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_20260109_151517
9 mt_962_use2020_best_save_rnk500_idxctrl 34.38 26.16 229.55 183.83 229.55 121.59 99.50 115.14 115.23
10 mt_962_use2012_best_save_rnk500_idxctrl 33.77 25.55 228.94 183.23 228.94 120.98 98.89 114.53 114.62
11 mt_962_use2019_best_save_rnk500_idxctrl 32.97 24.74 228.13 182.42 228.13 120.18 98.08 113.73 113.82
12 mt_962_use2014_best_save_rnk500_idxctrl 31.62 23.40 226.78 181.07 226.78 118.83 96.74 112.38 112.47
14 mt_961_use2021_best_save_rnk500_idxctrl 27.39 19.17 222.55 176.84 222.55 114.60 92.50 108.15 108.24
16 mt_962_use2014_last_save_rnk500_idxctrl 25.24 17.02 220.40 174.69 220.41 112.45 90.36 106.00 106.09
18 mt_962_use2015_last_save_rnk500_idxctrl 22.97 14.74 218.13 172.42 218.13 110.18 88.08 103.73 103.82
19 mt_961_use2013_best_save_rnk500_idxctrl 20.53 12.31 215.69 169.98 215.69 107.74 85.65 101.29 101.38
23 mt_962_use2015_best_save_rnk500_idxctrl 17.15 8.93 212.31 166.60 212.32 104.36 82.27 97.91 98.00
28 mt_962_use2013_best_save_rnk500_idxctrl 11.26 3.04 206.42 160.71 206.43 98.47 76.38 92.02 92.11
29 mt_962_use2021_best_save_rnk500_idxctrl 10.94 2.72 206.10 160.39 206.10 98.15 76.06 91.70 91.79
31 mt_962_use2020_last_save_rnk500_idxctrl 8.30 0.08 203.46 157.75 203.46 95.51 73.41 89.06 89.15
32 mt_962_use2013_last_save_rnk500_idxctrl 7.25 -0.98 202.41 156.70 202.41 94.45 72.36 88.01 88.10
33 mt_962_use2019_last_save_rnk500_idxctrl 6.59 -1.63 201.76 156.05 201.76 93.80 71.71 87.35 87.44
34 mt_961_use2021_last_save_rnk500_idxctrl 5.07 -3.15 200.23 154.52 200.23 92.28 70.19 85.83 85.92
36 mt_962_use2024_last_save_rnk500_idxctrl 2.58 -5.64 197.75 152.04 197.75 89.79 67.70 83.35 83.44
37 mt_962_use2023_best_save_rnk500_idxctrl -1.66 -9.89 193.50 147.79 193.50 85.55 63.45 79.10 79.19
38 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -1.78 -10.00 193.38 147.67 193.39 85.43 63.34 78.98 79.07
43 mt_962_use2017_best_save_rnk500_idxctrl -4.88 -13.10 190.29 144.58 190.29 82.33 60.24 75.89 75.98
44 mt_962_use2016_last_save_rnk500_idxctrl -4.99 -13.22 190.17 144.46 190.17 82.21 60.12 75.77 75.86
45 mt_962_use2021_last_save_rnk500_idxctrl -5.50 -13.72 189.67 143.96 189.67 81.71 59.62 75.27 75.36
46 multin_zz500_61001_idxctrl_zz500_pv -5.95 -14.17 189.22 143.51 189.22 81.26 59.17 74.81 74.90
47 mt_962_use2012_last_save_rnk500_idxctrl -6.45 -14.67 188.72 143.01 188.72 80.76 58.67 74.32 74.41
48 mt_962_use2023_last_save_rnk500_idxctrl -6.48 -14.70 188.69 142.98 188.69 80.73 58.64 74.28 74.37
50 mt_962_use2022_last_save_rnk500_idxctrl -6.85 -15.08 188.31 142.60 188.31 80.36 58.26 73.91 74.00
52 mt_962_use2024_best_save_rnk500_idxctrl -7.13 -15.36 188.03 142.32 188.03 80.07 57.98 73.63 73.72
53 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -7.87 -16.09 187.30 141.59 187.30 79.34 57.25 72.89 72.98
55 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -8.86 -17.08 186.31 140.59 186.31 78.35 56.26 71.90 71.99
56 mt_962_use2017_last_save_rnk500_idxctrl -8.94 -17.16 186.23 140.52 186.23 78.27 56.18 71.82 71.91
57 mt_961_use2015_best_save_rnk500_idxctrl -8.97 -17.20 186.19 140.48 186.19 78.23 56.14 71.79 71.88
59 mt_961_use2014_best_save_rnk500_idxctrl -10.62 -18.84 184.54 138.83 184.55 76.59 54.50 70.14 70.23
62 multin_zz500_61002_idxctrl_zz500_pv -12.10 -20.32 183.07 137.36 183.07 75.11 53.02 68.66 68.76
63 multin_zz500_61004_idxctrl_zz500_pv -12.98 -21.21 182.18 136.47 182.18 74.23 52.13 67.78 67.87
67 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -15.42 -23.64 179.74 134.03 179.74 71.79 49.69 65.34 65.43
71 multin_zz1000_61001_idxctrl_zz1000_pv -16.20 -24.43 178.96 133.25 178.96 71.01 48.91 64.56 64.65
73 mt_962_use2011_last_save_rnk500_idxctrl -17.17 -25.39 177.99 132.28 177.99 70.04 47.94 63.59 63.68
76 mt_962_use2022_best_save_rnk500_idxctrl -18.92 -27.14 176.25 130.53 176.25 68.29 46.20 61.84 61.93
77 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -19.53 -27.76 175.63 129.92 175.63 67.68 45.58 61.23 61.32
79 mt_961_use2015_last_save_rnk500_idxctrl -21.47 -29.70 173.69 127.98 173.69 65.74 43.64 59.29 59.38
81 mt_962_use2016_best_save_rnk500_idxctrl -21.63 -29.85 173.54 127.83 173.54 65.58 43.49 59.13 59.22
82 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -21.72 -29.94 173.45 127.74 173.45 65.49 43.40 59.04 59.14
83 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -21.83 -30.06 173.33 127.62 173.33 65.37 43.28 58.93 59.02
85 multin_zz1000_61004_idxctrl_zz1000_pv -22.39 -30.61 172.77 127.06 172.77 64.82 42.72 58.37 58.46
86 multin_zz1000_61002_idxctrl_zz1000_pv -22.54 -30.76 172.63 126.92 172.63 64.67 42.58 58.22 58.31
87 mt_961_use2019_last_save_rnk500_idxctrl -22.57 -30.79 172.60 126.88 172.60 64.64 42.55 58.19 58.28
91 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -23.79 -32.01 171.37 125.66 171.37 63.42 41.32 56.97 57.06
94 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -25.26 -33.49 169.90 124.19 169.90 61.95 39.85 55.50 55.59
96 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -25.73 -33.95 169.43 123.72 169.43 61.48 39.39 55.03 55.12
99 mt_961_use2022_best_save_rnk500_idxctrl -26.89 -35.12 168.27 122.56 168.27 60.32 38.22 53.87 53.96
100 multin_zz1000_61001_idxctrl_pv_rm_blc -27.02 -35.24 168.15 122.44 168.15 60.19 38.10 53.74 53.83
101 mt_961_use2013_last_save_rnk500_idxctrl -27.42 -35.64 167.74 122.03 167.74 59.79 37.70 53.34 53.43
104 multin_zz1000_61001_idxctrl_pv -28.61 -36.83 166.55 120.84 166.55 58.60 36.50 52.15 52.24
108 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -29.58 -37.80 165.59 119.88 165.59 57.63 35.54 51.18 51.28
109 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -29.93 -38.15 165.23 119.52 165.23 57.28 35.19 50.83 50.92
111 mt_961_use2020_last_save_rnk500_idxctrl -31.05 -39.27 164.11 118.40 164.11 56.16 34.07 49.71 49.80
112 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -31.06 -39.28 164.11 118.40 164.11 56.15 34.06 49.70 49.80
115 multin_zz1000_61002_idxctrl_pv_rm_blc -31.53 -39.75 163.64 117.92 163.64 55.68 33.59 49.23 49.32
116 multin_zz1000_61004_idxctrl_pv_rm_blc -31.53 -39.75 163.64 117.92 163.64 55.68 33.59 49.23 49.32
119 mt_961_use2014_last_save_rnk500_idxctrl -32.45 -40.68 162.71 117.00 162.71 54.75 32.66 48.31 48.40
120 multin_zz1000_61002_idxctrl_pv -33.10 -41.33 162.06 116.35 162.06 54.10 32.01 47.66 47.75
121 multin_zz1000_61004_idxctrl_pv -33.10 -41.33 162.06 116.35 162.06 54.10 32.01 47.66 47.75
123 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -33.70 -41.92 161.47 115.76 161.47 53.51 31.42 47.06 47.15
125 mt_962_use2018_best_save_rnk500_idxctrl -33.86 -42.08 161.31 115.60 161.31 53.35 31.26 46.90 46.99
129 mt_961_use2019_best_save_rnk500_idxctrl -34.82 -43.05 160.34 114.63 160.34 52.39 30.29 45.94 46.03
132 mt_961_use2020_best_save_rnk500_idxctrl -35.36 -43.58 159.80 114.09 159.80 51.85 29.75 45.40 45.49
133 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -36.33 -44.55 158.83 113.12 158.84 50.88 28.79 44.43 44.52
135 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -36.63 -44.85 158.54 112.83 158.54 50.58 28.49 44.13 44.22
136 multin_zz1000_61001_idxctrl_50010002000_pv -37.19 -45.42 157.97 112.26 157.97 50.02 27.92 43.57 43.66
138 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -38.04 -46.26 157.13 111.42 157.13 49.17 27.08 42.72 42.81
141 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -38.86 -47.08 156.30 110.59 156.30 48.35 26.26 41.90 41.99
143 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -39.22 -47.44 155.95 110.24 155.95 47.99 25.90 41.54 41.63
146 multin_zz1000_61001_idxctrl_top3800_pv -39.68 -47.90 155.49 109.78 155.49 47.53 25.44 41.08 41.17
151 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -40.89 -49.11 154.28 108.57 154.28 46.32 24.23 39.87 39.96
152 mt_962_use2010_last_save_rnk500_idxctrl -41.19 -49.41 153.98 108.27 153.98 46.02 23.93 39.57 39.66
156 mt_961_use2024_best_save_rnk500_idxctrl -42.29 -50.51 152.88 107.17 152.88 44.92 22.83 38.48 38.57
162 mt_962_use2018_last_save_rnk500_idxctrl -46.86 -55.08 148.31 102.60 148.31 40.35 18.26 33.90 33.99
168 multin_zz1000_61001_idxctrl_pv_rm_fnd -49.40 -57.62 145.77 100.06 145.77 37.81 15.72 31.36 31.45
171 multin_zz1000_61002_idxctrl_top3800_pv -49.86 -58.08 145.31 99.60 145.31 37.35 15.26 30.90 30.99
172 multin_zz1000_61004_idxctrl_50010002000_pv -49.87 -58.09 145.30 99.59 145.30 37.34 15.25 30.89 30.99
173 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -50.09 -58.32 145.07 99.36 145.07 37.12 15.02 30.67 30.76
174 mt_962_use2010_best_save_rnk500_idxctrl -50.47 -58.69 144.70 98.99 144.70 36.74 14.65 30.29 30.38
175 multin_zz1000_61002_idxctrl_50010002000_pv -50.52 -58.75 144.64 98.93 144.64 36.68 14.59 30.24 30.33
176 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -51.06 -59.28 144.11 98.40 144.11 36.15 14.06 29.70 29.79
178 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -51.15 -59.37 144.02 98.31 144.02 36.06 13.97 29.61 29.70
179 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -51.37 -59.59 143.79 98.08 143.80 35.84 13.75 29.39 29.48
180 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -51.45 -59.67 143.72 98.01 143.72 35.76 13.67 29.31 29.40
181 multin_zz1000_61004_idxctrl_top3800_pv -51.59 -59.81 143.58 97.87 143.58 35.62 13.53 29.17 29.26
185 multin_zz1000_61002_idxctrl_pv_rm_fnd -52.54 -60.76 142.63 96.92 142.63 34.67 12.58 28.22 28.31
186 multin_zz1000_61004_idxctrl_pv_rm_fnd -52.54 -60.76 142.63 96.92 142.63 34.67 12.58 28.22 28.31
187 mt_961_use2024_last_save_rnk500_idxctrl -52.70 -60.93 142.46 96.75 142.46 34.51 12.41 28.06 28.15
189 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -52.90 -61.12 142.26 96.55 142.27 34.31 12.22 27.86 27.95
190 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -53.15 -61.37 142.01 96.30 142.01 34.06 11.97 27.61 27.70
191 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -53.15 -61.37 142.01 96.30 142.01 34.06 11.97 27.61 27.70
192 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -53.36 -61.58 141.81 96.09 141.81 33.85 11.76 27.40 27.49
203 mt_961_use2010_last_save_rnk500_idxctrl -57.48 -65.70 137.69 91.98 137.69 29.73 7.64 23.28 23.37
206 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -58.04 -66.26 137.12 91.41 137.12 29.17 7.07 22.72 22.81
210 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -60.62 -68.85 134.54 88.83 134.54 26.59 4.49 20.14 20.23
213 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -62.26 -70.48 132.91 87.20 132.91 24.95 2.86 18.50 18.59
214 mt_961_use2011_best_save_rnk500_idxctrl -62.34 -70.57 132.82 87.11 132.82 24.87 2.77 18.42 18.51
215 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -62.84 -71.07 132.32 86.61 132.32 24.36 2.27 17.92 18.01
219 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -64.07 -72.29 131.10 85.39 131.10 23.14 1.05 16.69 16.78
228 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -64.79 -73.01 130.38 84.67 130.38 22.42 0.33 15.98 16.07
229 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -64.90 -73.13 130.26 84.55 130.26 22.31 0.21 15.86 15.95
230 mt_961_use2016_best_save_rnk500_idxctrl -64.92 -73.14 130.24 84.53 130.25 22.29 0.20 15.84 15.93
235 mt_961_use2017_best_save_rnk500_idxctrl -65.42 -73.64 129.74 84.03 129.74 21.79 -0.30 15.34 15.43
245 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -66.88 -75.10 128.28 82.57 128.28 20.33 -1.76 13.88 13.97
247 mt_962_use2011_best_save_rnk500_idxctrl -67.11 -75.34 128.05 82.34 128.05 20.10 -2.00 13.65 13.74
248 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -67.11 -75.33 128.06 82.34 128.06 20.10 -1.99 13.65 13.74
251 mt_961_use2022_last_save_rnk500_idxctrl -67.35 -75.58 127.81 82.10 127.81 19.86 -2.24 13.41 13.50
260 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -69.29 -77.52 125.87 80.16 125.87 17.92 -4.18 11.47 11.56
262 mt_961_use2017_last_save_rnk500_idxctrl -69.55 -77.77 125.62 79.91 125.62 17.66 -4.43 11.21 11.30
271 mt_961_use2010_best_save_rnk500_idxctrl -71.34 -79.56 123.83 78.12 123.83 15.87 -6.22 9.42 9.51
291 mt_961_use2009_best_save_rnk500_idxctrl -75.50 -83.73 119.66 73.95 119.66 11.71 -10.39 5.26 5.35
293 mt_961_use2012_best_save_rnk500_idxctrl -77.11 -85.33 118.05 72.34 118.05 10.10 -11.99 3.65 3.74
302 mt_961_use2018_last_save_rnk500_idxctrl -78.41 -86.63 116.75 71.04 116.75 8.80 -13.30 2.35 2.44
309 mt_961_use2009_last_save_rnk500_idxctrl -79.38 -87.61 115.78 70.07 115.78 7.82 -14.27 1.38 1.47
310 mt_961_use2016_last_save_rnk500_idxctrl -79.61 -87.83 115.56 69.85 115.56 7.60 -14.49 1.15 1.24
321 mt_961_use2012_last_save_rnk500_idxctrl -82.26 -90.48 112.91 67.20 112.91 4.95 -17.14 -1.50 -1.41
355 mt_961_use2011_last_save_rnk500_idxctrl -89.28 -97.51 105.88 60.17 105.88 -2.07 -24.17 -8.52 -8.43
368 mt_962_use2009_last_save_rnk500_idxctrl -91.64 -99.86 103.52 57.81 103.53 -4.43 -26.52 -10.88 -10.79
372 mt_961_use2023_last_save_rnk500_idxctrl -92.14 -100.37 103.02 57.31 103.02 -4.93 -27.03 -11.38 -11.29
377 mt_962_use2009_best_save_rnk500_idxctrl -93.02 -101.24 102.15 56.44 102.15 -5.81 -27.90 -12.26 -12.16
394 mt_961_use2008_last_save_rnk500_idxctrl -96.81 -105.03 98.35 52.64 98.36 -9.60 -31.69 -16.05 -15.96
427 mt_961_use2018_best_save_rnk500_idxctrl -102.19 -110.41 92.97 47.26 92.97 -14.98 -37.08 -21.43 -21.34
433 mt_961_use2008_best_save_rnk500_idxctrl -104.73 -112.95 90.43 44.72 90.43 -17.52 -39.62 -23.97 -23.88
435 mt_961_use2023_best_save_rnk500_idxctrl -104.97 -113.20 90.19 44.48 90.19 -17.76 -39.86 -24.21 -24.12
444 mt_962_use2008_last_save_rnk500_idxctrl -108.24 -116.47 86.92 41.21 86.92 -21.03 -43.13 -27.48 -27.39
449 mt_962_use2008_best_save_rnk500_idxctrl -109.46 -117.68 85.71 40.00 85.71 -22.25 -44.34 -28.70 -28.61