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_20260105_151524
2 mt_962_use2015_best_save_rnk500_idxctrl 98.66 60.96 307.54 117.32 307.54 154.83 16.72 38.83 16.12
3 mt_962_use2022_best_save_rnk500_idxctrl 76.62 38.92 285.50 95.28 285.50 132.79 -5.31 16.79 -5.91
5 mt_962_use2020_best_save_rnk500_idxctrl 65.05 27.35 273.93 83.71 273.93 121.22 -16.88 5.22 -17.48
7 mt_962_use2021_best_save_rnk500_idxctrl 52.33 14.63 261.21 71.00 261.22 108.50 -29.60 -7.49 -30.20
11 mt_962_use2020_last_save_rnk500_idxctrl 45.79 8.09 254.67 64.45 254.67 101.96 -36.15 -14.04 -36.75
13 mt_962_use2019_best_save_rnk500_idxctrl 44.59 6.89 253.47 63.25 253.47 100.76 -37.35 -15.24 -37.94
18 mt_962_use2013_last_save_rnk500_idxctrl 40.10 2.40 248.98 58.76 248.98 96.26 -41.84 -19.73 -42.44
21 mt_962_use2013_best_save_rnk500_idxctrl 33.85 -3.85 242.73 52.51 242.73 90.01 -48.09 -25.98 -48.69
23 mt_962_use2022_last_save_rnk500_idxctrl 30.05 -7.65 238.93 48.71 238.93 86.21 -51.89 -29.78 -52.49
24 mt_961_use2013_best_save_rnk500_idxctrl 28.08 -9.63 236.96 46.74 236.96 84.24 -53.86 -31.75 -54.46
25 mt_962_use2015_last_save_rnk500_idxctrl 27.95 -9.75 236.83 46.61 236.83 84.12 -53.98 -31.87 -54.58
28 mt_962_use2023_best_save_rnk500_idxctrl 27.06 -10.64 235.94 45.72 235.94 83.22 -54.88 -32.77 -55.48
31 mt_962_use2023_last_save_rnk500_idxctrl 24.07 -13.63 232.95 42.73 232.95 80.24 -57.86 -35.75 -58.46
32 mt_962_use2012_best_save_rnk500_idxctrl 22.57 -15.13 231.45 41.23 231.45 78.74 -59.36 -37.26 -59.96
35 mt_961_use2021_best_save_rnk500_idxctrl 22.32 -15.38 231.20 40.98 231.20 78.48 -59.62 -37.51 -60.22
38 mt_962_use2021_last_save_rnk500_idxctrl 19.73 -17.97 228.61 38.39 228.61 75.90 -62.20 -40.10 -62.80
39 mt_961_use2022_best_save_rnk500_idxctrl 18.10 -19.60 226.98 36.76 226.98 74.26 -63.84 -41.73 -64.44
42 mt_961_use2020_best_save_rnk500_idxctrl 16.90 -20.80 225.78 35.56 225.78 73.07 -65.03 -42.93 -65.63
43 mt_961_use2020_last_save_rnk500_idxctrl 16.87 -20.83 225.75 35.54 225.76 73.04 -65.06 -42.95 -65.66
44 mt_962_use2019_last_save_rnk500_idxctrl 16.16 -21.54 225.04 34.82 225.04 72.32 -65.78 -43.67 -66.38
51 mt_962_use2017_best_save_rnk500_idxctrl 11.12 -26.58 220.00 29.78 220.00 67.28 -70.82 -48.71 -71.42
55 mt_961_use2022_last_save_rnk500_idxctrl 5.81 -31.89 214.69 24.47 214.69 61.98 -76.12 -54.01 -76.72
57 mt_961_use2019_last_save_rnk500_idxctrl 4.15 -33.55 213.03 22.81 213.03 60.32 -77.78 -55.67 -78.38
59 mt_962_use2014_best_save_rnk500_idxctrl 3.78 -33.92 212.66 22.44 212.66 59.95 -78.16 -56.05 -78.75
60 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 3.66 -34.04 212.54 22.32 212.54 59.83 -78.27 -56.16 -78.87
63 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 2.14 -35.56 211.02 20.80 211.02 58.31 -79.80 -57.69 -80.40
64 mt_962_use2024_last_save_rnk500_idxctrl 2.06 -35.64 210.94 20.72 210.94 58.23 -79.87 -57.77 -80.47
65 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 1.68 -36.02 210.56 20.34 210.56 57.85 -80.25 -58.14 -80.85
67 multin_zz500_61001_idxctrl_zz500_pv 1.37 -36.33 210.25 20.03 210.25 57.54 -80.56 -58.45 -81.16
69 multin_zz500_61004_idxctrl_zz500_pv 0.19 -37.51 209.07 18.85 209.07 56.35 -81.75 -59.64 -82.35
70 multin_zz500_61002_idxctrl_zz500_pv -0.37 -38.07 208.51 18.29 208.51 55.79 -82.31 -60.20 -82.91
73 mt_961_use2021_last_save_rnk500_idxctrl -1.61 -39.31 207.27 17.05 207.27 54.55 -83.55 -61.44 -84.15
78 mt_961_use2019_best_save_rnk500_idxctrl -3.92 -41.62 204.96 14.74 204.96 52.25 -85.85 -63.74 -86.45
79 mt_962_use2010_last_save_rnk500_idxctrl -3.96 -41.66 204.92 14.70 204.92 52.21 -85.90 -63.79 -86.50
80 mt_962_use2012_last_save_rnk500_idxctrl -4.35 -42.05 204.53 14.31 204.53 51.82 -86.29 -64.18 -86.88
82 mt_962_use2024_best_save_rnk500_idxctrl -5.27 -42.97 203.61 13.39 203.61 50.90 -87.20 -65.10 -87.80
90 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -12.23 -49.93 196.65 6.43 196.65 43.93 -94.17 -72.06 -94.77
93 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -13.02 -50.72 195.86 5.64 195.86 43.14 -94.96 -72.85 -95.56
94 mt_962_use2018_best_save_rnk500_idxctrl -13.39 -51.09 195.49 5.27 195.49 42.78 -95.33 -73.22 -95.93
96 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -13.50 -51.20 195.38 5.16 195.38 42.67 -95.43 -73.33 -96.03
97 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -14.19 -51.89 194.69 4.47 194.69 41.98 -96.12 -74.02 -96.72
98 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -14.94 -52.64 193.94 3.72 193.94 41.23 -96.88 -74.77 -97.47
99 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -15.53 -53.23 193.35 3.13 193.35 40.64 -97.47 -75.36 -98.07
102 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -16.20 -53.90 192.68 2.46 192.68 39.97 -98.13 -76.02 -98.73
103 multin_zz1000_61001_idxctrl_zz1000_pv -16.34 -54.04 192.54 2.32 192.54 39.83 -98.28 -76.17 -98.88
105 mt_962_use2016_last_save_rnk500_idxctrl -16.55 -54.25 192.33 2.11 192.33 39.61 -98.49 -76.38 -99.09
106 multin_zz1000_61001_idxctrl_pv_rm_blc -17.55 -55.25 191.33 1.12 191.33 38.62 -99.48 -77.37 -100.08
109 multin_zz1000_61001_idxctrl_pv -18.60 -56.30 190.28 0.06 190.28 37.57 -100.53 -78.42 -101.13
111 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -19.17 -56.87 189.71 -0.51 189.71 37.00 -101.10 -78.99 -101.70
112 multin_zz1000_61002_idxctrl_zz1000_pv -19.39 -57.09 189.49 -0.73 189.49 36.78 -101.32 -79.21 -101.92
117 multin_zz1000_61004_idxctrl_pv_rm_blc -20.04 -57.75 188.84 -1.38 188.84 36.12 -101.98 -79.87 -102.58
118 multin_zz1000_61002_idxctrl_pv_rm_blc -20.04 -57.75 188.84 -1.38 188.84 36.12 -101.98 -79.87 -102.58
120 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -20.14 -57.85 188.74 -1.48 188.74 36.02 -102.08 -79.97 -102.68
121 multin_zz1000_61004_idxctrl_zz1000_pv -20.30 -58.00 188.58 -1.64 188.58 35.87 -102.23 -80.12 -102.83
122 mt_962_use2014_last_save_rnk500_idxctrl -20.84 -58.54 188.04 -2.18 188.04 35.33 -102.78 -80.67 -103.38
124 multin_zz1000_61002_idxctrl_pv -21.02 -58.72 187.86 -2.36 187.86 35.15 -102.95 -80.85 -103.55
125 multin_zz1000_61004_idxctrl_pv -21.02 -58.72 187.86 -2.36 187.86 35.15 -102.95 -80.85 -103.55
130 mt_962_use2011_last_save_rnk500_idxctrl -23.37 -61.07 185.51 -4.71 185.51 32.79 -105.31 -83.20 -105.91
133 mt_962_use2017_last_save_rnk500_idxctrl -25.22 -62.92 183.66 -6.56 183.66 30.95 -107.15 -85.05 -107.75
135 mt_961_use2015_best_save_rnk500_idxctrl -26.00 -63.70 182.88 -7.34 182.88 30.17 -107.93 -85.83 -108.53
138 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -28.01 -65.71 180.87 -9.35 180.87 28.16 -109.94 -87.84 -110.54
139 multin_zz1000_61001_idxctrl_pv_rm_fnd -29.12 -66.82 179.76 -10.46 179.76 27.05 -111.06 -88.95 -111.66
142 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -30.08 -67.78 178.80 -11.41 178.80 26.09 -112.01 -89.90 -112.61
143 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -30.08 -67.78 178.80 -11.41 178.80 26.09 -112.01 -89.90 -112.61
144 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -30.91 -68.61 177.97 -12.25 177.97 25.26 -112.85 -90.74 -113.45
145 multin_zz1000_61002_idxctrl_pv_rm_fnd -31.25 -68.95 177.63 -12.59 177.63 24.92 -113.19 -91.08 -113.79
146 multin_zz1000_61004_idxctrl_pv_rm_fnd -31.25 -68.95 177.63 -12.59 177.63 24.92 -113.19 -91.08 -113.79
147 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -31.37 -69.07 177.51 -12.71 177.51 24.79 -113.31 -91.20 -113.91
150 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -33.13 -70.84 175.75 -14.47 175.75 23.03 -115.07 -92.96 -115.67
152 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -33.76 -71.46 175.12 -15.10 175.12 22.41 -115.69 -93.59 -116.29
153 mt_961_use2013_last_save_rnk500_idxctrl -33.78 -71.48 175.10 -15.12 175.10 22.39 -115.71 -93.61 -116.31
154 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -33.81 -71.51 175.07 -15.15 175.07 22.35 -115.75 -93.64 -116.35
157 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -34.37 -72.07 174.51 -15.71 174.51 21.80 -116.30 -94.20 -116.90
160 mt_961_use2010_last_save_rnk500_idxctrl -35.56 -73.26 173.32 -16.90 173.32 20.61 -117.49 -95.39 -118.09
173 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -37.99 -75.69 170.89 -19.33 170.89 18.18 -119.93 -97.82 -120.52
180 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -39.77 -77.47 169.11 -21.10 169.11 16.40 -121.70 -99.59 -122.30
181 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -39.78 -77.48 169.10 -21.12 169.10 16.39 -121.72 -99.61 -122.31
182 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -40.00 -77.70 168.88 -21.34 168.88 16.17 -121.93 -99.83 -122.53
183 multin_zz1000_61001_idxctrl_50010002000_pv -40.29 -77.99 168.59 -21.63 168.59 15.88 -122.22 -100.12 -122.82
192 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -41.85 -79.55 167.03 -23.19 167.03 14.32 -123.78 -101.68 -124.38
193 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -41.89 -79.59 166.99 -23.23 166.99 14.28 -123.82 -101.71 -124.42
195 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -42.07 -79.77 166.81 -23.40 166.82 14.10 -124.00 -101.89 -124.60
197 multin_zz1000_61001_idxctrl_top3800_pv -42.43 -80.13 166.45 -23.77 166.45 13.74 -124.36 -102.26 -124.96
200 mt_961_use2014_best_save_rnk500_idxctrl -42.56 -80.26 166.32 -23.90 166.32 13.61 -124.49 -102.38 -125.09
213 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -44.17 -81.87 164.71 -25.51 164.71 12.00 -126.10 -103.99 -126.70
214 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -44.38 -82.08 164.50 -25.72 164.50 11.79 -126.32 -104.21 -126.92
218 multin_zz1000_61002_idxctrl_50010002000_pv -44.92 -82.62 163.96 -26.26 163.96 11.25 -126.85 -104.75 -127.45
224 mt_961_use2010_best_save_rnk500_idxctrl -46.48 -84.18 162.40 -27.82 162.40 9.69 -128.41 -106.30 -129.01
228 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -47.43 -85.13 161.45 -28.77 161.45 8.74 -129.36 -107.25 -129.96
231 multin_zz1000_61002_idxctrl_top3800_pv -48.19 -85.89 160.69 -29.53 160.69 7.97 -130.13 -108.02 -130.73
235 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -48.52 -86.22 160.36 -29.86 160.36 7.65 -130.46 -108.35 -131.06
236 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -48.55 -86.25 160.33 -29.89 160.33 7.62 -130.48 -108.38 -131.08
237 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -48.69 -86.39 160.19 -30.03 160.19 7.47 -130.63 -108.52 -131.23
239 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -48.78 -86.48 160.10 -30.12 160.10 7.39 -130.72 -108.61 -131.32
241 multin_zz1000_61004_idxctrl_top3800_pv -49.23 -86.93 159.65 -30.57 159.65 6.94 -131.16 -109.06 -131.76
243 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -49.30 -87.00 159.58 -30.64 159.58 6.87 -131.23 -109.13 -131.83
246 multin_zz1000_61004_idxctrl_50010002000_pv -49.50 -87.20 159.38 -30.84 159.38 6.67 -131.43 -109.32 -132.03
247 mt_962_use2010_best_save_rnk500_idxctrl -49.57 -87.27 159.31 -30.91 159.31 6.60 -131.50 -109.40 -132.10
254 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -50.27 -87.97 158.61 -31.61 158.61 5.90 -132.20 -110.10 -132.80
259 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -50.77 -88.47 158.11 -32.11 158.11 5.39 -132.71 -110.60 -133.31
261 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -50.99 -88.69 157.89 -32.33 157.89 5.18 -132.92 -110.81 -133.52
264 mt_961_use2015_last_save_rnk500_idxctrl -51.54 -89.24 157.34 -32.88 157.34 4.63 -133.47 -111.37 -134.07
318 mt_961_use2024_best_save_rnk500_idxctrl -60.47 -98.18 148.41 -41.81 148.41 -4.31 -142.41 -120.30 -143.01
319 mt_962_use2016_best_save_rnk500_idxctrl -60.58 -98.28 148.30 -41.92 148.30 -4.41 -142.51 -120.41 -143.11
320 mt_961_use2011_best_save_rnk500_idxctrl -60.62 -98.32 148.26 -41.95 148.26 -4.45 -142.55 -120.44 -143.15
338 mt_961_use2017_best_save_rnk500_idxctrl -64.75 -102.45 144.13 -46.09 144.13 -8.58 -146.68 -124.58 -147.28
358 mt_961_use2014_last_save_rnk500_idxctrl -69.47 -107.17 139.41 -50.81 139.41 -13.30 -151.40 -129.29 -152.00
361 mt_961_use2024_last_save_rnk500_idxctrl -69.90 -107.60 138.98 -51.24 138.98 -13.73 -151.84 -129.73 -152.44
367 mt_961_use2017_last_save_rnk500_idxctrl -70.80 -108.50 138.08 -52.14 138.08 -14.63 -152.73 -130.63 -153.33
373 mt_961_use2009_best_save_rnk500_idxctrl -71.39 -109.09 137.49 -52.73 137.49 -15.23 -153.33 -131.22 -153.93
399 mt_961_use2009_last_save_rnk500_idxctrl -75.03 -112.73 133.85 -56.37 133.85 -18.87 -156.97 -134.86 -157.57
400 mt_962_use2018_last_save_rnk500_idxctrl -75.12 -112.82 133.76 -56.46 133.76 -18.95 -157.05 -134.95 -157.65
405 mt_962_use2011_best_save_rnk500_idxctrl -77.05 -114.76 131.83 -58.39 131.83 -20.89 -158.99 -136.88 -159.59
417 mt_961_use2011_last_save_rnk500_idxctrl -81.47 -119.17 127.41 -62.81 127.41 -25.30 -163.40 -141.30 -164.00
425 mt_961_use2018_last_save_rnk500_idxctrl -85.71 -123.41 123.17 -67.05 123.17 -29.54 -167.64 -145.54 -168.24
426 mt_961_use2012_last_save_rnk500_idxctrl -86.00 -123.70 122.88 -67.34 122.88 -29.83 -167.93 -145.83 -168.53
431 mt_961_use2012_best_save_rnk500_idxctrl -86.77 -124.47 122.11 -68.11 122.11 -30.60 -168.71 -146.60 -169.31
432 mt_961_use2023_last_save_rnk500_idxctrl -86.78 -124.48 122.10 -68.12 122.10 -30.61 -168.71 -146.60 -169.31
442 mt_961_use2016_best_save_rnk500_idxctrl -91.94 -129.64 116.94 -73.28 116.94 -35.77 -173.87 -151.77 -174.47
444 mt_962_use2009_last_save_rnk500_idxctrl -92.62 -130.32 116.26 -73.96 116.26 -36.45 -174.55 -152.45 -175.15
445 mt_962_use2009_best_save_rnk500_idxctrl -92.71 -130.41 116.17 -74.05 116.17 -36.55 -174.65 -152.54 -175.25
449 mt_961_use2008_last_save_rnk500_idxctrl -94.69 -132.39 114.19 -76.03 114.19 -38.53 -176.63 -154.52 -177.23
460 mt_961_use2016_last_save_rnk500_idxctrl -98.99 -136.69 109.89 -80.33 109.89 -42.83 -180.93 -158.82 -181.53
463 mt_961_use2008_best_save_rnk500_idxctrl -99.16 -136.86 109.72 -80.50 109.72 -42.99 -181.09 -158.99 -181.69
470 mt_961_use2018_best_save_rnk500_idxctrl -103.34 -141.04 105.54 -84.68 105.54 -47.18 -185.28 -163.17 -185.88
480 mt_962_use2008_best_save_rnk500_idxctrl -108.10 -145.80 100.78 -89.44 100.78 -51.93 -190.03 -167.92 -190.63
481 mt_962_use2008_last_save_rnk500_idxctrl -108.16 -145.86 100.72 -89.50 100.72 -51.99 -190.10 -167.99 -190.70
492 mt_961_use2023_best_save_rnk500_idxctrl -118.56 -156.26 90.32 -99.90 90.32 -62.40 -200.50 -178.39 -201.10