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_20251229_151529
42 mt_962_use2017_last_save_rnk500_idxctrl 30.93 57.12 20.79 58.91 20.79 26.22 153.13 249.90 287.62
45 mt_962_use2018_best_save_rnk500_idxctrl 30.12 56.31 19.99 58.10 19.99 25.41 152.32 249.09 286.81
50 mt_962_use2020_last_save_rnk500_idxctrl 26.66 52.85 16.53 54.64 16.53 21.96 148.86 245.63 283.35
51 mt_962_use2017_best_save_rnk500_idxctrl 26.61 52.79 16.47 54.58 16.47 21.90 148.80 245.58 283.30
64 mt_962_use2022_last_save_rnk500_idxctrl 20.84 47.03 10.71 48.82 10.71 16.13 143.04 239.81 277.53
66 mt_962_use2019_last_save_rnk500_idxctrl 20.50 46.69 10.36 48.48 10.36 15.79 142.70 239.47 277.19
67 mt_962_use2015_best_save_rnk500_idxctrl 20.31 46.50 10.18 48.29 10.18 15.60 142.51 239.28 277.00
70 mt_962_use2020_best_save_rnk500_idxctrl 19.16 45.35 9.02 47.14 9.02 14.45 141.36 238.13 275.85
72 mt_962_use2015_last_save_rnk500_idxctrl 18.68 44.86 8.54 46.65 8.54 13.97 140.87 237.65 275.36
74 mt_962_use2016_last_save_rnk500_idxctrl 17.93 44.12 7.80 45.91 7.80 13.22 140.13 236.90 274.62
79 mt_962_use2018_last_save_rnk500_idxctrl 17.56 43.75 7.42 45.54 7.42 12.85 139.76 236.53 274.25
81 mt_962_use2021_best_save_rnk500_idxctrl 16.85 43.04 6.71 44.83 6.71 12.14 139.04 235.82 273.54
86 mt_961_use2024_best_save_rnk500_idxctrl 14.94 41.13 4.80 42.92 4.80 10.23 137.14 233.91 271.63
88 mt_962_use2022_best_save_rnk500_idxctrl 14.19 40.37 4.05 42.16 4.05 9.48 136.38 233.16 270.87
89 mt_962_use2019_best_save_rnk500_idxctrl 14.09 40.28 3.95 42.07 3.95 9.38 136.29 233.06 270.78
101 mt_962_use2012_last_save_rnk500_idxctrl 11.16 37.35 1.02 39.14 1.03 6.45 133.36 230.13 267.85
105 multin_zz1000_61001_idxctrl_top3800_pv 10.81 37.00 0.68 38.79 0.68 6.11 133.01 229.78 267.50
106 mt_962_use2013_best_save_rnk500_idxctrl 10.62 36.81 0.48 38.60 0.48 5.91 132.81 229.59 267.31
108 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 10.48 36.67 0.34 38.46 0.34 5.77 132.67 229.45 267.17
109 multin_zz1000_61001_idxctrl_50010002000_pv 10.38 36.57 0.24 38.36 0.24 5.67 132.58 229.35 267.07
110 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 10.02 36.21 -0.11 38.00 -0.11 5.31 132.22 228.99 266.71
122 multin_zz1000_61004_idxctrl_top3800_pv 7.82 34.01 -2.32 35.80 -2.31 3.11 130.02 226.79 264.51
123 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 7.69 33.88 -2.45 35.67 -2.45 2.98 129.89 226.66 264.38
127 mt_961_use2024_last_save_rnk500_idxctrl 7.47 33.66 -2.67 35.45 -2.67 2.76 129.67 226.44 264.16
128 mt_962_use2023_last_save_rnk500_idxctrl 7.26 33.45 -2.88 35.24 -2.88 2.55 129.46 226.23 263.95
130 multin_zz1000_61004_idxctrl_50010002000_pv 7.12 33.31 -3.02 35.10 -3.01 2.41 129.32 226.09 263.81
132 mt_962_use2013_last_save_rnk500_idxctrl 7.04 33.23 -3.10 35.02 -3.10 2.33 129.24 226.01 263.73
134 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 6.90 33.09 -3.24 34.88 -3.24 2.19 129.10 225.87 263.59
135 mt_962_use2024_last_save_rnk500_idxctrl 6.69 32.88 -3.45 34.67 -3.45 1.98 128.88 225.66 263.38
137 mt_962_use2012_best_save_rnk500_idxctrl 6.59 32.78 -3.55 34.57 -3.55 1.88 128.79 225.56 263.28
140 mt_962_use2021_last_save_rnk500_idxctrl 5.95 32.13 -4.19 33.92 -4.19 1.24 128.14 224.92 262.63
143 multin_zz1000_61002_idxctrl_50010002000_pv 5.24 31.43 -4.89 33.22 -4.89 0.53 127.44 224.21 261.93
144 multin_zz1000_61002_idxctrl_top3800_pv 5.21 31.40 -4.93 33.19 -4.93 0.50 127.40 224.18 261.90
145 mt_962_use2011_last_save_rnk500_idxctrl 5.20 31.39 -4.94 33.18 -4.94 0.49 127.39 224.17 261.89
146 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 4.94 31.12 -5.20 32.91 -5.20 0.23 127.13 223.91 261.62
147 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 4.92 31.10 -5.22 32.89 -5.22 0.21 127.11 223.88 261.60
149 mt_961_use2021_best_save_rnk500_idxctrl 4.50 30.69 -5.64 32.48 -5.64 -0.21 126.70 223.47 261.19
166 mt_962_use2024_best_save_rnk500_idxctrl 1.90 28.09 -8.23 29.88 -8.23 -2.81 124.10 220.87 258.59
170 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 1.48 27.67 -8.66 29.46 -8.66 -3.23 123.68 220.45 258.17
177 mt_962_use2023_best_save_rnk500_idxctrl 0.51 26.70 -9.62 28.49 -9.62 -4.19 122.71 219.48 257.20
179 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 0.04 26.23 -10.10 28.02 -10.10 -4.67 122.24 219.01 256.73
180 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 0.02 26.20 -10.12 27.99 -10.12 -4.69 122.21 218.98 256.70
182 multin_zz1000_61001_idxctrl_zz1000_pv -0.14 26.04 -10.28 27.83 -10.28 -4.85 122.05 218.83 256.54
189 mt_961_use2015_best_save_rnk500_idxctrl -1.06 25.12 -11.20 26.91 -11.20 -5.77 121.13 217.91 255.62
190 multin_zz1000_61002_idxctrl_zz1000_pv -1.49 24.69 -11.63 26.48 -11.63 -6.20 120.70 217.48 255.19
191 multin_zz1000_61004_idxctrl_zz1000_pv -1.61 24.58 -11.74 26.37 -11.74 -6.31 120.59 217.36 255.08
198 mt_962_use2010_last_save_rnk500_idxctrl -2.27 23.91 -12.41 25.70 -12.41 -6.98 119.92 216.70 254.42
201 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -3.17 23.01 -13.31 24.80 -13.31 -7.88 119.02 215.80 253.51
202 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -3.52 22.66 -13.66 24.45 -13.66 -8.23 118.67 215.44 253.16
203 mt_961_use2023_last_save_rnk500_idxctrl -3.53 22.65 -13.67 24.44 -13.67 -8.24 118.66 215.44 253.15
205 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -3.85 22.34 -13.99 24.13 -13.99 -8.56 118.35 215.12 252.84
206 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -3.91 22.28 -14.04 24.07 -14.04 -8.62 118.29 215.06 252.78
216 mt_961_use2015_last_save_rnk500_idxctrl -5.02 21.17 -15.15 22.96 -15.15 -9.72 117.18 213.95 251.67
217 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -5.17 21.01 -15.31 22.80 -15.31 -9.88 117.02 213.80 251.51
218 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -5.24 20.94 -15.38 22.73 -15.38 -9.95 116.95 213.73 251.44
219 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -5.25 20.94 -15.39 22.73 -15.39 -9.96 116.94 213.72 251.44
221 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -5.33 20.85 -15.47 22.64 -15.47 -10.04 116.86 213.64 251.35
223 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -5.76 20.42 -15.90 22.21 -15.90 -10.47 116.43 213.21 250.93
224 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -6.04 20.14 -16.18 21.93 -16.18 -10.75 116.15 212.93 250.64
226 mt_962_use2014_last_save_rnk500_idxctrl -6.73 19.45 -16.87 21.24 -16.87 -11.44 115.46 212.24 249.95
227 mt_961_use2013_best_save_rnk500_idxctrl -6.85 19.34 -16.98 21.13 -16.98 -11.56 115.35 212.12 249.84
230 mt_961_use2022_best_save_rnk500_idxctrl -7.28 18.91 -17.42 20.70 -17.42 -11.99 114.91 211.69 249.41
232 multin_zz1000_61001_idxctrl_pv_rm_blc -7.43 18.76 -17.57 20.55 -17.57 -12.14 114.77 211.54 249.26
233 mt_961_use2023_best_save_rnk500_idxctrl -7.56 18.63 -17.69 20.42 -17.69 -12.26 114.64 211.41 249.13
234 multin_zz1000_61004_idxctrl_pv_rm_blc -7.96 18.22 -18.10 20.01 -18.10 -12.67 114.23 211.01 248.72
235 multin_zz1000_61002_idxctrl_pv_rm_blc -7.96 18.22 -18.10 20.01 -18.10 -12.67 114.23 211.01 248.72
238 mt_962_use2010_best_save_rnk500_idxctrl -8.30 17.88 -18.44 19.67 -18.44 -13.01 113.89 210.67 248.38
240 multin_zz1000_61001_idxctrl_pv -8.51 17.68 -18.64 19.47 -18.64 -13.22 113.69 210.46 248.18
244 multin_zz1000_61004_idxctrl_pv -9.03 17.15 -19.17 18.94 -19.17 -13.74 113.16 209.94 247.65
245 multin_zz1000_61002_idxctrl_pv -9.03 17.15 -19.17 18.94 -19.17 -13.74 113.16 209.94 247.65
248 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -9.57 16.62 -19.71 18.41 -19.71 -14.28 112.63 209.40 247.12
250 mt_961_use2014_best_save_rnk500_idxctrl -9.66 16.52 -19.80 18.31 -19.80 -14.37 112.53 209.31 247.02
251 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -9.67 16.52 -19.80 18.31 -19.80 -14.37 112.53 209.30 247.02
255 mt_961_use2017_last_save_rnk500_idxctrl -9.93 16.26 -20.06 18.05 -20.06 -14.63 112.27 209.04 246.76
258 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -10.40 15.79 -20.53 17.58 -20.53 -15.10 111.80 208.57 246.29
259 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -10.42 15.77 -20.55 17.56 -20.55 -15.13 111.78 208.55 246.27
261 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -11.08 15.10 -21.22 16.89 -21.22 -15.79 111.11 207.89 245.60
263 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -11.17 15.02 -21.31 16.81 -21.31 -15.88 111.02 207.80 245.52
265 mt_961_use2022_last_save_rnk500_idxctrl -11.23 14.95 -21.37 16.74 -21.37 -15.94 110.96 207.74 245.45
274 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -12.08 14.11 -22.21 15.90 -22.21 -16.79 110.12 206.89 244.61
275 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -12.17 14.01 -22.31 15.80 -22.31 -16.88 110.02 206.80 244.52
280 mt_962_use2014_best_save_rnk500_idxctrl -12.80 13.39 -22.94 15.18 -22.94 -17.51 109.39 206.17 243.89
283 mt_961_use2016_best_save_rnk500_idxctrl -12.96 13.23 -23.10 15.02 -23.10 -17.67 109.23 206.01 243.73
284 mt_961_use2017_best_save_rnk500_idxctrl -12.96 13.23 -23.10 15.02 -23.09 -17.67 109.24 206.01 243.73
289 mt_961_use2011_best_save_rnk500_idxctrl -13.85 12.33 -23.99 14.12 -23.99 -18.56 108.34 205.12 242.83
291 mt_961_use2020_last_save_rnk500_idxctrl -13.98 12.21 -24.12 14.00 -24.12 -18.69 108.21 204.99 242.71
292 mt_962_use2009_best_save_rnk500_idxctrl -14.20 11.98 -24.34 13.77 -24.34 -18.91 107.99 204.77 242.48
298 mt_962_use2009_last_save_rnk500_idxctrl -14.76 11.43 -24.90 13.22 -24.90 -19.47 107.44 204.21 241.93
309 mt_961_use2013_last_save_rnk500_idxctrl -15.89 10.29 -26.03 12.08 -26.03 -20.60 106.30 203.08 240.79
310 mt_961_use2014_last_save_rnk500_idxctrl -16.34 9.84 -26.48 11.63 -26.48 -21.05 105.85 202.63 240.34
311 mt_962_use2011_best_save_rnk500_idxctrl -16.38 9.80 -26.52 11.59 -26.52 -21.09 105.81 202.59 240.30
312 mt_962_use2008_best_save_rnk500_idxctrl -16.45 9.73 -26.59 11.52 -26.59 -21.16 105.74 202.52 240.24
313 mt_962_use2008_last_save_rnk500_idxctrl -16.60 9.59 -26.74 11.38 -26.74 -21.31 105.59 202.37 240.09
315 multin_zz1000_61001_idxctrl_pv_rm_fnd -16.86 9.32 -27.00 11.11 -27.00 -21.57 105.33 202.11 239.82
316 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -17.00 9.18 -27.14 10.97 -27.14 -21.71 105.19 201.97 239.68
317 multin_zz1000_61002_idxctrl_pv_rm_fnd -17.26 8.93 -27.40 10.72 -27.40 -21.97 104.93 201.71 239.43
318 multin_zz1000_61004_idxctrl_pv_rm_fnd -17.26 8.93 -27.40 10.72 -27.40 -21.97 104.93 201.71 239.43
319 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -17.37 8.81 -27.51 10.60 -27.51 -22.08 104.82 201.60 239.32
320 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -17.37 8.81 -27.51 10.60 -27.51 -22.08 104.82 201.60 239.32
321 mt_962_use2016_best_save_rnk500_idxctrl -17.57 8.62 -27.71 10.41 -27.71 -22.28 104.63 201.40 239.12
326 mt_961_use2020_best_save_rnk500_idxctrl -18.32 7.87 -28.46 9.66 -28.46 -23.03 103.88 200.65 238.37
328 mt_961_use2016_last_save_rnk500_idxctrl -18.68 7.50 -28.82 9.29 -28.82 -23.39 103.51 200.29 238.00
338 mt_961_use2008_best_save_rnk500_idxctrl -19.52 6.67 -29.66 8.46 -29.66 -24.23 102.67 199.45 237.17
341 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -20.28 5.90 -30.42 7.69 -30.42 -24.99 101.91 198.69 236.41
342 multin_zz500_61001_idxctrl_zz500_pv -20.40 5.79 -30.54 7.58 -30.54 -25.11 101.80 198.57 236.29
344 mt_961_use2010_last_save_rnk500_idxctrl -20.49 5.70 -30.63 7.49 -30.63 -25.20 101.70 198.48 236.20
348 mt_961_use2011_last_save_rnk500_idxctrl -20.98 5.20 -31.12 6.99 -31.12 -25.69 101.21 197.99 235.71
349 mt_961_use2018_best_save_rnk500_idxctrl -21.04 5.14 -31.18 6.93 -31.18 -25.75 101.15 197.93 235.65
350 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -21.05 5.13 -31.19 6.92 -31.19 -25.76 101.14 197.92 235.63
351 multin_zz500_61002_idxctrl_zz500_pv -21.16 5.03 -31.29 6.82 -31.29 -25.86 101.04 197.81 235.53
352 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -21.21 4.98 -31.34 6.77 -31.34 -25.92 100.99 197.76 235.48
354 multin_zz500_61004_idxctrl_zz500_pv -21.26 4.93 -31.39 6.72 -31.39 -25.97 100.94 197.71 235.43
363 mt_961_use2009_best_save_rnk500_idxctrl -21.80 4.38 -31.94 6.17 -31.94 -26.51 100.39 197.17 234.88
365 mt_961_use2019_last_save_rnk500_idxctrl -21.94 4.24 -32.08 6.03 -32.08 -26.65 100.25 197.03 234.74
372 mt_961_use2008_last_save_rnk500_idxctrl -22.41 3.77 -32.55 5.56 -32.55 -27.12 99.78 196.56 234.27
373 mt_961_use2009_last_save_rnk500_idxctrl -22.47 3.72 -32.61 5.50 -32.61 -27.18 99.72 196.50 234.22
379 mt_961_use2018_last_save_rnk500_idxctrl -23.00 3.19 -33.13 4.98 -33.13 -27.71 99.20 195.97 233.69
386 mt_961_use2012_best_save_rnk500_idxctrl -23.58 2.60 -33.72 4.39 -33.72 -28.29 98.61 195.39 233.10
390 mt_961_use2012_last_save_rnk500_idxctrl -25.49 0.70 -35.62 2.49 -35.62 -30.20 96.71 193.48 231.20
391 mt_961_use2021_last_save_rnk500_idxctrl -25.66 0.53 -35.80 2.32 -35.80 -30.37 96.54 193.31 231.03
394 mt_961_use2019_best_save_rnk500_idxctrl -25.97 0.22 -36.10 2.01 -36.10 -30.68 96.23 193.00 230.72
396 mt_961_use2010_best_save_rnk500_idxctrl -26.44 -0.25 -36.58 1.54 -36.58 -31.15 95.75 192.53 230.25
444 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -33.99 -7.80 -44.12 -6.01 -44.12 -38.69 88.21 184.98 222.70
448 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -34.74 -8.55 -44.88 -6.76 -44.88 -39.45 87.46 184.23 221.95
449 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -35.01 -8.82 -45.15 -7.03 -45.15 -39.72 87.19 183.96 221.68
450 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -35.04 -8.85 -45.17 -7.06 -45.17 -39.74 87.16 183.93 221.65
455 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -35.74 -9.56 -45.88 -7.77 -45.88 -40.45 86.45 183.23 220.94
456 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -36.04 -9.85 -46.18 -8.06 -46.17 -40.75 86.16 182.93 220.65