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_20251225_151525
13 mt_962_use2010_last_save_rnk500_idxctrl 37.89 56.25 136.95 117.64 136.95 38.38 18.42 69.33 87.42
14 mt_962_use2010_best_save_rnk500_idxctrl 37.24 55.59 136.30 116.98 136.30 37.73 17.77 68.68 86.76
17 mt_962_use2012_best_save_rnk500_idxctrl 33.15 51.50 132.21 112.89 132.21 33.63 13.67 64.59 82.67
27 mt_962_use2011_last_save_rnk500_idxctrl 24.71 43.06 123.77 104.45 123.77 25.19 5.23 56.14 74.23
31 mt_962_use2015_last_save_rnk500_idxctrl 22.07 40.42 121.13 101.81 121.13 22.55 2.60 53.51 71.59
32 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 20.98 39.33 120.04 100.72 120.04 21.47 1.51 52.42 70.50
35 mt_962_use2012_last_save_rnk500_idxctrl 20.24 38.59 119.30 99.99 119.30 20.73 0.77 51.68 69.77
36 multin_zz1000_61002_idxctrl_50010002000_pv 19.72 38.07 118.78 99.47 118.78 20.21 0.25 51.16 69.25
38 mt_962_use2019_best_save_rnk500_idxctrl 19.56 37.91 118.61 99.30 118.61 20.04 0.08 50.99 69.08
41 mt_962_use2013_best_save_rnk500_idxctrl 19.48 37.83 118.54 99.22 118.54 19.97 0.01 50.92 69.00
43 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 19.29 37.64 118.35 99.03 118.35 19.77 -0.18 50.73 68.81
44 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 18.94 37.29 118.00 98.69 118.00 19.43 -0.53 50.38 68.47
45 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 18.78 37.13 117.84 98.52 117.83 19.26 -0.70 50.21 68.30
47 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 18.39 36.74 117.45 98.14 117.45 18.88 -1.08 49.83 67.92
48 multin_zz1000_61004_idxctrl_50010002000_pv 18.01 36.36 117.06 97.75 117.06 18.49 -1.47 49.44 67.53
49 multin_zz1000_61001_idxctrl_50010002000_pv 17.64 35.99 116.69 97.38 116.69 18.12 -1.84 49.07 67.16
51 mt_962_use2017_best_save_rnk500_idxctrl 17.50 35.85 116.56 97.25 116.56 17.99 -1.97 48.94 67.03
52 multin_zz1000_61004_idxctrl_top3800_pv 17.49 35.84 116.55 97.23 116.55 17.97 -1.99 48.92 67.01
54 multin_zz1000_61002_idxctrl_top3800_pv 17.11 35.46 116.17 96.85 116.17 17.59 -2.37 48.54 66.63
57 mt_962_use2016_last_save_rnk500_idxctrl 16.33 34.69 115.39 96.08 115.39 16.82 -3.14 47.77 65.86
59 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 15.73 34.08 114.78 95.47 114.78 16.21 -3.75 47.16 65.25
64 mt_962_use2015_best_save_rnk500_idxctrl 14.69 33.04 113.74 94.43 113.74 15.17 -4.79 46.12 64.21
65 multin_zz1000_61001_idxctrl_top3800_pv 14.66 33.01 113.72 94.40 113.72 15.15 -4.81 46.10 64.18
68 mt_962_use2013_last_save_rnk500_idxctrl 13.57 31.92 112.63 93.31 112.63 14.05 -5.91 45.00 63.09
74 mt_962_use2021_last_save_rnk500_idxctrl 10.91 29.26 109.97 90.66 109.97 11.40 -8.56 42.35 60.44
76 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 10.33 28.68 109.38 90.07 109.38 10.81 -9.15 41.76 59.85
77 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 10.32 28.67 109.37 90.06 109.37 10.80 -9.16 41.75 59.84
82 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 9.38 27.73 108.44 89.13 108.44 9.87 -10.09 40.82 58.91
83 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 9.24 27.59 108.29 88.98 108.29 9.72 -10.24 40.67 58.76
85 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 9.13 27.48 108.19 88.87 108.19 9.61 -10.34 40.57 58.65
88 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 8.64 26.99 107.70 88.38 107.70 9.12 -10.84 40.07 58.16
89 mt_962_use2019_last_save_rnk500_idxctrl 8.31 26.66 107.36 88.05 107.36 8.79 -11.17 39.74 57.83
90 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 7.91 26.26 106.96 87.65 106.96 8.39 -11.57 39.34 57.43
96 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 7.41 25.76 106.46 87.15 106.46 7.89 -12.07 38.84 56.93
97 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 7.40 25.75 106.46 87.15 106.46 7.89 -12.07 38.84 56.93
106 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 6.35 24.70 105.40 86.09 105.40 6.83 -13.13 37.78 55.87
107 mt_961_use2015_best_save_rnk500_idxctrl 6.18 24.53 105.23 85.92 105.23 6.66 -13.30 37.61 55.70
108 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 6.12 24.47 105.18 85.87 105.18 6.61 -13.35 37.56 55.65
113 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 4.79 23.14 103.85 84.53 103.84 5.27 -14.69 36.22 54.31
119 mt_962_use2014_best_save_rnk500_idxctrl 3.90 22.25 102.95 83.64 102.95 4.38 -15.58 35.33 53.42
122 mt_962_use2023_best_save_rnk500_idxctrl 3.83 22.18 102.89 83.57 102.89 4.31 -15.65 35.26 53.35
132 mt_962_use2021_best_save_rnk500_idxctrl 3.05 21.40 102.10 82.79 102.10 3.53 -16.43 34.48 52.57
153 mt_961_use2009_best_save_rnk500_idxctrl 1.70 20.05 100.75 81.44 100.75 2.18 -17.78 33.13 51.22
154 mt_961_use2013_best_save_rnk500_idxctrl 1.63 19.98 100.69 81.37 100.69 2.11 -17.84 33.07 51.15
158 mt_961_use2011_best_save_rnk500_idxctrl 0.86 19.21 99.91 80.60 99.91 1.34 -18.62 32.29 50.38
164 mt_962_use2022_last_save_rnk500_idxctrl -0.21 18.14 98.85 79.53 98.85 0.28 -19.68 31.23 49.31
165 mt_962_use2020_best_save_rnk500_idxctrl -0.29 18.06 98.77 79.45 98.77 0.19 -19.76 31.15 49.23
172 mt_962_use2020_last_save_rnk500_idxctrl -1.57 16.78 97.49 78.17 97.49 -1.08 -21.04 29.87 47.95
173 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -1.61 16.74 97.45 78.13 97.45 -1.13 -21.08 29.83 47.91
176 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -2.02 16.33 97.03 77.72 97.03 -1.54 -21.50 29.41 47.50
186 mt_961_use2009_last_save_rnk500_idxctrl -2.54 15.81 96.51 77.20 96.51 -2.06 -22.02 28.89 46.98
187 multin_zz1000_61002_idxctrl_zz1000_pv -2.72 15.64 96.34 77.03 96.34 -2.23 -22.19 28.72 46.81
190 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -3.05 15.30 96.00 76.69 96.00 -2.57 -22.53 28.38 46.47
191 multin_zz1000_61004_idxctrl_zz1000_pv -3.10 15.25 95.96 76.64 95.95 -2.62 -22.58 28.33 46.42
192 mt_962_use2023_last_save_rnk500_idxctrl -3.22 15.13 95.84 76.52 95.84 -2.74 -22.70 28.21 46.30
196 mt_962_use2011_best_save_rnk500_idxctrl -3.76 14.59 95.29 75.98 95.29 -3.28 -23.24 27.67 45.76
200 multin_zz1000_61001_idxctrl_zz1000_pv -4.16 14.20 94.90 75.59 94.90 -3.67 -23.63 27.28 45.37
201 mt_961_use2013_last_save_rnk500_idxctrl -4.34 14.02 94.72 75.41 94.72 -3.85 -23.81 27.10 45.19
217 mt_962_use2018_best_save_rnk500_idxctrl -7.08 11.27 91.97 72.66 91.97 -6.60 -26.56 24.35 42.44
221 mt_962_use2017_last_save_rnk500_idxctrl -7.42 10.93 91.63 72.32 91.63 -6.94 -26.90 24.01 42.10
229 mt_962_use2014_last_save_rnk500_idxctrl -7.72 10.63 91.34 72.02 91.34 -7.23 -27.19 23.72 41.80
238 mt_961_use2014_best_save_rnk500_idxctrl -8.62 9.73 90.44 71.12 90.44 -8.14 -28.09 22.82 40.90
244 mt_961_use2010_last_save_rnk500_idxctrl -9.75 8.60 89.31 69.99 89.31 -9.26 -29.22 21.69 39.77
265 mt_962_use2022_best_save_rnk500_idxctrl -12.66 5.69 86.39 67.08 86.39 -12.18 -32.14 18.77 36.86
277 mt_962_use2009_last_save_rnk500_idxctrl -14.05 4.30 85.01 65.69 85.00 -13.57 -33.53 17.38 35.47
302 mt_962_use2016_best_save_rnk500_idxctrl -16.39 1.96 82.66 63.35 82.66 -15.91 -35.87 15.04 33.13
304 multin_zz1000_61004_idxctrl_pv_rm_blc -16.77 1.58 82.29 62.98 82.29 -16.28 -36.24 14.67 32.76
305 multin_zz1000_61002_idxctrl_pv_rm_blc -16.77 1.58 82.29 62.98 82.29 -16.28 -36.24 14.67 32.76
316 mt_961_use2015_last_save_rnk500_idxctrl -17.58 0.77 81.48 62.16 81.47 -17.10 -37.06 13.85 31.94
317 mt_962_use2024_best_save_rnk500_idxctrl -17.90 0.45 81.16 61.85 81.16 -17.41 -37.37 13.54 31.63
318 multin_zz1000_61002_idxctrl_pv -18.00 0.35 81.06 61.75 81.06 -17.51 -37.47 13.44 31.53
319 multin_zz1000_61004_idxctrl_pv -18.00 0.35 81.06 61.75 81.06 -17.51 -37.47 13.44 31.53
320 mt_962_use2009_best_save_rnk500_idxctrl -18.05 0.30 81.01 61.69 81.01 -17.57 -37.53 13.38 31.47
321 multin_zz1000_61001_idxctrl_pv_rm_blc -18.11 0.24 80.95 61.63 80.95 -17.62 -37.58 13.33 31.41
322 mt_961_use2010_best_save_rnk500_idxctrl -18.23 0.13 80.83 61.52 80.83 -17.74 -37.70 13.21 31.30
331 mt_962_use2024_last_save_rnk500_idxctrl -18.92 -0.57 80.13 60.82 80.13 -18.44 -38.40 12.51 30.60
337 multin_zz1000_61001_idxctrl_pv -19.37 -1.02 79.69 60.37 79.69 -18.88 -38.84 12.07 30.15
338 mt_961_use2022_best_save_rnk500_idxctrl -19.62 -1.27 79.44 60.12 79.43 -19.14 -39.10 11.81 29.90
343 mt_961_use2012_last_save_rnk500_idxctrl -20.06 -1.71 79.00 59.69 79.00 -19.57 -39.53 11.38 29.47
349 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -21.11 -2.76 77.94 58.63 77.94 -20.63 -40.59 10.32 28.41
356 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -21.71 -3.36 77.35 58.04 77.35 -21.22 -41.18 9.73 27.82
358 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -21.80 -3.45 77.26 57.94 77.26 -21.32 -41.27 9.64 27.72
365 mt_961_use2008_last_save_rnk500_idxctrl -22.45 -4.10 76.61 57.30 76.61 -21.96 -41.92 8.99 27.08
368 multin_zz500_61001_idxctrl_zz500_pv -23.06 -4.71 75.99 56.68 75.99 -22.58 -42.54 8.37 26.46
374 multin_zz500_61004_idxctrl_zz500_pv -23.49 -5.14 75.56 56.25 75.56 -23.01 -42.97 7.94 26.03
376 multin_zz500_61002_idxctrl_zz500_pv -23.61 -5.26 75.45 56.13 75.45 -23.12 -43.08 7.83 25.91
378 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -23.66 -5.31 75.40 56.08 75.40 -23.18 -43.14 7.77 25.86
381 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -23.95 -5.60 75.11 55.79 75.11 -23.47 -43.42 7.49 25.57
385 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -24.77 -6.42 74.29 54.97 74.28 -24.29 -44.25 6.66 24.75
386 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -24.79 -6.44 74.27 54.96 74.27 -24.30 -44.26 6.65 24.74
390 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -25.01 -6.66 74.05 54.73 74.05 -24.53 -44.48 6.43 24.51
392 mt_961_use2022_last_save_rnk500_idxctrl -25.27 -6.92 73.79 54.47 73.79 -24.78 -44.74 6.17 24.25
396 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -25.91 -7.56 73.15 53.83 73.15 -25.43 -45.38 5.53 23.61
398 mt_961_use2011_last_save_rnk500_idxctrl -26.24 -7.89 72.82 53.50 72.81 -25.76 -45.72 5.19 23.28
402 mt_962_use2018_last_save_rnk500_idxctrl -27.80 -9.45 71.26 51.94 71.26 -27.31 -47.27 3.64 21.72
417 mt_961_use2012_best_save_rnk500_idxctrl -29.82 -11.47 69.24 49.92 69.24 -29.33 -49.29 1.62 19.70
436 mt_961_use2020_best_save_rnk500_idxctrl -31.99 -13.64 67.07 47.75 67.07 -31.50 -51.46 -0.55 17.53
439 mt_961_use2020_last_save_rnk500_idxctrl -32.24 -13.89 66.82 47.50 66.82 -31.76 -51.72 -0.81 17.28
446 mt_961_use2019_last_save_rnk500_idxctrl -33.54 -15.19 65.52 46.20 65.52 -33.05 -53.01 -2.10 15.99
448 mt_961_use2017_last_save_rnk500_idxctrl -35.07 -16.72 63.98 44.67 63.98 -34.59 -54.55 -3.64 14.45
454 mt_961_use2008_best_save_rnk500_idxctrl -36.78 -18.43 62.27 42.96 62.27 -36.30 -56.26 -5.35 12.74
455 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -37.42 -19.07 61.64 42.32 61.64 -36.93 -56.89 -5.98 12.11
456 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -37.42 -19.07 61.64 42.32 61.64 -36.93 -56.89 -5.98 12.11
459 mt_961_use2019_best_save_rnk500_idxctrl -37.91 -19.56 61.15 41.83 61.15 -37.43 -57.39 -6.48 11.61
462 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -38.32 -19.96 60.74 41.43 60.74 -37.83 -57.79 -6.88 11.21
463 multin_zz1000_61004_idxctrl_pv_rm_fnd -38.75 -20.40 60.30 40.99 60.30 -38.27 -58.23 -7.32 10.77
464 multin_zz1000_61002_idxctrl_pv_rm_fnd -38.75 -20.40 60.30 40.99 60.30 -38.27 -58.23 -7.32 10.77
465 mt_961_use2017_best_save_rnk500_idxctrl -39.24 -20.89 59.82 40.50 59.82 -38.76 -58.71 -7.80 10.28
466 mt_961_use2021_best_save_rnk500_idxctrl -39.51 -21.16 59.54 40.23 59.54 -39.03 -58.99 -8.08 10.01
467 multin_zz1000_61001_idxctrl_pv_rm_fnd -39.73 -21.37 59.33 40.02 59.33 -39.24 -59.20 -8.29 9.80
470 mt_961_use2018_last_save_rnk500_idxctrl -40.94 -22.59 58.11 38.80 58.11 -40.46 -60.42 -9.51 8.58
472 mt_961_use2024_last_save_rnk500_idxctrl -41.60 -23.25 57.46 38.14 57.46 -41.12 -61.08 -10.17 7.92
479 mt_961_use2023_last_save_rnk500_idxctrl -45.21 -26.86 53.85 34.53 53.84 -44.73 -64.69 -13.78 4.31
481 mt_961_use2024_best_save_rnk500_idxctrl -45.30 -26.95 53.76 34.44 53.76 -44.81 -64.77 -13.86 4.22
483 mt_961_use2014_last_save_rnk500_idxctrl -46.48 -28.13 52.58 33.26 52.58 -46.00 -65.96 -15.05 3.04
488 mt_961_use2018_best_save_rnk500_idxctrl -47.89 -29.54 51.17 31.85 51.17 -47.41 -67.36 -16.45 1.63
490 mt_961_use2021_last_save_rnk500_idxctrl -48.49 -30.14 50.57 31.25 50.57 -48.00 -67.96 -17.05 1.04
491 mt_961_use2016_last_save_rnk500_idxctrl -48.64 -30.29 50.41 31.10 50.41 -48.16 -68.12 -17.21 0.88
492 mt_962_use2008_last_save_rnk500_idxctrl -49.23 -30.88 49.83 30.51 49.83 -48.74 -68.70 -17.79 0.29
493 mt_962_use2008_best_save_rnk500_idxctrl -49.41 -31.06 49.65 30.33 49.65 -48.92 -68.88 -17.97 0.11
495 mt_961_use2016_best_save_rnk500_idxctrl -49.67 -31.32 49.39 30.07 49.39 -49.18 -69.14 -18.23 -0.15
499 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -54.07 -35.72 44.98 25.67 44.98 -53.59 -73.55 -22.64 -4.55
500 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -54.98 -36.63 44.07 24.76 44.07 -54.50 -74.46 -23.55 -5.46
501 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -54.99 -36.64 44.07 24.76 44.07 -54.50 -74.46 -23.55 -5.46
502 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -55.97 -37.62 43.09 23.77 43.09 -55.48 -75.44 -24.53 -6.45
503 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -56.64 -38.29 42.41 23.10 42.41 -56.16 -76.12 -25.21 -7.12
504 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -56.65 -38.30 42.41 23.09 42.41 -56.17 -76.12 -25.21 -7.13
505 mt_961_use2023_best_save_rnk500_idxctrl -56.98 -38.63 42.08 22.76 42.08 -56.50 -76.45 -25.54 -7.46