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_20260120_151525
5 mt_961_use2018_best_save_rnk500_idxctrl 195.55 143.48 93.75 124.75 93.75 129.28 112.88 24.12 -1.51
11 mt_962_use2008_best_save_rnk500_idxctrl 190.02 137.95 88.22 119.22 88.22 123.75 107.35 18.59 -7.04
12 mt_961_use2023_best_save_rnk500_idxctrl 188.27 136.19 86.47 117.46 86.47 121.99 105.60 16.84 -8.79
15 mt_961_use2008_best_save_rnk500_idxctrl 185.07 132.99 83.27 114.26 83.27 118.79 102.40 13.63 -11.99
21 mt_962_use2008_last_save_rnk500_idxctrl 182.44 130.37 80.64 111.64 80.64 116.17 99.77 11.01 -14.62
27 mt_961_use2018_last_save_rnk500_idxctrl 168.92 116.84 67.12 98.11 67.12 102.65 86.25 -2.51 -28.14
37 mt_961_use2023_last_save_rnk500_idxctrl 164.60 112.52 62.80 93.79 62.80 98.33 81.93 -6.83 -32.46
54 mt_962_use2009_best_save_rnk500_idxctrl 149.76 97.69 47.96 78.95 47.96 83.49 67.09 -21.67 -47.30
58 mt_961_use2008_last_save_rnk500_idxctrl 148.13 96.06 46.33 77.32 46.33 81.86 65.46 -23.30 -48.93
61 mt_961_use2022_last_save_rnk500_idxctrl 146.40 94.33 44.60 75.60 44.60 80.13 63.73 -25.03 -50.66
64 mt_961_use2016_last_save_rnk500_idxctrl 144.36 92.28 42.56 73.55 42.56 78.08 61.69 -27.08 -52.70
72 mt_962_use2009_last_save_rnk500_idxctrl 141.23 89.15 39.43 70.42 39.43 74.95 58.56 -30.21 -55.83
88 mt_961_use2022_best_save_rnk500_idxctrl 133.01 80.94 31.21 62.20 31.21 66.74 50.34 -38.42 -64.05
93 mt_962_use2016_best_save_rnk500_idxctrl 131.73 79.66 29.93 60.92 29.93 65.46 49.06 -39.70 -65.33
100 mt_961_use2016_best_save_rnk500_idxctrl 129.55 77.48 27.75 58.74 27.75 63.28 46.88 -41.88 -67.51
110 mt_961_use2017_best_save_rnk500_idxctrl 126.18 74.11 24.38 55.38 24.38 59.91 43.51 -45.25 -70.88
123 mt_961_use2012_best_save_rnk500_idxctrl 123.19 71.12 21.39 52.39 21.39 56.92 40.52 -48.24 -73.87
124 mt_961_use2012_last_save_rnk500_idxctrl 122.00 69.92 20.20 51.19 20.20 55.72 39.33 -49.43 -75.06
126 mt_961_use2017_last_save_rnk500_idxctrl 121.67 69.59 19.87 50.86 19.87 55.39 39.00 -49.76 -75.39
146 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 115.76 63.69 13.96 44.96 13.96 49.49 33.09 -55.67 -81.30
152 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 115.28 63.21 13.48 44.48 13.48 49.01 32.61 -56.15 -81.78
155 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 114.06 61.99 12.26 43.25 12.26 47.79 31.39 -57.37 -83.00
157 mt_961_use2024_best_save_rnk500_idxctrl 113.55 61.48 11.75 42.75 11.75 47.28 30.88 -57.88 -83.51
158 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 113.55 61.48 11.75 42.74 11.75 47.28 30.88 -57.88 -83.51
171 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 109.34 57.26 7.54 38.53 7.54 43.06 26.67 -62.09 -87.72
178 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 107.71 55.63 5.91 36.90 5.91 41.44 25.04 -63.72 -89.35
183 mt_961_use2014_last_save_rnk500_idxctrl 106.62 54.55 4.82 35.82 4.82 40.35 23.95 -64.81 -90.44
184 multin_zz1000_61002_idxctrl_pv_rm_fnd 106.37 54.30 4.57 35.57 4.57 40.10 23.70 -65.06 -90.69
185 multin_zz1000_61004_idxctrl_pv_rm_fnd 106.37 54.30 4.57 35.57 4.57 40.10 23.70 -65.06 -90.69
188 mt_962_use2011_best_save_rnk500_idxctrl 106.07 54.00 4.27 35.27 4.27 39.80 23.40 -65.36 -90.99
192 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 105.54 53.46 3.74 34.73 3.74 39.27 22.87 -65.89 -91.52
193 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 105.54 53.46 3.74 34.73 3.74 39.27 22.87 -65.89 -91.52
194 mt_961_use2011_last_save_rnk500_idxctrl 105.28 53.20 3.48 34.47 3.48 39.00 22.61 -66.15 -91.78
216 multin_zz1000_61001_idxctrl_pv_rm_fnd 101.48 49.40 -0.32 30.67 -0.32 35.20 18.81 -69.96 -95.58
220 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 100.80 48.73 -1.00 30.00 -1.00 34.53 18.13 -70.63 -96.26
223 mt_962_use2018_last_save_rnk500_idxctrl 99.76 47.69 -2.03 28.96 -2.03 33.49 17.09 -71.67 -97.30
226 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 98.98 46.90 -2.82 28.17 -2.82 32.71 16.31 -72.45 -98.08
230 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 98.14 46.07 -3.66 27.34 -3.66 31.87 15.47 -73.29 -98.92
233 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 97.84 45.76 -3.96 27.03 -3.96 31.57 15.17 -73.59 -99.22
235 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 96.92 44.84 -4.88 26.11 -4.88 30.64 14.25 -74.52 -100.14
240 mt_961_use2009_last_save_rnk500_idxctrl 95.32 43.25 -6.48 24.52 -6.48 29.05 12.65 -76.11 -101.74
246 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 92.83 40.75 -8.97 22.02 -8.97 26.55 10.15 -78.61 -104.24
252 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 91.74 39.67 -10.06 20.94 -10.06 25.47 9.07 -79.69 -105.32
253 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 91.65 39.58 -10.15 20.85 -10.15 25.38 8.98 -79.78 -105.41
257 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 90.48 38.41 -11.32 19.67 -11.32 24.21 7.81 -80.95 -106.58
263 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 88.97 36.89 -12.83 18.16 -12.83 22.69 6.29 -82.47 -108.10
266 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 88.47 36.39 -13.33 17.66 -13.33 22.19 5.80 -82.97 -108.59
268 mt_961_use2009_best_save_rnk500_idxctrl 88.14 36.06 -13.66 17.33 -13.66 21.86 5.47 -83.29 -108.92
270 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 87.94 35.87 -13.86 17.13 -13.86 21.67 5.27 -83.49 -109.12
273 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 86.79 34.71 -15.01 15.98 -15.01 20.51 4.12 -84.65 -110.27
274 mt_961_use2021_last_save_rnk500_idxctrl 86.70 34.62 -15.10 15.89 -15.10 20.42 4.03 -84.74 -110.36
275 mt_961_use2013_last_save_rnk500_idxctrl 86.55 34.47 -15.25 15.74 -15.25 20.27 3.88 -84.89 -110.52
277 mt_961_use2024_last_save_rnk500_idxctrl 86.08 34.01 -15.72 15.28 -15.72 19.81 3.41 -85.35 -110.98
278 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 85.66 33.58 -16.14 14.85 -16.14 19.38 2.99 -85.78 -111.40
292 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 84.25 32.17 -17.55 13.44 -17.55 17.97 1.58 -87.19 -112.81
294 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 83.97 31.90 -17.83 13.17 -17.83 17.70 1.30 -87.46 -113.09
296 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 83.75 31.68 -18.05 12.95 -18.05 17.48 1.08 -87.68 -113.31
297 multin_zz500_61004_idxctrl_zz500_pv 83.14 31.07 -18.66 12.33 -18.66 16.87 0.47 -88.29 -113.92
301 mt_961_use2020_best_save_rnk500_idxctrl 82.98 30.91 -18.82 12.18 -18.82 16.71 0.31 -88.45 -114.08
302 multin_zz500_61002_idxctrl_zz500_pv 82.87 30.80 -18.93 12.07 -18.93 16.60 0.20 -88.56 -114.19
312 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 80.17 28.09 -21.63 9.36 -21.63 13.89 -2.51 -91.27 -116.90
316 mt_961_use2020_last_save_rnk500_idxctrl 78.75 26.67 -23.05 7.94 -23.05 12.48 -3.92 -92.68 -118.31
317 multin_zz500_61001_idxctrl_zz500_pv 78.74 26.67 -23.06 7.93 -23.06 12.47 -3.93 -92.69 -118.32
323 mt_961_use2010_best_save_rnk500_idxctrl 76.98 24.90 -24.82 6.17 -24.82 10.70 -5.69 -94.46 -120.08
335 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 73.60 21.53 -28.20 2.79 -28.20 7.33 -9.07 -97.83 -123.46
340 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 71.26 19.19 -30.54 0.46 -30.54 4.99 -11.41 -100.17 -125.80
344 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 69.04 16.96 -32.76 -1.77 -32.76 2.76 -13.63 -102.40 -128.02
345 mt_961_use2014_best_save_rnk500_idxctrl 68.97 16.89 -32.83 -1.84 -32.83 2.70 -13.70 -102.46 -128.09
347 multin_zz1000_61004_idxctrl_pv 68.44 16.37 -33.36 -2.36 -33.36 2.17 -14.23 -102.99 -128.62
348 multin_zz1000_61002_idxctrl_pv 68.44 16.37 -33.36 -2.36 -33.36 2.17 -14.23 -102.99 -128.62
350 multin_zz1000_61002_idxctrl_pv_rm_blc 68.12 16.04 -33.68 -2.69 -33.68 1.84 -14.55 -103.31 -128.94
351 multin_zz1000_61004_idxctrl_pv_rm_blc 68.12 16.04 -33.68 -2.69 -33.68 1.84 -14.55 -103.31 -128.94
352 mt_962_use2017_last_save_rnk500_idxctrl 68.09 16.02 -33.71 -2.72 -33.71 1.82 -14.58 -103.34 -128.97
353 mt_961_use2021_best_save_rnk500_idxctrl 67.74 15.67 -34.05 -3.06 -34.05 1.47 -14.93 -103.69 -129.32
355 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 66.55 14.48 -35.25 -4.25 -35.25 0.28 -16.12 -104.88 -130.51
363 multin_zz1000_61001_idxctrl_pv 63.77 11.69 -38.03 -7.04 -38.03 -2.51 -18.90 -107.66 -133.29
364 multin_zz1000_61001_idxctrl_pv_rm_blc 63.57 11.49 -38.23 -7.24 -38.23 -2.71 -19.10 -107.86 -133.49
367 mt_961_use2015_best_save_rnk500_idxctrl 63.09 11.01 -38.71 -7.72 -38.71 -3.19 -19.58 -108.35 -133.98
379 mt_961_use2010_last_save_rnk500_idxctrl 57.34 5.26 -44.46 -13.47 -44.46 -8.94 -25.33 -114.09 -139.72
384 mt_961_use2015_last_save_rnk500_idxctrl 52.04 -0.03 -49.76 -18.76 -49.76 -14.23 -30.63 -119.39 -145.02
388 mt_961_use2019_best_save_rnk500_idxctrl 50.06 -2.01 -51.74 -20.75 -51.74 -16.21 -32.61 -121.37 -147.00
389 multin_zz1000_61004_idxctrl_zz1000_pv 49.94 -2.13 -51.86 -20.87 -51.86 -16.33 -32.73 -121.49 -147.12
392 multin_zz1000_61002_idxctrl_zz1000_pv 49.06 -3.02 -52.74 -21.75 -52.74 -17.21 -33.61 -122.37 -148.00
395 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 48.32 -3.76 -53.48 -22.49 -53.48 -17.96 -34.35 -123.12 -148.75
396 multin_zz1000_61004_idxctrl_top3800_pv 47.70 -4.38 -54.10 -23.11 -54.10 -18.58 -34.97 -123.73 -149.36
397 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 47.52 -4.55 -54.28 -23.29 -54.28 -18.75 -35.15 -123.91 -149.54
398 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 47.37 -4.71 -54.43 -23.44 -54.43 -18.91 -35.30 -124.07 -149.69
399 mt_961_use2011_best_save_rnk500_idxctrl 47.27 -4.81 -54.53 -23.54 -54.53 -19.01 -35.40 -124.17 -149.79
400 mt_961_use2019_last_save_rnk500_idxctrl 47.20 -4.88 -54.60 -23.61 -54.60 -19.08 -35.47 -124.24 -149.86
405 multin_zz1000_61004_idxctrl_50010002000_pv 45.44 -6.63 -56.36 -25.36 -56.36 -20.83 -37.23 -125.99 -151.62
409 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 45.15 -6.93 -56.65 -25.66 -56.65 -21.12 -37.52 -126.28 -151.91
410 multin_zz1000_61002_idxctrl_top3800_pv 45.08 -7.00 -56.72 -25.73 -56.72 -21.20 -37.59 -126.36 -151.99
411 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 44.67 -7.40 -57.13 -26.13 -57.13 -21.60 -38.00 -126.76 -152.39
415 multin_zz1000_61001_idxctrl_zz1000_pv 42.84 -9.23 -58.96 -27.96 -58.96 -23.43 -39.83 -128.59 -154.22
417 multin_zz1000_61002_idxctrl_50010002000_pv 42.49 -9.59 -59.31 -28.32 -59.31 -23.78 -40.18 -128.94 -154.57
419 mt_962_use2016_last_save_rnk500_idxctrl 42.27 -9.80 -59.53 -28.54 -59.53 -24.00 -40.40 -129.16 -154.79
421 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 41.94 -10.14 -59.86 -28.87 -59.86 -24.34 -40.73 -129.50 -155.12
422 mt_962_use2014_last_save_rnk500_idxctrl 41.16 -10.92 -60.64 -29.65 -60.64 -25.12 -41.51 -130.27 -155.90
423 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 41.10 -10.98 -60.70 -29.71 -60.70 -25.17 -41.57 -130.33 -155.96
425 mt_962_use2011_last_save_rnk500_idxctrl 39.27 -12.81 -62.53 -31.54 -62.53 -27.00 -43.40 -132.16 -157.79
441 mt_962_use2010_best_save_rnk500_idxctrl 32.22 -19.85 -69.58 -38.58 -69.58 -34.05 -50.45 -139.21 -164.84
442 multin_zz1000_61001_idxctrl_top3800_pv 32.01 -20.07 -69.79 -38.80 -69.79 -34.26 -50.66 -139.42 -165.05
443 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 31.95 -20.12 -69.85 -38.85 -69.85 -34.32 -50.72 -139.48 -165.11
449 multin_zz1000_61001_idxctrl_50010002000_pv 28.14 -23.93 -73.66 -42.67 -73.66 -38.13 -54.53 -143.29 -168.92
450 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 27.99 -24.09 -73.81 -42.82 -73.81 -38.29 -54.68 -143.45 -169.07
453 mt_962_use2017_best_save_rnk500_idxctrl 25.02 -27.05 -76.78 -45.78 -76.78 -41.25 -57.65 -146.41 -172.04
458 mt_962_use2015_last_save_rnk500_idxctrl 21.20 -30.87 -80.60 -49.60 -80.60 -45.07 -61.47 -150.23 -175.86
465 mt_962_use2018_best_save_rnk500_idxctrl 15.13 -36.94 -86.67 -55.67 -86.67 -51.14 -67.54 -156.30 -181.93
468 mt_962_use2014_best_save_rnk500_idxctrl 11.35 -40.73 -90.45 -59.46 -90.45 -54.93 -71.32 -160.09 -185.71
473 mt_962_use2013_last_save_rnk500_idxctrl 8.69 -43.39 -93.11 -62.12 -93.11 -57.59 -73.98 -162.74 -188.37
474 mt_962_use2010_last_save_rnk500_idxctrl 8.23 -43.84 -93.57 -62.58 -93.57 -58.04 -74.44 -163.20 -188.83
477 mt_962_use2012_best_save_rnk500_idxctrl 3.82 -48.25 -97.98 -66.99 -97.98 -62.45 -78.85 -167.61 -193.24
483 mt_962_use2019_last_save_rnk500_idxctrl -2.97 -55.04 -104.77 -73.78 -104.77 -69.24 -85.64 -174.40 -200.03
484 mt_961_use2013_best_save_rnk500_idxctrl -3.48 -55.56 -105.28 -74.29 -105.28 -69.76 -86.15 -174.92 -200.55
491 mt_962_use2023_last_save_rnk500_idxctrl -9.89 -61.96 -111.69 -80.69 -111.69 -76.16 -92.56 -181.32 -206.95
492 mt_962_use2012_last_save_rnk500_idxctrl -11.10 -63.17 -112.90 -81.91 -112.90 -77.37 -93.77 -182.53 -208.16
499 mt_962_use2019_best_save_rnk500_idxctrl -21.98 -74.05 -123.78 -92.79 -123.78 -88.25 -104.65 -193.41 -219.04
500 mt_962_use2022_last_save_rnk500_idxctrl -22.25 -74.32 -124.05 -93.06 -124.05 -88.52 -104.92 -193.68 -219.31
501 mt_962_use2021_last_save_rnk500_idxctrl -22.53 -74.60 -124.33 -93.33 -124.33 -88.80 -105.20 -193.96 -219.59
502 mt_962_use2013_best_save_rnk500_idxctrl -23.04 -75.12 -124.84 -93.85 -124.84 -89.32 -105.72 -194.48 -220.11
503 mt_962_use2023_best_save_rnk500_idxctrl -26.05 -78.12 -127.85 -96.86 -127.85 -92.32 -108.72 -197.48 -223.11
504 mt_962_use2020_last_save_rnk500_idxctrl -26.33 -78.40 -128.13 -97.14 -128.13 -92.60 -109.00 -197.76 -223.39
508 mt_962_use2021_best_save_rnk500_idxctrl -32.38 -84.45 -134.18 -103.19 -134.18 -98.65 -115.05 -203.81 -229.44
509 mt_962_use2022_best_save_rnk500_idxctrl -33.43 -85.51 -135.23 -104.24 -135.23 -99.70 -116.10 -204.86 -230.49
511 mt_962_use2015_best_save_rnk500_idxctrl -38.69 -90.77 -140.49 -109.50 -140.49 -104.97 -121.36 -210.12 -235.75
515 mt_962_use2020_best_save_rnk500_idxctrl -53.19 -105.26 -154.99 -124.00 -154.99 -119.46 -135.86 -224.62 -250.25