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_20260119_151535
85 mt_961_use2023_last_save_rnk500_idxctrl 85.94 60.87 129.39 123.63 129.39 8.75 -11.12 73.49 132.12
128 mt_961_use2023_best_save_rnk500_idxctrl 73.11 48.03 116.56 110.80 116.56 -4.08 -23.95 60.66 119.29
141 mt_962_use2008_best_save_rnk500_idxctrl 67.72 42.65 111.17 105.41 111.17 -9.47 -29.34 55.27 113.90
167 mt_962_use2008_last_save_rnk500_idxctrl 63.56 38.48 107.01 101.25 107.01 -13.63 -33.50 51.11 109.74
172 mt_962_use2009_best_save_rnk500_idxctrl 62.43 37.35 105.88 100.12 105.88 -14.76 -34.63 49.98 108.61
176 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 61.53 36.45 104.97 99.21 104.97 -15.67 -35.54 49.07 107.71
181 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 61.11 36.03 104.55 98.79 104.55 -16.09 -35.96 48.65 107.29
188 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 60.59 35.51 104.03 98.28 104.03 -16.61 -36.48 48.13 106.77
191 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 60.08 35.01 103.53 97.77 103.53 -17.11 -36.98 47.63 106.26
202 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 59.36 34.28 102.80 97.05 102.80 -17.84 -37.71 46.90 105.54
208 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 58.84 33.76 102.29 96.53 102.29 -18.35 -38.22 46.39 105.02
209 mt_961_use2008_best_save_rnk500_idxctrl 58.84 33.76 102.28 96.52 102.28 -18.36 -38.23 46.38 105.01
211 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 58.75 33.67 102.19 96.44 102.19 -18.45 -38.32 46.29 104.93
212 mt_962_use2009_last_save_rnk500_idxctrl 58.67 33.60 102.12 96.36 102.12 -18.52 -38.39 46.22 104.85
213 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 58.27 33.20 101.72 95.96 101.72 -18.92 -38.79 45.82 104.45
220 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 57.88 32.80 101.33 95.57 101.33 -19.31 -39.18 45.43 104.06
223 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 57.63 32.55 101.07 95.31 101.07 -19.57 -39.44 45.17 103.81
229 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 56.55 31.47 100.00 94.24 100.00 -20.64 -40.51 44.10 102.73
230 multin_zz1000_61004_idxctrl_50010002000_pv 56.53 31.46 99.98 94.22 99.98 -20.66 -40.53 44.08 102.71
235 mt_961_use2017_best_save_rnk500_idxctrl 55.81 30.74 99.26 93.50 99.26 -21.38 -41.25 43.36 101.99
236 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 55.75 30.67 99.19 93.43 99.19 -21.45 -41.32 43.29 101.93
237 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 55.67 30.59 99.11 93.36 99.11 -21.53 -41.39 43.22 101.85
238 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 55.33 30.26 98.78 93.02 98.78 -21.86 -41.73 42.88 101.51
239 multin_zz1000_61004_idxctrl_top3800_pv 55.30 30.22 98.74 92.98 98.74 -21.90 -41.77 42.84 101.48
244 multin_zz1000_61002_idxctrl_50010002000_pv 53.37 28.29 96.82 91.06 96.82 -23.82 -43.69 40.92 99.55
246 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 53.27 28.20 96.72 90.96 96.72 -23.92 -43.79 40.82 99.45
250 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 52.63 27.56 96.08 90.32 96.08 -24.56 -44.43 40.18 98.81
251 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 52.60 27.52 96.04 90.29 96.04 -24.60 -44.47 40.14 98.78
253 multin_zz1000_61002_idxctrl_top3800_pv 52.50 27.42 95.94 90.19 95.94 -24.70 -44.56 40.05 98.68
255 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 52.42 27.35 95.87 90.11 95.87 -24.77 -44.64 39.97 98.60
256 mt_961_use2008_last_save_rnk500_idxctrl 52.09 27.01 95.53 89.78 95.53 -25.11 -44.97 39.64 98.27
281 mt_962_use2016_best_save_rnk500_idxctrl 44.89 19.82 88.34 82.58 88.34 -32.30 -52.17 32.44 91.07
284 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 44.22 19.14 87.67 81.91 87.67 -32.97 -52.84 31.77 90.40
288 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 43.15 18.07 86.60 80.84 86.60 -34.04 -53.91 30.70 89.33
290 mt_962_use2011_best_save_rnk500_idxctrl 43.00 17.92 86.44 80.69 86.44 -34.20 -54.07 30.55 89.18
293 mt_961_use2018_best_save_rnk500_idxctrl 42.80 17.72 86.25 80.49 86.25 -34.39 -54.26 30.35 88.98
296 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 41.85 16.77 85.29 79.54 85.29 -35.35 -55.22 29.39 88.03
298 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 41.68 16.60 85.12 79.37 85.12 -35.52 -55.39 29.23 87.86
301 multin_zz1000_61001_idxctrl_50010002000_pv 41.40 16.32 84.84 79.09 84.84 -35.80 -55.67 28.94 87.58
302 mt_961_use2017_last_save_rnk500_idxctrl 41.19 16.12 84.64 78.88 84.64 -36.00 -55.87 28.74 87.37
305 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 40.65 15.57 84.10 78.34 84.10 -36.54 -56.41 28.20 86.83
306 mt_961_use2018_last_save_rnk500_idxctrl 40.59 15.51 84.03 78.28 84.03 -36.61 -56.48 28.13 86.77
307 mt_961_use2009_best_save_rnk500_idxctrl 40.47 15.39 83.91 78.16 83.91 -36.73 -56.60 28.01 86.65
316 mt_961_use2009_last_save_rnk500_idxctrl 38.43 13.35 81.88 76.12 81.87 -38.76 -58.63 25.98 84.61
318 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 38.30 13.22 81.74 75.99 81.74 -38.90 -58.77 25.84 84.48
319 multin_zz1000_61001_idxctrl_top3800_pv 38.21 13.13 81.66 75.90 81.65 -38.98 -58.85 25.76 84.39
321 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 37.08 12.00 80.53 74.77 80.53 -40.11 -59.98 24.63 83.26
322 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 37.08 12.00 80.53 74.77 80.53 -40.11 -59.98 24.63 83.26
324 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 36.46 11.38 79.90 74.15 79.90 -40.74 -60.61 24.00 82.64
327 multin_zz1000_61002_idxctrl_pv_rm_fnd 36.33 11.25 79.77 74.02 79.77 -40.87 -60.73 23.88 82.51
328 multin_zz1000_61004_idxctrl_pv_rm_fnd 36.33 11.25 79.77 74.02 79.77 -40.87 -60.73 23.88 82.51
329 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 36.23 11.15 79.67 73.92 79.67 -40.97 -60.84 23.77 82.41
332 multin_zz500_61004_idxctrl_zz500_pv 35.78 10.71 79.23 73.47 79.23 -41.41 -61.28 23.33 81.96
333 multin_zz500_61002_idxctrl_zz500_pv 35.56 10.48 79.00 73.25 79.00 -41.64 -61.51 23.10 81.74
335 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 35.35 10.27 78.79 73.03 78.79 -41.85 -61.72 22.89 81.52
336 mt_961_use2012_last_save_rnk500_idxctrl 35.01 9.94 78.46 72.70 78.46 -42.18 -62.05 22.56 81.19
337 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 34.75 9.67 78.20 72.44 78.20 -42.44 -62.31 22.30 80.93
338 multin_zz500_61001_idxctrl_zz500_pv 34.69 9.61 78.13 72.38 78.13 -42.51 -62.38 22.24 80.87
339 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 34.41 9.34 77.86 72.10 77.86 -42.78 -62.65 21.96 80.59
342 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 33.92 8.84 77.37 71.61 77.37 -43.27 -63.14 21.47 80.10
343 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 33.88 8.81 77.33 71.57 77.33 -43.31 -63.18 21.43 80.06
344 multin_zz1000_61001_idxctrl_pv_rm_fnd 33.81 8.73 77.25 71.49 77.25 -43.39 -63.26 21.35 79.99
348 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 33.01 7.94 76.46 70.70 76.46 -44.18 -64.05 20.56 79.19
349 mt_961_use2016_last_save_rnk500_idxctrl 32.11 7.03 75.55 69.80 75.55 -45.09 -64.96 19.65 78.29
351 mt_961_use2014_last_save_rnk500_idxctrl 30.97 5.89 74.41 68.66 74.41 -46.23 -66.10 18.51 77.15
358 mt_961_use2011_last_save_rnk500_idxctrl 30.25 5.17 73.70 67.94 73.70 -46.94 -66.81 17.80 76.43
359 mt_961_use2014_best_save_rnk500_idxctrl 30.19 5.12 73.64 67.88 73.64 -47.00 -66.87 17.74 76.37
363 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 29.24 4.16 72.68 66.93 72.68 -47.96 -67.83 16.78 75.42
366 mt_961_use2022_last_save_rnk500_idxctrl 29.05 3.97 72.50 66.74 72.50 -48.14 -68.01 16.60 75.23
370 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 28.60 3.52 72.05 66.29 72.05 -48.59 -68.46 16.15 74.78
375 mt_961_use2016_best_save_rnk500_idxctrl 26.81 1.73 70.25 64.50 70.25 -50.39 -70.26 14.35 72.99
379 mt_962_use2014_last_save_rnk500_idxctrl 24.29 -0.79 67.74 61.98 67.74 -52.90 -72.77 11.84 70.47
391 mt_961_use2024_last_save_rnk500_idxctrl 20.50 -4.58 63.94 58.19 63.94 -56.70 -76.57 8.05 66.68
392 multin_zz1000_61002_idxctrl_pv 20.41 -4.66 63.86 58.10 63.86 -56.78 -76.65 7.96 66.59
393 multin_zz1000_61004_idxctrl_pv 20.41 -4.66 63.86 58.10 63.86 -56.78 -76.65 7.96 66.59
394 multin_zz1000_61004_idxctrl_pv_rm_blc 20.20 -4.87 63.65 57.89 63.65 -56.99 -76.86 7.75 66.38
395 multin_zz1000_61002_idxctrl_pv_rm_blc 20.20 -4.87 63.65 57.89 63.65 -56.99 -76.86 7.75 66.38
397 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 19.66 -5.42 63.10 57.35 63.10 -57.54 -77.41 7.20 65.84
399 multin_zz1000_61004_idxctrl_zz1000_pv 19.62 -5.45 63.07 57.31 63.07 -57.57 -77.44 7.17 65.80
401 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 18.62 -6.46 62.07 56.31 62.06 -58.58 -78.44 6.17 64.80
402 mt_961_use2022_best_save_rnk500_idxctrl 18.58 -6.50 62.02 56.27 62.02 -58.62 -78.48 6.13 64.76
403 multin_zz1000_61002_idxctrl_zz1000_pv 18.56 -6.52 62.01 56.25 62.01 -58.63 -78.50 6.11 64.74
404 multin_zz1000_61001_idxctrl_pv 17.99 -7.09 61.44 55.68 61.44 -59.20 -79.07 5.54 64.17
407 multin_zz1000_61001_idxctrl_pv_rm_blc 17.57 -7.51 61.02 55.26 61.02 -59.62 -79.49 5.12 63.75
414 mt_961_use2024_best_save_rnk500_idxctrl 15.23 -9.85 58.67 52.92 58.67 -61.97 -81.83 2.78 61.41
417 mt_962_use2014_best_save_rnk500_idxctrl 14.45 -10.63 57.90 52.14 57.90 -62.74 -82.61 2.00 60.63
419 multin_zz1000_61001_idxctrl_zz1000_pv 13.85 -11.23 57.29 51.53 57.29 -63.35 -83.22 1.39 60.02
421 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 13.55 -11.53 56.99 51.24 56.99 -63.65 -83.52 1.09 59.73
422 mt_961_use2011_best_save_rnk500_idxctrl 13.12 -11.95 56.57 50.81 56.57 -64.07 -83.94 0.67 59.30
430 mt_962_use2011_last_save_rnk500_idxctrl 11.84 -13.24 55.28 49.53 55.28 -65.36 -85.22 -0.61 58.02
432 mt_961_use2012_best_save_rnk500_idxctrl 11.53 -13.55 54.97 49.22 54.97 -65.67 -85.54 -0.93 57.71
436 mt_961_use2015_best_save_rnk500_idxctrl 10.48 -14.60 53.93 48.17 53.93 -66.71 -86.58 -1.97 56.66
443 mt_962_use2010_best_save_rnk500_idxctrl 6.87 -18.20 50.32 44.56 50.32 -70.32 -90.19 -5.58 53.05
445 mt_962_use2012_best_save_rnk500_idxctrl 5.31 -19.77 48.75 42.99 48.75 -71.89 -91.76 -7.15 51.49
446 mt_961_use2019_best_save_rnk500_idxctrl 4.72 -20.35 48.17 42.41 48.17 -72.47 -92.34 -7.73 50.90
448 mt_961_use2015_last_save_rnk500_idxctrl 4.33 -20.75 47.77 42.02 47.77 -72.87 -92.73 -8.12 50.51
453 mt_961_use2013_last_save_rnk500_idxctrl 3.04 -22.03 46.49 40.73 46.49 -74.15 -94.02 -9.41 49.22
454 mt_961_use2010_best_save_rnk500_idxctrl 2.88 -22.19 46.33 40.57 46.33 -74.31 -94.18 -9.57 49.06
455 mt_961_use2020_best_save_rnk500_idxctrl 1.05 -24.03 44.49 38.74 44.49 -76.15 -96.02 -11.41 47.23
456 mt_961_use2021_last_save_rnk500_idxctrl 0.95 -24.13 44.40 38.64 44.39 -76.24 -96.11 -11.50 47.13
461 mt_962_use2012_last_save_rnk500_idxctrl -0.41 -25.49 43.03 37.28 43.03 -77.61 -97.48 -12.87 45.77
462 mt_961_use2010_last_save_rnk500_idxctrl -0.71 -25.78 42.74 36.98 42.74 -77.90 -97.77 -13.16 45.47
463 mt_962_use2013_best_save_rnk500_idxctrl -1.68 -26.76 41.77 36.01 41.77 -78.87 -98.74 -14.13 44.50
465 mt_961_use2020_last_save_rnk500_idxctrl -2.00 -27.07 41.45 35.69 41.45 -79.19 -99.06 -14.45 44.18
467 mt_962_use2018_last_save_rnk500_idxctrl -2.73 -27.80 40.72 34.96 40.72 -79.92 -99.79 -15.18 43.45
469 mt_962_use2013_last_save_rnk500_idxctrl -3.66 -28.73 39.79 34.03 39.79 -80.85 -100.72 -16.11 42.52
470 mt_961_use2021_best_save_rnk500_idxctrl -4.19 -29.26 39.26 33.50 39.26 -81.38 -101.25 -16.64 41.99
476 mt_962_use2010_last_save_rnk500_idxctrl -9.05 -34.13 34.39 28.64 34.39 -86.25 -106.11 -21.50 37.13
478 mt_962_use2017_best_save_rnk500_idxctrl -9.60 -34.68 33.85 28.09 33.85 -86.79 -106.66 -22.05 36.58
481 mt_961_use2019_last_save_rnk500_idxctrl -12.44 -37.52 31.01 25.25 31.01 -89.63 -109.50 -24.89 33.74
493 mt_962_use2017_last_save_rnk500_idxctrl -22.18 -47.26 21.26 15.50 21.26 -99.38 -119.25 -34.64 24.00
494 mt_962_use2016_last_save_rnk500_idxctrl -22.73 -47.81 20.71 14.96 20.71 -99.93 -119.80 -35.19 23.45
495 mt_961_use2013_best_save_rnk500_idxctrl -23.10 -48.18 20.34 14.59 20.34 -100.30 -120.17 -35.56 23.08
496 mt_962_use2024_best_save_rnk500_idxctrl -25.50 -50.58 17.95 12.19 17.94 -102.70 -122.56 -37.95 20.68
501 mt_962_use2024_last_save_rnk500_idxctrl -27.53 -52.61 15.91 10.16 15.91 -104.73 -124.60 -39.99 18.65
504 mt_962_use2015_last_save_rnk500_idxctrl -31.68 -56.75 11.77 6.01 11.77 -108.87 -128.74 -44.13 14.50
505 mt_962_use2018_best_save_rnk500_idxctrl -34.45 -59.53 9.00 3.24 9.00 -111.64 -131.51 -46.90 11.73
506 mt_962_use2023_best_save_rnk500_idxctrl -34.88 -59.96 8.56 2.81 8.56 -112.08 -131.94 -47.33 11.30
508 mt_962_use2021_last_save_rnk500_idxctrl -36.15 -61.22 7.30 1.54 7.30 -113.34 -133.21 -48.60 10.03
511 mt_962_use2023_last_save_rnk500_idxctrl -41.04 -66.12 2.41 -3.35 2.41 -118.23 -138.10 -53.49 5.14
514 mt_962_use2019_last_save_rnk500_idxctrl -43.59 -68.66 -0.14 -5.90 -0.14 -120.78 -140.65 -56.04 2.59
516 mt_962_use2020_last_save_rnk500_idxctrl -47.90 -72.98 -4.46 -10.21 -4.46 -125.10 -144.96 -60.35 -1.72
520 mt_962_use2021_best_save_rnk500_idxctrl -52.29 -77.37 -8.85 -14.60 -8.85 -129.49 -149.35 -64.74 -6.11
521 mt_962_use2019_best_save_rnk500_idxctrl -53.42 -78.50 -9.98 -15.73 -9.98 -130.62 -150.49 -65.88 -7.24
522 mt_962_use2022_best_save_rnk500_idxctrl -53.50 -78.58 -10.06 -15.81 -10.06 -130.70 -150.57 -65.95 -7.32
523 mt_962_use2022_last_save_rnk500_idxctrl -54.78 -79.85 -11.33 -17.09 -11.33 -131.97 -151.84 -67.23 -8.60
524 mt_962_use2015_best_save_rnk500_idxctrl -54.94 -80.02 -11.50 -17.26 -11.50 -132.14 -152.01 -67.40 -8.76
525 mt_962_use2020_best_save_rnk500_idxctrl -55.28 -80.35 -11.83 -17.59 -11.83 -132.47 -152.34 -67.73 -9.10