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_20251223_151525
3 mt_961_use2019_best_save_rnk500_idxctrl 76.59 53.57 55.59 36.80 55.59 125.72 379.11 404.42 409.69
4 mt_962_use2024_best_save_rnk500_idxctrl 73.76 50.74 52.75 33.97 52.76 122.89 376.28 401.59 406.86
6 mt_962_use2024_last_save_rnk500_idxctrl 71.51 48.49 50.51 31.72 50.51 120.64 374.03 399.34 404.61
8 mt_961_use2021_best_save_rnk500_idxctrl 64.84 41.82 43.84 25.05 43.84 113.97 367.36 392.67 397.94
10 mt_962_use2023_last_save_rnk500_idxctrl 62.24 39.22 41.23 22.44 41.24 111.37 364.75 390.07 395.34
12 mt_962_use2022_best_save_rnk500_idxctrl 59.45 36.43 38.45 19.66 38.45 108.58 361.97 387.28 392.55
13 mt_962_use2022_last_save_rnk500_idxctrl 59.12 36.10 38.11 19.33 38.12 108.25 361.64 386.95 392.22
15 mt_962_use2023_best_save_rnk500_idxctrl 57.48 34.47 36.48 17.69 36.48 106.61 360.00 385.31 390.58
16 mt_961_use2019_last_save_rnk500_idxctrl 54.74 31.72 33.73 14.94 33.74 103.87 357.25 382.57 387.84
17 mt_962_use2015_best_save_rnk500_idxctrl 50.77 27.75 29.76 10.97 29.76 99.90 353.28 378.60 383.86
21 mt_961_use2024_best_save_rnk500_idxctrl 47.51 24.49 26.51 7.72 26.51 96.64 350.03 375.34 380.61
22 mt_962_use2021_best_save_rnk500_idxctrl 46.24 23.22 25.23 6.45 25.24 95.37 348.76 374.07 379.34
24 mt_961_use2020_last_save_rnk500_idxctrl 46.17 23.15 25.17 6.38 25.17 95.30 348.69 374.00 379.27
25 mt_962_use2020_best_save_rnk500_idxctrl 45.67 22.65 24.66 5.87 24.66 94.80 348.18 373.50 378.76
26 mt_961_use2017_best_save_rnk500_idxctrl 45.37 22.35 24.36 5.57 24.36 94.50 347.88 373.20 378.47
27 mt_961_use2020_best_save_rnk500_idxctrl 44.69 21.67 23.68 4.89 23.68 93.82 347.20 372.52 377.79
34 mt_961_use2024_last_save_rnk500_idxctrl 38.98 15.96 17.98 -0.81 17.98 88.11 341.50 366.81 372.08
36 mt_961_use2023_last_save_rnk500_idxctrl 36.45 13.44 15.45 -3.34 15.45 85.59 338.97 364.28 369.55
38 mt_961_use2017_last_save_rnk500_idxctrl 34.31 11.30 13.31 -5.48 13.31 83.45 336.83 362.14 367.41
40 mt_961_use2021_last_save_rnk500_idxctrl 33.38 10.36 12.38 -6.41 12.38 82.51 335.90 361.21 366.48
46 mt_962_use2021_last_save_rnk500_idxctrl 30.31 7.29 9.31 -9.48 9.31 79.44 332.83 358.14 363.41
47 mt_961_use2018_last_save_rnk500_idxctrl 29.07 6.06 8.07 -10.72 8.07 78.20 331.59 356.90 362.17
49 mt_961_use2022_last_save_rnk500_idxctrl 28.90 5.89 7.90 -10.89 7.90 78.03 331.42 356.73 362.00
52 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 28.03 5.01 7.02 -11.77 7.03 77.16 330.54 355.86 361.13
56 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 27.33 4.32 6.33 -12.46 6.33 76.47 329.85 355.17 360.43
57 mt_962_use2020_last_save_rnk500_idxctrl 27.19 4.17 6.18 -12.61 6.18 76.32 329.70 355.02 360.28
60 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 26.57 3.55 5.56 -13.22 5.57 75.70 329.09 354.40 359.67
62 multin_zz500_61001_idxctrl_zz500_pv 25.84 2.82 4.84 -13.95 4.84 74.97 328.36 353.67 358.94
63 multin_zz500_61004_idxctrl_zz500_pv 25.23 2.21 4.23 -14.56 4.23 74.36 327.75 353.06 358.33
64 multin_zz500_61002_idxctrl_zz500_pv 24.44 1.42 3.44 -15.35 3.44 73.57 326.96 352.27 357.54
66 mt_961_use2022_best_save_rnk500_idxctrl 23.86 0.85 2.86 -15.93 2.86 73.00 326.38 351.70 356.96
67 mt_961_use2023_best_save_rnk500_idxctrl 23.25 0.23 2.25 -16.54 2.25 72.38 325.77 351.08 356.35
71 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 21.55 -1.46 0.55 -18.24 0.55 70.68 324.07 349.38 354.65
72 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 19.60 -3.42 -1.40 -20.19 -1.40 68.73 322.12 347.43 352.70
73 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 19.59 -3.43 -1.42 -20.21 -1.41 68.72 322.10 347.42 352.69
77 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 18.41 -4.61 -2.59 -21.38 -2.59 67.54 320.93 346.24 351.51
78 mt_961_use2015_last_save_rnk500_idxctrl 17.70 -5.32 -3.30 -22.09 -3.30 66.83 320.22 345.53 350.80
79 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 16.68 -6.34 -4.33 -23.12 -4.32 65.81 319.19 344.51 349.78
80 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 16.62 -6.39 -4.38 -23.17 -4.38 65.76 319.14 344.45 349.72
83 mt_961_use2018_best_save_rnk500_idxctrl 14.70 -8.32 -6.31 -25.10 -6.31 63.83 317.21 342.53 347.80
84 mt_961_use2013_best_save_rnk500_idxctrl 14.11 -8.91 -6.89 -25.68 -6.89 63.24 316.63 341.94 347.21
86 mt_962_use2013_best_save_rnk500_idxctrl 11.89 -11.13 -9.11 -27.90 -9.11 61.02 314.41 339.72 344.99
90 mt_961_use2014_best_save_rnk500_idxctrl 11.32 -11.70 -9.69 -28.47 -9.68 60.45 313.84 339.15 344.42
94 multin_zz1000_61001_idxctrl_pv_rm_blc 9.19 -13.82 -11.81 -30.60 -11.81 58.32 311.71 337.02 342.29
98 multin_zz1000_61001_idxctrl_pv 8.28 -14.73 -12.72 -31.51 -12.72 57.41 310.80 336.11 341.38
104 multin_zz1000_61002_idxctrl_pv_rm_blc 6.56 -16.46 -14.45 -33.24 -14.45 55.69 309.07 334.39 339.65
105 multin_zz1000_61004_idxctrl_pv_rm_blc 6.56 -16.46 -14.45 -33.24 -14.45 55.69 309.07 334.39 339.65
108 multin_zz1000_61004_idxctrl_pv 5.65 -17.37 -15.35 -34.14 -15.35 54.78 308.17 333.48 338.75
109 multin_zz1000_61002_idxctrl_pv 5.65 -17.37 -15.35 -34.14 -15.35 54.78 308.17 333.48 338.75
111 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 5.16 -17.86 -15.84 -34.63 -15.84 54.29 307.68 332.99 338.26
114 mt_962_use2018_best_save_rnk500_idxctrl 4.36 -18.66 -16.65 -35.44 -16.65 53.49 306.87 332.19 337.46
116 multin_zz1000_61001_idxctrl_pv_rm_fnd 3.68 -19.33 -17.32 -36.11 -17.32 52.81 306.20 331.51 336.78
118 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 2.59 -20.43 -18.41 -37.20 -18.41 51.72 305.11 330.42 335.69
119 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 2.59 -20.43 -18.41 -37.20 -18.41 51.72 305.11 330.42 335.69
120 mt_961_use2015_best_save_rnk500_idxctrl 2.57 -20.44 -18.43 -37.22 -18.43 51.70 305.09 330.40 335.67
121 mt_962_use2019_last_save_rnk500_idxctrl 2.53 -20.48 -18.47 -37.26 -18.47 51.66 305.05 330.36 335.63
123 mt_962_use2019_best_save_rnk500_idxctrl 2.37 -20.65 -18.64 -37.43 -18.64 51.50 304.88 330.20 335.46
129 multin_zz1000_61004_idxctrl_pv_rm_fnd 1.17 -21.85 -19.83 -38.62 -19.83 50.30 303.69 329.00 334.27
130 multin_zz1000_61002_idxctrl_pv_rm_fnd 1.17 -21.85 -19.83 -38.62 -19.83 50.30 303.69 329.00 334.27
134 mt_961_use2014_last_save_rnk500_idxctrl 0.34 -22.67 -20.66 -39.45 -20.66 49.48 302.86 328.17 333.44
144 mt_961_use2010_last_save_rnk500_idxctrl -3.44 -26.46 -24.44 -43.23 -24.44 45.69 299.08 324.39 329.66
145 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -3.45 -26.47 -24.46 -43.24 -24.45 45.68 299.07 324.38 329.65
147 multin_zz1000_61001_idxctrl_zz1000_pv -3.87 -26.89 -24.88 -43.66 -24.87 45.26 298.65 323.96 329.23
153 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.94 -27.95 -25.94 -44.73 -25.94 44.19 297.58 322.89 328.16
154 mt_961_use2013_last_save_rnk500_idxctrl -5.06 -28.08 -26.07 -44.85 -26.06 44.07 297.46 322.77 328.04
156 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -5.33 -28.35 -26.33 -45.12 -26.33 43.80 297.19 322.50 327.77
157 multin_zz1000_61004_idxctrl_zz1000_pv -5.37 -28.39 -26.38 -45.17 -26.38 43.76 297.14 322.46 327.73
160 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -6.28 -29.29 -27.28 -46.07 -27.28 42.86 296.24 321.55 326.82
161 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -6.37 -29.38 -27.37 -46.16 -27.37 42.76 296.15 321.46 326.73
162 mt_961_use2011_best_save_rnk500_idxctrl -6.76 -29.78 -27.77 -46.56 -27.77 42.37 295.75 321.07 326.33
163 mt_962_use2015_last_save_rnk500_idxctrl -6.78 -29.80 -27.78 -46.57 -27.78 42.35 295.74 321.05 326.32
164 multin_zz1000_61002_idxctrl_zz1000_pv -6.82 -29.84 -27.83 -46.62 -27.83 42.31 295.69 321.01 326.27
165 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -6.82 -29.84 -27.83 -46.62 -27.83 42.31 295.69 321.01 326.27
166 mt_962_use2017_best_save_rnk500_idxctrl -7.61 -30.63 -28.61 -47.40 -28.61 41.52 294.91 320.22 325.49
167 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -7.63 -30.65 -28.63 -47.42 -28.63 41.50 294.89 320.20 325.47
168 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -7.75 -30.77 -28.76 -47.54 -28.75 41.38 294.77 320.08 325.35
170 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -8.57 -31.59 -29.57 -48.36 -29.57 40.56 293.95 319.26 324.53
172 mt_962_use2014_best_save_rnk500_idxctrl -8.75 -31.76 -29.75 -48.54 -29.75 40.39 293.77 319.08 324.35
173 mt_962_use2013_last_save_rnk500_idxctrl -9.08 -32.09 -30.08 -48.87 -30.08 40.05 293.44 318.75 324.02
175 mt_961_use2010_best_save_rnk500_idxctrl -10.20 -33.21 -31.20 -49.99 -31.20 38.93 292.32 317.63 322.90
179 mt_961_use2016_last_save_rnk500_idxctrl -12.98 -36.00 -33.98 -52.77 -33.98 36.15 289.54 314.85 320.12
190 mt_962_use2010_last_save_rnk500_idxctrl -15.72 -38.74 -36.73 -55.52 -36.73 33.41 286.79 312.11 317.38
193 mt_961_use2012_last_save_rnk500_idxctrl -17.63 -40.64 -38.63 -57.42 -38.63 31.51 284.89 310.20 315.47
195 mt_962_use2012_best_save_rnk500_idxctrl -17.95 -40.96 -38.95 -57.74 -38.95 31.19 284.57 309.88 315.15
202 mt_961_use2012_best_save_rnk500_idxctrl -19.23 -42.25 -40.24 -59.02 -40.23 29.90 283.29 308.60 313.87
205 mt_962_use2014_last_save_rnk500_idxctrl -19.72 -42.74 -40.73 -59.51 -40.72 29.41 282.80 308.11 313.38
212 mt_961_use2009_last_save_rnk500_idxctrl -21.15 -44.17 -42.16 -60.94 -42.15 27.98 281.37 306.68 311.95
213 mt_961_use2016_best_save_rnk500_idxctrl -21.40 -44.41 -42.40 -61.19 -42.40 27.74 281.12 306.44 311.70
214 mt_962_use2016_last_save_rnk500_idxctrl -21.57 -44.59 -42.58 -61.36 -42.57 27.56 280.95 306.26 311.53
215 mt_961_use2009_best_save_rnk500_idxctrl -21.57 -44.59 -42.58 -61.37 -42.58 27.56 280.94 306.26 311.53
217 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -21.64 -44.66 -42.65 -61.43 -42.64 27.49 280.88 306.19 311.46
220 mt_962_use2017_last_save_rnk500_idxctrl -22.53 -45.55 -43.53 -62.32 -43.53 26.60 279.99 305.30 310.57
221 mt_962_use2018_last_save_rnk500_idxctrl -23.10 -46.12 -44.10 -62.89 -44.10 26.03 279.42 304.73 310.00
222 multin_zz1000_61001_idxctrl_top3800_pv -23.12 -46.14 -44.13 -62.92 -44.13 26.01 279.39 304.71 309.97
224 mt_961_use2011_last_save_rnk500_idxctrl -23.28 -46.29 -44.28 -63.07 -44.28 25.85 279.24 304.55 309.82
225 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -23.95 -46.97 -44.96 -63.74 -44.95 25.18 278.57 303.88 309.15
226 mt_962_use2011_best_save_rnk500_idxctrl -24.30 -47.32 -45.30 -64.09 -45.30 24.83 278.22 303.53 308.80
234 multin_zz1000_61001_idxctrl_50010002000_pv -25.35 -48.37 -46.36 -65.15 -46.35 23.78 277.16 302.48 307.75
238 mt_962_use2011_last_save_rnk500_idxctrl -25.94 -48.96 -46.94 -65.73 -46.94 23.19 276.58 301.89 307.16
240 mt_962_use2016_best_save_rnk500_idxctrl -26.81 -49.83 -47.81 -66.60 -47.81 22.32 275.71 301.02 306.29
241 mt_961_use2008_last_save_rnk500_idxctrl -26.88 -49.90 -47.88 -66.67 -47.88 22.25 275.64 300.95 306.22
244 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -28.21 -51.23 -49.22 -68.01 -49.22 20.92 274.30 299.62 304.88
245 mt_962_use2010_best_save_rnk500_idxctrl -28.27 -51.29 -49.28 -68.07 -49.28 20.86 274.24 299.56 304.82
246 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -28.44 -51.45 -49.44 -68.23 -49.44 20.70 274.08 299.39 304.66
249 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -29.46 -52.48 -50.46 -69.25 -50.46 19.67 273.06 298.37 303.64
250 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -29.57 -52.59 -50.58 -69.37 -50.58 19.56 272.94 298.26 303.53
251 multin_zz1000_61004_idxctrl_top3800_pv -30.06 -53.08 -51.06 -69.85 -51.06 19.07 272.46 297.77 303.04
253 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -30.47 -53.49 -51.47 -70.26 -51.47 18.66 272.05 297.36 302.63
254 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -30.52 -53.54 -51.52 -70.31 -51.52 18.61 272.00 297.31 302.58
255 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -30.72 -53.74 -51.73 -70.51 -51.72 18.41 271.80 297.11 302.38
258 mt_962_use2012_last_save_rnk500_idxctrl -30.98 -54.00 -51.98 -70.77 -51.98 18.15 271.54 296.85 302.12
266 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -31.64 -54.66 -52.65 -71.44 -52.65 17.49 270.87 296.19 301.45
267 multin_zz1000_61004_idxctrl_50010002000_pv -31.72 -54.74 -52.73 -71.51 -52.72 17.41 270.80 296.11 301.38
270 multin_zz1000_61002_idxctrl_top3800_pv -32.52 -55.54 -53.52 -72.31 -53.52 16.61 270.00 295.31 300.58
271 multin_zz1000_61002_idxctrl_50010002000_pv -33.30 -56.32 -54.30 -73.09 -54.30 15.83 269.22 294.53 299.80
272 mt_961_use2008_best_save_rnk500_idxctrl -33.37 -56.39 -54.37 -73.16 -54.37 15.76 269.15 294.46 299.73
274 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -33.73 -56.75 -54.73 -73.52 -54.73 15.40 268.79 294.10 299.37
277 mt_962_use2008_best_save_rnk500_idxctrl -34.63 -57.65 -55.64 -74.42 -55.63 14.50 267.89 293.20 298.47
278 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -34.78 -57.79 -55.78 -74.57 -55.78 14.36 267.74 293.05 298.32
279 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -34.92 -57.94 -55.93 -74.71 -55.92 14.21 267.60 292.91 298.18
280 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -35.18 -58.20 -56.18 -74.97 -56.18 13.95 267.34 292.65 297.92
282 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -35.62 -58.64 -56.63 -75.42 -56.63 13.51 266.89 292.21 297.48
283 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -35.92 -58.94 -56.92 -75.71 -56.92 13.21 266.60 291.91 297.18
284 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -36.32 -59.34 -57.33 -76.11 -57.32 12.81 266.20 291.51 296.78
286 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -36.74 -59.76 -57.74 -76.53 -57.74 12.39 265.78 291.09 296.36
292 mt_962_use2009_best_save_rnk500_idxctrl -37.97 -60.98 -58.97 -77.76 -58.97 11.17 264.55 289.87 295.13
294 mt_962_use2008_last_save_rnk500_idxctrl -38.39 -61.40 -59.39 -78.18 -59.39 10.75 264.13 289.44 294.71
301 mt_962_use2009_last_save_rnk500_idxctrl -39.35 -62.37 -60.35 -79.14 -60.35 9.78 263.17 288.48 293.75