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_20251226_151541
2 mt_962_use2014_last_save_rnk500_idxctrl 95.80 63.05 130.80 97.60 130.80 187.09 276.53 278.09 276.17
4 mt_962_use2014_best_save_rnk500_idxctrl 85.11 52.36 120.11 86.91 120.11 176.40 265.84 267.40 265.48
8 mt_962_use2012_last_save_rnk500_idxctrl 63.52 30.77 98.52 65.31 98.52 154.80 244.24 245.80 243.89
9 mt_962_use2013_best_save_rnk500_idxctrl 62.72 29.97 97.72 64.51 97.72 154.00 243.44 245.00 243.09
10 mt_961_use2014_best_save_rnk500_idxctrl 61.75 29.00 96.75 63.55 96.75 153.04 242.48 244.04 242.12
11 mt_962_use2017_last_save_rnk500_idxctrl 60.28 27.52 95.27 62.07 95.27 151.56 241.00 242.56 240.64
12 mt_961_use2014_last_save_rnk500_idxctrl 57.77 25.02 92.77 59.56 92.77 149.05 238.50 240.05 238.14
15 mt_961_use2021_best_save_rnk500_idxctrl 50.96 18.21 85.96 52.75 85.96 142.24 231.68 233.24 231.33
16 mt_962_use2013_last_save_rnk500_idxctrl 46.23 13.48 81.22 48.02 81.22 137.51 226.95 228.51 226.60
17 mt_962_use2017_best_save_rnk500_idxctrl 45.42 12.67 80.42 47.22 80.42 136.71 226.15 227.71 225.79
19 mt_962_use2012_best_save_rnk500_idxctrl 44.47 11.72 79.47 46.26 79.47 135.75 225.19 226.75 224.84
20 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 41.96 9.21 76.96 43.75 76.96 133.24 222.68 224.24 222.33
21 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 40.82 8.06 75.81 42.61 75.81 132.10 221.54 223.10 221.18
22 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 39.96 7.21 74.96 41.76 74.96 131.25 220.69 222.25 220.33
23 multin_zz500_61001_idxctrl_zz500_pv 39.25 6.50 74.24 41.04 74.24 130.53 219.97 221.53 219.62
24 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 38.00 5.25 73.00 39.80 73.00 129.29 218.73 220.29 218.37
25 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 37.93 5.18 72.93 39.72 72.93 129.21 218.65 220.21 218.30
26 mt_962_use2016_last_save_rnk500_idxctrl 36.93 4.18 71.93 38.73 71.93 128.22 217.66 219.22 217.30
27 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 36.81 4.06 71.81 38.61 71.81 128.10 217.54 219.10 217.18
28 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 36.77 4.02 71.77 38.57 71.77 128.06 217.50 219.06 217.14
29 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 36.33 3.58 71.32 38.12 71.32 127.61 217.05 218.61 216.69
31 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 35.82 3.07 70.82 37.61 70.82 127.10 216.54 218.10 216.19
32 multin_zz500_61002_idxctrl_zz500_pv 35.50 2.75 70.50 37.29 70.50 126.78 216.22 217.78 215.87
33 multin_zz500_61004_idxctrl_zz500_pv 35.03 2.28 70.03 36.82 70.03 126.31 215.75 217.31 215.40
35 mt_962_use2011_last_save_rnk500_idxctrl 34.27 1.52 69.27 36.06 69.27 125.55 214.99 216.55 214.64
40 mt_961_use2015_last_save_rnk500_idxctrl 28.57 -4.18 63.57 30.36 63.57 119.85 209.29 210.85 208.94
42 mt_962_use2016_best_save_rnk500_idxctrl 27.51 -5.24 62.51 29.30 62.51 118.80 208.24 209.80 207.88
44 mt_961_use2019_best_save_rnk500_idxctrl 27.22 -5.53 62.22 29.01 62.22 118.50 207.94 209.50 207.59
46 mt_961_use2015_best_save_rnk500_idxctrl 27.00 -5.75 62.00 28.79 62.00 118.28 207.72 209.28 207.37
49 mt_961_use2024_best_save_rnk500_idxctrl 26.16 -6.59 61.16 27.95 61.16 117.45 206.89 208.44 206.53
52 mt_961_use2017_best_save_rnk500_idxctrl 24.09 -8.66 59.09 25.88 59.09 115.38 204.82 206.37 204.46
53 mt_962_use2018_last_save_rnk500_idxctrl 23.76 -8.99 58.75 25.55 58.75 115.04 204.48 206.04 204.13
54 mt_962_use2021_last_save_rnk500_idxctrl 22.76 -9.99 57.76 24.56 57.76 114.05 203.49 205.05 203.13
55 mt_962_use2009_last_save_rnk500_idxctrl 21.96 -10.79 56.96 23.76 56.96 113.25 202.69 204.25 202.33
56 mt_961_use2023_last_save_rnk500_idxctrl 20.51 -12.24 55.51 22.30 55.51 111.79 201.23 202.79 200.88
59 mt_962_use2010_best_save_rnk500_idxctrl 20.09 -12.66 55.09 21.88 55.09 111.37 200.81 202.37 200.46
60 mt_962_use2009_best_save_rnk500_idxctrl 19.90 -12.85 54.89 21.69 54.89 111.18 200.62 202.18 200.27
61 mt_962_use2019_last_save_rnk500_idxctrl 19.46 -13.29 54.46 21.25 54.46 110.74 200.18 201.74 199.83
64 mt_961_use2023_best_save_rnk500_idxctrl 17.85 -14.90 52.85 19.64 52.85 109.13 198.57 200.13 198.22
65 mt_962_use2011_best_save_rnk500_idxctrl 17.75 -15.00 52.75 19.54 52.75 109.03 198.47 200.03 198.12
66 mt_961_use2024_last_save_rnk500_idxctrl 17.67 -15.08 52.67 19.47 52.67 108.96 198.40 199.96 198.04
67 mt_962_use2023_best_save_rnk500_idxctrl 17.57 -15.18 52.57 19.37 52.57 108.86 198.30 199.86 197.94
69 mt_962_use2008_last_save_rnk500_idxctrl 16.71 -16.04 51.71 18.51 51.71 108.00 197.44 199.00 197.08
72 mt_961_use2021_last_save_rnk500_idxctrl 15.42 -17.33 50.42 17.22 50.42 106.71 196.15 197.71 195.79
73 mt_962_use2010_last_save_rnk500_idxctrl 14.27 -18.48 49.27 16.07 49.27 105.56 195.00 196.56 194.64
74 mt_962_use2018_best_save_rnk500_idxctrl 13.81 -18.94 48.81 15.60 48.81 105.10 194.54 196.10 194.18
78 mt_962_use2015_last_save_rnk500_idxctrl 12.17 -20.58 47.17 13.96 47.17 103.45 192.89 194.45 192.54
80 mt_962_use2008_best_save_rnk500_idxctrl 11.91 -20.84 46.91 13.71 46.91 103.20 192.64 194.20 192.28
81 mt_961_use2008_last_save_rnk500_idxctrl 11.10 -21.65 46.09 12.89 46.09 102.38 191.82 193.38 191.46
82 mt_962_use2020_last_save_rnk500_idxctrl 9.53 -23.22 44.53 11.33 44.53 100.82 190.26 191.82 189.90
83 multin_zz1000_61001_idxctrl_pv 9.52 -23.23 44.52 11.31 44.52 100.81 190.25 191.80 189.89
86 mt_961_use2016_best_save_rnk500_idxctrl 8.61 -24.14 43.61 10.40 43.61 99.90 189.34 190.89 188.98
88 multin_zz1000_61001_idxctrl_pv_rm_fnd 8.32 -24.43 43.32 10.11 43.32 99.60 189.04 190.60 188.69
89 multin_zz1000_61001_idxctrl_pv_rm_blc 8.14 -24.61 43.14 9.93 43.14 99.42 188.86 190.42 188.51
91 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 8.13 -24.62 43.13 9.93 43.13 99.42 188.86 190.42 188.50
94 mt_962_use2022_last_save_rnk500_idxctrl 7.09 -25.66 42.09 8.88 42.09 98.37 187.81 189.37 187.46
95 mt_961_use2017_last_save_rnk500_idxctrl 6.97 -25.78 41.97 8.76 41.97 98.25 187.69 189.25 187.34
96 multin_zz1000_61004_idxctrl_pv 6.96 -25.79 41.96 8.75 41.96 98.24 187.68 189.24 187.33
97 multin_zz1000_61002_idxctrl_pv 6.96 -25.79 41.96 8.75 41.96 98.24 187.68 189.24 187.33
99 mt_961_use2008_best_save_rnk500_idxctrl 6.62 -26.13 41.62 8.41 41.62 97.91 187.35 188.90 186.99
100 multin_zz1000_61002_idxctrl_pv_rm_fnd 6.28 -26.47 41.28 8.07 41.28 97.57 187.01 188.57 186.65
101 multin_zz1000_61004_idxctrl_pv_rm_fnd 6.28 -26.47 41.28 8.07 41.28 97.57 187.01 188.57 186.65
102 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 6.12 -26.63 41.12 7.91 41.12 97.40 186.84 188.40 186.49
103 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 6.12 -26.63 41.12 7.91 41.12 97.40 186.84 188.40 186.49
104 mt_962_use2023_last_save_rnk500_idxctrl 5.76 -26.99 40.76 7.55 40.76 97.04 186.48 188.04 186.13
105 multin_zz1000_61004_idxctrl_pv_rm_blc 5.63 -27.12 40.63 7.43 40.63 96.92 186.36 187.92 186.00
106 multin_zz1000_61002_idxctrl_pv_rm_blc 5.63 -27.12 40.63 7.43 40.63 96.92 186.36 187.92 186.00
114 mt_962_use2020_best_save_rnk500_idxctrl 3.69 -29.07 38.68 5.48 38.68 94.97 184.41 185.97 184.05
120 mt_962_use2024_last_save_rnk500_idxctrl 3.21 -29.54 38.21 5.01 38.21 94.50 183.94 185.50 183.58
122 mt_961_use2022_last_save_rnk500_idxctrl 3.02 -29.73 38.02 4.81 38.02 94.30 183.74 185.30 183.39
124 mt_961_use2016_last_save_rnk500_idxctrl 1.58 -31.17 36.58 3.37 36.58 92.86 182.31 183.86 181.95
127 mt_962_use2024_best_save_rnk500_idxctrl 0.94 -31.81 35.94 2.73 35.94 92.23 181.67 183.23 181.31
133 mt_962_use2019_best_save_rnk500_idxctrl -0.96 -33.71 34.04 0.84 34.04 90.33 179.77 181.33 179.41
134 mt_962_use2021_best_save_rnk500_idxctrl -1.36 -34.11 33.63 0.43 33.63 89.92 179.36 180.92 179.00
145 mt_961_use2022_best_save_rnk500_idxctrl -3.57 -36.32 31.43 -1.78 31.43 87.72 177.16 178.72 176.80
147 mt_961_use2019_last_save_rnk500_idxctrl -3.88 -36.63 31.12 -2.09 31.12 87.40 176.84 178.40 176.49
149 mt_961_use2013_best_save_rnk500_idxctrl -4.95 -37.70 30.05 -3.16 30.05 86.34 175.78 177.33 175.42
150 multin_zz1000_61001_idxctrl_zz1000_pv -5.39 -38.14 29.61 -3.59 29.61 85.90 175.34 176.90 174.98
155 multin_zz1000_61004_idxctrl_zz1000_pv -6.40 -39.15 28.60 -4.60 28.60 84.89 174.33 175.89 173.97
156 multin_zz1000_61002_idxctrl_zz1000_pv -6.66 -39.41 28.34 -4.87 28.34 84.62 174.06 175.62 173.71
157 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -6.67 -39.42 28.33 -4.87 28.33 84.62 174.06 175.62 173.70
159 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -6.83 -39.58 28.17 -5.04 28.17 84.45 173.89 175.45 173.54
161 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -6.89 -39.64 28.11 -5.10 28.11 84.39 173.83 175.39 173.48
162 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -6.91 -39.66 28.09 -5.11 28.09 84.38 173.82 175.38 173.46
164 mt_961_use2009_best_save_rnk500_idxctrl -6.99 -39.74 28.01 -5.20 28.01 84.29 173.74 175.29 173.38
167 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -7.04 -39.79 27.95 -5.25 27.95 84.24 173.68 175.24 173.33
168 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -7.10 -39.85 27.90 -5.31 27.90 84.18 173.62 175.18 173.27
169 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -7.42 -40.17 27.58 -5.63 27.58 83.86 173.30 174.86 172.95
177 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -8.41 -41.16 26.59 -6.61 26.59 82.88 172.32 173.88 171.96
179 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -8.57 -41.32 26.43 -6.78 26.43 82.71 172.15 173.71 171.80
180 mt_961_use2009_last_save_rnk500_idxctrl -8.57 -41.32 26.43 -6.77 26.43 82.72 172.16 173.72 171.80
199 mt_961_use2012_last_save_rnk500_idxctrl -13.14 -45.89 21.86 -11.35 21.86 78.14 167.58 169.14 167.23
202 mt_961_use2020_last_save_rnk500_idxctrl -13.20 -45.95 21.80 -11.41 21.80 78.09 167.53 169.09 167.17
205 mt_961_use2011_best_save_rnk500_idxctrl -13.86 -46.61 21.14 -12.07 21.14 77.43 166.87 168.42 166.51
208 mt_961_use2020_best_save_rnk500_idxctrl -14.11 -46.86 20.89 -12.32 20.89 77.18 166.62 168.17 166.26
222 multin_zz1000_61001_idxctrl_top3800_pv -16.69 -49.44 18.31 -14.89 18.31 74.60 164.04 165.60 163.68
223 mt_961_use2012_best_save_rnk500_idxctrl -17.09 -49.84 17.91 -15.30 17.91 74.20 163.64 165.20 163.28
226 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -17.61 -50.36 17.39 -15.82 17.39 73.67 163.11 164.67 162.76
228 multin_zz1000_61001_idxctrl_50010002000_pv -17.74 -50.49 17.26 -15.95 17.26 73.54 162.98 164.54 162.63
231 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -18.29 -51.05 16.70 -16.50 16.70 72.99 162.43 163.99 162.07
235 mt_961_use2018_best_save_rnk500_idxctrl -18.99 -51.74 16.01 -17.20 16.01 72.30 161.74 163.29 161.38
244 multin_zz1000_61002_idxctrl_50010002000_pv -20.66 -53.41 14.34 -18.87 14.34 70.62 160.06 161.62 159.71
247 multin_zz1000_61002_idxctrl_top3800_pv -21.14 -53.89 13.86 -19.35 13.86 70.15 159.59 161.14 159.23
248 multin_zz1000_61004_idxctrl_50010002000_pv -21.32 -54.07 13.68 -19.53 13.68 69.97 159.41 160.97 159.05
249 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -21.39 -54.15 13.60 -19.60 13.60 69.89 159.33 160.89 158.97
250 mt_961_use2018_last_save_rnk500_idxctrl -21.68 -54.44 13.31 -19.89 13.31 69.60 159.04 160.60 158.68
251 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -21.74 -54.49 13.26 -19.94 13.26 69.55 158.99 160.55 158.63
254 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -22.19 -54.94 12.81 -20.40 12.81 69.09 158.53 160.09 158.18
255 mt_961_use2013_last_save_rnk500_idxctrl -22.31 -55.06 12.69 -20.51 12.69 68.98 158.42 159.98 158.06
257 multin_zz1000_61004_idxctrl_top3800_pv -22.88 -55.63 12.12 -21.09 12.12 68.40 157.84 159.40 157.49
261 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -24.22 -56.97 10.78 -22.42 10.78 67.07 156.51 158.07 156.15
262 mt_961_use2011_last_save_rnk500_idxctrl -24.24 -56.99 10.76 -22.44 10.76 67.05 156.49 158.05 156.13
283 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -28.27 -61.02 6.73 -26.48 6.73 63.01 152.45 154.01 152.10
285 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -28.77 -61.53 6.22 -26.98 6.22 62.51 151.95 153.51 151.59
288 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -29.09 -61.84 5.91 -27.30 5.91 62.19 151.64 153.19 151.28
289 mt_961_use2010_best_save_rnk500_idxctrl -29.14 -61.90 5.85 -27.35 5.85 62.14 151.58 153.14 151.22
290 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -29.15 -61.90 5.85 -27.36 5.85 62.13 151.57 153.13 151.22
291 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -29.39 -62.14 5.61 -27.60 5.61 61.89 151.34 152.89 150.98
292 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -29.47 -62.22 5.53 -27.67 5.53 61.82 151.26 152.82 150.90
294 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -29.84 -62.60 5.15 -28.05 5.15 61.44 150.88 152.44 150.52
296 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -30.18 -62.93 4.82 -28.39 4.82 61.11 150.55 152.10 150.19
297 mt_962_use2022_best_save_rnk500_idxctrl -30.21 -62.96 4.79 -28.41 4.79 61.08 150.52 152.08 150.16
298 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -30.31 -63.06 4.69 -28.52 4.69 60.97 150.41 151.97 150.06
299 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -30.39 -63.14 4.61 -28.60 4.61 60.89 150.33 151.89 149.98
304 mt_961_use2010_last_save_rnk500_idxctrl -31.97 -64.72 3.03 -30.18 3.03 59.31 148.75 150.31 148.40
306 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -32.11 -64.86 2.89 -30.32 2.89 59.17 148.61 150.17 148.26
307 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -32.18 -64.93 2.82 -30.39 2.82 59.10 148.54 150.10 148.19
316 mt_962_use2015_best_save_rnk500_idxctrl -36.52 -69.27 -1.52 -34.72 -1.52 54.77 144.21 145.77 143.85