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_20251222_151523
1 mt_962_use2023_last_save_rnk500_idxctrl 89.42 78.77 201.00 104.51 201.00 177.23 158.01 131.04 107.09
2 mt_962_use2023_best_save_rnk500_idxctrl 84.09 73.44 195.68 99.18 195.68 171.91 152.68 125.72 101.77
3 mt_962_use2022_last_save_rnk500_idxctrl 81.16 70.51 192.74 96.25 192.74 168.97 149.75 122.78 98.84
4 mt_962_use2024_last_save_rnk500_idxctrl 78.99 68.34 190.58 94.08 190.58 166.81 147.59 120.62 96.67
5 mt_962_use2024_best_save_rnk500_idxctrl 74.71 64.06 186.29 89.80 186.29 162.52 143.30 116.33 92.39
6 mt_962_use2022_best_save_rnk500_idxctrl 73.04 62.39 184.63 88.13 184.63 160.86 141.63 114.67 90.72
7 mt_962_use2020_best_save_rnk500_idxctrl 70.17 59.51 181.75 85.25 181.75 157.98 138.76 111.79 87.84
10 mt_962_use2021_last_save_rnk500_idxctrl 68.57 57.92 180.15 83.66 180.15 156.38 137.16 110.19 86.24
14 mt_962_use2020_last_save_rnk500_idxctrl 51.03 40.38 162.61 66.12 162.61 138.84 119.62 92.65 68.71
15 mt_962_use2012_best_save_rnk500_idxctrl 48.34 37.69 159.93 63.43 159.93 136.15 116.93 89.96 66.02
22 mt_962_use2021_best_save_rnk500_idxctrl 41.55 30.90 153.13 56.64 153.13 129.36 110.14 83.17 59.23
23 mt_962_use2015_best_save_rnk500_idxctrl 41.19 30.54 152.77 56.28 152.77 129.00 109.78 82.81 58.86
26 mt_962_use2014_best_save_rnk500_idxctrl 37.05 26.40 148.64 52.14 148.64 124.86 105.64 78.67 54.73
30 mt_962_use2013_best_save_rnk500_idxctrl 34.46 23.81 146.04 49.55 146.04 122.27 103.05 76.08 52.14
31 mt_962_use2017_best_save_rnk500_idxctrl 32.57 21.92 144.15 47.66 144.15 120.38 101.16 74.19 50.25
37 mt_961_use2021_best_save_rnk500_idxctrl 27.51 16.86 139.10 42.60 139.09 115.32 96.10 69.13 45.19
38 mt_962_use2012_last_save_rnk500_idxctrl 17.55 6.90 129.13 32.64 129.13 105.36 86.14 59.17 35.23
40 mt_961_use2015_last_save_rnk500_idxctrl 16.11 5.45 127.69 31.19 127.69 103.92 84.70 57.73 33.78
46 mt_962_use2019_last_save_rnk500_idxctrl 11.55 0.90 123.14 26.64 123.14 99.36 80.14 53.18 29.23
47 mt_962_use2014_last_save_rnk500_idxctrl 11.41 0.75 122.99 26.50 122.99 99.22 80.00 53.03 29.08
50 mt_962_use2017_last_save_rnk500_idxctrl 10.01 -0.64 121.60 25.10 121.60 97.83 78.60 51.64 27.69
54 mt_961_use2009_best_save_rnk500_idxctrl 5.43 -5.22 117.02 20.52 117.01 93.24 74.02 47.05 23.11
55 mt_962_use2013_last_save_rnk500_idxctrl 5.24 -5.41 116.83 20.33 116.83 93.06 73.83 46.87 22.92
56 mt_961_use2022_last_save_rnk500_idxctrl 3.78 -6.87 115.37 18.87 115.37 91.59 72.37 45.40 21.46
57 mt_961_use2009_last_save_rnk500_idxctrl 3.74 -6.91 115.32 18.83 115.32 91.55 72.33 45.36 21.42
58 mt_962_use2015_last_save_rnk500_idxctrl 3.65 -7.00 115.24 18.74 115.24 91.46 72.24 45.28 21.33
62 mt_961_use2023_last_save_rnk500_idxctrl 2.42 -8.24 114.00 17.50 114.00 90.23 71.01 44.04 20.09
64 mt_961_use2014_best_save_rnk500_idxctrl 1.28 -9.37 112.87 16.37 112.87 89.09 69.87 42.90 18.96
66 mt_962_use2019_best_save_rnk500_idxctrl -2.06 -12.72 109.52 13.02 109.52 85.75 66.53 39.56 15.61
70 mt_961_use2017_last_save_rnk500_idxctrl -3.36 -14.01 108.23 11.73 108.23 84.46 65.24 38.27 14.32
71 mt_961_use2017_best_save_rnk500_idxctrl -3.37 -14.02 108.21 11.72 108.21 84.44 65.22 38.25 14.30
75 mt_961_use2024_best_save_rnk500_idxctrl -4.41 -15.07 107.17 10.67 107.17 83.40 64.18 37.21 13.26
77 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -5.35 -16.01 106.23 9.73 106.23 82.46 63.24 36.27 12.32
78 mt_962_use2010_last_save_rnk500_idxctrl -6.10 -16.75 105.48 8.99 105.48 81.71 62.49 35.52 11.58
79 multin_zz500_61004_idxctrl_zz500_pv -6.45 -17.11 105.13 8.64 105.13 81.36 62.14 35.17 11.22
80 mt_961_use2022_best_save_rnk500_idxctrl -6.47 -17.13 105.11 8.62 105.11 81.34 62.12 35.15 11.20
81 mt_962_use2016_last_save_rnk500_idxctrl -6.58 -17.23 105.01 8.51 105.01 81.23 62.01 35.05 11.10
82 mt_961_use2020_last_save_rnk500_idxctrl -7.15 -17.81 104.43 7.93 104.43 80.66 61.44 34.47 10.52
83 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -7.30 -17.95 104.29 7.79 104.29 80.52 61.29 34.33 10.38
84 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -7.47 -18.12 104.12 7.62 104.12 80.34 61.12 34.16 10.21
85 mt_961_use2021_last_save_rnk500_idxctrl -7.98 -18.64 103.60 7.11 103.60 79.83 60.61 33.64 9.69
86 multin_zz500_61001_idxctrl_zz500_pv -8.26 -18.91 103.32 6.83 103.32 79.55 60.33 33.36 9.42
87 multin_zz500_61002_idxctrl_zz500_pv -8.58 -19.23 103.00 6.51 103.00 79.23 60.01 33.04 9.10
90 mt_961_use2014_last_save_rnk500_idxctrl -8.89 -19.54 102.70 6.20 102.70 78.92 59.70 32.74 8.79
91 mt_961_use2020_best_save_rnk500_idxctrl -9.50 -20.15 102.09 5.59 102.09 78.32 59.09 32.13 8.18
93 mt_962_use2010_best_save_rnk500_idxctrl -12.15 -22.80 99.44 2.94 99.44 75.67 56.44 29.48 5.53
94 mt_961_use2015_best_save_rnk500_idxctrl -12.76 -23.41 98.82 2.33 98.82 75.05 55.83 28.86 4.92
100 mt_962_use2011_last_save_rnk500_idxctrl -15.80 -26.45 95.78 -0.71 95.78 72.01 52.79 25.82 1.87
101 mt_961_use2024_last_save_rnk500_idxctrl -15.90 -26.55 95.68 -0.81 95.68 71.91 52.69 25.72 1.77
106 mt_962_use2018_best_save_rnk500_idxctrl -17.27 -27.92 94.32 -2.18 94.32 70.55 51.32 24.36 0.41
111 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -20.74 -31.39 90.84 -5.65 90.84 67.07 47.85 20.88 -3.07
113 mt_961_use2016_best_save_rnk500_idxctrl -21.39 -32.04 90.20 -6.30 90.20 66.43 47.20 20.24 -3.71
115 mt_961_use2013_best_save_rnk500_idxctrl -21.90 -32.56 89.68 -6.82 89.68 65.91 46.69 19.72 -4.23
116 multin_zz1000_61001_idxctrl_pv_rm_blc -21.95 -32.60 89.63 -6.86 89.63 65.86 46.64 19.67 -4.28
117 multin_zz1000_61001_idxctrl_pv -22.16 -32.81 89.42 -7.07 89.42 65.65 46.43 19.46 -4.49
119 multin_zz1000_61001_idxctrl_top3800_pv -22.44 -33.09 89.15 -7.35 89.15 65.38 46.15 19.19 -4.76
120 multin_zz1000_61002_idxctrl_pv_rm_blc -22.70 -33.35 88.88 -7.61 88.88 65.11 45.89 18.92 -5.02
121 multin_zz1000_61004_idxctrl_pv_rm_blc -22.70 -33.35 88.88 -7.61 88.88 65.11 45.89 18.92 -5.02
122 multin_zz1000_61004_idxctrl_pv -22.96 -33.62 88.62 -7.88 88.62 64.85 45.63 18.66 -5.29
123 multin_zz1000_61002_idxctrl_pv -22.96 -33.62 88.62 -7.88 88.62 64.85 45.63 18.66 -5.29
128 mt_961_use2019_best_save_rnk500_idxctrl -23.84 -34.49 87.75 -8.75 87.75 63.97 44.75 17.78 -6.16
134 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -25.84 -36.49 85.75 -10.75 85.75 61.98 42.75 15.79 -8.16
135 multin_zz1000_61004_idxctrl_zz1000_pv -25.84 -36.49 85.74 -10.75 85.74 61.97 42.75 15.78 -8.16
136 mt_961_use2023_best_save_rnk500_idxctrl -26.14 -36.80 85.44 -11.05 85.44 61.67 42.45 15.48 -8.47
137 multin_zz1000_61001_idxctrl_zz1000_pv -26.24 -36.89 85.35 -11.15 85.35 61.58 42.35 15.39 -8.56
138 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -26.28 -36.93 85.30 -11.19 85.30 61.53 42.31 15.34 -8.61
142 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -26.94 -37.59 84.64 -11.85 84.64 60.87 41.65 14.68 -9.26
143 multin_zz1000_61002_idxctrl_top3800_pv -27.07 -37.72 84.51 -11.98 84.51 60.74 41.52 14.55 -9.40
145 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -27.22 -37.87 84.36 -12.13 84.36 60.59 41.37 14.40 -9.54
146 multin_zz1000_61002_idxctrl_zz1000_pv -27.24 -37.89 84.34 -12.15 84.34 60.57 41.35 14.38 -9.56
147 mt_961_use2010_last_save_rnk500_idxctrl -27.62 -38.28 83.96 -12.54 83.96 60.19 40.97 14.00 -9.95
148 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -27.82 -38.47 83.76 -12.73 83.76 59.99 40.77 13.80 -10.14
149 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -28.39 -39.04 83.20 -13.30 83.19 59.42 40.20 13.23 -10.71
151 multin_zz1000_61004_idxctrl_top3800_pv -28.43 -39.09 83.15 -13.35 83.15 59.38 40.16 13.19 -10.76
153 multin_zz1000_61001_idxctrl_50010002000_pv -29.26 -39.91 82.32 -14.17 82.32 58.55 39.33 12.36 -11.58
155 mt_961_use2010_best_save_rnk500_idxctrl -30.18 -40.84 81.40 -15.10 81.40 57.63 38.41 11.44 -12.51
156 mt_961_use2019_last_save_rnk500_idxctrl -30.41 -41.06 81.17 -15.32 81.17 57.40 38.18 11.21 -12.73
157 mt_962_use2011_best_save_rnk500_idxctrl -30.85 -41.51 80.73 -15.77 80.73 56.96 37.74 10.77 -13.18
159 mt_961_use2016_last_save_rnk500_idxctrl -31.46 -42.12 80.12 -16.37 80.12 56.35 37.13 10.16 -13.79
161 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -31.87 -42.52 79.72 -16.78 79.72 55.95 36.72 9.76 -14.19
162 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -32.32 -42.97 79.26 -17.23 79.26 55.49 36.27 9.30 -14.64
164 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -32.71 -43.36 78.88 -17.62 78.88 55.10 35.88 8.92 -15.03
166 multin_zz1000_61004_idxctrl_50010002000_pv -32.93 -43.59 78.65 -17.85 78.65 54.88 35.66 8.69 -15.26
167 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -33.29 -43.94 78.30 -18.20 78.30 54.52 35.30 8.34 -15.61
169 multin_zz1000_61002_idxctrl_50010002000_pv -33.35 -44.01 78.23 -18.27 78.23 54.46 35.24 8.27 -15.68
177 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -35.69 -46.34 75.90 -20.60 75.90 52.13 32.90 5.94 -18.01
178 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -36.08 -46.73 75.51 -20.99 75.51 51.73 32.51 5.55 -18.40
179 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -36.63 -47.28 74.96 -21.54 74.96 51.19 31.96 5.00 -18.95
180 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -36.93 -47.58 74.66 -21.84 74.66 50.89 31.67 4.70 -19.25
181 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -36.99 -47.64 74.60 -21.90 74.60 50.83 31.60 4.64 -19.31
184 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -37.49 -48.14 74.10 -22.40 74.10 50.33 31.11 4.14 -19.81
186 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -37.88 -48.54 73.70 -22.80 73.70 49.93 30.71 3.74 -20.21
188 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -38.02 -48.67 73.57 -22.93 73.57 49.80 30.57 3.61 -20.34
189 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -38.22 -48.88 73.36 -23.14 73.36 49.59 30.37 3.40 -20.55
190 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -38.23 -48.89 73.35 -23.15 73.35 49.58 30.36 3.39 -20.56
192 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -38.74 -49.39 72.85 -23.65 72.85 49.08 29.85 2.89 -21.06
193 mt_961_use2011_best_save_rnk500_idxctrl -38.86 -49.51 72.72 -23.77 72.72 48.95 29.73 2.76 -21.18
195 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -39.12 -49.78 72.46 -24.04 72.46 48.69 29.47 2.50 -21.45
198 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -40.05 -50.71 71.53 -24.97 71.53 47.76 28.54 1.57 -22.38
201 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -40.43 -51.08 71.15 -25.34 71.15 47.38 28.16 1.19 -22.76
205 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -41.05 -51.71 70.53 -25.97 70.53 46.76 27.54 0.57 -23.38
213 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -42.30 -52.95 69.29 -27.21 69.29 45.52 26.29 -0.67 -24.62
217 mt_962_use2016_best_save_rnk500_idxctrl -42.98 -53.63 68.60 -27.89 68.60 44.83 25.61 -1.36 -25.31
238 mt_962_use2009_last_save_rnk500_idxctrl -46.05 -56.71 65.53 -30.97 65.53 41.76 22.54 -4.43 -28.38
239 mt_961_use2008_last_save_rnk500_idxctrl -46.18 -56.83 65.41 -31.09 65.41 41.64 22.42 -4.55 -28.50
240 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -46.32 -56.97 65.26 -31.23 65.26 41.49 22.27 -4.70 -28.64
242 multin_zz1000_61001_idxctrl_pv_rm_fnd -46.50 -57.16 65.08 -31.41 65.08 41.31 22.09 -4.88 -28.83
245 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -47.08 -57.74 64.50 -32.00 64.50 40.73 21.51 -5.46 -29.41
246 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -47.08 -57.74 64.50 -32.00 64.50 40.73 21.51 -5.46 -29.41
247 multin_zz1000_61004_idxctrl_pv_rm_fnd -47.32 -57.98 64.26 -32.24 64.26 40.49 21.27 -5.70 -29.65
248 multin_zz1000_61002_idxctrl_pv_rm_fnd -47.32 -57.98 64.26 -32.24 64.26 40.49 21.27 -5.70 -29.65
253 mt_962_use2009_best_save_rnk500_idxctrl -49.31 -59.96 62.27 -34.22 62.27 38.50 19.28 -7.69 -31.64
260 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -49.89 -60.55 61.69 -34.81 61.69 37.92 18.70 -8.27 -32.22
262 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -49.98 -60.63 61.61 -34.89 61.61 37.83 18.61 -8.36 -32.30
264 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -50.13 -60.78 61.45 -35.04 61.45 37.68 18.46 -8.51 -32.46
265 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -50.16 -60.82 61.42 -35.08 61.42 37.65 18.43 -8.54 -32.49
268 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -50.41 -61.06 61.18 -35.32 61.18 37.41 18.18 -8.78 -32.73
269 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -50.66 -61.31 60.93 -35.57 60.93 37.16 17.93 -9.03 -32.98
291 mt_961_use2018_last_save_rnk500_idxctrl -54.29 -64.95 57.29 -39.21 57.29 33.52 14.30 -12.67 -36.62
316 mt_961_use2012_last_save_rnk500_idxctrl -58.76 -69.42 52.82 -43.67 52.82 29.05 9.83 -17.14 -41.09
317 mt_961_use2013_last_save_rnk500_idxctrl -58.86 -69.51 52.73 -43.77 52.72 28.95 9.73 -17.24 -41.18
332 mt_962_use2018_last_save_rnk500_idxctrl -61.56 -72.22 50.02 -46.48 50.02 26.25 7.03 -19.94 -43.89
337 mt_962_use2008_best_save_rnk500_idxctrl -62.86 -73.52 48.72 -47.78 48.72 24.95 5.73 -21.24 -45.19
375 mt_962_use2008_last_save_rnk500_idxctrl -67.83 -78.48 43.76 -52.74 43.76 19.98 0.76 -26.20 -50.15
392 mt_961_use2011_last_save_rnk500_idxctrl -69.74 -80.39 41.85 -54.65 41.85 18.08 -1.15 -28.11 -52.06
394 mt_961_use2008_best_save_rnk500_idxctrl -69.90 -80.55 41.69 -54.81 41.69 17.91 -1.31 -28.27 -52.22
461 mt_961_use2012_best_save_rnk500_idxctrl -76.85 -87.50 34.73 -61.76 34.73 10.96 -8.26 -35.23 -59.17
510 mt_961_use2018_best_save_rnk500_idxctrl -97.27 -107.92 14.31 -82.18 14.31 -9.46 -28.68 -55.65 -79.60