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_20260106_151539
5 mt_961_use2014_best_save_rnk500_idxctrl 115.06 45.47 129.75 103.21 255.90 171.61 -5.58 -27.04 -128.30
6 mt_962_use2014_last_save_rnk500_idxctrl 114.60 45.01 129.28 102.75 255.44 171.14 -6.04 -27.50 -128.77
7 mt_962_use2014_best_save_rnk500_idxctrl 107.02 37.43 121.70 95.17 247.86 163.57 -13.62 -35.08 -136.34
8 mt_962_use2017_last_save_rnk500_idxctrl 103.20 33.61 117.88 91.35 244.04 159.75 -17.44 -38.90 -140.16
12 mt_961_use2015_last_save_rnk500_idxctrl 93.79 24.20 108.47 81.94 234.63 150.33 -26.85 -48.31 -149.58
13 mt_961_use2015_best_save_rnk500_idxctrl 93.12 23.53 107.80 81.27 233.96 149.67 -27.52 -48.98 -150.24
14 mt_961_use2016_best_save_rnk500_idxctrl 91.96 22.37 106.64 80.11 232.80 148.51 -28.68 -50.14 -151.40
16 mt_962_use2012_last_save_rnk500_idxctrl 91.81 22.22 106.49 79.96 232.65 148.35 -28.83 -50.29 -151.56
17 mt_962_use2016_last_save_rnk500_idxctrl 89.56 19.97 104.24 77.70 230.40 146.10 -31.08 -52.54 -153.81
18 mt_961_use2014_last_save_rnk500_idxctrl 89.34 19.75 104.02 77.49 230.18 145.89 -31.30 -52.76 -154.02
23 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 81.37 11.78 96.05 69.52 222.21 137.92 -39.27 -60.73 -161.99
24 multin_zz500_61001_idxctrl_zz500_pv 80.32 10.73 95.00 68.47 221.16 136.87 -40.32 -61.78 -163.05
25 mt_962_use2017_best_save_rnk500_idxctrl 79.91 10.32 94.59 68.06 220.75 136.45 -40.73 -62.19 -163.46
26 mt_962_use2012_best_save_rnk500_idxctrl 79.71 10.12 94.39 67.86 220.55 136.25 -40.93 -62.39 -163.66
28 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 79.43 9.84 94.12 67.58 220.28 135.98 -41.21 -62.66 -163.93
29 mt_962_use2015_last_save_rnk500_idxctrl 78.85 9.26 93.53 66.99 219.69 135.39 -41.79 -63.25 -164.52
30 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 78.78 9.19 93.46 66.92 219.62 135.32 -41.86 -63.32 -164.59
31 multin_zz500_61002_idxctrl_zz500_pv 78.54 8.95 93.23 66.69 219.39 135.09 -42.10 -63.55 -164.82
32 mt_961_use2016_last_save_rnk500_idxctrl 78.14 8.55 92.82 66.29 218.98 134.69 -42.50 -63.96 -165.23
33 multin_zz500_61004_idxctrl_zz500_pv 77.87 8.28 92.55 66.02 218.71 134.41 -42.77 -64.23 -165.50
34 mt_962_use2011_last_save_rnk500_idxctrl 75.93 6.34 90.61 64.08 216.77 132.48 -44.71 -66.17 -167.43
36 mt_962_use2013_best_save_rnk500_idxctrl 74.68 5.09 89.36 62.83 215.52 131.23 -45.96 -67.42 -168.68
39 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 71.11 1.52 85.79 59.26 211.95 127.66 -49.53 -70.99 -172.26
40 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 70.34 0.75 85.02 58.49 211.18 126.89 -50.30 -71.76 -173.02
41 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 69.16 -0.44 83.84 57.30 210.00 125.70 -51.49 -72.94 -174.21
42 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 68.66 -0.94 83.34 56.80 209.50 125.20 -51.98 -73.44 -174.71
43 mt_962_use2019_last_save_rnk500_idxctrl 68.16 -1.43 82.84 56.31 209.00 124.71 -52.48 -73.94 -175.20
44 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 68.13 -1.46 82.81 56.28 208.97 124.67 -52.51 -73.97 -175.24
45 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 67.74 -1.85 82.42 55.89 208.58 124.28 -52.90 -74.36 -175.63
46 mt_962_use2010_best_save_rnk500_idxctrl 66.86 -2.73 81.54 55.01 207.70 123.40 -53.78 -75.24 -176.51
47 mt_961_use2017_best_save_rnk500_idxctrl 66.78 -2.81 81.47 54.93 207.63 123.33 -53.86 -75.31 -176.58
50 mt_962_use2016_best_save_rnk500_idxctrl 62.78 -6.81 77.46 50.92 203.62 119.32 -57.86 -79.32 -180.59
51 mt_962_use2019_best_save_rnk500_idxctrl 62.63 -6.96 77.31 50.78 203.47 119.18 -58.01 -79.47 -180.73
52 mt_962_use2011_best_save_rnk500_idxctrl 62.47 -7.12 77.15 50.61 203.31 119.01 -58.17 -79.63 -180.90
54 mt_962_use2010_last_save_rnk500_idxctrl 56.79 -12.80 71.47 44.94 197.63 113.34 -63.85 -85.31 -186.57
55 mt_962_use2020_last_save_rnk500_idxctrl 56.41 -13.18 71.09 44.55 197.25 112.95 -64.23 -85.69 -186.96
56 mt_961_use2008_last_save_rnk500_idxctrl 55.13 -14.46 69.81 43.28 195.97 111.68 -65.51 -86.97 -188.23
57 mt_962_use2013_last_save_rnk500_idxctrl 54.83 -14.76 69.51 42.97 195.67 111.37 -65.81 -87.27 -188.54
59 mt_962_use2009_best_save_rnk500_idxctrl 53.14 -16.45 67.82 41.29 193.98 109.68 -67.50 -88.96 -190.23
63 mt_962_use2009_last_save_rnk500_idxctrl 52.05 -17.54 66.73 40.20 192.89 108.60 -68.59 -90.05 -191.31
65 mt_961_use2021_best_save_rnk500_idxctrl 51.58 -18.01 66.26 39.73 192.42 108.13 -69.06 -90.52 -191.79
67 mt_962_use2020_best_save_rnk500_idxctrl 50.64 -18.95 65.32 38.79 191.48 107.19 -70.00 -91.46 -192.72
68 mt_962_use2021_last_save_rnk500_idxctrl 49.84 -19.75 64.52 37.98 190.68 106.38 -70.80 -92.26 -193.53
72 mt_962_use2018_best_save_rnk500_idxctrl 48.63 -20.96 63.31 36.78 189.47 105.18 -72.01 -93.47 -194.73
73 mt_961_use2017_last_save_rnk500_idxctrl 48.02 -21.57 62.70 36.16 188.86 104.56 -72.62 -94.08 -195.35
76 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 47.46 -22.13 62.14 35.61 188.30 104.00 -73.18 -94.64 -195.91
77 multin_zz1000_61001_idxctrl_pv_rm_fnd 47.30 -22.29 61.98 35.45 188.14 103.84 -73.34 -94.80 -196.07
78 mt_961_use2013_best_save_rnk500_idxctrl 47.19 -22.40 61.88 35.34 188.04 103.74 -73.45 -94.90 -196.17
79 mt_962_use2018_last_save_rnk500_idxctrl 46.01 -23.58 60.70 34.16 186.85 102.56 -74.63 -96.09 -197.35
80 mt_961_use2018_last_save_rnk500_idxctrl 45.38 -24.21 60.06 33.53 186.22 101.93 -75.26 -96.72 -197.99
84 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 44.19 -25.40 58.88 32.34 185.03 100.74 -76.45 -97.91 -199.17
85 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 44.19 -25.40 58.88 32.34 185.03 100.74 -76.45 -97.91 -199.17
86 multin_zz1000_61002_idxctrl_pv_rm_fnd 44.13 -25.46 58.81 32.28 184.97 100.68 -76.51 -97.97 -199.23
87 multin_zz1000_61004_idxctrl_pv_rm_fnd 44.13 -25.46 58.81 32.28 184.97 100.68 -76.51 -97.97 -199.23
89 mt_962_use2008_last_save_rnk500_idxctrl 43.44 -26.16 58.12 31.58 184.28 99.98 -77.20 -98.66 -199.93
90 mt_962_use2008_best_save_rnk500_idxctrl 42.05 -27.54 56.73 30.20 182.89 98.59 -78.59 -100.05 -201.32
91 mt_961_use2008_best_save_rnk500_idxctrl 42.01 -27.58 56.69 30.15 182.85 98.55 -78.63 -100.09 -201.36
92 multin_zz1000_61001_idxctrl_pv_rm_blc 41.92 -27.67 56.61 30.07 182.76 98.47 -78.72 -100.18 -201.44
93 mt_962_use2024_last_save_rnk500_idxctrl 41.25 -28.34 55.93 29.40 182.09 97.80 -79.39 -100.85 -202.12
94 mt_962_use2024_best_save_rnk500_idxctrl 41.04 -28.55 55.72 29.19 181.88 97.59 -79.60 -101.06 -202.33
96 multin_zz1000_61001_idxctrl_pv 40.68 -28.92 55.36 28.82 181.52 97.22 -79.97 -101.42 -202.69
97 multin_zz1000_61002_idxctrl_pv_rm_blc 40.18 -29.41 54.86 28.33 181.02 96.73 -80.46 -101.92 -203.19
98 multin_zz1000_61004_idxctrl_pv_rm_blc 40.18 -29.41 54.86 28.33 181.02 96.73 -80.46 -101.92 -203.19
104 multin_zz1000_61004_idxctrl_pv 39.04 -30.55 53.72 27.19 179.88 95.58 -81.60 -103.06 -204.33
105 multin_zz1000_61002_idxctrl_pv 39.04 -30.55 53.72 27.19 179.88 95.58 -81.60 -103.06 -204.33
106 mt_961_use2009_best_save_rnk500_idxctrl 39.03 -30.56 53.71 27.18 179.87 95.58 -81.61 -103.07 -204.33
107 mt_962_use2022_last_save_rnk500_idxctrl 38.79 -30.80 53.47 26.94 179.63 95.34 -81.85 -103.31 -204.57
110 mt_961_use2011_best_save_rnk500_idxctrl 38.18 -31.41 52.87 26.33 179.02 94.73 -82.46 -103.92 -205.18
111 mt_962_use2023_best_save_rnk500_idxctrl 38.09 -31.51 52.77 26.23 178.93 94.63 -82.55 -104.01 -205.28
114 mt_961_use2009_last_save_rnk500_idxctrl 35.05 -34.54 49.73 23.20 175.89 91.59 -85.59 -107.05 -208.32
115 mt_962_use2021_best_save_rnk500_idxctrl 34.92 -34.67 49.60 23.07 175.76 91.47 -85.72 -107.18 -208.45
117 mt_961_use2012_best_save_rnk500_idxctrl 34.19 -35.40 48.87 22.34 175.03 90.73 -86.45 -107.91 -209.18
118 mt_961_use2019_best_save_rnk500_idxctrl 33.97 -35.62 48.65 22.12 174.81 90.52 -86.67 -108.13 -209.39
119 mt_962_use2023_last_save_rnk500_idxctrl 33.82 -35.77 48.50 21.97 174.66 90.37 -86.82 -108.28 -209.54
121 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 33.36 -36.23 48.04 21.51 174.20 89.91 -87.28 -108.74 -210.00
123 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 33.16 -36.43 47.84 21.31 174.00 89.71 -87.48 -108.94 -210.20
128 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 31.07 -38.52 45.75 19.22 171.91 87.61 -89.57 -111.03 -212.30
130 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 30.93 -38.66 45.62 19.08 171.77 87.48 -89.71 -111.17 -212.43
133 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 30.34 -39.25 45.02 18.49 171.18 86.89 -90.30 -111.76 -213.02
134 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 30.23 -39.36 44.92 18.38 171.07 86.78 -90.41 -111.87 -213.13
135 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 30.13 -39.46 44.81 18.28 170.97 86.68 -90.51 -111.97 -213.24
136 mt_961_use2013_last_save_rnk500_idxctrl 30.08 -39.51 44.76 18.23 170.92 86.63 -90.56 -112.02 -213.29
137 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 29.88 -39.71 44.57 18.03 170.72 86.43 -90.76 -112.22 -213.48
138 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 29.61 -39.98 44.29 17.76 170.45 86.15 -91.03 -112.49 -213.76
139 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 29.41 -40.18 44.09 17.56 170.25 85.96 -91.23 -112.69 -213.96
143 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 27.83 -41.76 42.51 15.98 168.67 84.38 -92.81 -114.27 -215.53
144 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 26.98 -42.61 41.66 15.13 167.82 83.53 -93.66 -115.12 -216.38
146 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 26.60 -42.99 41.28 14.74 167.44 83.14 -94.04 -115.50 -216.77
147 mt_961_use2012_last_save_rnk500_idxctrl 26.23 -43.36 40.91 14.38 167.07 82.78 -94.41 -115.87 -217.13
148 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 26.21 -43.38 40.89 14.36 167.05 82.76 -94.43 -115.89 -217.16
151 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 25.93 -43.66 40.61 14.08 166.77 82.47 -94.71 -116.17 -217.44
152 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 25.88 -43.71 40.56 14.03 166.72 82.43 -94.76 -116.22 -217.48
153 mt_961_use2021_last_save_rnk500_idxctrl 25.86 -43.73 40.54 14.01 166.70 82.40 -94.78 -116.24 -217.51
154 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 25.50 -44.09 40.18 13.65 166.34 82.05 -95.14 -116.60 -217.86
155 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 25.22 -44.38 39.90 13.36 166.06 81.76 -95.42 -116.88 -218.15
156 mt_961_use2018_best_save_rnk500_idxctrl 24.97 -44.62 39.65 13.12 165.81 81.51 -95.67 -117.13 -218.40
157 mt_961_use2010_best_save_rnk500_idxctrl 24.76 -44.83 39.44 12.91 165.60 81.31 -95.88 -117.34 -218.60
161 mt_961_use2022_best_save_rnk500_idxctrl 22.61 -46.98 37.29 10.76 163.45 79.15 -98.03 -119.49 -220.76
162 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 22.22 -47.37 36.90 10.37 163.06 78.77 -98.42 -119.88 -221.14
163 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 21.90 -47.69 36.59 10.05 162.74 78.45 -98.74 -120.20 -221.46
165 mt_961_use2023_best_save_rnk500_idxctrl 21.52 -48.07 36.20 9.67 162.36 78.06 -99.12 -120.58 -221.85
166 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 21.43 -48.16 36.11 9.58 162.27 77.97 -99.21 -120.67 -221.94
167 mt_961_use2023_last_save_rnk500_idxctrl 21.43 -48.16 36.11 9.58 162.27 77.98 -99.21 -120.67 -221.93
169 multin_zz1000_61002_idxctrl_zz1000_pv 21.12 -48.47 35.80 9.27 161.96 77.67 -99.52 -120.98 -222.24
172 multin_zz1000_61004_idxctrl_zz1000_pv 20.83 -48.76 35.51 8.98 161.67 77.37 -99.81 -121.27 -222.54
179 multin_zz1000_61001_idxctrl_zz1000_pv 20.36 -49.23 35.04 8.51 161.20 76.91 -100.28 -121.74 -223.00
182 mt_961_use2011_last_save_rnk500_idxctrl 19.02 -50.57 33.70 7.17 159.86 75.57 -101.62 -123.08 -224.35
185 mt_961_use2010_last_save_rnk500_idxctrl 18.52 -51.07 33.20 6.67 159.36 75.06 -102.12 -123.58 -224.85
199 mt_961_use2019_last_save_rnk500_idxctrl 16.55 -53.04 31.24 4.70 157.39 73.10 -104.09 -125.55 -226.81
210 mt_961_use2020_best_save_rnk500_idxctrl 15.24 -54.35 29.92 3.38 156.08 71.78 -105.40 -126.86 -228.13
211 mt_961_use2020_last_save_rnk500_idxctrl 15.21 -54.38 29.89 3.36 156.05 71.75 -105.43 -126.89 -228.16
214 multin_zz1000_61002_idxctrl_50010002000_pv 14.72 -54.87 29.40 2.87 155.56 71.26 -105.92 -127.38 -228.65
217 multin_zz1000_61001_idxctrl_top3800_pv 14.42 -55.17 29.10 2.57 155.26 70.97 -106.22 -127.68 -228.95
222 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 13.99 -55.60 28.68 2.14 154.83 70.54 -106.65 -128.11 -229.37
224 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 13.79 -55.80 28.47 1.94 154.63 70.33 -106.85 -128.31 -229.58
226 multin_zz1000_61002_idxctrl_top3800_pv 13.62 -55.97 28.30 1.77 154.46 70.16 -107.02 -128.48 -229.75
227 multin_zz1000_61004_idxctrl_top3800_pv 13.61 -55.98 28.29 1.76 154.45 70.16 -107.03 -128.49 -229.75
229 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 13.11 -56.48 27.80 1.26 153.95 69.66 -107.53 -128.99 -230.25
231 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 12.59 -57.00 27.27 0.74 153.43 69.14 -108.05 -129.51 -230.77
234 multin_zz1000_61001_idxctrl_50010002000_pv 11.59 -58.00 26.27 -0.26 152.43 68.13 -109.05 -130.51 -231.78
235 multin_zz1000_61004_idxctrl_50010002000_pv 11.47 -58.12 26.15 -0.39 152.31 68.01 -109.17 -130.63 -231.90
237 mt_962_use2022_best_save_rnk500_idxctrl 11.41 -58.18 26.09 -0.44 152.25 67.96 -109.23 -130.69 -231.95
239 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 11.14 -58.45 25.83 -0.71 151.98 67.69 -109.50 -130.96 -232.22
241 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 10.42 -59.17 25.10 -1.43 151.26 66.97 -110.22 -131.68 -232.94
244 mt_961_use2024_last_save_rnk500_idxctrl 8.85 -60.74 23.54 -3.00 149.70 65.40 -111.79 -133.24 -234.51
247 mt_961_use2022_last_save_rnk500_idxctrl 8.31 -61.28 22.99 -3.54 149.15 64.85 -112.33 -133.79 -235.06
251 mt_962_use2015_best_save_rnk500_idxctrl 8.04 -61.55 22.72 -3.81 148.88 64.59 -112.60 -134.06 -235.32
252 mt_961_use2024_best_save_rnk500_idxctrl 7.96 -61.63 22.65 -3.89 148.80 64.51 -112.68 -134.14 -235.40