 -105.05
363 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 35.97 14.84 114.26 72.59 114.26 -69.85 -154.52 -93.46 -107.52
364 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 35.96 14.84 114.25 72.58 114.26 -69.85 -154.53 -93.47 -107.52
366 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 35.50 14.38 113.80 72.12 113.80 -70.31 -154.98 -93.92 -107.98
367 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 35.49 14.37 113.79 72.11 113.79 -70.32 -155.00 -93.93 -107.99
372 mt_962_use2010_last_save_rnk500_idxctrl 34.69 13.57 112.98 71.31 112.98 -71.12 -155.80 -94.74 -108.80
373 mt_962_use2014_last_save_rnk500_idxctrl 34.41 13.29 112.71 71.03 112.71 -71.40 -156.07 -95.01 -109.07
376 mt_961_use2010_last_save_rnk500_idxctrl 34.09 12.97 112.39 70.71 112.39 -71.72 -156.40 -95.33 -109.39
378 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 33.70 12.58 112.00 70.32 112.00 -72.11 -156.79 -95.73 -109.78
379 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 33.56 12.44 111.86 70.19 111.86 -72.25 -156.92 -95.86 -109.92
380 mt_961_use2014_last_save_rnk500_idxctrl 33.38 12.26 111.68 70.00 111.68 -72.43 -157.11 -96.05 -110.10
386 mt_962_use2018_last_save_rnk500_idxctrl 30.40 9.28 108.70 67.03 108.70 -75.41 -160.08 -99.02 -113.08
387 mt_961_use2010_best_save_rnk500_idxctrl 30.29 9.17 108.59 66.91 108.59 -75.52 -160.20 -99.13 -113.19
388 mt_961_use2012_last_save_rnk500_idxctrl 30.07 8.95 108.37 66.69 108.37 -75.74 -160.42 -99.35 -113.41
403 mt_961_use2012_best_save_rnk500_idxctrl 25.97 4.85 104.26 62.59 104.26 -79.84 -164.52 -103.46 -117.52
406 mt_962_use2017_last_save_rnk500_idxctrl 24.22 3.10 102.51 60.84 102.52 -81.59 -166.27 -105.21 -119.26
407 mt_962_use2013_last_save_rnk500_idxctrl 23.54 2.42 101.83 60.16 101.84 -82.27 -166.95 -105.89 -119.94
412 mt_962_use2012_best_save_rnk500_idxctrl 21.75 0.62 100.04 58.37 100.04 -84.07 -168.74 -107.68 -121.74
413 multin_zz1000_61002_idxctrl_zz1000_pv 21.35 0.23 99.64 57.97 99.64 -84.46 -169.14 -108.08 -122.13
415 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 21.22 0.10 99.52 57.84 99.52 -84.59 -169.27 -108.21 -122.26
416 mt_961_use2011_best_save_rnk500_idxctrl 20.85 -0.27 99.15 57.47 99.15 -84.96 -169.64 -108.58 -122.63
417 multin_zz1000_61004_idxctrl_zz1000_pv 20.84 -0.28 99.13 57.46 99.13 -84.97 -169.65 -108.59 -122.64
418 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 20.70 -0.42 99.00 57.32 99.00 -85.11 -169.79 -108.73 -122.78
419 multin_zz1000_61004_idxctrl_pv_rm_fnd 20.36 -0.76 98.66 56.98 98.66 -85.45 -170.12 -109.06 -123.12
420 multin_zz1000_61002_idxctrl_pv_rm_fnd 20.36 -0.76 98.66 56.98 98.66 -85.45 -170.12 -109.06 -123.12
423 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 19.93 -1.19 98.23 56.55 98.23 -85.88 -170.56 -109.50 -123.55
424 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 19.93 -1.19 98.23 56.55 98.23 -85.88 -170.56 -109.50 -123.55
426 multin_zz1000_61001_idxctrl_zz1000_pv 19.15 -1.97 97.45 55.77 97.45 -86.66 -171.34 -110.28 -124.33
427 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 18.91 -2.21 97.20 55.53 97.21 -86.90 -171.58 -110.52 -124.57
428 mt_961_use2013_last_save_rnk500_idxctrl 18.37 -2.75 96.66 54.99 96.67 -87.44 -172.12 -111.06 -125.11
429 multin_zz1000_61001_idxctrl_pv_rm_fnd 18.17 -2.95 96.47 54.79 96.47 -87.64 -172.31 -111.25 -125.31
431 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 17.69 -3.43 95.98 54.31 95.98 -88.12 -172.80 -111.74 -125.79
433 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 15.93 -5.19 94.22 52.55 94.23 -89.88 -174.56 -113.50 -127.55
434 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 15.81 -5.31 94.11 52.43 94.11 -90.00 -174.68 -113.62 -127.67
436 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 15.51 -5.61 93.81 52.13 93.81 -90.30 -174.98 -113.91 -127.97
438 mt_961_use2015_best_save_rnk500_idxctrl 15.24 -5.88 93.53 51.86 93.54 -90.57 -175.25 -114.19 -128.24
439 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 14.75 -6.37 93.04 51.37 93.05 -91.06 -175.74 -114.68 -128.73
440 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 14.66 -6.46 92.96 51.28 92.96 -91.15 -175.83 -114.76 -128.82
441 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 14.41 -6.71 92.71 51.03 92.71 -91.40 -176.08 -115.02 -129.07
443 mt_961_use2023_last_save_rnk500_idxctrl 13.24 -7.89 91.53 49.86 91.53 -92.58 -177.25 -116.19 -130.25
444 mt_961_use2014_best_save_rnk500_idxctrl 12.94 -8.18 91.23 49.56 91.23 -92.87 -177.55 -116.49 -130.55
445 multin_zz500_61002_idxctrl_zz500_pv 12.76 -8.36 91.06 49.38 91.06 -93.05 -177.73 -116.66 -130.72
446 multin_zz500_61004_idxctrl_zz500_pv 12.59 -8.53 90.89 49.21 90.89 -93.22 -177.90 -116.83 -130.89
448 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 11.80 -9.32 90.09 48.42 90.09 -94.01 -178.69 -117.63 -131.68
449 multin_zz500_61001_idxctrl_zz500_pv 11.71 -9.41 90.01 48.33 90.01 -94.10 -178.78 -117.72 -131.77
450 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 11.65 -9.47 89.95 48.27 89.95 -94.16 -178.84 -117.78 -131.83
453 multin_zz1000_61002_idxctrl_pv 10.96 -10.16 89.25 47.58 89.26 -94.85 -179.53 -118.47 -132.52
454 multin_zz1000_61004_idxctrl_pv 10.96 -10.16 89.25 47.58 89.26 -94.85 -179.53 -118.47 -132.52
455 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 10.80 -10.32 89.10 47.42 89.10 -95.01 -179.69 -118.62 -132.68
456 multin_zz1000_61002_idxctrl_pv_rm_blc 10.51 -10.61 88.81 47.13 88.81 -95.30 -179.97 -118.91 -132.97
457 multin_zz1000_61004_idxctrl_pv_rm_blc 10.51 -10.61 88.81 47.13 88.81 -95.30 -179.97 -118.91 -132.97
458 mt_962_use2016_last_save_rnk500_idxctrl 9.87 -11.26 88.16 46.49 88.16 -95.95 -180.62 -119.56 -133.62
459 mt_962_use2017_best_save_rnk500_idxctrl 9.56 -11.56 87.85 46.18 87.85 -96.25 -180.93 -119.87 -133.92
460 mt_962_use2013_best_save_rnk500_idxctrl 9.36 -11.76 87.66 45.98 87.66 -96.45 -181.13 -120.06 -134.12
461 multin_zz1000_61001_idxctrl_pv 8.70 -12.42 87.00 45.32 87.00 -97.11 -181.79 -120.72 -134.78
462 multin_zz1000_61001_idxctrl_pv_rm_blc 8.21 -12.91 86.50 44.83 86.50 -97.60 -182.28 -121.22 -135.27
463 mt_961_use2023_best_save_rnk500_idxctrl 7.79 -13.33 86.09 44.41 86.09 -98.02 -182.70 -121.64 -135.69
467 mt_961_use2015_last_save_rnk500_idxctrl 5.52 -15.60 83.81 42.14 83.81 -100.29 -184.97 -123.91 -137.96
468 mt_961_use2017_last_save_rnk500_idxctrl 5.51 -15.61 83.81 42.13 83.81 -100.30 -184.98 -123.92 -137.97
469 mt_962_use2018_best_save_rnk500_idxctrl 5.41 -15.72 83.70 42.03 83.70 -100.41 -185.08 -124.02 -138.08
470 mt_961_use2016_best_save_rnk500_idxctrl 1.98 -19.14 80.27 38.60 80.28 -103.83 -188.51 -127.45 -141.50
472 mt_961_use2017_best_save_rnk500_idxctrl 1.04 -20.08 79.34 37.66 79.34 -104.77 -189.45 -128.38 -142.44
476 mt_961_use2021_best_save_rnk500_idxctrl -3.41 -24.53 74.88 33.21 74.88 -109.22 -193.90 -132.84 -146.89
477 mt_961_use2022_best_save_rnk500_idxctrl -3.43 -24.55 74.87 33.19 74.87 -109.24 -193.92 -132.86 -146.91
478 mt_961_use2021_last_save_rnk500_idxctrl -3.58 -24.70 74.72 33.04 74.72 -109.39 -194.07 -133.01 -147.06
481 mt_961_use2019_last_save_rnk500_idxctrl -4.53 -25.65 73.76 32.09 73.77 -110.34 -195.02 -133.96 -148.01
482 mt_962_use2019_last_save_rnk500_idxctrl -4.57 -25.69 73.73 32.05 73.73 -110.38 -195.06 -133.99 -148.05
483 mt_961_use2013_best_save_rnk500_idxctrl -4.78 -25.90 73.52 31.84 73.52 -110.59 -195.27 -134.20 -148.26
484 mt_962_use2015_last_save_rnk500_idxctrl -4.88 -26.00 73.42 31.74 73.42 -110.69 -195.37 -134.31 -148.36
486 mt_961_use2016_last_save_rnk500_idxctrl -8.75 -29.88 69.54 27.87 69.54 -114.56 -199.24 -138.18 -152.24
490 mt_961_use2019_best_save_rnk500_idxctrl -12.26 -33.38 66.04 24.36 66.04 -118.07 -202.75 -141.68 -155.74
492 mt_961_use2018_best_save_rnk500_idxctrl -13.96 -35.08 64.34 22.66 64.34 -119.77 -204.45 -143.38 -157.44
493 mt_961_use2022_last_save_rnk500_idxctrl -14.13 -35.25 64.16 22.49 64.16 -119.94 -204.62 -143.56 -157.62
494 mt_961_use2020_best_save_rnk500_idxctrl -15.57 -36.69 62.73 21.05 62.73 -121.38 -206.06 -144.99 -159.05
496 mt_961_use2018_last_save_rnk500_idxctrl -16.86 -37.98 61.43 19.76 61.44 -122.67 -207.35 -146.29 -160.34
497 mt_961_use2020_last_save_rnk500_idxctrl -19.02 -40.14 59.28 17.60 59.28 -124.83 -209.51 -148.45 -162.50
500 mt_962_use2021_last_save_rnk500_idxctrl -23.59 -44.71 54.71 13.03 54.71 -129.40 -214.08 -153.02 -167.07
501 mt_962_use2019_best_save_rnk500_idxctrl -23.66 -44.78 54.63 12.96 54.63 -129.47 -214.15 -153.09 -167.14
503 mt_962_use2023_last_save_rnk500_idxctrl -28.31 -49.43 49.99 8.32 49.99 -134.12 -218.79 -157.73 -171.79
504 mt_961_use2024_best_save_rnk500_idxctrl -28.68 -49.80 49.62 7.94 49.62 -134.49 -219.17 -158.10 -172.16
506 mt_962_use2023_best_save_rnk500_idxctrl -29.54 -50.66 48.76 7.08 48.76 -135.35 -220.02 -158.96 -173.02
507 mt_962_use2020_last_save_rnk500_idxctrl -29.98 -51.10 48.31 6.64 48.32 -135.79 -220.47 -159.41 -173.46
511 mt_961_use2024_last_save_rnk500_idxctrl -32.40 -53.52 45.90 4.22 45.90 -138.21 -222.89 -161.82 -175.88
512 mt_962_use2022_last_save_rnk500_idxctrl -37.65 -58.78 40.64 -1.03 40.64 -143.47 -228.14 -167.08 -181.14
517 mt_962_use2021_best_save_rnk500_idxctrl -46.38 -67.50 31.92 -9.76 31.92 -152.19 -236.87 -175.81 -189.86
518 mt_962_use2020_best_save_rnk500_idxctrl -50.41 -71.53 27.89 -13.79 27.89 -156.22 -240.90 -179.83 -193.89
520 mt_962_use2024_best_save_rnk500_idxctrl -54.58 -75.70 23.72 -17.95 23.72 -160.39 -245.06 -184.00 -198.06
521 mt_962_use2024_last_save_rnk500_idxctrl -54.77 -75.89 23.53 -18.15 23.53 -160.58 -245.26 -184.20 -198.25
524 mt_962_use2015_best_save_rnk500_idxctrl -59.17 -80.29 19.12 -22.55 19.12 -164.98 -249.66 -188.60 -202.66
525 mt_962_use2022_best_save_rnk500_idxctrl -61.01 -82.13 17.29 -24.39 17.29 -166.82 -251.50 -190.43 -204.49