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_20260113_151520
80 mt_962_use2008_last_save_rnk500_idxctrl 155.74 101.47 -29.88 33.29 -29.88 22.12 -29.65 -105.58 -28.75
90 mt_962_use2009_last_save_rnk500_idxctrl 153.69 99.42 -31.93 31.23 -31.93 20.07 -31.71 -107.63 -30.81
96 mt_962_use2009_best_save_rnk500_idxctrl 152.43 98.16 -33.18 29.98 -33.19 18.81 -32.96 -108.88 -32.06
97 mt_962_use2008_best_save_rnk500_idxctrl 152.03 97.76 -33.59 29.57 -33.59 18.41 -33.37 -109.29 -32.47
114 mt_961_use2008_best_save_rnk500_idxctrl 140.29 86.02 -45.33 17.84 -45.33 6.67 -45.10 -121.03 -44.20
118 mt_961_use2023_best_save_rnk500_idxctrl 137.86 83.59 -47.76 15.40 -47.76 4.24 -47.54 -123.46 -46.64
142 mt_961_use2018_best_save_rnk500_idxctrl 130.90 76.64 -54.71 8.45 -54.71 -2.71 -54.49 -130.41 -53.59
155 mt_961_use2018_last_save_rnk500_idxctrl 127.66 73.39 -57.96 5.21 -57.96 -5.96 -57.73 -133.66 -56.83
184 mt_961_use2022_last_save_rnk500_idxctrl 119.52 65.25 -66.10 -2.93 -66.10 -14.10 -65.88 -141.80 -64.97
185 mt_961_use2008_last_save_rnk500_idxctrl 118.59 64.32 -67.03 -3.86 -67.03 -15.03 -66.80 -142.73 -65.90
192 mt_961_use2016_last_save_rnk500_idxctrl 117.58 63.31 -68.03 -4.87 -68.03 -16.04 -67.81 -143.73 -66.91
200 mt_961_use2023_last_save_rnk500_idxctrl 115.24 60.97 -70.37 -7.21 -70.37 -18.37 -70.15 -146.07 -69.25
225 mt_962_use2018_last_save_rnk500_idxctrl 110.15 55.88 -75.47 -12.30 -75.47 -23.47 -75.24 -151.16 -74.34
230 mt_961_use2012_last_save_rnk500_idxctrl 109.96 55.69 -75.66 -12.49 -75.66 -23.66 -75.43 -151.36 -74.53
240 mt_961_use2011_last_save_rnk500_idxctrl 107.67 53.40 -77.94 -14.78 -77.94 -25.95 -77.72 -153.64 -76.82
243 mt_961_use2016_best_save_rnk500_idxctrl 107.54 53.27 -78.07 -14.91 -78.07 -26.08 -77.85 -153.77 -76.95
259 mt_962_use2010_best_save_rnk500_idxctrl 103.43 49.16 -82.18 -19.02 -82.18 -30.19 -81.96 -157.88 -81.06
267 mt_961_use2022_best_save_rnk500_idxctrl 101.72 47.45 -83.90 -20.73 -83.90 -31.90 -83.67 -159.60 -82.77
270 mt_961_use2012_best_save_rnk500_idxctrl 100.53 46.27 -85.08 -21.92 -85.08 -33.08 -84.86 -160.78 -83.96
287 mt_961_use2009_last_save_rnk500_idxctrl 97.65 43.38 -87.96 -24.80 -87.96 -35.97 -87.74 -163.66 -86.84
289 mt_962_use2011_best_save_rnk500_idxctrl 97.09 42.82 -88.52 -25.36 -88.52 -36.52 -88.30 -164.22 -87.40
292 mt_961_use2019_last_save_rnk500_idxctrl 96.44 42.17 -89.17 -26.01 -89.17 -37.18 -88.95 -164.87 -88.05
301 mt_961_use2024_last_save_rnk500_idxctrl 93.95 39.68 -91.67 -28.50 -91.67 -39.67 -91.44 -167.37 -90.54
302 mt_961_use2010_best_save_rnk500_idxctrl 93.61 39.34 -92.01 -28.84 -92.01 -40.01 -91.78 -167.71 -90.88
304 mt_962_use2010_last_save_rnk500_idxctrl 93.42 39.15 -92.20 -29.03 -92.20 -40.20 -91.97 -167.90 -91.07
321 mt_961_use2017_last_save_rnk500_idxctrl 90.13 35.86 -95.48 -32.32 -95.48 -43.49 -95.26 -171.18 -94.36
323 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 88.82 34.55 -96.80 -33.63 -96.80 -44.80 -96.58 -172.50 -95.68
324 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 88.79 34.52 -96.82 -33.66 -96.82 -44.82 -96.60 -172.52 -95.70
325 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 88.66 34.39 -96.95 -33.79 -96.95 -44.96 -96.73 -172.65 -95.83
326 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 88.60 34.33 -97.01 -33.85 -97.01 -45.02 -96.79 -172.71 -95.89
327 mt_961_use2009_best_save_rnk500_idxctrl 88.24 33.97 -97.38 -34.22 -97.38 -45.38 -97.16 -173.08 -96.26
329 mt_961_use2020_best_save_rnk500_idxctrl 87.31 33.04 -98.31 -35.14 -98.31 -46.31 -98.08 -174.01 -97.18
331 multin_zz500_61004_idxctrl_zz500_pv 86.78 32.51 -98.84 -35.67 -98.84 -46.84 -98.61 -174.54 -97.71
333 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 86.02 31.75 -99.59 -36.43 -99.59 -47.60 -99.37 -175.29 -98.47
337 multin_zz500_61002_idxctrl_zz500_pv 85.65 31.38 -99.97 -36.80 -99.97 -47.97 -99.74 -175.66 -98.84
339 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 84.82 30.55 -100.79 -37.63 -100.79 -48.80 -100.57 -176.49 -99.67
341 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 84.04 29.77 -101.58 -38.41 -101.58 -49.58 -101.35 -177.28 -100.45
343 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 83.83 29.56 -101.79 -38.62 -101.79 -49.79 -101.56 -177.49 -100.66
345 mt_961_use2020_last_save_rnk500_idxctrl 83.67 29.40 -101.94 -38.78 -101.95 -49.95 -101.72 -177.64 -100.82
348 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 82.59 28.32 -103.03 -39.86 -103.03 -51.03 -102.80 -178.73 -101.90
349 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 82.58 28.31 -103.04 -39.87 -103.04 -51.04 -102.82 -178.74 -101.92
350 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 82.58 28.31 -103.04 -39.87 -103.04 -51.04 -102.82 -178.74 -101.92
354 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 82.28 28.01 -103.33 -40.17 -103.33 -51.33 -103.11 -179.03 -102.21
355 mt_961_use2017_best_save_rnk500_idxctrl 82.26 27.99 -103.36 -40.19 -103.36 -51.36 -103.13 -179.06 -102.23
356 mt_961_use2021_last_save_rnk500_idxctrl 82.22 27.95 -103.39 -40.23 -103.39 -51.39 -103.17 -179.09 -102.27
358 multin_zz1000_61004_idxctrl_pv_rm_fnd 81.84 27.57 -103.78 -40.61 -103.78 -51.78 -103.55 -179.48 -102.65
359 multin_zz1000_61002_idxctrl_pv_rm_fnd 81.84 27.57 -103.78 -40.61 -103.78 -51.78 -103.55 -179.48 -102.65
360 mt_962_use2024_best_save_rnk500_idxctrl 81.83 27.56 -103.79 -40.62 -103.79 -51.79 -103.56 -179.49 -102.66
364 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 81.59 27.32 -104.03 -40.86 -104.03 -52.03 -103.80 -179.73 -102.90
367 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 81.24 26.97 -104.37 -41.21 -104.37 -52.38 -104.15 -180.07 -103.25
368 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 80.41 26.14 -105.20 -42.04 -105.20 -53.21 -104.98 -180.90 -104.08
369 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 79.94 25.67 -105.68 -42.51 -105.68 -53.68 -105.45 -181.38 -104.55
374 mt_961_use2010_last_save_rnk500_idxctrl 77.64 23.37 -107.97 -44.81 -107.97 -55.98 -107.75 -183.67 -106.85
375 multin_zz500_61001_idxctrl_zz500_pv 77.37 23.11 -108.24 -45.08 -108.24 -56.24 -108.02 -183.94 -107.12
376 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 77.12 22.85 -108.50 -45.33 -108.50 -56.50 -108.27 -184.20 -107.37
380 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 76.40 22.13 -109.21 -46.05 -109.22 -57.22 -108.99 -184.91 -108.09
381 multin_zz1000_61001_idxctrl_pv_rm_fnd 76.22 21.95 -109.40 -46.23 -109.40 -57.40 -109.17 -185.10 -108.27
382 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 75.98 21.71 -109.63 -46.47 -109.63 -57.63 -109.41 -185.33 -108.51
383 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 75.92 21.65 -109.70 -46.53 -109.70 -57.70 -109.47 -185.39 -108.57
385 mt_961_use2014_last_save_rnk500_idxctrl 75.29 21.02 -110.33 -47.16 -110.33 -58.33 -110.11 -186.03 -109.20
387 mt_962_use2016_best_save_rnk500_idxctrl 73.84 19.57 -111.78 -48.61 -111.78 -59.78 -111.56 -187.48 -110.65
389 mt_961_use2024_best_save_rnk500_idxctrl 73.04 18.77 -112.58 -49.41 -112.58 -60.58 -112.35 -188.28 -111.45
394 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 72.41 18.14 -113.21 -50.05 -113.21 -61.21 -112.99 -188.91 -112.09
396 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 71.84 17.57 -113.78 -50.61 -113.78 -61.78 -113.55 -189.48 -112.65
400 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 70.95 16.68 -114.66 -51.50 -114.66 -62.66 -114.44 -190.36 -113.54
402 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 70.37 16.10 -115.24 -52.08 -115.24 -63.25 -115.02 -190.94 -114.12
406 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 69.71 15.44 -115.90 -52.74 -115.90 -63.91 -115.68 -191.60 -114.78
407 mt_962_use2017_last_save_rnk500_idxctrl 69.30 15.03 -116.32 -53.15 -116.32 -64.32 -116.09 -192.02 -115.19
408 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 69.13 14.86 -116.49 -53.32 -116.49 -64.49 -116.26 -192.19 -115.36
409 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 68.73 14.46 -116.89 -53.72 -116.89 -64.89 -116.66 -192.59 -115.76
411 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 68.25 13.98 -117.36 -54.20 -117.36 -65.36 -117.14 -193.06 -116.24
414 mt_961_use2015_last_save_rnk500_idxctrl 67.51 13.24 -118.11 -54.94 -118.11 -66.11 -117.88 -193.80 -116.98
415 mt_961_use2019_best_save_rnk500_idxctrl 67.42 13.15 -118.20 -55.03 -118.20 -66.20 -117.97 -193.89 -117.07
416 multin_zz1000_61004_idxctrl_top3800_pv 67.37 13.10 -118.25 -55.08 -118.25 -66.25 -118.02 -193.95 -117.12
417 mt_962_use2024_last_save_rnk500_idxctrl 66.35 12.08 -119.26 -56.10 -119.26 -67.27 -119.04 -194.96 -118.14
421 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 64.82 10.55 -120.80 -57.64 -120.80 -68.80 -120.58 -196.50 -119.68
422 multin_zz1000_61004_idxctrl_50010002000_pv 64.58 10.32 -121.03 -57.87 -121.03 -69.03 -120.81 -196.73 -119.91
424 multin_zz1000_61002_idxctrl_top3800_pv 63.58 9.31 -122.04 -58.87 -122.04 -70.04 -121.82 -197.74 -120.92
425 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 62.15 7.88 -123.47 -60.30 -123.47 -71.47 -123.25 -199.17 -122.34
426 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 61.85 7.58 -123.76 -60.60 -123.76 -71.77 -123.54 -199.46 -122.64
428 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 61.41 7.14 -124.21 -61.04 -124.21 -72.21 -123.98 -199.91 -123.08
429 multin_zz1000_61002_idxctrl_50010002000_pv 61.14 6.87 -124.47 -61.31 -124.47 -72.47 -124.25 -200.17 -123.35
431 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 60.77 6.50 -124.85 -61.68 -124.85 -72.85 -124.63 -200.55 -123.73
432 mt_962_use2018_best_save_rnk500_idxctrl 59.17 4.90 -126.44 -63.28 -126.44 -74.45 -126.22 -202.14 -125.32
434 multin_zz1000_61004_idxctrl_pv 58.75 4.48 -126.87 -63.70 -126.87 -74.87 -126.64 -202.57 -125.74
435 multin_zz1000_61002_idxctrl_pv 58.75 4.48 -126.87 -63.70 -126.87 -74.87 -126.64 -202.57 -125.74
436 multin_zz1000_61002_idxctrl_pv_rm_blc 58.50 4.23 -127.11 -63.95 -127.11 -75.12 -126.89 -202.81 -125.99
437 multin_zz1000_61004_idxctrl_pv_rm_blc 58.50 4.23 -127.11 -63.95 -127.11 -75.12 -126.89 -202.81 -125.99
438 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 58.18 3.91 -127.44 -64.27 -127.44 -75.44 -127.21 -203.14 -126.31
441 mt_961_use2011_best_save_rnk500_idxctrl 56.07 1.80 -129.55 -66.38 -129.55 -77.55 -129.32 -205.25 -128.42
443 mt_961_use2013_last_save_rnk500_idxctrl 53.19 -1.08 -132.42 -69.26 -132.43 -80.43 -132.20 -208.12 -131.30
444 multin_zz1000_61001_idxctrl_pv 52.51 -1.76 -133.10 -69.94 -133.10 -81.11 -132.88 -208.80 -131.98
445 multin_zz1000_61001_idxctrl_pv_rm_blc 52.40 -1.87 -133.22 -70.05 -133.22 -81.22 -132.99 -208.92 -132.09
447 multin_zz1000_61001_idxctrl_top3800_pv 52.04 -2.23 -133.58 -70.41 -133.58 -81.58 -133.35 -209.28 -132.45
451 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 49.45 -4.82 -136.16 -73.00 -136.17 -84.17 -135.94 -211.86 -135.04
452 mt_962_use2023_last_save_rnk500_idxctrl 48.53 -5.74 -137.08 -73.92 -137.08 -85.09 -136.86 -212.78 -135.96
453 multin_zz1000_61001_idxctrl_50010002000_pv 48.16 -6.11 -137.46 -74.29 -137.46 -85.46 -137.23 -213.16 -136.33
455 mt_962_use2023_best_save_rnk500_idxctrl 47.50 -6.77 -138.11 -74.95 -138.11 -86.12 -137.89 -213.81 -136.99
458 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 45.32 -8.95 -140.29 -77.13 -140.29 -88.30 -140.07 -215.99 -139.17
459 mt_962_use2011_last_save_rnk500_idxctrl 44.67 -9.60 -140.94 -77.78 -140.94 -88.95 -140.72 -216.64 -139.82
462 mt_962_use2017_best_save_rnk500_idxctrl 42.78 -11.49 -142.84 -79.68 -142.84 -90.84 -142.62 -218.54 -141.72
463 mt_961_use2014_best_save_rnk500_idxctrl 42.52 -11.75 -143.10 -79.93 -143.10 -91.10 -142.87 -218.80 -141.97
465 mt_962_use2021_last_save_rnk500_idxctrl 42.30 -11.97 -143.32 -80.16 -143.32 -91.32 -143.10 -219.02 -142.20
468 mt_961_use2015_best_save_rnk500_idxctrl 40.34 -13.93 -145.27 -82.11 -145.27 -93.28 -145.05 -220.97 -144.15
469 mt_962_use2016_last_save_rnk500_idxctrl 38.32 -15.95 -147.30 -84.13 -147.30 -95.30 -147.07 -223.00 -146.17
474 multin_zz1000_61004_idxctrl_zz1000_pv 33.72 -20.55 -151.90 -88.74 -151.90 -99.90 -151.68 -227.60 -150.78
475 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 33.16 -21.11 -152.45 -89.29 -152.45 -100.46 -152.23 -228.15 -151.33
476 multin_zz1000_61002_idxctrl_zz1000_pv 32.37 -21.90 -153.25 -90.08 -153.25 -101.25 -153.02 -228.95 -152.12
478 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 31.71 -22.56 -153.91 -90.74 -153.91 -101.91 -153.69 -229.61 -152.78
479 mt_962_use2022_last_save_rnk500_idxctrl 31.52 -22.75 -154.10 -90.93 -154.10 -102.10 -153.87 -229.80 -152.97
484 mt_962_use2019_last_save_rnk500_idxctrl 27.16 -27.11 -158.46 -95.29 -158.46 -106.46 -158.23 -234.15 -157.33
485 mt_962_use2021_best_save_rnk500_idxctrl 26.16 -28.11 -159.46 -96.29 -159.46 -107.46 -159.23 -235.16 -158.33
487 multin_zz1000_61001_idxctrl_zz1000_pv 24.65 -29.62 -160.97 -97.80 -160.97 -108.97 -160.75 -236.67 -159.84
488 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 24.10 -30.17 -161.51 -98.35 -161.51 -109.52 -161.29 -237.21 -160.39
490 mt_962_use2014_best_save_rnk500_idxctrl 20.92 -33.35 -164.70 -101.53 -164.70 -112.70 -164.47 -240.40 -163.57
493 mt_962_use2012_last_save_rnk500_idxctrl 15.85 -38.42 -169.77 -106.60 -169.77 -117.77 -169.54 -245.47 -168.64
495 mt_962_use2014_last_save_rnk500_idxctrl 14.51 -39.76 -171.10 -107.94 -171.11 -119.11 -170.88 -246.80 -169.98
499 mt_961_use2013_best_save_rnk500_idxctrl 10.01 -44.26 -175.61 -112.44 -175.61 -123.61 -175.38 -251.31 -174.48
500 mt_961_use2021_best_save_rnk500_idxctrl 8.12 -46.15 -177.50 -114.33 -177.50 -125.50 -177.27 -253.20 -176.37
501 mt_962_use2015_last_save_rnk500_idxctrl 7.75 -46.52 -177.87 -114.70 -177.87 -125.87 -177.64 -253.57 -176.74
502 mt_962_use2020_last_save_rnk500_idxctrl 2.74 -51.53 -182.87 -119.71 -182.87 -130.87 -182.65 -258.57 -181.75
503 mt_962_use2022_best_save_rnk500_idxctrl 0.67 -53.60 -184.95 -121.78 -184.95 -132.95 -184.72 -260.65 -183.82
504 mt_962_use2019_best_save_rnk500_idxctrl -0.85 -55.12 -186.47 -123.30 -186.47 -134.47 -186.24 -262.17 -185.34
510 mt_962_use2012_best_save_rnk500_idxctrl -10.15 -64.42 -195.76 -132.60 -195.76 -143.77 -195.54 -271.46 -194.64
511 mt_962_use2013_last_save_rnk500_idxctrl -10.95 -65.22 -196.57 -133.40 -196.57 -144.57 -196.34 -272.27 -195.44
518 mt_962_use2013_best_save_rnk500_idxctrl -23.49 -77.76 -209.10 -145.94 -209.11 -157.11 -208.88 -284.80 -207.98
519 mt_962_use2015_best_save_rnk500_idxctrl -29.14 -83.41 -214.75 -151.59 -214.76 -162.76 -214.53 -290.45 -213.63
520 mt_962_use2020_best_save_rnk500_idxctrl -30.92 -85.19 -216.54 -153.37 -216.54 -164.54 -216.31 -292.24 -215.41