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_20251230_151543
4 mt_961_use2021_best_save_rnk500_idxctrl 39.92 7.17 46.01 19.79 46.01 97.33 98.56 52.98 31.89
5 mt_961_use2019_best_save_rnk500_idxctrl 35.10 2.35 41.19 14.97 41.19 92.51 93.74 48.16 27.07
7 mt_961_use2020_best_save_rnk500_idxctrl 32.38 -0.36 38.47 12.26 38.47 89.80 91.03 45.45 24.35
8 mt_961_use2020_last_save_rnk500_idxctrl 31.61 -1.14 37.70 11.48 37.70 89.02 90.25 44.67 23.58
13 mt_962_use2022_best_save_rnk500_idxctrl 23.27 -9.48 29.36 3.14 29.36 80.68 81.91 36.33 15.24
17 mt_961_use2019_last_save_rnk500_idxctrl 18.69 -14.05 24.78 -1.44 24.78 76.10 77.34 31.76 10.66
18 mt_961_use2021_last_save_rnk500_idxctrl 16.49 -16.25 22.58 -3.64 22.58 73.90 75.14 29.56 8.46
19 mt_961_use2013_best_save_rnk500_idxctrl 16.48 -16.27 22.57 -3.65 22.57 73.89 75.12 29.54 8.44
20 mt_962_use2020_best_save_rnk500_idxctrl 16.08 -16.67 22.17 -4.05 22.17 73.49 74.72 29.14 8.05
23 mt_961_use2022_best_save_rnk500_idxctrl 15.16 -17.59 21.24 -4.97 21.24 72.57 73.80 28.22 7.12
26 mt_962_use2021_best_save_rnk500_idxctrl 11.94 -20.80 18.03 -8.19 18.03 69.35 70.59 25.01 3.91
30 mt_962_use2020_last_save_rnk500_idxctrl 8.84 -23.90 14.93 -11.29 14.93 66.25 67.48 21.91 0.81
32 mt_962_use2015_best_save_rnk500_idxctrl 6.78 -25.97 12.87 -13.35 12.87 64.19 65.42 19.84 -1.26
35 mt_962_use2021_last_save_rnk500_idxctrl 6.02 -26.72 12.11 -14.11 12.11 63.43 64.67 19.09 -2.01
38 multin_zz500_61001_idxctrl_zz500_pv 4.82 -27.92 10.91 -15.31 10.91 62.23 63.47 17.89 -3.21
39 mt_962_use2019_best_save_rnk500_idxctrl 4.81 -27.94 10.90 -15.32 10.90 62.22 63.45 17.87 -3.23
40 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 4.44 -28.30 10.53 -15.69 10.53 61.85 63.09 17.51 -3.59
43 mt_961_use2017_best_save_rnk500_idxctrl 2.35 -30.40 8.44 -17.78 8.44 59.76 60.99 15.41 -5.68
44 multin_zz500_61004_idxctrl_zz500_pv 1.59 -31.15 7.68 -18.54 7.68 59.00 60.23 14.66 -6.44
46 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 1.46 -31.29 7.55 -18.67 7.55 58.87 60.10 14.52 -6.57
47 multin_zz500_61002_idxctrl_zz500_pv 1.23 -31.51 7.32 -18.90 7.32 58.64 59.88 14.30 -6.80
48 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 1.06 -31.68 7.15 -19.07 7.15 58.47 59.71 14.13 -6.97
52 mt_961_use2022_last_save_rnk500_idxctrl -1.35 -34.09 4.74 -21.48 4.74 56.06 57.30 11.72 -9.38
54 mt_961_use2018_last_save_rnk500_idxctrl -1.66 -34.40 4.43 -21.79 4.43 55.75 56.98 11.41 -9.69
55 mt_962_use2019_last_save_rnk500_idxctrl -2.77 -35.52 3.32 -22.90 3.32 54.64 55.87 10.29 -10.81
58 mt_961_use2017_last_save_rnk500_idxctrl -3.57 -36.32 2.52 -23.70 2.52 53.84 55.07 9.49 -11.60
59 mt_962_use2024_last_save_rnk500_idxctrl -3.88 -36.63 2.21 -24.01 2.21 53.53 54.76 9.18 -11.92
60 multin_zz1000_61001_idxctrl_pv -4.64 -37.39 1.45 -24.77 1.45 52.77 54.00 8.42 -12.68
62 multin_zz1000_61001_idxctrl_pv_rm_blc -5.19 -37.93 0.90 -25.32 0.90 52.22 53.46 7.88 -13.22
63 mt_962_use2024_best_save_rnk500_idxctrl -5.39 -38.13 0.70 -25.52 0.70 52.02 53.26 7.68 -13.42
64 mt_962_use2023_last_save_rnk500_idxctrl -5.70 -38.45 0.39 -25.83 0.39 51.71 52.94 7.36 -13.73
68 mt_961_use2018_best_save_rnk500_idxctrl -6.98 -39.73 -0.89 -27.11 -0.89 50.43 51.66 6.08 -15.02
69 multin_zz1000_61004_idxctrl_pv -7.32 -40.06 -1.23 -27.45 -1.23 50.09 51.32 5.75 -15.35
70 multin_zz1000_61002_idxctrl_pv -7.32 -40.06 -1.23 -27.45 -1.23 50.09 51.32 5.75 -15.35
71 mt_962_use2023_best_save_rnk500_idxctrl -7.48 -40.23 -1.39 -27.61 -1.39 49.93 51.16 5.58 -15.52
73 multin_zz1000_61004_idxctrl_pv_rm_blc -7.79 -40.53 -1.70 -27.92 -1.70 49.62 50.85 5.28 -15.82
74 multin_zz1000_61002_idxctrl_pv_rm_blc -7.79 -40.53 -1.70 -27.92 -1.70 49.62 50.85 5.28 -15.82
75 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -8.90 -41.65 -2.81 -29.03 -2.81 48.51 49.74 4.16 -16.94
76 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -8.96 -41.71 -2.87 -29.09 -2.87 48.45 49.68 4.10 -17.00
77 mt_962_use2022_last_save_rnk500_idxctrl -9.29 -42.04 -3.20 -29.42 -3.20 48.12 49.35 3.77 -17.32
78 multin_zz1000_61001_idxctrl_pv_rm_fnd -9.49 -42.23 -3.40 -29.62 -3.40 47.92 49.16 3.58 -17.52
79 mt_961_use2010_last_save_rnk500_idxctrl -10.14 -42.88 -4.05 -30.27 -4.05 47.27 48.51 2.93 -18.17
80 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -10.56 -43.31 -4.48 -30.69 -4.48 46.85 48.08 2.50 -18.60
82 mt_961_use2013_last_save_rnk500_idxctrl -10.80 -43.55 -4.71 -30.93 -4.71 46.61 47.84 2.26 -18.83
83 multin_zz1000_61002_idxctrl_pv_rm_fnd -11.54 -44.29 -5.45 -31.67 -5.45 45.87 47.10 1.52 -19.57
84 multin_zz1000_61004_idxctrl_pv_rm_fnd -11.54 -44.29 -5.45 -31.67 -5.45 45.87 47.10 1.52 -19.57
86 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -11.90 -44.65 -5.81 -32.03 -5.81 45.51 46.74 1.16 -19.93
87 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -12.14 -44.89 -6.05 -32.27 -6.05 45.27 46.50 0.92 -20.17
88 mt_961_use2009_best_save_rnk500_idxctrl -12.19 -44.94 -6.10 -32.32 -6.10 45.22 46.45 0.87 -20.22
89 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -12.20 -44.95 -6.11 -32.33 -6.11 45.21 46.44 0.86 -20.23
90 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -12.43 -45.18 -6.34 -32.56 -6.34 44.98 46.21 0.63 -20.47
92 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -12.53 -45.27 -6.44 -32.65 -6.44 44.89 46.12 0.54 -20.56
93 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -12.53 -45.27 -6.44 -32.65 -6.44 44.89 46.12 0.54 -20.56
94 mt_961_use2011_last_save_rnk500_idxctrl -12.54 -45.28 -6.45 -32.66 -6.45 44.88 46.11 0.53 -20.57
97 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -12.95 -45.70 -6.86 -33.08 -6.86 44.46 45.69 0.11 -20.98
101 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -13.83 -46.58 -7.74 -33.96 -7.74 43.58 44.81 -0.77 -21.87
102 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -13.95 -46.69 -7.86 -34.08 -7.86 43.46 44.69 -0.88 -21.98
104 multin_zz1000_61001_idxctrl_zz1000_pv -14.19 -46.93 -8.10 -34.32 -8.10 43.22 44.45 -1.13 -22.22
107 mt_961_use2009_last_save_rnk500_idxctrl -14.37 -47.12 -8.28 -34.50 -8.28 43.04 44.27 -1.31 -22.41
108 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -14.64 -47.39 -8.56 -34.77 -8.56 42.77 44.00 -1.58 -22.68
109 mt_961_use2010_best_save_rnk500_idxctrl -14.82 -47.56 -8.73 -34.94 -8.73 42.60 43.83 -1.75 -22.85
110 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -14.85 -47.59 -8.76 -34.97 -8.76 42.57 43.80 -1.78 -22.88
111 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -15.43 -48.18 -9.34 -35.56 -9.34 41.98 43.21 -2.37 -23.47
112 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -15.57 -48.31 -9.48 -35.70 -9.48 41.84 43.08 -2.50 -23.60
113 multin_zz1000_61002_idxctrl_zz1000_pv -15.81 -48.55 -9.72 -35.94 -9.72 41.60 42.84 -2.74 -23.84
114 multin_zz1000_61004_idxctrl_zz1000_pv -16.02 -48.76 -9.93 -36.15 -9.93 41.39 42.63 -2.95 -24.05
117 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -16.41 -49.16 -10.33 -36.54 -10.33 41.00 42.23 -3.35 -24.45
118 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -16.65 -49.39 -10.56 -36.78 -10.56 40.76 41.99 -3.58 -24.68
120 mt_962_use2016_best_save_rnk500_idxctrl -17.81 -50.56 -11.73 -37.94 -11.73 39.60 40.83 -4.75 -25.85
121 mt_962_use2018_best_save_rnk500_idxctrl -17.86 -50.60 -11.77 -37.99 -11.77 39.55 40.79 -4.79 -25.89
122 mt_961_use2012_best_save_rnk500_idxctrl -18.44 -51.18 -12.35 -38.57 -12.35 38.97 40.20 -5.37 -26.47
125 mt_961_use2012_last_save_rnk500_idxctrl -19.03 -51.77 -12.94 -39.16 -12.94 38.38 39.61 -5.96 -27.06
126 mt_962_use2013_best_save_rnk500_idxctrl -19.29 -52.04 -13.20 -39.42 -13.20 38.12 39.35 -6.23 -27.33
131 mt_961_use2014_best_save_rnk500_idxctrl -20.69 -53.44 -14.60 -40.82 -14.60 36.72 37.95 -7.63 -28.72
137 mt_962_use2012_best_save_rnk500_idxctrl -21.74 -54.48 -15.65 -41.87 -15.65 35.67 36.91 -8.67 -29.77
138 mt_962_use2013_last_save_rnk500_idxctrl -21.81 -54.55 -15.72 -41.94 -15.72 35.60 36.83 -8.74 -29.84
150 mt_961_use2015_best_save_rnk500_idxctrl -23.82 -56.57 -17.73 -43.95 -17.73 33.59 34.82 -10.76 -31.86
154 mt_961_use2024_best_save_rnk500_idxctrl -24.72 -57.46 -18.63 -44.85 -18.63 32.69 33.92 -11.65 -32.75
160 mt_961_use2015_last_save_rnk500_idxctrl -25.47 -58.22 -19.38 -45.60 -19.38 31.94 33.17 -12.41 -33.50
168 mt_961_use2011_best_save_rnk500_idxctrl -26.71 -59.45 -20.62 -46.84 -20.62 30.70 31.94 -13.64 -34.74
181 mt_961_use2008_last_save_rnk500_idxctrl -28.09 -60.83 -22.00 -48.22 -22.00 29.32 30.55 -15.02 -36.12
194 mt_961_use2024_last_save_rnk500_idxctrl -30.08 -62.83 -23.99 -50.21 -23.99 27.33 28.56 -17.02 -38.11
197 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -30.52 -63.26 -24.43 -50.64 -24.43 26.90 28.13 -17.45 -38.55
198 mt_961_use2008_best_save_rnk500_idxctrl -30.61 -63.36 -24.52 -50.74 -24.52 26.80 28.03 -17.55 -38.64
200 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -30.80 -63.54 -24.71 -50.93 -24.71 26.61 27.84 -17.73 -38.83
206 multin_zz1000_61001_idxctrl_top3800_pv -31.89 -64.64 -25.80 -52.02 -25.80 25.52 26.75 -18.83 -39.93
211 multin_zz1000_61001_idxctrl_50010002000_pv -32.27 -65.02 -26.18 -52.40 -26.18 25.14 26.37 -19.21 -40.31
213 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -32.33 -65.07 -26.24 -52.46 -26.24 25.08 26.32 -19.26 -40.36
215 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -32.38 -65.12 -26.29 -52.51 -26.29 25.03 26.27 -19.31 -40.41
218 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -32.46 -65.21 -26.37 -52.59 -26.37 24.95 26.18 -19.40 -40.50
219 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -32.49 -65.23 -26.40 -52.62 -26.40 24.92 26.16 -19.42 -40.52
220 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -32.66 -65.41 -26.57 -52.79 -26.57 24.75 25.98 -19.60 -40.69
222 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -32.75 -65.49 -26.66 -52.88 -26.66 24.66 25.90 -19.68 -40.78
223 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -32.80 -65.54 -26.71 -52.93 -26.71 24.61 25.85 -19.73 -40.83
224 mt_961_use2016_last_save_rnk500_idxctrl -32.91 -65.65 -26.82 -53.04 -26.82 24.50 25.74 -19.84 -40.94
225 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -32.96 -65.71 -26.87 -53.09 -26.87 24.45 25.68 -19.90 -40.99
229 mt_962_use2018_last_save_rnk500_idxctrl -33.89 -66.64 -27.80 -54.02 -27.80 23.52 24.75 -20.83 -41.93
232 mt_962_use2009_best_save_rnk500_idxctrl -34.13 -66.87 -28.04 -54.26 -28.04 23.28 24.52 -21.06 -42.16
235 mt_961_use2023_last_save_rnk500_idxctrl -34.24 -66.99 -28.15 -54.37 -28.15 23.17 24.40 -21.18 -42.28
236 mt_961_use2014_last_save_rnk500_idxctrl -34.30 -67.04 -28.21 -54.42 -28.21 23.12 24.35 -21.23 -42.33
239 mt_962_use2017_best_save_rnk500_idxctrl -34.59 -67.34 -28.50 -54.72 -28.50 22.82 24.05 -21.53 -42.63
243 mt_961_use2016_best_save_rnk500_idxctrl -35.24 -67.99 -29.15 -55.37 -29.15 22.17 23.40 -22.18 -43.28
244 mt_962_use2008_best_save_rnk500_idxctrl -35.46 -68.20 -29.37 -55.58 -29.37 21.96 23.19 -22.39 -43.49
245 mt_962_use2009_last_save_rnk500_idxctrl -35.65 -68.40 -29.56 -55.78 -29.56 21.76 22.99 -22.59 -43.69
246 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -36.11 -68.85 -30.02 -56.24 -30.02 21.30 22.53 -23.04 -44.14
249 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -36.27 -69.02 -30.18 -56.40 -30.18 21.14 22.37 -23.21 -44.31
250 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -36.35 -69.09 -30.26 -56.48 -30.26 21.06 22.29 -23.28 -44.38
251 mt_962_use2015_last_save_rnk500_idxctrl -36.36 -69.10 -30.27 -56.49 -30.27 21.05 22.29 -23.29 -44.39
252 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -36.43 -69.17 -30.34 -56.56 -30.34 20.98 22.21 -23.36 -44.46
253 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -36.45 -69.19 -30.36 -56.58 -30.36 20.96 22.19 -23.38 -44.48
255 mt_962_use2011_best_save_rnk500_idxctrl -36.61 -69.35 -30.52 -56.73 -30.52 20.81 22.04 -23.54 -44.64
257 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -37.01 -69.75 -30.92 -57.14 -30.92 20.40 21.63 -23.94 -45.04
262 mt_962_use2017_last_save_rnk500_idxctrl -37.20 -69.94 -31.11 -57.33 -31.11 20.21 21.45 -24.13 -45.23
266 multin_zz1000_61004_idxctrl_50010002000_pv -37.83 -70.58 -31.74 -57.96 -31.74 19.58 20.81 -24.77 -45.86
267 mt_962_use2012_last_save_rnk500_idxctrl -37.90 -70.64 -31.81 -58.03 -31.81 19.51 20.74 -24.83 -45.93
269 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -38.04 -70.79 -31.96 -58.17 -31.96 19.37 20.60 -24.98 -46.08
275 multin_zz1000_61004_idxctrl_top3800_pv -38.44 -71.18 -32.35 -58.57 -32.35 18.97 20.21 -25.37 -46.47
281 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -38.90 -71.65 -32.81 -59.03 -32.81 18.51 19.74 -25.84 -46.94
283 mt_962_use2010_best_save_rnk500_idxctrl -39.04 -71.78 -32.95 -59.17 -32.95 18.37 19.61 -25.97 -47.07
287 multin_zz1000_61002_idxctrl_50010002000_pv -39.62 -72.37 -33.53 -59.75 -33.53 17.79 19.02 -26.56 -47.65
291 mt_961_use2023_best_save_rnk500_idxctrl -39.83 -72.57 -33.74 -59.96 -33.74 17.58 18.81 -26.76 -47.86
293 multin_zz1000_61002_idxctrl_top3800_pv -40.29 -73.03 -34.20 -60.42 -34.20 17.12 18.35 -27.22 -48.32
296 mt_962_use2010_last_save_rnk500_idxctrl -40.49 -73.24 -34.40 -60.62 -34.40 16.92 18.15 -27.43 -48.52
298 mt_962_use2014_last_save_rnk500_idxctrl -40.60 -73.35 -34.51 -60.73 -34.51 16.81 18.04 -27.54 -48.63
303 mt_962_use2011_last_save_rnk500_idxctrl -40.94 -73.68 -34.85 -61.07 -34.85 16.47 17.71 -27.87 -48.97
320 mt_962_use2008_last_save_rnk500_idxctrl -42.36 -75.10 -36.27 -62.49 -36.27 15.05 16.29 -29.29 -50.39
348 mt_962_use2014_best_save_rnk500_idxctrl -45.32 -78.06 -39.23 -65.45 -39.23 12.09 13.32 -32.25 -53.35
357 mt_962_use2016_last_save_rnk500_idxctrl -46.15 -78.89 -40.06 -66.28 -40.06 11.26 12.50 -33.08 -54.18