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_20260115_151520
7 mt_962_use2022_best_save_rnk500_idxctrl 69.88 59.43 47.88 28.69 47.88 83.92 209.29 188.71 197.28
11 mt_961_use2024_last_save_rnk500_idxctrl 58.45 48.00 36.44 17.25 36.44 72.49 197.85 177.28 185.84
20 mt_962_use2024_best_save_rnk500_idxctrl 43.00 32.55 21.00 1.81 21.00 57.04 182.41 161.83 170.39
28 mt_961_use2019_best_save_rnk500_idxctrl 36.87 26.42 14.86 -4.32 14.87 50.91 176.27 155.70 164.26
29 mt_962_use2023_best_save_rnk500_idxctrl 36.78 26.33 14.78 -4.41 14.78 50.82 176.18 155.61 164.17
34 mt_962_use2023_last_save_rnk500_idxctrl 30.84 20.40 8.84 -10.35 8.84 44.89 170.25 149.68 158.24
36 mt_961_use2024_best_save_rnk500_idxctrl 30.40 19.95 8.40 -10.79 8.40 44.45 169.81 149.24 157.80
41 mt_962_use2022_last_save_rnk500_idxctrl 26.25 15.80 4.25 -14.94 4.25 40.29 165.66 145.08 153.64
45 mt_961_use2019_last_save_rnk500_idxctrl 23.89 13.44 1.89 -17.30 1.89 37.93 163.30 142.72 151.29
48 mt_962_use2015_best_save_rnk500_idxctrl 22.94 12.49 0.94 -18.25 0.94 36.98 162.34 141.77 150.33
49 mt_962_use2024_last_save_rnk500_idxctrl 22.92 12.47 0.92 -18.27 0.92 36.96 162.33 141.75 150.32
55 mt_961_use2023_last_save_rnk500_idxctrl 19.56 9.11 -2.44 -21.63 -2.44 33.60 158.96 138.39 146.95
57 mt_961_use2020_best_save_rnk500_idxctrl 18.23 7.78 -3.78 -22.97 -3.78 32.27 157.63 137.06 145.62
59 mt_961_use2020_last_save_rnk500_idxctrl 16.84 6.39 -5.16 -24.35 -5.16 30.88 156.25 135.67 144.24
60 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 16.81 6.36 -5.19 -24.38 -5.19 30.85 156.21 135.64 144.20
61 mt_962_use2021_best_save_rnk500_idxctrl 16.21 5.76 -5.79 -24.98 -5.79 30.25 155.62 135.04 143.61
62 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 16.10 5.65 -5.91 -25.09 -5.90 30.14 155.50 134.93 143.49
63 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 15.85 5.40 -6.16 -25.34 -6.15 29.89 155.25 134.68 143.24
67 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 14.72 4.27 -7.29 -26.47 -7.28 28.76 154.12 133.55 142.11
68 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 14.72 4.27 -7.29 -26.47 -7.28 28.76 154.12 133.55 142.11
69 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 14.64 4.19 -7.36 -26.55 -7.36 28.68 154.05 133.47 142.04
70 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 14.62 4.17 -7.38 -26.57 -7.38 28.66 154.03 133.45 142.02
71 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 14.47 4.02 -7.53 -26.72 -7.53 28.51 153.87 133.30 141.86
72 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 14.28 3.83 -7.72 -26.91 -7.72 28.33 153.69 133.11 141.68
73 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 14.03 3.58 -7.97 -27.16 -7.97 28.07 153.44 132.86 141.42
74 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 13.81 3.36 -8.19 -27.38 -8.19 27.85 153.21 132.64 141.20
75 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 13.76 3.31 -8.25 -27.43 -8.24 27.80 153.16 132.59 141.15
78 multin_zz1000_61002_idxctrl_pv_rm_fnd 12.76 2.31 -9.24 -28.43 -9.24 26.80 152.17 131.59 140.16
79 multin_zz1000_61004_idxctrl_pv_rm_fnd 12.76 2.31 -9.24 -28.43 -9.24 26.80 152.17 131.59 140.16
80 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 12.66 2.21 -9.34 -28.53 -9.34 26.70 152.06 131.49 140.05
82 multin_zz1000_61001_idxctrl_pv_rm_fnd 12.51 2.06 -9.49 -28.68 -9.49 26.56 151.92 131.34 139.91
83 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 12.51 2.06 -9.49 -28.68 -9.49 26.55 151.92 131.34 139.91
85 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 11.86 1.41 -10.14 -29.33 -10.14 25.91 151.27 130.69 139.26
102 mt_961_use2022_last_save_rnk500_idxctrl 4.97 -5.48 -17.04 -36.22 -17.04 19.01 144.37 123.80 132.36
111 mt_961_use2018_last_save_rnk500_idxctrl 2.60 -7.85 -19.40 -38.59 -19.40 16.64 142.01 121.43 130.00
113 mt_962_use2020_best_save_rnk500_idxctrl 2.51 -7.94 -19.49 -38.68 -19.49 16.56 141.92 121.34 129.91
114 mt_961_use2023_best_save_rnk500_idxctrl 1.93 -8.52 -20.07 -39.26 -20.07 15.97 141.33 120.76 129.32
123 mt_961_use2018_best_save_rnk500_idxctrl 0.05 -10.40 -21.95 -41.14 -21.95 14.09 139.46 118.88 127.45
124 mt_961_use2022_best_save_rnk500_idxctrl -0.68 -11.13 -22.69 -41.87 -22.69 13.36 138.72 118.15 126.71
126 mt_962_use2021_last_save_rnk500_idxctrl -1.36 -11.81 -23.37 -42.56 -23.37 12.68 138.04 117.47 126.03
136 mt_961_use2010_best_save_rnk500_idxctrl -3.48 -13.93 -25.48 -44.67 -25.48 10.56 135.92 115.35 123.91
141 mt_961_use2021_last_save_rnk500_idxctrl -5.14 -15.59 -27.14 -46.33 -27.14 8.90 134.27 113.69 122.26
144 mt_961_use2010_last_save_rnk500_idxctrl -5.30 -15.75 -27.31 -46.49 -27.31 8.74 134.10 113.53 122.09
146 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -5.74 -16.19 -27.74 -46.93 -27.74 8.30 133.67 113.09 121.65
155 multin_zz500_61004_idxctrl_zz500_pv -6.78 -17.23 -28.78 -47.97 -28.78 7.26 132.62 112.05 120.61
157 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -7.05 -17.50 -29.06 -48.24 -29.05 6.99 132.35 111.78 120.34
161 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -7.64 -18.09 -29.64 -48.83 -29.64 6.40 131.77 111.19 119.76
164 multin_zz500_61001_idxctrl_zz500_pv -8.05 -18.50 -30.05 -49.24 -30.05 5.99 131.36 110.78 119.34
165 mt_961_use2021_best_save_rnk500_idxctrl -8.41 -18.86 -30.42 -49.60 -30.41 5.63 130.99 110.42 118.98
166 multin_zz500_61002_idxctrl_zz500_pv -8.67 -19.12 -30.67 -49.86 -30.67 5.37 130.74 110.16 118.73
175 multin_zz1000_61004_idxctrl_pv_rm_blc -11.45 -21.90 -33.45 -52.64 -33.45 2.59 127.95 107.38 115.94
176 multin_zz1000_61002_idxctrl_pv_rm_blc -11.45 -21.90 -33.45 -52.64 -33.45 2.59 127.95 107.38 115.94
179 multin_zz1000_61002_idxctrl_pv -11.94 -22.39 -33.94 -53.13 -33.94 2.11 127.47 106.89 115.46
180 multin_zz1000_61004_idxctrl_pv -11.94 -22.39 -33.94 -53.13 -33.94 2.11 127.47 106.89 115.46
184 multin_zz1000_61001_idxctrl_pv_rm_blc -12.85 -23.30 -34.85 -54.04 -34.85 1.19 126.55 105.98 114.54
187 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -13.16 -23.61 -35.17 -54.36 -35.17 0.88 126.24 105.67 114.23
188 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -13.21 -23.66 -35.21 -54.40 -35.21 0.83 126.19 105.62 114.18
189 multin_zz1000_61001_idxctrl_pv -13.23 -23.68 -35.23 -54.42 -35.23 0.81 126.17 105.60 114.16
195 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -13.72 -24.17 -35.73 -54.92 -35.73 0.32 125.68 105.11 113.67
202 mt_961_use2013_best_save_rnk500_idxctrl -14.92 -25.37 -36.92 -56.11 -36.92 -0.88 124.48 103.91 112.47
204 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -15.43 -25.88 -37.43 -56.62 -37.43 -1.39 123.98 103.40 111.97
205 mt_961_use2012_last_save_rnk500_idxctrl -15.55 -26.00 -37.55 -56.74 -37.55 -1.50 123.86 103.28 111.85
209 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -16.83 -27.28 -38.83 -58.02 -38.83 -2.79 122.57 102.00 110.56
211 multin_zz1000_61004_idxctrl_zz1000_pv -17.10 -27.55 -39.10 -58.29 -39.10 -3.05 122.31 101.73 110.30
213 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -17.84 -28.29 -39.84 -59.03 -39.84 -3.80 121.56 100.99 109.55
214 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -17.84 -28.29 -39.84 -59.03 -39.84 -3.80 121.57 100.99 109.56
215 multin_zz1000_61002_idxctrl_zz1000_pv -18.05 -28.50 -40.06 -59.25 -40.06 -4.01 121.35 100.78 109.34
219 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -18.95 -29.40 -40.95 -60.14 -40.95 -4.91 120.46 99.88 108.44
220 mt_961_use2017_last_save_rnk500_idxctrl -18.96 -29.41 -40.97 -60.16 -40.97 -4.92 120.44 99.87 108.43
221 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -19.01 -29.46 -41.01 -60.20 -41.01 -4.97 120.40 99.82 108.39
222 mt_962_use2020_last_save_rnk500_idxctrl -19.24 -29.69 -41.25 -60.44 -41.25 -5.20 120.16 99.59 108.15
223 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -19.65 -30.10 -41.65 -60.84 -41.65 -5.61 119.76 99.18 107.74
227 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -21.02 -31.47 -43.03 -62.21 -43.02 -6.98 118.38 97.81 106.37
228 multin_zz1000_61001_idxctrl_zz1000_pv -21.04 -31.49 -43.04 -62.23 -43.04 -7.00 118.37 97.79 106.36
229 mt_961_use2017_best_save_rnk500_idxctrl -21.22 -31.67 -43.22 -62.41 -43.22 -7.18 118.19 97.61 106.17
230 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -21.32 -31.77 -43.32 -62.51 -43.32 -7.28 118.09 97.51 106.07
231 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -21.51 -31.96 -43.52 -62.71 -43.52 -7.47 117.89 97.32 105.88
241 mt_961_use2008_best_save_rnk500_idxctrl -23.06 -33.51 -45.07 -64.26 -45.07 -9.02 116.34 95.77 104.33
246 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -23.51 -33.96 -45.51 -64.70 -45.51 -9.46 115.90 95.32 103.89
256 mt_961_use2011_last_save_rnk500_idxctrl -25.39 -35.84 -47.39 -66.58 -47.39 -11.35 114.02 93.44 102.00
266 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -27.03 -37.47 -49.03 -68.22 -49.03 -12.98 112.38 91.81 100.37
289 mt_961_use2009_last_save_rnk500_idxctrl -32.34 -42.79 -54.34 -73.53 -54.34 -18.30 107.07 86.49 95.06
292 mt_961_use2008_last_save_rnk500_idxctrl -34.37 -44.82 -56.38 -75.57 -56.38 -20.33 105.03 84.46 93.02
295 mt_961_use2012_best_save_rnk500_idxctrl -34.66 -45.11 -56.66 -75.85 -56.66 -20.61 104.75 84.17 92.74
307 mt_961_use2009_best_save_rnk500_idxctrl -36.34 -46.79 -58.35 -77.54 -58.35 -22.30 103.06 82.49 91.05
316 mt_962_use2017_best_save_rnk500_idxctrl -39.64 -50.09 -61.64 -80.83 -61.64 -25.60 99.77 79.19 87.75
320 mt_961_use2011_best_save_rnk500_idxctrl -40.00 -50.45 -62.01 -81.19 -62.00 -25.96 99.40 78.83 87.39
328 mt_962_use2009_best_save_rnk500_idxctrl -40.85 -51.30 -62.86 -82.04 -62.85 -26.81 98.55 77.98 86.54
329 mt_962_use2009_last_save_rnk500_idxctrl -40.88 -51.33 -62.89 -82.07 -62.89 -26.84 98.52 77.95 86.51
343 mt_962_use2008_best_save_rnk500_idxctrl -43.02 -53.47 -65.02 -84.21 -65.02 -28.98 96.39 75.81 84.37
357 mt_962_use2019_last_save_rnk500_idxctrl -44.71 -55.16 -66.71 -85.90 -66.71 -30.67 94.69 74.12 82.68
358 mt_962_use2011_best_save_rnk500_idxctrl -44.98 -55.43 -66.99 -86.17 -66.99 -30.94 94.42 73.85 82.41
359 mt_962_use2010_last_save_rnk500_idxctrl -45.14 -55.59 -67.14 -86.33 -67.14 -31.09 94.27 73.69 82.26
362 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -45.43 -55.88 -67.44 -86.63 -67.44 -31.39 93.97 73.40 81.96
363 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -45.58 -56.03 -67.58 -86.77 -67.58 -31.54 93.82 73.25 81.81
364 mt_962_use2008_last_save_rnk500_idxctrl -46.04 -56.49 -68.04 -87.23 -68.04 -32.00 93.36 72.79 81.35
366 mt_962_use2019_best_save_rnk500_idxctrl -46.75 -57.20 -68.75 -87.94 -68.75 -32.71 92.66 72.08 80.65
377 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -48.90 -59.35 -70.90 -90.09 -70.90 -34.86 90.51 69.93 78.50
378 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -48.92 -59.37 -70.92 -90.11 -70.92 -34.87 90.49 69.91 78.48
381 multin_zz1000_61004_idxctrl_top3800_pv -49.47 -59.92 -71.47 -90.66 -71.47 -35.42 89.94 69.36 77.93
382 multin_zz1000_61004_idxctrl_50010002000_pv -49.60 -60.05 -71.60 -90.79 -71.60 -35.56 89.80 69.23 77.79
385 mt_962_use2010_best_save_rnk500_idxctrl -51.47 -61.92 -73.47 -92.66 -73.47 -37.43 87.94 67.36 75.93
386 mt_962_use2015_last_save_rnk500_idxctrl -51.65 -62.10 -73.66 -92.85 -73.66 -37.61 87.75 67.18 75.74
390 mt_962_use2012_best_save_rnk500_idxctrl -52.18 -62.63 -74.18 -93.37 -74.18 -38.14 87.22 66.65 75.21
391 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -52.30 -62.75 -74.30 -93.49 -74.30 -38.25 87.11 66.53 75.10
392 multin_zz1000_61002_idxctrl_top3800_pv -52.89 -63.34 -74.90 -94.09 -74.90 -38.85 86.51 65.94 74.50
396 multin_zz1000_61002_idxctrl_50010002000_pv -53.62 -64.07 -75.62 -94.81 -75.62 -39.58 85.79 65.21 73.78
398 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -54.70 -65.15 -76.70 -95.89 -76.70 -40.66 84.71 64.13 72.70
404 mt_962_use2018_best_save_rnk500_idxctrl -55.88 -66.33 -77.88 -97.07 -77.88 -41.84 83.53 62.95 71.52
406 mt_961_use2013_last_save_rnk500_idxctrl -56.48 -66.93 -78.48 -97.67 -78.48 -42.43 82.93 62.35 70.92
408 multin_zz1000_61001_idxctrl_top3800_pv -56.66 -67.11 -78.67 -97.85 -78.67 -42.62 82.74 62.17 70.73
415 mt_962_use2013_best_save_rnk500_idxctrl -58.09 -68.54 -80.09 -99.28 -80.09 -44.05 81.31 60.74 69.30
418 multin_zz1000_61001_idxctrl_50010002000_pv -58.97 -69.42 -80.98 -100.16 -80.98 -44.93 80.43 59.86 68.42
427 mt_961_use2016_last_save_rnk500_idxctrl -61.63 -72.08 -83.63 -102.82 -83.63 -47.58 77.78 57.20 65.77
430 mt_961_use2015_last_save_rnk500_idxctrl -62.16 -72.61 -84.16 -103.35 -84.16 -48.12 77.24 56.67 65.23
434 mt_962_use2016_best_save_rnk500_idxctrl -62.92 -73.37 -84.92 -104.11 -84.92 -48.88 76.49 55.91 64.47
439 mt_962_use2018_last_save_rnk500_idxctrl -66.69 -77.14 -88.70 -107.89 -88.70 -52.65 72.71 52.14 60.70
443 mt_962_use2013_last_save_rnk500_idxctrl -70.24 -80.69 -92.24 -111.43 -92.24 -56.20 69.16 48.59 57.15
450 mt_962_use2017_last_save_rnk500_idxctrl -73.96 -84.41 -95.96 -115.15 -95.96 -59.91 65.45 44.87 53.44
457 mt_962_use2016_last_save_rnk500_idxctrl -76.84 -87.29 -98.85 -118.03 -98.85 -62.80 62.56 41.99 50.55
458 mt_962_use2011_last_save_rnk500_idxctrl -77.34 -87.79 -99.34 -118.53 -99.34 -63.30 62.07 41.49 50.06
461 mt_961_use2014_last_save_rnk500_idxctrl -79.25 -89.70 -101.25 -120.44 -101.25 -65.21 60.15 39.58 48.14
466 mt_962_use2014_best_save_rnk500_idxctrl -82.94 -93.39 -104.94 -124.13 -104.94 -68.90 56.47 35.89 44.46
468 mt_961_use2015_best_save_rnk500_idxctrl -83.52 -93.97 -105.52 -124.71 -105.52 -69.48 55.88 35.31 43.87
471 mt_961_use2016_best_save_rnk500_idxctrl -84.53 -94.98 -106.53 -125.72 -106.53 -70.49 54.88 34.30 42.86
476 mt_962_use2012_last_save_rnk500_idxctrl -89.43 -99.88 -111.44 -130.63 -111.44 -75.39 49.97 29.40 37.96
482 mt_961_use2014_best_save_rnk500_idxctrl -91.35 -101.80 -113.35 -132.54 -113.35 -77.30 48.06 27.48 36.05
487 mt_962_use2014_last_save_rnk500_idxctrl -95.91 -106.36 -117.91 -137.10 -117.91 -81.87 43.49 22.92 31.48