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_20260114_151520
39 mt_961_use2021_best_save_rnk500_idxctrl 42.15 3.13 106.97 148.29 106.97 28.36 -91.52 -56.01 -40.70
58 mt_962_use2014_last_save_rnk500_idxctrl 28.47 -10.55 93.29 134.61 93.29 14.68 -105.20 -69.69 -54.38
67 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 24.10 -14.93 88.92 130.23 88.92 10.30 -109.58 -74.07 -58.75
73 multin_zz1000_61001_idxctrl_50010002000_pv 22.12 -16.90 86.94 128.26 86.95 8.33 -111.55 -76.04 -60.72
76 mt_962_use2015_last_save_rnk500_idxctrl 21.82 -17.21 86.64 127.95 86.64 8.02 -111.85 -76.34 -61.03
78 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 21.74 -17.28 86.56 127.88 86.57 7.95 -111.93 -76.42 -61.10
80 mt_962_use2024_last_save_rnk500_idxctrl 21.63 -17.40 86.45 127.76 86.45 7.83 -112.05 -76.54 -61.22
86 multin_zz1000_61001_idxctrl_top3800_pv 20.38 -18.64 85.20 126.52 85.20 6.59 -113.29 -77.78 -62.46
88 mt_962_use2023_best_save_rnk500_idxctrl 20.16 -18.86 84.98 126.30 84.98 6.37 -113.51 -78.00 -62.68
90 mt_962_use2024_best_save_rnk500_idxctrl 19.59 -19.44 84.41 125.72 84.41 5.79 -114.09 -78.57 -63.26
100 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 18.83 -20.19 83.65 124.97 83.65 5.04 -114.84 -79.33 -64.02
101 mt_962_use2014_best_save_rnk500_idxctrl 17.57 -21.46 82.39 123.70 82.39 3.77 -116.11 -80.60 -65.28
103 mt_962_use2020_last_save_rnk500_idxctrl 17.13 -21.89 81.95 123.27 81.95 3.34 -116.54 -81.03 -65.71
105 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 16.86 -22.17 81.68 122.99 81.68 3.07 -116.81 -81.30 -65.99
112 mt_962_use2015_best_save_rnk500_idxctrl 15.87 -23.16 80.69 122.00 80.69 2.07 -117.80 -82.29 -66.98
115 mt_962_use2022_best_save_rnk500_idxctrl 15.49 -23.54 80.31 121.62 80.31 1.69 -118.19 -82.68 -67.36
116 mt_962_use2019_best_save_rnk500_idxctrl 15.49 -23.53 80.31 121.63 80.31 1.70 -118.18 -82.67 -67.36
118 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 15.34 -23.68 80.16 121.48 80.17 1.55 -118.33 -82.82 -67.50
119 mt_961_use2014_best_save_rnk500_idxctrl 15.34 -23.69 80.16 121.47 80.16 1.54 -118.34 -82.83 -67.51
123 multin_zz500_61001_idxctrl_zz500_pv 14.44 -24.58 79.26 120.58 79.26 0.65 -119.23 -83.72 -68.41
124 mt_961_use2014_last_save_rnk500_idxctrl 14.40 -24.63 79.22 120.53 79.22 0.61 -119.27 -83.76 -68.45
133 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 12.42 -26.60 77.24 118.56 77.24 -1.37 -121.25 -85.74 -70.43
136 multin_zz500_61002_idxctrl_zz500_pv 12.36 -26.66 77.18 118.50 77.18 -1.43 -121.31 -85.80 -70.49
137 mt_962_use2020_best_save_rnk500_idxctrl 12.13 -26.90 76.95 118.26 76.95 -1.67 -121.55 -86.04 -70.72
143 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 11.75 -27.28 76.57 117.88 76.57 -2.05 -121.93 -86.42 -71.10
148 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 11.08 -27.94 75.90 117.22 75.90 -2.71 -122.59 -87.08 -71.77
149 multin_zz500_61004_idxctrl_zz500_pv 10.95 -28.07 75.77 117.09 75.77 -2.84 -122.72 -87.21 -71.89
153 multin_zz1000_61002_idxctrl_50010002000_pv 10.10 -28.93 74.91 116.23 74.92 -3.70 -123.58 -88.07 -72.75
158 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 9.83 -29.20 74.65 115.96 74.65 -3.97 -123.84 -88.33 -73.02
164 multin_zz1000_61004_idxctrl_50010002000_pv 9.06 -29.96 73.88 115.20 73.88 -4.73 -124.61 -89.10 -73.79
168 mt_962_use2019_last_save_rnk500_idxctrl 7.90 -31.12 72.72 114.04 72.72 -5.89 -125.77 -90.26 -74.95
169 mt_962_use2022_last_save_rnk500_idxctrl 7.80 -31.23 72.62 113.93 72.62 -6.00 -125.87 -90.36 -75.05
171 mt_962_use2017_best_save_rnk500_idxctrl 7.57 -31.46 72.39 113.70 72.39 -6.22 -126.10 -90.59 -75.28
174 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 7.48 -31.55 72.30 113.61 72.30 -6.32 -126.20 -90.69 -75.37
183 mt_962_use2023_last_save_rnk500_idxctrl 5.76 -33.26 70.58 111.90 70.58 -8.03 -127.91 -92.40 -77.09
185 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 5.02 -34.00 69.84 111.16 69.85 -8.77 -128.65 -93.14 -77.82
186 multin_zz1000_61002_idxctrl_top3800_pv 4.98 -34.04 69.80 111.12 69.80 -8.81 -128.69 -93.18 -77.87
191 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 4.53 -34.50 69.35 110.66 69.35 -9.26 -129.14 -93.63 -78.32
192 mt_962_use2021_best_save_rnk500_idxctrl 4.39 -34.63 69.21 110.53 69.21 -9.40 -129.28 -93.77 -78.46
193 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 4.37 -34.65 69.19 110.50 69.19 -9.42 -129.30 -93.79 -78.48
198 multin_zz1000_61004_idxctrl_top3800_pv 3.02 -36.01 67.84 109.15 67.84 -10.78 -130.65 -95.14 -79.83
201 mt_962_use2016_last_save_rnk500_idxctrl 2.62 -36.41 67.43 108.75 67.44 -11.18 -131.06 -95.55 -80.23
204 mt_962_use2021_last_save_rnk500_idxctrl 1.22 -37.81 66.04 107.35 66.04 -12.57 -132.45 -96.94 -81.63
205 mt_961_use2015_best_save_rnk500_idxctrl 0.81 -38.22 65.63 106.94 65.63 -12.99 -132.87 -97.36 -82.04
208 mt_961_use2021_last_save_rnk500_idxctrl 0.24 -38.78 65.06 106.38 65.06 -13.55 -133.43 -97.92 -82.61
209 mt_962_use2018_best_save_rnk500_idxctrl -0.30 -39.32 64.52 105.84 64.52 -14.09 -133.97 -98.46 -83.15
210 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -0.44 -39.47 64.38 105.69 64.38 -14.24 -134.12 -98.61 -83.29
212 mt_962_use2013_last_save_rnk500_idxctrl -1.39 -40.41 63.43 104.75 63.43 -15.18 -135.06 -99.55 -84.23
213 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -1.39 -40.42 63.43 104.74 63.43 -15.18 -135.06 -99.55 -84.24
216 mt_962_use2013_best_save_rnk500_idxctrl -1.54 -40.56 63.28 104.60 63.29 -15.33 -135.21 -99.70 -84.38
217 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -1.77 -40.79 63.05 104.37 63.06 -15.56 -135.44 -99.93 -84.61
218 mt_961_use2013_best_save_rnk500_idxctrl -1.95 -40.98 62.87 104.18 62.87 -15.75 -135.63 -100.12 -84.80
220 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -2.78 -41.80 62.04 103.36 62.05 -16.57 -136.45 -100.94 -85.62
222 mt_961_use2015_last_save_rnk500_idxctrl -3.12 -42.14 61.70 103.02 61.71 -16.91 -136.79 -101.28 -85.96
223 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -3.15 -42.17 61.67 102.99 61.67 -16.94 -136.82 -101.31 -86.00
225 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -3.44 -42.47 61.38 102.69 61.38 -17.24 -137.12 -101.61 -86.29
235 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -4.38 -43.41 60.44 101.75 60.44 -18.18 -138.06 -102.55 -87.23
246 multin_zz1000_61001_idxctrl_zz1000_pv -6.78 -45.80 58.04 99.36 58.04 -20.57 -140.45 -104.94 -89.63
247 mt_962_use2012_last_save_rnk500_idxctrl -6.82 -45.84 58.00 99.32 58.00 -20.61 -140.49 -104.98 -89.67
248 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -6.84 -45.87 57.97 99.29 57.98 -20.64 -140.52 -105.01 -89.69
249 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -6.86 -45.89 57.96 99.27 57.96 -20.66 -140.54 -105.03 -89.71
250 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -7.01 -46.04 57.81 99.12 57.81 -20.81 -140.69 -105.18 -89.86
256 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -7.82 -46.84 57.00 98.32 57.00 -21.61 -141.49 -105.98 -90.67
261 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -8.44 -47.47 56.38 97.69 56.38 -22.24 -142.12 -106.60 -91.29
264 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -8.77 -47.79 56.05 97.37 56.05 -22.56 -142.44 -106.93 -91.62
269 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -9.31 -48.34 55.51 96.82 55.51 -23.11 -142.99 -107.47 -92.16
270 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -9.45 -48.48 55.37 96.68 55.37 -23.25 -143.13 -107.61 -92.30
271 mt_962_use2012_best_save_rnk500_idxctrl -9.53 -48.55 55.29 96.61 55.30 -23.32 -143.20 -107.69 -92.37
274 mt_962_use2017_last_save_rnk500_idxctrl -10.41 -49.43 54.41 95.72 54.41 -24.20 -144.08 -108.57 -93.26
280 multin_zz1000_61002_idxctrl_zz1000_pv -11.35 -50.38 53.47 94.78 53.47 -25.15 -145.03 -109.52 -94.20
281 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -11.40 -50.42 53.42 94.74 53.42 -25.19 -145.07 -109.56 -94.25
282 multin_zz1000_61004_idxctrl_zz1000_pv -12.09 -51.11 52.73 94.04 52.73 -25.88 -145.76 -110.25 -94.94
283 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -12.19 -51.22 52.63 93.94 52.63 -25.99 -145.86 -110.35 -95.04
284 mt_962_use2018_last_save_rnk500_idxctrl -12.32 -51.35 52.50 93.81 52.50 -26.12 -146.00 -110.48 -95.17
285 multin_zz1000_61001_idxctrl_pv_rm_blc -12.49 -51.52 52.33 93.64 52.33 -26.29 -146.16 -110.65 -95.34
287 multin_zz1000_61001_idxctrl_pv -13.02 -52.04 51.80 93.12 51.80 -26.81 -146.69 -111.18 -95.87
288 mt_961_use2017_last_save_rnk500_idxctrl -13.29 -52.31 51.53 92.85 51.53 -27.08 -146.96 -111.45 -96.14
289 mt_961_use2017_best_save_rnk500_idxctrl -13.81 -52.84 51.01 92.32 51.01 -27.61 -147.48 -111.97 -96.66
296 multin_zz1000_61002_idxctrl_pv_rm_blc -15.72 -54.75 49.10 90.41 49.10 -29.52 -149.40 -113.89 -98.57
297 multin_zz1000_61004_idxctrl_pv_rm_blc -15.72 -54.75 49.10 90.41 49.10 -29.52 -149.40 -113.89 -98.57
298 multin_zz1000_61002_idxctrl_pv -16.35 -55.38 48.47 89.78 48.47 -30.14 -150.02 -114.51 -99.20
299 multin_zz1000_61004_idxctrl_pv -16.35 -55.38 48.47 89.78 48.47 -30.14 -150.02 -114.51 -99.20
302 mt_962_use2011_last_save_rnk500_idxctrl -16.99 -56.02 47.83 89.14 47.83 -30.79 -150.67 -115.15 -99.84
303 mt_962_use2016_best_save_rnk500_idxctrl -17.44 -56.47 47.38 88.69 47.38 -31.24 -151.12 -115.60 -100.29
304 mt_961_use2019_last_save_rnk500_idxctrl -17.54 -56.57 47.27 88.59 47.28 -31.34 -151.22 -115.71 -100.39
326 multin_zz1000_61001_idxctrl_pv_rm_fnd -22.66 -61.69 42.16 83.47 42.16 -36.46 -156.34 -120.83 -105.51
332 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -23.55 -62.58 41.27 82.58 41.27 -37.34 -157.22 -121.71 -106.40
334 mt_961_use2013_last_save_rnk500_idxctrl -23.77 -62.80 41.05 82.36 41.05 -37.56 -157.44 -121.93 -106.62
349 multin_zz1000_61004_idxctrl_pv_rm_fnd -26.55 -65.57 38.27 79.58 38.27 -40.34 -160.22 -124.71 -109.40
350 multin_zz1000_61002_idxctrl_pv_rm_fnd -26.55 -65.57 38.27 79.58 38.27 -40.34 -160.22 -124.71 -109.40
352 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -27.28 -66.31 37.54 78.85 37.54 -41.07 -160.95 -125.44 -110.13
353 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -27.28 -66.31 37.54 78.85 37.54 -41.07 -160.95 -125.44 -110.13
361 mt_961_use2019_best_save_rnk500_idxctrl -29.04 -68.07 35.77 77.09 35.78 -42.84 -162.72 -127.21 -111.89
363 mt_961_use2020_last_save_rnk500_idxctrl -30.12 -69.14 34.70 76.01 34.70 -43.91 -163.79 -128.28 -112.97
364 mt_961_use2024_best_save_rnk500_idxctrl -30.72 -69.75 34.10 75.41 34.10 -44.51 -164.39 -128.88 -113.57
369 mt_961_use2010_last_save_rnk500_idxctrl -31.99 -71.02 32.83 74.14 32.83 -45.79 -165.67 -130.15 -114.84
370 mt_962_use2010_last_save_rnk500_idxctrl -32.30 -71.32 32.52 73.84 32.52 -46.09 -165.97 -130.46 -115.15
371 mt_961_use2016_best_save_rnk500_idxctrl -32.80 -71.83 32.02 73.33 32.02 -46.59 -166.47 -130.96 -115.65
373 mt_961_use2022_best_save_rnk500_idxctrl -33.27 -72.29 31.55 72.87 31.55 -47.06 -166.94 -131.43 -116.12
379 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -33.72 -72.75 31.10 72.41 31.10 -47.51 -167.39 -131.88 -116.57
381 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -34.34 -73.36 30.48 71.80 30.48 -48.13 -168.01 -132.50 -117.19
382 mt_961_use2020_best_save_rnk500_idxctrl -34.48 -73.51 30.34 71.65 30.34 -48.28 -168.15 -132.64 -117.33
387 mt_962_use2011_best_save_rnk500_idxctrl -35.00 -74.02 29.82 71.14 29.82 -48.79 -168.67 -133.16 -117.85
393 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -35.56 -74.58 29.26 70.58 29.26 -49.35 -169.23 -133.72 -118.41
395 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -35.89 -74.92 28.93 70.24 28.93 -49.69 -169.57 -134.05 -118.74
398 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -36.32 -75.35 28.49 69.81 28.50 -50.12 -170.00 -134.49 -119.17
400 mt_961_use2024_last_save_rnk500_idxctrl -36.46 -75.48 28.36 69.68 28.36 -50.25 -170.13 -134.62 -119.30
403 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -37.75 -76.78 27.06 68.38 27.07 -51.55 -171.43 -135.92 -120.60
408 mt_962_use2010_best_save_rnk500_idxctrl -39.03 -78.05 25.79 67.10 25.79 -52.82 -172.70 -137.19 -121.88
413 mt_961_use2011_best_save_rnk500_idxctrl -40.44 -79.47 24.38 65.69 24.38 -54.24 -174.11 -138.60 -123.29
427 mt_961_use2010_best_save_rnk500_idxctrl -44.04 -83.06 20.78 62.10 20.79 -57.83 -177.71 -142.20 -126.88
428 mt_961_use2009_best_save_rnk500_idxctrl -44.14 -83.17 20.68 61.99 20.68 -57.94 -177.81 -142.30 -126.99
431 mt_961_use2012_best_save_rnk500_idxctrl -44.60 -83.62 20.22 61.54 20.22 -58.39 -178.27 -142.76 -127.44
436 mt_961_use2009_last_save_rnk500_idxctrl -46.38 -85.41 18.44 59.75 18.44 -60.18 -180.05 -144.54 -129.23
449 mt_961_use2012_last_save_rnk500_idxctrl -50.97 -90.00 13.85 55.16 13.85 -64.77 -184.64 -149.13 -133.82
451 mt_961_use2016_last_save_rnk500_idxctrl -52.50 -91.53 12.32 53.63 12.32 -66.29 -186.17 -150.66 -135.35
452 mt_961_use2022_last_save_rnk500_idxctrl -52.89 -91.92 11.93 53.24 11.93 -66.69 -186.57 -151.06 -135.74
465 mt_961_use2008_last_save_rnk500_idxctrl -58.85 -97.88 5.97 47.28 5.97 -72.65 -192.53 -157.02 -141.70
475 mt_961_use2011_last_save_rnk500_idxctrl -63.67 -102.70 1.15 42.46 1.15 -77.46 -197.34 -161.83 -146.52
476 mt_961_use2018_last_save_rnk500_idxctrl -65.16 -104.19 -0.34 40.97 -0.34 -78.95 -198.83 -163.32 -148.01
477 mt_962_use2009_best_save_rnk500_idxctrl -65.27 -104.29 -0.45 40.87 -0.44 -79.06 -198.94 -163.43 -148.11
481 mt_962_use2009_last_save_rnk500_idxctrl -66.43 -105.45 -1.61 39.71 -1.61 -80.22 -200.10 -164.59 -149.28
484 mt_962_use2008_last_save_rnk500_idxctrl -69.17 -108.19 -4.35 36.97 -4.35 -82.96 -202.84 -167.33 -152.02
489 mt_961_use2008_best_save_rnk500_idxctrl -71.56 -110.58 -6.74 34.58 -6.74 -85.35 -205.23 -169.72 -154.41
493 mt_962_use2008_best_save_rnk500_idxctrl -74.43 -113.45 -9.61 31.71 -9.61 -88.22 -208.10 -172.59 -157.27
507 mt_961_use2018_best_save_rnk500_idxctrl -83.42 -122.45 -18.60 22.71 -18.60 -97.22 -217.10 -181.59 -166.27
514 mt_961_use2023_last_save_rnk500_idxctrl -94.53 -133.56 -29.71 11.60 -29.71 -108.33 -228.21 -192.70 -177.38
521 mt_961_use2023_best_save_rnk500_idxctrl -105.64 -144.67 -40.82 0.49 -40.82 -119.43 -239.31 -203.80 -188.49