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_20251224_151514
6 mt_962_use2013_best_save_rnk500_idxctrl 35.58 54.96 188.50 157.13 188.50 79.37 92.38 136.76 163.62
7 mt_962_use2023_last_save_rnk500_idxctrl 34.70 54.08 187.62 156.25 187.62 78.48 91.50 135.87 162.74
8 mt_962_use2012_best_save_rnk500_idxctrl 33.08 52.46 186.00 154.63 186.00 76.87 89.88 134.25 161.12
9 mt_962_use2013_last_save_rnk500_idxctrl 30.38 49.76 183.30 151.93 183.30 74.17 87.18 131.56 158.42
11 mt_962_use2023_best_save_rnk500_idxctrl 28.73 48.11 181.65 150.28 181.65 72.52 85.53 129.90 156.77
12 mt_962_use2021_last_save_rnk500_idxctrl 28.36 47.74 181.28 149.91 181.28 72.15 85.16 129.53 156.40
13 mt_962_use2012_last_save_rnk500_idxctrl 28.22 47.60 181.14 149.77 181.15 72.01 85.02 129.40 156.26
14 mt_962_use2011_last_save_rnk500_idxctrl 24.10 43.48 177.02 145.65 177.02 67.89 80.90 125.28 152.14
17 mt_962_use2022_last_save_rnk500_idxctrl 22.75 42.14 175.68 144.31 175.68 66.54 79.56 123.93 150.80
18 mt_962_use2010_last_save_rnk500_idxctrl 20.63 40.01 173.55 142.18 173.55 64.42 77.43 121.80 148.67
21 mt_962_use2015_last_save_rnk500_idxctrl 19.30 38.68 172.22 140.85 172.22 63.09 76.10 120.48 147.34
22 mt_962_use2021_best_save_rnk500_idxctrl 18.55 37.93 171.47 140.10 171.47 62.33 75.35 119.72 146.59
23 mt_962_use2015_best_save_rnk500_idxctrl 18.42 37.80 171.34 139.97 171.34 62.21 75.22 119.60 146.46
24 mt_962_use2014_best_save_rnk500_idxctrl 17.36 36.74 170.28 138.91 170.28 61.14 74.16 118.53 145.40
26 mt_962_use2024_last_save_rnk500_idxctrl 15.79 35.17 168.71 137.34 168.71 59.57 72.59 116.96 143.83
27 mt_962_use2017_best_save_rnk500_idxctrl 15.34 34.72 168.26 136.89 168.26 59.12 72.14 116.51 143.38
28 mt_962_use2010_best_save_rnk500_idxctrl 13.41 32.79 166.33 134.96 166.33 57.19 70.21 114.58 141.45
30 mt_962_use2024_best_save_rnk500_idxctrl 10.10 29.49 163.03 131.66 163.03 53.89 66.91 111.28 138.15
31 mt_962_use2014_last_save_rnk500_idxctrl 8.86 28.24 161.78 130.41 161.78 52.65 65.66 110.03 136.90
34 mt_962_use2020_last_save_rnk500_idxctrl 6.91 26.29 159.83 128.46 159.83 50.70 63.71 108.08 134.95
35 mt_962_use2019_last_save_rnk500_idxctrl 5.92 25.30 158.84 127.47 158.84 49.71 62.72 107.09 133.96
38 mt_962_use2019_best_save_rnk500_idxctrl 3.31 22.70 156.23 124.86 156.24 47.10 60.11 104.49 131.35
40 mt_962_use2016_last_save_rnk500_idxctrl 2.42 21.80 155.34 123.97 155.34 46.21 59.22 103.60 130.46
41 mt_962_use2017_last_save_rnk500_idxctrl 1.37 20.75 154.29 122.92 154.29 45.16 58.17 102.55 129.41
42 mt_962_use2020_best_save_rnk500_idxctrl 0.62 20.00 153.54 122.17 153.54 44.40 57.42 101.79 128.66
45 mt_962_use2018_best_save_rnk500_idxctrl -1.24 18.14 151.68 120.31 151.68 42.55 55.56 99.93 126.80
55 mt_961_use2015_last_save_rnk500_idxctrl -6.38 13.00 146.54 115.17 146.54 37.41 50.42 94.80 121.66
58 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -7.64 11.74 145.28 113.91 145.28 36.15 49.16 93.54 120.40
60 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -8.10 11.28 144.82 113.45 144.82 35.69 48.70 93.07 119.94
61 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -8.29 11.09 144.63 113.26 144.63 35.50 48.51 92.89 119.75
64 multin_zz1000_61004_idxctrl_zz1000_pv -9.55 9.84 143.38 112.01 143.38 34.24 47.26 91.63 118.50
65 multin_zz1000_61001_idxctrl_zz1000_pv -9.96 9.42 142.96 111.59 142.96 33.82 46.84 91.21 118.08
68 multin_zz1000_61002_idxctrl_zz1000_pv -10.15 9.23 142.77 111.40 142.77 33.64 46.65 91.02 117.89
69 mt_961_use2021_best_save_rnk500_idxctrl -10.46 8.93 142.47 111.10 142.47 33.33 46.35 90.72 117.59
71 mt_961_use2022_last_save_rnk500_idxctrl -11.98 7.41 140.95 109.58 140.95 31.81 44.82 89.20 116.07
72 mt_961_use2009_best_save_rnk500_idxctrl -12.68 6.71 140.25 108.88 140.25 31.11 44.13 88.50 115.37
73 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -12.80 6.58 140.12 108.75 140.12 30.98 44.00 88.37 115.24
74 mt_961_use2015_best_save_rnk500_idxctrl -12.84 6.55 140.08 108.71 140.09 30.95 43.96 88.34 115.21
79 mt_962_use2022_best_save_rnk500_idxctrl -14.47 4.91 138.45 107.08 138.45 29.32 42.33 86.71 113.57
81 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -14.80 4.58 138.12 106.75 138.12 28.99 42.00 86.38 113.24
84 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -15.53 3.86 137.40 106.03 137.40 28.26 41.28 85.65 112.52
85 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -15.66 3.72 137.26 105.89 137.26 28.12 41.14 85.51 112.38
87 mt_961_use2010_last_save_rnk500_idxctrl -15.92 3.47 137.01 105.63 137.01 27.87 40.88 85.26 112.13
89 mt_961_use2009_last_save_rnk500_idxctrl -16.08 3.30 136.84 105.47 136.84 27.70 40.72 85.09 111.96
90 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -16.28 3.10 136.64 105.27 136.65 27.51 40.52 84.90 111.76
91 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -16.59 2.79 136.33 104.96 136.34 27.20 40.21 84.59 111.45
92 mt_961_use2022_best_save_rnk500_idxctrl -16.76 2.62 136.16 104.79 136.16 27.02 40.04 84.41 111.28
94 multin_zz1000_61001_idxctrl_50010002000_pv -17.27 2.11 135.65 104.28 135.65 26.52 39.53 83.90 110.77
95 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -18.09 1.29 134.83 103.46 134.83 25.70 38.71 83.08 109.95
96 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -18.15 1.23 134.77 103.40 134.77 25.63 38.65 83.02 109.89
99 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -18.40 0.98 134.52 103.15 134.52 25.38 38.40 82.77 109.64
100 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -18.47 0.91 134.45 103.08 134.45 25.32 38.33 82.70 109.57
101 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -18.51 0.87 134.41 103.04 134.41 25.27 38.29 82.66 109.53
104 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -19.05 0.34 133.88 102.51 133.88 24.74 37.76 82.13 109.00
105 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -19.05 0.33 133.87 102.50 133.87 24.74 37.75 82.12 108.99
106 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -19.16 0.23 133.77 102.40 133.77 24.63 37.64 82.02 108.89
107 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -19.35 0.03 133.57 102.20 133.57 24.43 37.45 81.82 108.69
109 multin_zz1000_61002_idxctrl_50010002000_pv -20.60 -1.22 132.32 100.95 132.32 23.19 36.20 80.58 107.44
111 multin_zz1000_61004_idxctrl_50010002000_pv -20.84 -1.45 132.08 100.71 132.09 22.95 35.96 80.34 107.20
112 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -20.99 -1.60 131.93 100.56 131.94 22.80 35.81 80.19 107.05
113 multin_zz1000_61004_idxctrl_top3800_pv -20.99 -1.61 131.93 100.56 131.93 22.80 35.81 80.19 107.05
114 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -21.13 -1.74 131.80 100.43 131.80 22.66 35.68 80.05 106.92
116 multin_zz1000_61001_idxctrl_top3800_pv -21.48 -2.10 131.44 100.07 131.44 22.30 35.32 79.69 106.56
117 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -21.85 -2.47 131.07 99.70 131.07 21.94 34.95 79.33 106.19
123 multin_zz1000_61002_idxctrl_top3800_pv -23.46 -4.07 129.46 98.09 129.47 20.33 33.34 77.72 104.58
124 mt_961_use2013_best_save_rnk500_idxctrl -23.71 -4.32 129.22 97.85 129.22 20.08 33.10 77.47 104.34
131 mt_961_use2021_last_save_rnk500_idxctrl -24.38 -4.99 128.55 97.18 128.55 19.41 32.43 76.80 103.67
134 mt_961_use2024_best_save_rnk500_idxctrl -24.69 -5.31 128.23 96.86 128.23 19.10 32.11 76.49 103.35
146 multin_zz1000_61004_idxctrl_pv_rm_blc -27.65 -8.27 125.27 93.90 125.27 16.14 29.15 73.53 100.39
147 multin_zz1000_61002_idxctrl_pv_rm_blc -27.65 -8.27 125.27 93.90 125.27 16.14 29.15 73.53 100.39
155 multin_zz1000_61001_idxctrl_pv_rm_blc -28.53 -9.14 124.39 93.02 124.40 15.26 28.27 72.65 99.52
156 mt_961_use2013_last_save_rnk500_idxctrl -28.53 -9.15 124.39 93.02 124.40 15.26 28.27 72.65 99.51
157 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -28.93 -9.55 123.99 92.62 123.99 14.86 27.87 72.25 99.11
158 multin_zz1000_61004_idxctrl_pv -28.96 -9.58 123.96 92.59 123.96 14.82 27.84 72.21 99.08
159 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -28.96 -9.58 123.96 92.59 123.96 14.83 27.84 72.21 99.08
160 multin_zz1000_61002_idxctrl_pv -28.96 -9.58 123.96 92.59 123.96 14.82 27.84 72.21 99.08
162 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -29.08 -9.70 123.84 92.47 123.84 14.71 27.72 72.09 98.96
163 mt_962_use2011_best_save_rnk500_idxctrl -29.12 -9.73 123.81 92.44 123.81 14.67 27.69 72.06 98.93
167 multin_zz1000_61001_idxctrl_pv -29.81 -10.43 123.11 91.74 123.11 13.97 26.99 71.36 98.23
168 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -30.11 -10.72 122.82 91.45 122.82 13.68 26.70 71.07 97.94
169 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -30.12 -10.73 122.81 91.44 122.81 13.67 26.69 71.06 97.93
172 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -30.13 -10.75 122.79 91.42 122.79 13.66 26.67 71.04 97.91
173 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -30.21 -10.83 122.71 91.34 122.71 13.58 26.59 70.96 97.83
174 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -30.36 -10.98 122.56 91.19 122.56 13.43 26.44 70.82 97.68
177 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -30.91 -11.53 122.01 90.64 122.01 12.88 25.89 70.27 97.13
179 multin_zz500_61004_idxctrl_zz500_pv -31.03 -11.64 121.90 90.53 121.90 12.76 25.78 70.15 97.02
180 multin_zz500_61002_idxctrl_zz500_pv -31.29 -11.90 121.63 90.26 121.64 12.50 25.51 69.89 96.76
183 multin_zz500_61001_idxctrl_zz500_pv -31.76 -12.38 121.16 89.79 121.16 12.03 25.04 69.42 96.28
184 mt_961_use2024_last_save_rnk500_idxctrl -31.83 -12.45 121.09 89.72 121.09 11.96 24.97 69.34 96.21
186 mt_962_use2009_last_save_rnk500_idxctrl -32.07 -12.68 120.85 89.48 120.86 11.72 24.73 69.11 95.98
201 mt_962_use2016_best_save_rnk500_idxctrl -35.86 -16.48 117.06 85.69 117.07 7.93 20.94 65.32 92.18
203 mt_962_use2009_best_save_rnk500_idxctrl -36.23 -16.85 116.69 85.32 116.69 7.55 20.57 64.94 91.81
214 mt_961_use2023_last_save_rnk500_idxctrl -38.82 -19.43 114.11 82.74 114.11 4.97 17.99 62.36 89.23
215 mt_961_use2010_best_save_rnk500_idxctrl -39.29 -19.90 113.64 82.27 113.64 4.50 17.51 61.89 88.76
230 mt_962_use2018_last_save_rnk500_idxctrl -41.30 -21.91 111.63 80.26 111.63 2.49 15.51 59.88 86.75
233 mt_961_use2017_last_save_rnk500_idxctrl -41.73 -22.34 111.20 79.83 111.20 2.06 15.08 59.45 86.32
240 mt_961_use2011_best_save_rnk500_idxctrl -42.84 -23.46 110.08 78.71 110.08 0.94 13.96 58.33 85.20
247 mt_961_use2014_best_save_rnk500_idxctrl -43.75 -24.37 109.17 77.80 109.17 0.04 13.05 57.42 84.29
260 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -45.96 -26.58 106.96 75.59 106.96 -2.17 10.84 55.21 82.08
261 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -45.96 -26.58 106.96 75.59 106.96 -2.17 10.84 55.21 82.08
264 mt_961_use2020_last_save_rnk500_idxctrl -46.22 -26.84 106.70 75.33 106.70 -2.43 10.58 54.96 81.82
267 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -46.62 -27.23 106.31 74.94 106.31 -2.83 10.18 54.56 81.43
269 multin_zz1000_61002_idxctrl_pv_rm_fnd -46.75 -27.37 106.17 74.80 106.17 -2.96 10.05 54.43 81.29
270 multin_zz1000_61004_idxctrl_pv_rm_fnd -46.75 -27.37 106.17 74.80 106.17 -2.96 10.05 54.43 81.29
271 mt_961_use2017_best_save_rnk500_idxctrl -46.89 -27.50 106.04 74.67 106.04 -3.10 9.92 54.29 81.16
275 mt_961_use2008_last_save_rnk500_idxctrl -47.33 -27.94 105.60 74.23 105.60 -3.54 9.48 53.85 80.72
276 multin_zz1000_61001_idxctrl_pv_rm_fnd -47.34 -27.96 105.58 74.21 105.58 -3.56 9.46 53.83 80.70
279 mt_961_use2020_best_save_rnk500_idxctrl -47.82 -28.44 105.10 73.73 105.10 -4.04 8.98 53.35 80.22
289 mt_961_use2019_last_save_rnk500_idxctrl -50.31 -30.93 102.61 71.24 102.61 -6.53 6.49 50.86 77.73
314 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -53.80 -34.41 99.13 67.76 99.13 -10.01 3.01 47.38 74.25
315 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -53.92 -34.54 99.00 67.63 99.00 -10.13 2.88 47.25 74.12
317 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -54.00 -34.61 98.93 67.56 98.93 -10.21 2.80 47.18 74.05
318 mt_961_use2012_last_save_rnk500_idxctrl -54.03 -34.65 98.89 67.52 98.89 -10.25 2.77 47.14 74.01
320 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -54.15 -34.77 98.77 67.40 98.77 -10.36 2.65 47.03 73.89
323 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -54.30 -34.92 98.62 67.25 98.62 -10.51 2.50 46.88 73.74
324 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -54.34 -34.95 98.58 67.21 98.59 -10.55 2.46 46.84 73.70
350 mt_961_use2019_best_save_rnk500_idxctrl -58.46 -39.08 94.46 63.09 94.46 -14.67 -1.66 42.72 69.58
356 mt_961_use2014_last_save_rnk500_idxctrl -58.95 -39.57 93.97 62.60 93.98 -15.16 -2.15 42.23 69.09
367 mt_961_use2011_last_save_rnk500_idxctrl -60.12 -40.74 92.80 61.43 92.80 -16.34 -3.32 41.05 67.92
373 mt_961_use2023_best_save_rnk500_idxctrl -60.78 -41.40 92.14 60.77 92.15 -16.99 -3.98 40.40 67.26
379 mt_961_use2008_best_save_rnk500_idxctrl -61.67 -42.29 91.25 59.88 91.26 -17.88 -4.87 39.51 66.37
385 mt_961_use2012_best_save_rnk500_idxctrl -62.78 -43.39 90.15 58.78 90.15 -18.99 -5.97 38.40 65.27
396 mt_961_use2016_last_save_rnk500_idxctrl -64.72 -45.34 88.20 56.83 88.20 -20.93 -7.92 36.46 63.32
398 mt_962_use2008_last_save_rnk500_idxctrl -65.79 -46.40 87.14 55.77 87.14 -22.00 -8.98 35.39 62.26
414 mt_962_use2008_best_save_rnk500_idxctrl -69.43 -50.05 83.49 52.12 83.49 -25.64 -12.63 31.74 58.61
421 mt_961_use2016_best_save_rnk500_idxctrl -70.77 -51.39 82.15 50.78 82.16 -26.98 -13.97 30.41 57.27
430 mt_961_use2018_last_save_rnk500_idxctrl -73.06 -53.68 79.86 48.49 79.86 -29.28 -16.26 28.11 54.98
489 mt_961_use2018_best_save_rnk500_idxctrl -90.89 -71.50 62.03 30.66 62.04 -47.10 -34.09 10.29 37.15