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_20260116_151533
0 mt_962_use2015_best_save_rnk500_idxctrl 152.52 133.75 140.84 178.78 140.84 131.51 146.54 213.33 222.75
5 mt_962_use2022_best_save_rnk500_idxctrl 127.50 108.74 115.83 153.76 115.83 106.50 121.52 188.32 197.74
8 mt_962_use2021_best_save_rnk500_idxctrl 90.35 71.59 78.67 116.61 78.67 69.34 84.37 151.16 160.58
11 mt_962_use2020_best_save_rnk500_idxctrl 79.65 60.89 67.98 105.91 67.98 58.65 73.67 140.47 149.89
35 mt_962_use2020_last_save_rnk500_idxctrl 46.67 27.91 34.99 72.93 34.99 25.67 40.69 107.48 116.90
42 mt_962_use2022_last_save_rnk500_idxctrl 39.16 20.40 27.48 65.42 27.48 18.15 33.18 99.97 109.39
46 mt_962_use2021_last_save_rnk500_idxctrl 34.94 16.18 23.26 61.20 23.26 13.94 28.96 95.75 105.17
48 mt_961_use2013_best_save_rnk500_idxctrl 34.24 15.48 22.57 60.50 22.56 13.24 28.26 95.05 104.48
51 mt_962_use2019_best_save_rnk500_idxctrl 31.45 12.69 19.78 57.71 19.77 10.45 25.47 92.26 101.69
59 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 28.15 9.39 16.48 54.41 16.48 7.15 22.17 88.97 98.39
68 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 26.30 7.54 14.62 52.56 14.62 5.29 20.32 87.11 96.53
70 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 25.35 6.59 13.68 51.61 13.67 4.35 19.37 86.16 95.59
77 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 24.10 5.34 12.42 50.36 12.42 3.10 18.12 84.91 94.33
80 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 23.86 5.09 12.18 50.11 12.18 2.85 17.88 84.67 94.09
85 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 22.61 3.85 10.93 48.87 10.93 1.60 16.63 83.42 92.84
86 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 22.33 3.56 10.65 48.59 10.65 1.32 16.35 83.14 92.56
88 mt_962_use2023_best_save_rnk500_idxctrl 21.19 2.43 9.51 47.45 9.51 0.19 15.21 82.00 91.42
90 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 20.85 2.09 9.17 47.11 9.17 -0.16 14.87 81.66 91.08
92 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 19.93 1.17 8.25 46.19 8.25 -1.07 13.95 80.74 90.16
96 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 18.73 -0.04 7.05 44.98 7.05 -2.28 12.74 79.54 88.96
97 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 18.62 -0.14 6.94 44.88 6.94 -2.39 12.64 79.43 88.85
99 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 17.65 -1.11 5.97 43.91 5.97 -3.35 11.67 78.46 87.88
100 mt_962_use2023_last_save_rnk500_idxctrl 17.32 -1.45 5.64 43.58 5.64 -3.69 11.34 78.13 87.55
107 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 15.63 -3.13 3.95 41.89 3.95 -5.37 9.65 76.44 85.86
108 mt_961_use2020_best_save_rnk500_idxctrl 15.54 -3.22 3.87 41.80 3.86 -5.46 9.56 76.35 85.78
111 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 14.58 -4.18 2.90 40.84 2.90 -6.43 8.60 75.39 84.81
113 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 14.31 -4.46 2.63 40.57 2.63 -6.70 8.33 75.12 84.54
115 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 13.64 -5.12 1.96 39.90 1.96 -7.36 7.66 74.45 83.87
117 mt_961_use2020_last_save_rnk500_idxctrl 13.45 -5.32 1.77 39.71 1.77 -7.56 7.47 74.26 83.68
118 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 13.27 -5.49 1.60 39.53 1.59 -7.73 7.29 74.08 83.51
119 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 13.16 -5.60 1.49 39.42 1.48 -7.84 7.18 73.97 83.40
122 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 12.50 -6.27 0.82 38.75 0.82 -8.51 6.51 73.31 82.73
126 mt_962_use2024_best_save_rnk500_idxctrl 11.76 -7.00 0.09 38.02 0.08 -9.24 5.78 72.57 82.00
128 mt_961_use2019_last_save_rnk500_idxctrl 11.50 -7.26 -0.18 37.76 -0.18 -9.51 5.52 72.31 81.73
131 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 11.12 -7.64 -0.56 37.38 -0.56 -9.89 5.14 71.93 81.35
133 mt_962_use2017_best_save_rnk500_idxctrl 11.08 -7.68 -0.59 37.34 -0.60 -9.92 5.10 71.89 81.32
134 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 11.02 -7.74 -0.66 37.28 -0.66 -9.98 5.04 71.83 81.25
135 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 10.66 -8.10 -1.02 36.92 -1.02 -10.34 4.68 71.47 80.89
136 mt_961_use2010_last_save_rnk500_idxctrl 10.29 -8.47 -1.38 36.55 -1.38 -10.71 4.31 71.11 80.53
137 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 9.93 -8.84 -1.75 36.19 -1.75 -11.08 3.95 70.74 80.16
138 multin_zz1000_61004_idxctrl_50010002000_pv 9.90 -8.86 -1.78 36.16 -1.78 -11.11 3.92 70.71 80.13
141 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 9.45 -9.32 -2.23 35.70 -2.23 -11.56 3.47 70.26 79.68
147 multin_zz1000_61002_idxctrl_50010002000_pv 8.65 -10.11 -3.03 34.91 -3.03 -12.35 2.67 69.46 78.88
148 multin_zz1000_61001_idxctrl_50010002000_pv 8.34 -10.42 -3.34 34.60 -3.34 -12.67 2.36 69.15 78.57
149 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 8.00 -10.77 -3.68 34.26 -3.68 -13.01 2.02 68.81 78.23
150 mt_962_use2012_best_save_rnk500_idxctrl 7.89 -10.87 -3.79 34.15 -3.79 -13.11 1.91 68.70 78.12
151 multin_zz1000_61001_idxctrl_top3800_pv 7.64 -11.12 -4.04 33.90 -4.04 -13.37 1.66 68.45 77.87
152 multin_zz1000_61004_idxctrl_top3800_pv 7.51 -11.25 -4.17 33.77 -4.17 -13.49 1.53 68.32 77.74
153 mt_961_use2019_best_save_rnk500_idxctrl 7.45 -11.31 -4.22 33.71 -4.23 -13.55 1.47 68.26 77.69
155 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 6.78 -11.98 -4.89 33.04 -4.89 -14.22 0.80 67.60 77.02
157 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 6.32 -12.45 -5.36 32.57 -5.36 -14.69 0.34 67.13 76.55
158 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 6.19 -12.57 -5.49 32.45 -5.49 -14.82 0.21 67.00 76.42
161 multin_zz500_61001_idxctrl_zz500_pv 5.87 -12.90 -5.81 32.12 -5.81 -15.14 -0.11 66.68 76.10
162 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 5.61 -13.15 -6.07 31.87 -6.07 -15.39 -0.37 66.42 75.84
163 multin_zz1000_61002_idxctrl_top3800_pv 5.30 -13.46 -6.38 31.56 -6.38 -15.71 -0.68 66.11 75.53
165 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 4.98 -13.79 -6.70 31.24 -6.70 -16.03 -1.00 65.79 75.21
166 mt_962_use2018_best_save_rnk500_idxctrl 4.83 -13.93 -6.85 31.09 -6.85 -16.17 -1.15 65.64 75.06
168 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 4.62 -14.14 -7.05 30.88 -7.05 -16.38 -1.36 65.43 74.86
175 multin_zz500_61004_idxctrl_zz500_pv 3.26 -15.50 -8.41 29.52 -8.41 -17.74 -2.72 64.08 73.50
179 multin_zz500_61002_idxctrl_zz500_pv 2.26 -16.51 -9.42 28.51 -9.42 -18.75 -3.73 63.07 72.49
181 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 2.01 -16.75 -9.66 28.27 -9.66 -18.99 -3.97 62.83 72.25
182 multin_zz1000_61001_idxctrl_pv_rm_fnd 1.87 -16.89 -9.81 28.13 -9.81 -19.13 -4.11 62.68 72.10
186 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 1.36 -17.40 -10.32 27.62 -10.32 -19.64 -4.62 62.17 71.60
187 mt_961_use2010_best_save_rnk500_idxctrl 1.33 -17.44 -10.35 27.58 -10.35 -19.68 -4.66 62.14 71.56
188 multin_zz1000_61004_idxctrl_pv_rm_fnd 1.19 -17.57 -10.49 27.45 -10.49 -19.81 -4.79 62.00 71.42
189 multin_zz1000_61002_idxctrl_pv_rm_fnd 1.19 -17.57 -10.49 27.45 -10.49 -19.81 -4.79 62.00 71.42
190 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 1.01 -17.75 -10.67 27.27 -10.67 -20.00 -4.97 61.82 71.24
191 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 0.94 -17.82 -10.74 27.20 -10.74 -20.07 -5.04 61.75 71.17
192 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 0.94 -17.82 -10.74 27.20 -10.74 -20.07 -5.04 61.75 71.17
203 mt_961_use2024_last_save_rnk500_idxctrl -5.07 -23.83 -16.74 21.19 -16.74 -26.07 -11.05 55.75 65.17
211 mt_961_use2009_best_save_rnk500_idxctrl -8.40 -27.16 -20.08 17.86 -20.08 -29.40 -14.38 52.41 61.83
212 mt_962_use2024_last_save_rnk500_idxctrl -9.17 -27.93 -20.84 17.09 -20.84 -30.17 -15.15 51.65 61.07
220 mt_961_use2009_last_save_rnk500_idxctrl -12.41 -31.17 -24.08 13.85 -24.09 -33.41 -18.39 48.40 57.83
227 multin_zz1000_61001_idxctrl_pv -13.46 -32.22 -25.14 12.80 -25.14 -34.46 -19.44 47.35 56.77
228 multin_zz1000_61004_idxctrl_pv -14.38 -33.15 -26.06 11.87 -26.06 -35.39 -20.36 46.43 55.85
229 multin_zz1000_61002_idxctrl_pv -14.38 -33.15 -26.06 11.87 -26.06 -35.39 -20.36 46.43 55.85
233 multin_zz1000_61001_idxctrl_pv_rm_blc -14.91 -33.67 -26.59 11.35 -26.59 -35.91 -20.89 45.90 55.32
235 mt_962_use2015_last_save_rnk500_idxctrl -15.36 -34.12 -27.04 10.90 -27.04 -36.36 -21.34 45.45 54.87
236 mt_962_use2019_last_save_rnk500_idxctrl -15.63 -34.39 -27.31 10.63 -27.31 -36.63 -21.61 45.18 54.60
239 multin_zz1000_61004_idxctrl_pv_rm_blc -15.74 -34.50 -27.41 10.52 -27.41 -36.74 -21.72 45.08 54.50
240 multin_zz1000_61002_idxctrl_pv_rm_blc -15.74 -34.50 -27.41 10.52 -27.41 -36.74 -21.72 45.08 54.50
243 mt_962_use2011_best_save_rnk500_idxctrl -15.97 -34.74 -27.65 10.28 -27.65 -36.98 -21.96 44.84 54.26
244 mt_961_use2012_last_save_rnk500_idxctrl -16.37 -35.13 -28.05 9.89 -28.05 -37.37 -22.35 44.44 53.86
254 multin_zz1000_61001_idxctrl_zz1000_pv -17.52 -36.29 -29.20 8.74 -29.20 -38.53 -23.50 43.29 52.71
258 multin_zz1000_61002_idxctrl_zz1000_pv -18.14 -36.90 -29.82 8.12 -29.82 -39.14 -24.12 42.67 52.09
259 multin_zz1000_61004_idxctrl_zz1000_pv -18.14 -36.90 -29.82 8.12 -29.82 -39.14 -24.12 42.67 52.09
263 mt_961_use2011_best_save_rnk500_idxctrl -18.87 -37.63 -30.55 7.39 -30.55 -39.87 -24.85 41.94 51.36
271 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -20.10 -38.87 -31.78 6.16 -31.78 -41.11 -26.08 40.71 50.13
274 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -20.44 -39.21 -32.12 5.81 -32.12 -41.45 -26.43 40.37 49.79
276 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -20.46 -39.22 -32.14 5.80 -32.14 -41.46 -26.44 40.35 49.77
279 mt_961_use2011_last_save_rnk500_idxctrl -20.86 -39.62 -32.54 5.40 -32.54 -41.86 -26.84 39.95 49.37
290 mt_962_use2013_best_save_rnk500_idxctrl -23.43 -42.19 -35.11 2.83 -35.11 -44.43 -29.41 37.38 46.80
299 mt_961_use2012_best_save_rnk500_idxctrl -26.12 -44.88 -37.80 0.14 -37.80 -47.12 -32.10 34.69 44.11
302 mt_962_use2010_last_save_rnk500_idxctrl -26.69 -45.45 -38.37 -0.43 -38.37 -47.69 -32.67 34.12 43.54
311 mt_961_use2022_last_save_rnk500_idxctrl -28.39 -47.15 -40.07 -2.13 -40.07 -49.39 -34.37 32.42 41.84
326 mt_961_use2024_best_save_rnk500_idxctrl -32.31 -51.07 -43.99 -6.05 -43.99 -53.31 -38.29 28.50 37.92
327 mt_961_use2023_last_save_rnk500_idxctrl -32.65 -51.41 -44.32 -6.39 -44.32 -53.65 -38.63 28.17 37.59
329 mt_961_use2013_last_save_rnk500_idxctrl -33.20 -51.96 -44.88 -6.94 -44.88 -54.20 -39.18 27.61 37.03
344 mt_961_use2008_best_save_rnk500_idxctrl -40.92 -59.68 -52.60 -14.66 -52.60 -61.92 -46.90 19.89 29.31
346 mt_961_use2022_best_save_rnk500_idxctrl -42.34 -61.10 -54.01 -16.08 -54.01 -63.34 -48.32 18.48 27.90
351 mt_961_use2023_best_save_rnk500_idxctrl -44.91 -63.68 -56.59 -18.66 -56.59 -65.92 -50.89 15.90 25.32
354 mt_962_use2016_last_save_rnk500_idxctrl -46.02 -64.78 -57.70 -19.76 -57.70 -67.02 -52.00 14.79 24.21
360 mt_961_use2008_last_save_rnk500_idxctrl -47.44 -66.20 -59.11 -21.18 -59.11 -68.44 -53.42 13.38 22.80
361 mt_961_use2018_best_save_rnk500_idxctrl -47.95 -66.72 -59.63 -21.70 -59.63 -68.96 -53.94 12.86 22.28
364 mt_962_use2010_best_save_rnk500_idxctrl -49.10 -67.86 -60.78 -22.84 -60.78 -70.11 -55.08 11.71 21.13
365 mt_961_use2021_best_save_rnk500_idxctrl -49.14 -67.90 -60.82 -22.88 -60.82 -70.14 -55.12 11.67 21.09
382 mt_962_use2008_best_save_rnk500_idxctrl -55.63 -74.40 -67.31 -29.38 -67.31 -76.64 -61.61 5.18 14.60
384 mt_961_use2018_last_save_rnk500_idxctrl -56.86 -75.62 -68.53 -30.60 -68.53 -77.86 -62.84 3.96 13.38
385 mt_962_use2009_best_save_rnk500_idxctrl -57.37 -76.13 -69.04 -31.11 -69.04 -78.37 -63.35 3.45 12.87
387 mt_962_use2018_last_save_rnk500_idxctrl -58.05 -76.81 -69.73 -31.79 -69.73 -79.05 -64.03 2.76 12.18
389 mt_961_use2021_last_save_rnk500_idxctrl -58.66 -77.42 -70.34 -32.40 -70.34 -79.66 -64.64 2.15 11.57
394 mt_962_use2012_last_save_rnk500_idxctrl -59.93 -78.69 -71.60 -33.67 -71.60 -80.93 -65.91 0.89 10.31
395 mt_962_use2009_last_save_rnk500_idxctrl -60.26 -79.03 -71.94 -34.01 -71.94 -81.27 -66.24 0.55 9.97
397 mt_962_use2008_last_save_rnk500_idxctrl -61.36 -80.13 -73.04 -35.11 -73.04 -82.37 -67.35 -0.55 8.87
398 mt_962_use2011_last_save_rnk500_idxctrl -64.52 -83.28 -76.19 -38.26 -76.19 -85.52 -70.50 -3.71 5.72
402 mt_962_use2016_best_save_rnk500_idxctrl -65.53 -84.29 -77.21 -39.27 -77.21 -86.53 -71.51 -4.72 4.70
408 mt_961_use2017_last_save_rnk500_idxctrl -68.76 -87.52 -80.43 -42.50 -80.43 -89.76 -74.74 -7.95 1.48
411 mt_962_use2013_last_save_rnk500_idxctrl -70.25 -89.01 -81.93 -43.99 -81.93 -91.25 -76.23 -9.44 -0.02
413 mt_961_use2017_best_save_rnk500_idxctrl -72.20 -90.96 -83.88 -45.94 -83.88 -93.20 -78.18 -11.39 -1.97
417 mt_961_use2015_best_save_rnk500_idxctrl -76.50 -95.27 -88.18 -50.25 -88.18 -97.51 -82.48 -15.69 -6.27
418 mt_962_use2017_last_save_rnk500_idxctrl -79.01 -97.78 -90.69 -52.76 -90.69 -100.02 -85.00 -18.20 -8.78
419 mt_962_use2014_best_save_rnk500_idxctrl -79.76 -98.52 -91.44 -53.50 -91.44 -100.76 -85.74 -18.95 -9.53
422 mt_961_use2016_last_save_rnk500_idxctrl -93.29 -112.05 -104.97 -67.03 -104.97 -114.29 -99.27 -32.48 -23.06
423 mt_961_use2015_last_save_rnk500_idxctrl -94.87 -113.63 -106.55 -68.61 -106.55 -115.87 -100.85 -34.06 -24.64
424 mt_961_use2014_best_save_rnk500_idxctrl -95.14 -113.90 -106.81 -68.88 -106.81 -116.14 -101.12 -34.32 -24.90
425 mt_962_use2014_last_save_rnk500_idxctrl -97.76 -116.52 -109.44 -71.50 -109.44 -118.76 -103.74 -36.95 -27.53
431 mt_961_use2014_last_save_rnk500_idxctrl -115.89 -134.66 -127.57 -89.63 -127.57 -136.90 -121.87 -55.08 -45.66
432 mt_961_use2016_best_save_rnk500_idxctrl -117.11 -135.87 -128.79 -90.85 -128.79 -138.11 -123.09 -56.30 -46.88