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_20260107_151520
4 mt_962_use2015_best_save_rnk500_idxctrl 94.51 69.39 151.38 176.88 151.38 153.61 216.41 258.74 253.31
5 mt_962_use2022_last_save_rnk500_idxctrl 86.78 61.66 143.66 169.16 143.66 145.89 208.69 251.02 245.59
6 mt_962_use2023_best_save_rnk500_idxctrl 83.63 58.51 140.50 166.01 140.50 142.74 205.54 247.86 242.43
7 mt_962_use2021_best_save_rnk500_idxctrl 81.90 56.78 138.78 164.28 138.78 141.01 203.81 246.13 240.71
10 mt_962_use2022_best_save_rnk500_idxctrl 77.46 52.34 134.33 159.83 134.33 136.56 199.36 241.69 236.26
11 mt_962_use2023_last_save_rnk500_idxctrl 77.24 52.12 134.12 159.62 134.12 136.35 199.15 241.47 236.05
12 mt_962_use2015_last_save_rnk500_idxctrl 77.17 52.04 134.04 159.54 134.04 136.27 199.07 241.40 235.97
15 mt_962_use2021_last_save_rnk500_idxctrl 71.04 45.92 127.92 153.42 127.92 130.15 192.95 235.27 229.85
16 mt_962_use2020_last_save_rnk500_idxctrl 68.80 43.68 125.67 151.17 125.67 127.90 190.70 233.03 227.60
18 mt_962_use2020_best_save_rnk500_idxctrl 64.32 39.20 121.19 146.69 121.19 123.42 186.22 228.55 223.12
23 mt_962_use2019_last_save_rnk500_idxctrl 55.09 29.97 111.97 137.47 111.97 114.20 177.00 219.33 213.90
24 mt_962_use2019_best_save_rnk500_idxctrl 49.98 24.86 106.85 132.36 106.85 109.09 171.89 214.21 208.78
25 mt_962_use2013_last_save_rnk500_idxctrl 49.79 24.67 106.67 132.17 106.67 108.90 171.70 214.03 208.60
26 mt_962_use2024_best_save_rnk500_idxctrl 48.32 23.20 105.20 130.70 105.20 107.43 170.23 212.56 207.13
28 mt_962_use2024_last_save_rnk500_idxctrl 47.66 22.54 104.53 130.04 104.53 106.77 169.57 211.89 206.46
30 mt_962_use2016_last_save_rnk500_idxctrl 46.73 21.61 103.61 129.11 103.61 105.84 168.64 210.96 205.54
31 mt_962_use2017_best_save_rnk500_idxctrl 46.44 21.32 103.31 128.81 103.31 105.54 168.34 210.67 205.24
32 mt_962_use2013_best_save_rnk500_idxctrl 43.95 18.83 100.83 126.33 100.83 103.06 165.86 208.18 202.76
39 mt_962_use2012_best_save_rnk500_idxctrl 35.53 10.41 92.41 117.91 92.41 94.64 157.44 199.76 194.34
44 mt_962_use2018_best_save_rnk500_idxctrl 30.18 5.06 87.06 112.56 87.06 89.29 152.09 194.41 188.99
50 mt_961_use2020_last_save_rnk500_idxctrl 22.20 -2.92 79.07 104.58 79.07 81.31 144.11 186.43 181.00
52 mt_961_use2020_best_save_rnk500_idxctrl 21.87 -3.25 78.75 104.25 78.75 80.98 143.78 186.10 180.68
55 mt_961_use2013_best_save_rnk500_idxctrl 19.74 -5.38 76.61 102.12 76.61 78.85 141.65 183.97 178.54
58 mt_962_use2017_last_save_rnk500_idxctrl 17.08 -8.04 73.96 99.46 73.96 76.19 138.99 181.31 175.89
59 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 16.68 -8.44 73.55 99.05 73.55 75.78 138.59 180.91 175.48
60 multin_zz1000_61001_idxctrl_top3800_pv 16.33 -8.79 73.20 98.71 73.20 75.44 138.24 180.56 175.13
63 mt_961_use2019_last_save_rnk500_idxctrl 15.77 -9.35 72.65 98.15 72.65 74.88 137.68 180.00 174.58
65 mt_962_use2010_last_save_rnk500_idxctrl 15.03 -10.09 71.90 97.40 71.90 74.13 136.93 179.26 173.83
68 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 14.86 -10.26 71.74 97.24 71.74 73.97 136.77 179.09 173.67
69 mt_962_use2014_best_save_rnk500_idxctrl 14.78 -10.35 71.65 97.15 71.65 73.88 136.68 179.01 173.58
70 mt_962_use2014_last_save_rnk500_idxctrl 14.77 -10.35 71.65 97.15 71.65 73.88 136.68 179.01 173.58
71 multin_zz1000_61001_idxctrl_50010002000_pv 14.33 -10.79 71.21 96.71 71.21 73.44 136.24 178.57 173.14
75 mt_962_use2012_last_save_rnk500_idxctrl 11.80 -13.32 68.68 94.18 68.68 70.91 133.71 176.04 170.61
76 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 10.88 -14.24 67.75 93.25 67.75 69.98 132.78 175.11 169.68
77 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 10.48 -14.64 67.35 92.85 67.35 69.58 132.38 174.71 169.28
79 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 9.49 -15.64 66.36 91.86 66.36 68.59 131.39 173.72 168.29
80 mt_961_use2021_best_save_rnk500_idxctrl 8.88 -16.24 65.75 91.25 65.75 67.99 130.79 173.11 167.68
82 mt_962_use2011_last_save_rnk500_idxctrl 8.46 -16.66 65.34 90.84 65.33 67.57 130.37 172.69 167.26
87 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 6.37 -18.75 63.24 88.74 63.24 65.47 128.27 170.60 165.17
90 multin_zz500_61001_idxctrl_zz500_pv 5.92 -19.21 62.79 88.29 62.79 65.02 127.82 170.15 164.72
91 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 5.46 -19.67 62.33 87.83 62.33 64.56 127.36 169.69 164.26
92 multin_zz500_61004_idxctrl_zz500_pv 5.38 -19.74 62.26 87.76 62.26 64.49 127.29 169.61 164.19
93 mt_961_use2021_last_save_rnk500_idxctrl 4.98 -20.14 61.86 87.36 61.86 64.09 126.89 169.21 163.79
94 multin_zz1000_61004_idxctrl_50010002000_pv 4.82 -20.30 61.70 87.20 61.70 63.93 126.73 169.05 163.63
95 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 4.71 -20.42 61.58 87.08 61.58 63.81 126.61 168.94 163.51
96 mt_961_use2019_best_save_rnk500_idxctrl 4.45 -20.67 61.32 86.82 61.32 63.55 126.35 168.68 163.25
97 multin_zz500_61002_idxctrl_zz500_pv 4.36 -20.76 61.23 86.73 61.23 63.46 126.26 168.59 163.16
99 multin_zz1000_61004_idxctrl_top3800_pv 4.00 -21.12 60.87 86.38 60.87 63.11 125.91 168.23 162.80
104 multin_zz1000_61002_idxctrl_50010002000_pv 3.13 -21.99 60.01 85.51 60.01 62.24 125.04 167.37 161.94
107 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 2.81 -22.31 59.68 85.18 59.68 61.91 124.71 167.04 161.61
113 multin_zz1000_61002_idxctrl_top3800_pv 1.24 -23.89 58.11 83.61 58.11 60.34 123.14 165.47 160.04
131 mt_961_use2022_last_save_rnk500_idxctrl -5.43 -30.55 51.45 76.95 51.45 53.68 116.48 158.80 153.38
132 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -5.82 -30.94 51.05 76.56 51.05 53.29 116.09 158.41 152.98
135 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -6.74 -31.86 50.13 75.63 50.13 52.36 115.17 157.49 152.06
139 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -7.36 -32.49 49.51 75.01 49.51 51.74 114.54 156.87 151.44
144 mt_961_use2022_best_save_rnk500_idxctrl -8.87 -33.99 48.01 73.51 48.01 50.24 113.04 155.36 149.94
146 multin_zz1000_61001_idxctrl_zz1000_pv -9.74 -34.86 47.14 72.64 47.14 49.37 112.17 154.49 149.07
151 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -10.39 -35.51 46.48 71.99 46.48 48.72 111.52 153.84 148.41
152 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -10.48 -35.60 46.39 71.90 46.39 48.63 111.43 153.75 148.32
155 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -11.41 -36.53 45.47 70.97 45.46 47.70 110.50 152.82 147.39
156 multin_zz1000_61004_idxctrl_zz1000_pv -11.71 -36.83 45.17 70.67 45.17 47.40 110.20 152.53 147.10
159 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -12.09 -37.21 44.79 70.29 44.79 47.02 109.82 152.14 146.72
160 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -12.40 -37.52 44.48 69.98 44.48 46.71 109.51 151.84 146.41
163 multin_zz1000_61002_idxctrl_zz1000_pv -13.15 -38.27 43.72 69.22 43.72 45.95 108.75 151.08 145.65
164 multin_zz1000_61001_idxctrl_pv_rm_blc -13.23 -38.35 43.64 69.14 43.64 45.87 108.68 151.00 145.57
165 mt_962_use2010_best_save_rnk500_idxctrl -13.76 -38.88 43.11 68.62 43.11 45.35 108.15 150.47 145.04
166 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -13.82 -38.94 43.05 68.55 43.05 45.28 108.08 150.41 144.98
167 multin_zz1000_61001_idxctrl_pv -14.33 -39.45 42.54 68.04 42.54 44.77 107.57 149.90 144.47
170 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -15.14 -40.26 41.73 67.23 41.73 43.96 106.76 149.09 143.66
171 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -15.15 -40.27 41.73 67.23 41.73 43.96 106.76 149.09 143.66
172 multin_zz1000_61002_idxctrl_pv_rm_blc -15.26 -40.38 41.61 67.11 41.61 43.84 106.64 148.97 143.54
173 multin_zz1000_61004_idxctrl_pv_rm_blc -15.26 -40.38 41.61 67.11 41.61 43.84 106.64 148.97 143.54
174 multin_zz1000_61004_idxctrl_pv -16.38 -41.50 40.49 65.99 40.49 42.72 105.52 147.85 142.42
175 multin_zz1000_61002_idxctrl_pv -16.38 -41.50 40.49 65.99 40.49 42.72 105.52 147.85 142.42
176 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -16.83 -41.95 40.04 65.54 40.04 42.27 105.07 147.40 141.97
177 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -17.07 -42.19 39.80 65.30 39.80 42.04 104.84 147.16 141.73
180 mt_962_use2018_last_save_rnk500_idxctrl -19.51 -44.63 37.36 62.86 37.36 39.60 102.40 144.72 139.29
181 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -20.24 -45.36 36.63 62.13 36.63 38.86 101.67 143.99 138.56
186 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -22.31 -47.43 34.57 60.07 34.57 36.80 99.60 141.93 136.50
188 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -22.56 -47.68 34.32 59.82 34.32 36.55 99.35 141.68 136.25
192 mt_961_use2024_last_save_rnk500_idxctrl -22.96 -48.08 33.91 59.41 33.91 36.14 98.94 141.27 135.84
194 mt_962_use2011_best_save_rnk500_idxctrl -24.12 -49.24 32.75 58.25 32.75 34.98 97.78 140.11 134.68
195 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -24.16 -49.28 32.71 58.21 32.71 34.94 97.75 140.07 134.64
196 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -24.56 -49.68 32.32 57.82 32.32 34.55 97.35 139.67 134.25
197 mt_961_use2024_best_save_rnk500_idxctrl -25.16 -50.28 31.72 57.22 31.71 33.95 96.75 139.07 133.64
201 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -26.21 -51.33 30.67 56.17 30.67 32.90 95.70 138.02 132.60
202 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -26.28 -51.40 30.59 56.09 30.59 32.82 95.62 137.95 132.52
203 mt_961_use2013_last_save_rnk500_idxctrl -26.70 -51.82 30.17 55.67 30.17 32.40 95.20 137.53 132.10
207 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -28.47 -53.59 28.41 53.91 28.41 30.64 93.44 135.77 130.34
222 mt_961_use2023_last_save_rnk500_idxctrl -32.38 -57.50 24.49 49.99 24.49 26.72 89.52 131.85 126.42
230 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -33.55 -58.67 23.32 48.83 23.32 25.56 88.36 130.68 125.25
233 mt_962_use2016_best_save_rnk500_idxctrl -34.63 -59.75 22.25 47.75 22.25 24.48 87.28 129.60 124.18
234 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -34.71 -59.83 22.17 47.67 22.17 24.40 87.20 129.53 124.10
235 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -34.71 -59.83 22.17 47.67 22.17 24.40 87.20 129.53 124.10
240 multin_zz1000_61001_idxctrl_pv_rm_fnd -35.35 -60.47 21.53 47.03 21.53 23.76 86.56 128.88 123.46
241 multin_zz1000_61002_idxctrl_pv_rm_fnd -36.53 -61.65 20.34 45.85 20.34 22.58 85.38 127.70 122.27
242 multin_zz1000_61004_idxctrl_pv_rm_fnd -36.53 -61.65 20.34 45.85 20.34 22.58 85.38 127.70 122.27
245 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -37.15 -62.27 19.73 45.23 19.73 21.96 84.76 127.08 121.66
248 mt_961_use2015_best_save_rnk500_idxctrl -37.70 -62.82 19.18 44.68 19.18 21.41 84.21 126.54 121.11
249 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -37.75 -62.87 19.13 44.63 19.13 21.36 84.16 126.49 121.06
250 mt_961_use2015_last_save_rnk500_idxctrl -37.84 -62.96 19.04 44.54 19.04 21.27 84.07 126.40 120.97
253 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -38.27 -63.39 18.60 44.11 18.60 20.84 83.64 125.96 120.53
257 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -38.89 -64.01 17.99 43.49 17.99 20.22 83.02 125.34 119.92
259 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -39.29 -64.41 17.59 43.09 17.59 19.82 82.62 124.95 119.52
263 mt_961_use2017_last_save_rnk500_idxctrl -39.92 -65.04 16.95 42.45 16.95 19.18 81.99 124.31 118.88
264 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -39.95 -65.07 16.93 42.43 16.93 19.16 81.96 124.28 118.86
270 mt_961_use2023_best_save_rnk500_idxctrl -41.29 -66.41 15.59 41.09 15.59 17.82 80.62 122.95 117.52
277 mt_961_use2017_best_save_rnk500_idxctrl -42.39 -67.51 14.49 39.99 14.49 16.72 79.52 121.85 116.42
282 mt_961_use2018_last_save_rnk500_idxctrl -43.34 -68.46 13.54 39.04 13.54 15.77 78.57 120.89 115.47
283 mt_961_use2009_best_save_rnk500_idxctrl -45.71 -70.83 11.17 36.67 11.17 13.40 76.20 118.53 113.10
287 mt_961_use2014_best_save_rnk500_idxctrl -47.60 -72.72 9.27 34.77 9.27 11.50 74.30 116.63 111.20
290 mt_961_use2009_last_save_rnk500_idxctrl -48.21 -73.33 8.67 34.17 8.67 10.90 73.70 116.03 110.60
291 mt_962_use2009_last_save_rnk500_idxctrl -48.97 -74.09 7.91 33.41 7.91 10.14 72.94 115.26 109.84
292 mt_961_use2010_last_save_rnk500_idxctrl -49.06 -74.18 7.81 33.32 7.81 10.05 72.85 115.17 109.74
313 mt_961_use2011_best_save_rnk500_idxctrl -51.69 -76.81 5.19 30.69 5.18 7.42 70.22 112.54 107.11
315 mt_962_use2009_best_save_rnk500_idxctrl -51.86 -76.98 5.01 30.51 5.01 7.24 70.04 112.37 106.94
316 mt_961_use2010_best_save_rnk500_idxctrl -52.48 -77.60 4.40 29.90 4.40 6.63 69.43 111.75 106.33
324 mt_961_use2012_best_save_rnk500_idxctrl -53.68 -78.81 3.19 28.69 3.19 5.42 68.22 110.55 105.12
329 mt_961_use2014_last_save_rnk500_idxctrl -54.62 -79.74 2.26 27.76 2.26 4.49 67.29 109.61 104.19
340 mt_961_use2018_best_save_rnk500_idxctrl -57.58 -82.70 -0.71 24.79 -0.71 1.52 64.32 106.65 101.22
361 mt_961_use2008_last_save_rnk500_idxctrl -61.60 -86.72 -4.73 20.77 -4.73 -2.50 60.30 102.63 97.20
366 mt_961_use2016_last_save_rnk500_idxctrl -62.12 -87.24 -5.25 20.26 -5.25 -3.01 59.79 102.11 96.68
372 mt_961_use2012_last_save_rnk500_idxctrl -64.00 -89.12 -7.12 18.38 -7.12 -4.89 57.91 100.24 94.81
377 mt_962_use2008_last_save_rnk500_idxctrl -64.69 -89.81 -7.81 17.69 -7.81 -5.58 57.22 99.54 94.12
394 mt_962_use2008_best_save_rnk500_idxctrl -69.12 -94.24 -12.25 13.25 -12.25 -10.02 52.78 95.11 89.68
407 mt_961_use2016_best_save_rnk500_idxctrl -71.24 -96.36 -14.36 11.14 -14.36 -12.13 50.67 93.00 87.57
408 mt_961_use2011_last_save_rnk500_idxctrl -71.31 -96.43 -14.43 11.07 -14.43 -12.20 50.60 92.93 87.50
425 mt_961_use2008_best_save_rnk500_idxctrl -74.41 -99.53 -17.53 7.97 -17.53 -15.30 47.50 89.82 84.40