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_20251231_151647
25 mt_962_use2014_last_save_rnk500_idxctrl 55.20 46.43 56.58 99.29 56.58 20.37 25.36 82.32 69.05
44 mt_962_use2012_best_save_rnk500_idxctrl 48.65 39.88 50.03 92.74 50.03 13.82 18.81 75.77 62.50
49 mt_962_use2014_best_save_rnk500_idxctrl 48.01 39.23 49.38 92.10 49.38 13.18 18.16 75.13 61.86
57 mt_961_use2014_best_save_rnk500_idxctrl 46.41 37.64 47.79 90.51 47.79 11.59 16.57 73.53 60.26
59 mt_961_use2015_best_save_rnk500_idxctrl 46.21 37.43 47.58 90.30 47.58 11.38 16.36 73.33 60.06
93 mt_962_use2017_last_save_rnk500_idxctrl 41.01 32.24 42.39 85.10 42.39 6.18 11.17 68.13 54.86
106 mt_962_use2013_last_save_rnk500_idxctrl 39.66 30.89 41.04 83.75 41.04 4.83 9.82 66.78 53.51
109 mt_962_use2013_best_save_rnk500_idxctrl 39.31 30.54 40.69 83.40 40.68 4.48 9.46 66.43 53.16
119 mt_961_use2014_last_save_rnk500_idxctrl 38.10 29.33 39.48 82.19 39.48 3.28 8.26 65.22 51.95
131 mt_962_use2011_last_save_rnk500_idxctrl 36.54 27.77 37.92 80.63 37.92 1.71 6.70 63.66 50.39
169 mt_962_use2012_last_save_rnk500_idxctrl 31.36 22.59 32.74 75.45 32.74 -3.47 1.52 58.48 45.21
180 mt_962_use2017_best_save_rnk500_idxctrl 29.76 20.99 31.14 73.85 31.14 -5.07 -0.08 56.88 43.61
186 multin_zz1000_61004_idxctrl_top3800_pv 28.95 20.18 30.33 73.04 30.33 -5.87 -0.89 56.07 42.80
187 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 28.74 19.97 30.12 72.83 30.11 -6.09 -1.11 55.86 42.59
189 multin_zz1000_61001_idxctrl_top3800_pv 28.59 19.82 29.97 72.68 29.97 -6.23 -1.25 55.71 42.44
191 multin_zz1000_61002_idxctrl_top3800_pv 28.52 19.74 29.89 72.61 29.89 -6.31 -1.33 55.64 42.37
192 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 28.52 19.74 29.89 72.61 29.89 -6.31 -1.33 55.64 42.37
193 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 28.50 19.73 29.88 72.59 29.87 -6.33 -1.35 55.62 42.35
201 mt_962_use2015_last_save_rnk500_idxctrl 27.83 19.06 29.21 71.92 29.21 -7.00 -2.01 54.95 41.68
203 mt_961_use2016_best_save_rnk500_idxctrl 27.73 18.96 29.11 71.82 29.11 -7.09 -2.11 54.85 41.58
212 mt_962_use2019_best_save_rnk500_idxctrl 27.00 18.23 28.38 71.09 28.38 -7.83 -2.84 54.12 40.85
214 mt_961_use2015_last_save_rnk500_idxctrl 26.85 18.08 28.23 70.94 28.23 -7.98 -2.99 53.97 40.70
220 multin_zz1000_61001_idxctrl_50010002000_pv 26.57 17.80 27.95 70.66 27.95 -8.26 -3.27 53.69 40.42
221 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 26.57 17.80 27.95 70.66 27.95 -8.26 -3.27 53.69 40.42
229 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 25.86 17.09 27.24 69.95 27.24 -8.97 -3.98 52.98 39.71
230 multin_zz1000_61002_idxctrl_50010002000_pv 25.79 17.02 27.17 69.88 27.17 -9.03 -4.05 52.91 39.64
232 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 25.72 16.95 27.10 69.81 27.09 -9.11 -4.13 52.84 39.57
245 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 25.04 16.26 26.41 69.13 26.41 -9.79 -4.81 52.16 38.89
246 multin_zz500_61002_idxctrl_zz500_pv 25.04 16.27 26.42 69.13 26.41 -9.79 -4.81 52.16 38.89
247 multin_zz1000_61004_idxctrl_50010002000_pv 24.97 16.19 26.34 69.06 26.34 -9.86 -4.88 52.09 38.82
248 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 24.93 16.16 26.31 69.02 26.31 -9.90 -4.91 52.05 38.78
251 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 24.33 15.56 25.71 68.42 25.71 -10.50 -5.51 51.45 38.18
253 multin_zz500_61001_idxctrl_zz500_pv 24.20 15.43 25.58 68.29 25.58 -10.63 -5.64 51.32 38.05
258 mt_962_use2016_last_save_rnk500_idxctrl 23.86 15.08 25.23 67.95 25.23 -10.97 -5.99 50.98 37.71
259 multin_zz500_61004_idxctrl_zz500_pv 23.75 14.97 25.12 67.84 25.12 -11.08 -6.10 50.87 37.60
263 mt_961_use2013_best_save_rnk500_idxctrl 23.18 14.41 24.56 67.27 24.56 -11.65 -6.66 50.30 37.03
272 mt_961_use2016_last_save_rnk500_idxctrl 21.75 12.98 23.13 65.84 23.13 -13.08 -8.09 48.87 35.60
287 mt_961_use2017_best_save_rnk500_idxctrl 20.00 11.23 21.38 64.09 21.38 -14.83 -9.84 47.12 33.85
294 mt_961_use2024_last_save_rnk500_idxctrl 19.32 10.54 20.69 63.41 20.69 -15.51 -10.53 46.44 33.17
296 mt_961_use2013_last_save_rnk500_idxctrl 19.21 10.44 20.59 63.30 20.59 -15.61 -10.63 46.33 33.06
313 mt_961_use2021_best_save_rnk500_idxctrl 17.53 8.75 18.90 61.62 18.90 -17.30 -12.32 44.64 31.38
314 mt_961_use2024_best_save_rnk500_idxctrl 17.49 8.71 18.86 61.58 18.86 -17.34 -12.36 44.60 31.34
316 mt_962_use2019_last_save_rnk500_idxctrl 17.31 8.54 18.69 61.40 18.69 -17.52 -12.53 44.43 31.16
318 mt_962_use2010_best_save_rnk500_idxctrl 16.95 8.18 18.33 61.04 18.33 -17.88 -12.89 44.07 30.80
319 mt_962_use2010_last_save_rnk500_idxctrl 16.89 8.11 18.26 60.98 18.26 -17.94 -12.96 44.00 30.73
328 mt_961_use2011_best_save_rnk500_idxctrl 16.18 7.40 17.55 60.27 17.55 -18.65 -13.67 43.30 30.03
332 mt_962_use2016_best_save_rnk500_idxctrl 15.17 6.39 16.54 59.26 16.54 -19.66 -14.68 42.28 29.01
333 mt_961_use2010_best_save_rnk500_idxctrl 14.95 6.17 16.33 59.04 16.32 -19.88 -14.90 42.07 28.80
343 mt_961_use2010_last_save_rnk500_idxctrl 13.41 4.64 14.79 57.50 14.79 -21.41 -16.43 40.53 27.26
344 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 13.29 4.52 14.67 57.38 14.67 -21.54 -16.55 40.41 27.14
347 mt_961_use2017_last_save_rnk500_idxctrl 12.98 4.21 14.36 57.07 14.35 -21.85 -16.87 40.10 26.83
348 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 12.90 4.13 14.28 56.99 14.28 -21.92 -16.94 40.02 26.75
349 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 12.81 4.03 14.18 56.90 14.18 -22.02 -17.04 39.92 26.66
353 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 12.03 3.25 13.40 56.12 13.40 -22.80 -17.82 39.15 25.88
354 mt_961_use2018_last_save_rnk500_idxctrl 11.97 3.19 13.34 56.06 13.34 -22.86 -17.88 39.09 25.82
357 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 11.80 3.03 13.18 55.89 13.18 -23.03 -18.04 38.92 25.65
359 multin_zz1000_61002_idxctrl_pv_rm_blc 11.56 2.78 12.93 55.65 12.93 -23.27 -18.29 38.68 25.41
360 multin_zz1000_61004_idxctrl_pv_rm_blc 11.56 2.78 12.93 55.65 12.93 -23.27 -18.29 38.68 25.41
362 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 11.10 2.32 12.47 55.19 12.47 -23.73 -18.75 38.22 24.95
363 multin_zz1000_61004_idxctrl_pv 11.00 2.22 12.37 55.09 12.37 -23.83 -18.85 38.11 24.84
364 multin_zz1000_61002_idxctrl_pv 11.00 2.22 12.37 55.09 12.37 -23.83 -18.85 38.11 24.84
365 multin_zz1000_61001_idxctrl_pv_rm_blc 10.90 2.13 12.28 54.99 12.28 -23.93 -18.94 38.02 24.75
366 mt_961_use2008_best_save_rnk500_idxctrl 10.72 1.95 12.10 54.81 12.10 -24.11 -19.12 37.84 24.57
368 mt_962_use2020_last_save_rnk500_idxctrl 10.64 1.86 12.01 54.73 12.01 -24.19 -19.21 37.76 24.49
370 multin_zz1000_61001_idxctrl_pv 10.31 1.54 11.69 54.40 11.69 -24.52 -19.53 37.43 24.16
376 mt_961_use2011_last_save_rnk500_idxctrl 9.66 0.89 11.04 53.75 11.04 -25.16 -20.18 36.78 23.51
377 mt_961_use2023_best_save_rnk500_idxctrl 9.65 0.87 11.03 53.74 11.02 -25.18 -20.20 36.77 23.50
390 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 7.97 -0.80 9.35 52.06 9.35 -26.86 -21.87 35.09 21.82
391 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 7.61 -1.17 8.98 51.70 8.98 -27.22 -22.24 34.73 21.46
393 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 7.35 -1.42 8.73 51.44 8.73 -27.48 -22.49 34.47 21.20
396 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 6.97 -1.81 8.34 51.06 8.34 -27.86 -22.88 34.08 20.82
398 mt_961_use2008_last_save_rnk500_idxctrl 6.89 -1.89 8.26 50.98 8.26 -27.94 -22.96 34.01 20.74
400 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 6.75 -2.02 8.13 50.84 8.13 -28.08 -23.09 33.87 20.60
402 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 6.73 -2.04 8.11 50.82 8.11 -28.10 -23.11 33.85 20.58
403 mt_962_use2011_best_save_rnk500_idxctrl 6.70 -2.08 8.07 50.79 8.07 -28.13 -23.15 33.82 20.55
404 mt_962_use2018_last_save_rnk500_idxctrl 6.68 -2.09 8.06 50.77 8.05 -28.15 -23.17 33.80 20.53
405 mt_961_use2019_last_save_rnk500_idxctrl 6.40 -2.37 7.78 50.49 7.78 -28.43 -23.44 33.52 20.25
406 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 6.35 -2.43 7.73 50.44 7.72 -28.48 -23.50 33.47 20.20
408 multin_zz1000_61002_idxctrl_zz1000_pv 6.19 -2.58 7.57 50.28 7.56 -28.64 -23.66 33.31 20.04
412 multin_zz1000_61001_idxctrl_zz1000_pv 5.78 -3.00 7.15 49.87 7.15 -29.05 -24.07 32.89 19.63
414 multin_zz1000_61004_idxctrl_zz1000_pv 5.63 -3.14 7.01 49.72 7.01 -29.20 -24.21 32.75 19.48
415 mt_961_use2018_best_save_rnk500_idxctrl 5.58 -3.20 6.95 49.67 6.95 -29.25 -24.27 32.70 19.43
418 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 5.41 -3.36 6.79 49.50 6.79 -29.42 -24.43 32.53 19.26
419 mt_962_use2020_best_save_rnk500_idxctrl 5.32 -3.45 6.70 49.41 6.70 -29.50 -24.52 32.44 19.17
421 mt_961_use2009_best_save_rnk500_idxctrl 5.14 -3.64 6.51 49.23 6.51 -29.69 -24.71 32.26 18.99
424 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 4.83 -3.94 6.21 48.92 6.20 -30.00 -25.01 31.95 18.68
429 mt_961_use2021_last_save_rnk500_idxctrl 3.88 -4.89 5.26 47.97 5.25 -30.95 -25.97 31.00 17.73
431 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 3.80 -4.97 5.18 47.89 5.17 -31.03 -26.05 30.92 17.65
432 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 3.58 -5.20 4.95 47.67 4.95 -31.25 -26.27 30.69 17.42
433 mt_961_use2009_last_save_rnk500_idxctrl 3.56 -5.21 4.94 47.65 4.94 -31.27 -26.28 30.68 17.41
437 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 2.93 -5.84 4.31 47.02 4.31 -31.89 -26.91 30.05 16.78
438 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 1.84 -6.93 3.22 45.94 3.22 -32.98 -28.00 28.96 15.69
440 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 1.74 -7.04 3.11 45.83 3.11 -33.09 -28.11 28.86 15.59
441 mt_962_use2018_best_save_rnk500_idxctrl 1.68 -7.09 3.06 45.77 3.06 -33.15 -28.16 28.80 15.53
442 mt_961_use2012_best_save_rnk500_idxctrl 1.61 -7.17 2.98 45.70 2.98 -33.22 -28.24 28.72 15.46
443 mt_962_use2008_last_save_rnk500_idxctrl 1.54 -7.24 2.91 45.63 2.91 -33.29 -28.31 28.66 15.39
447 mt_961_use2019_best_save_rnk500_idxctrl 1.18 -7.59 2.56 45.27 2.56 -33.65 -28.66 28.30 15.03
448 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 1.14 -7.63 2.52 45.23 2.51 -33.69 -28.70 28.26 14.99
450 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 0.94 -7.83 2.32 45.03 2.32 -33.88 -28.90 28.06 14.79
451 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 0.94 -7.83 2.32 45.03 2.32 -33.88 -28.90 28.06 14.79
453 mt_961_use2023_last_save_rnk500_idxctrl 0.43 -8.34 1.81 44.52 1.80 -34.40 -29.42 27.55 14.28
454 mt_962_use2008_best_save_rnk500_idxctrl 0.40 -8.37 1.78 44.49 1.78 -34.42 -29.44 27.52 14.25
455 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 0.36 -8.41 1.74 44.45 1.74 -34.46 -29.48 27.48 14.21
456 multin_zz1000_61002_idxctrl_pv_rm_fnd 0.12 -8.65 1.50 44.21 1.50 -34.71 -29.72 27.24 13.97
457 multin_zz1000_61004_idxctrl_pv_rm_fnd 0.12 -8.65 1.50 44.21 1.50 -34.71 -29.72 27.24 13.97
458 mt_962_use2009_best_save_rnk500_idxctrl -0.14 -8.91 1.24 43.95 1.24 -34.96 -29.98 26.98 13.71
461 multin_zz1000_61001_idxctrl_pv_rm_fnd -0.53 -9.30 0.85 43.56 0.85 -35.36 -30.37 26.59 13.32
464 mt_962_use2009_last_save_rnk500_idxctrl -1.32 -10.09 0.06 42.77 0.06 -36.15 -31.16 25.80 12.53
466 mt_961_use2012_last_save_rnk500_idxctrl -1.74 -10.52 -0.37 42.35 -0.37 -36.57 -31.59 25.37 12.10
476 mt_962_use2021_best_save_rnk500_idxctrl -3.29 -12.06 -1.91 40.80 -1.92 -38.12 -33.14 23.83 10.56
483 mt_961_use2022_best_save_rnk500_idxctrl -5.63 -14.40 -4.25 38.46 -4.25 -40.45 -35.47 21.49 8.22
485 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -6.38 -15.15 -5.00 37.71 -5.01 -41.21 -36.23 20.74 7.47
486 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -6.67 -15.45 -5.30 37.42 -5.30 -41.50 -36.52 20.44 7.17
488 mt_962_use2015_best_save_rnk500_idxctrl -6.75 -15.52 -5.37 37.34 -5.37 -41.57 -36.59 20.37 7.10
489 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -6.94 -15.71 -5.56 37.15 -5.56 -41.77 -36.78 20.18 6.91
490 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -7.16 -15.93 -5.78 36.93 -5.79 -41.99 -37.00 19.96 6.69
493 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -7.57 -16.35 -6.20 36.52 -6.20 -42.40 -37.42 19.54 6.27
497 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -8.26 -17.03 -6.88 35.83 -6.88 -43.08 -38.10 18.86 5.59
498 mt_961_use2022_last_save_rnk500_idxctrl -8.90 -17.68 -7.52 35.19 -7.53 -43.73 -38.75 18.22 4.95
499 mt_962_use2023_last_save_rnk500_idxctrl -9.76 -18.53 -8.38 34.33 -8.39 -44.59 -39.61 17.36 4.09
500 mt_961_use2020_last_save_rnk500_idxctrl -10.35 -19.12 -8.97 33.74 -8.97 -45.18 -40.19 16.77 3.50
502 mt_962_use2023_best_save_rnk500_idxctrl -11.22 -20.00 -9.85 32.87 -9.85 -46.05 -41.07 15.90 2.63
505 mt_961_use2020_best_save_rnk500_idxctrl -11.47 -20.25 -10.10 32.62 -10.10 -46.30 -41.32 15.64 2.38
506 mt_962_use2022_last_save_rnk500_idxctrl -12.00 -20.77 -10.62 32.09 -10.62 -46.83 -41.84 15.12 1.85
508 mt_962_use2021_last_save_rnk500_idxctrl -12.95 -21.73 -11.58 31.14 -11.58 -47.78 -42.80 14.17 0.90
512 mt_962_use2024_best_save_rnk500_idxctrl -18.21 -26.98 -16.83 25.88 -16.83 -53.04 -48.05 8.91 -4.36
515 mt_962_use2024_last_save_rnk500_idxctrl -21.55 -30.33 -20.18 22.54 -20.18 -56.38 -51.40 5.57 -7.70
523 mt_962_use2022_best_save_rnk500_idxctrl -45.35 -54.13 -43.98 -1.26 -43.98 -80.18 -75.20 -18.24 -31.51