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_20260121_151824
8 mt_962_use2022_best_save_rnk500_idxctrl 99.84 71.36 178.25 167.59 178.25 84.50 55.55 62.34 48.20
9 mt_962_use2020_best_save_rnk500_idxctrl 97.91 69.44 176.32 165.67 176.33 82.57 53.62 60.42 46.27
11 mt_962_use2015_best_save_rnk500_idxctrl 91.50 63.03 169.91 159.26 169.91 76.16 47.21 54.01 39.86
12 mt_962_use2021_best_save_rnk500_idxctrl 88.87 60.40 167.28 156.62 167.28 73.53 44.58 51.37 37.23
15 mt_962_use2020_last_save_rnk500_idxctrl 82.66 54.18 161.07 150.41 161.07 67.32 38.37 45.16 31.02
19 mt_962_use2022_last_save_rnk500_idxctrl 79.44 50.97 157.85 147.19 157.85 64.10 35.15 41.95 27.80
28 mt_962_use2021_last_save_rnk500_idxctrl 68.49 40.02 146.90 136.25 146.91 53.16 24.20 31.00 16.85
34 mt_961_use2021_best_save_rnk500_idxctrl 58.84 30.37 137.25 126.60 137.26 43.50 14.55 21.35 7.20
38 mt_961_use2019_last_save_rnk500_idxctrl 50.47 22.00 128.88 118.22 128.88 35.13 6.18 12.98 -1.17
40 mt_962_use2023_last_save_rnk500_idxctrl 50.07 21.59 128.48 117.82 128.48 34.73 5.77 12.57 -1.57
46 mt_962_use2023_best_save_rnk500_idxctrl 45.96 17.48 124.37 113.71 124.37 30.62 1.66 8.46 -5.68
47 mt_962_use2019_best_save_rnk500_idxctrl 45.89 17.41 124.30 113.64 124.30 30.55 1.59 8.39 -5.75
51 mt_962_use2019_last_save_rnk500_idxctrl 44.64 16.17 123.05 112.39 123.05 29.30 0.35 7.15 -7.00
57 mt_962_use2012_best_save_rnk500_idxctrl 42.28 13.81 120.69 110.04 120.70 26.94 -2.01 4.79 -9.36
63 mt_961_use2020_last_save_rnk500_idxctrl 39.84 11.37 118.25 107.59 118.25 24.50 -4.45 2.35 -11.80
73 mt_961_use2020_best_save_rnk500_idxctrl 36.66 8.19 115.07 104.42 115.07 21.32 -7.63 -0.83 -14.98
76 mt_962_use2017_best_save_rnk500_idxctrl 35.64 7.17 114.05 103.39 114.05 20.30 -8.65 -1.85 -16.00
87 mt_962_use2018_best_save_rnk500_idxctrl 32.67 4.19 111.08 100.42 111.08 17.33 -11.63 -4.83 -18.97
107 mt_962_use2013_best_save_rnk500_idxctrl 28.07 -0.41 106.47 95.82 106.48 12.73 -16.23 -9.43 -23.58
114 mt_961_use2013_best_save_rnk500_idxctrl 27.10 -1.37 105.51 94.86 105.51 11.76 -17.19 -10.39 -24.54
115 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 26.33 -2.15 104.74 94.08 104.74 10.99 -17.97 -11.17 -25.31
117 multin_zz1000_61001_idxctrl_top3800_pv 25.89 -2.59 104.30 93.64 104.30 10.55 -18.41 -11.61 -25.75
118 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 25.72 -2.76 104.13 93.47 104.13 10.38 -18.58 -11.78 -25.92
124 multin_zz1000_61001_idxctrl_50010002000_pv 24.96 -3.52 103.36 92.71 103.37 9.62 -19.34 -12.54 -26.69
128 mt_961_use2019_best_save_rnk500_idxctrl 23.08 -5.39 101.49 90.84 101.50 7.74 -21.21 -14.41 -28.56
129 mt_962_use2013_last_save_rnk500_idxctrl 22.22 -6.26 100.63 89.97 100.63 6.88 -22.08 -15.28 -29.42
159 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 17.02 -11.45 95.43 84.77 95.43 1.68 -27.27 -20.47 -34.62
162 multin_zz1000_61004_idxctrl_50010002000_pv 16.27 -12.21 94.68 84.02 94.68 0.93 -28.03 -21.23 -35.37
165 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 15.81 -12.67 94.22 83.56 94.22 0.47 -28.49 -21.69 -35.83
166 multin_zz1000_61004_idxctrl_top3800_pv 15.40 -13.07 93.81 83.15 93.81 0.06 -28.89 -22.10 -36.24
167 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 14.98 -13.49 93.39 82.74 93.39 -0.36 -29.31 -22.51 -36.66
171 multin_zz1000_61002_idxctrl_50010002000_pv 14.27 -14.20 92.68 82.02 92.68 -1.07 -30.02 -23.23 -37.37
172 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 14.19 -14.28 92.60 81.94 92.60 -1.15 -30.10 -23.31 -37.45
173 mt_962_use2015_last_save_rnk500_idxctrl 14.06 -14.42 92.47 81.81 92.47 -1.28 -30.24 -23.44 -37.58
177 multin_zz1000_61002_idxctrl_top3800_pv 13.81 -14.67 92.22 81.56 92.22 -1.53 -30.48 -23.69 -37.83
191 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 10.72 -17.76 89.13 78.47 89.13 -4.62 -33.58 -26.78 -40.92
195 multin_zz500_61001_idxctrl_zz500_pv 9.41 -19.07 87.82 77.16 87.82 -5.93 -34.89 -28.09 -42.24
224 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 4.70 -23.77 83.11 72.46 83.12 -10.64 -39.59 -32.79 -46.94
228 mt_961_use2021_last_save_rnk500_idxctrl 4.43 -24.04 82.84 72.18 82.84 -10.91 -39.86 -33.07 -47.21
229 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 4.14 -24.33 82.55 71.90 82.56 -11.20 -40.15 -33.35 -47.50
233 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 3.28 -25.19 81.69 71.03 81.69 -12.06 -41.01 -34.21 -48.36
235 multin_zz500_61004_idxctrl_zz500_pv 3.24 -25.24 81.65 70.99 81.65 -12.10 -41.06 -34.26 -48.41
237 multin_zz500_61002_idxctrl_zz500_pv 2.69 -25.79 81.10 70.44 81.10 -12.65 -41.61 -34.81 -48.96
243 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 1.86 -26.62 80.27 69.61 80.27 -13.48 -42.44 -35.64 -49.79
245 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 1.58 -26.90 79.99 69.33 79.99 -13.76 -42.72 -35.92 -50.06
246 mt_962_use2016_last_save_rnk500_idxctrl 1.57 -26.91 79.98 69.32 79.98 -13.77 -42.73 -35.93 -50.08
247 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 1.34 -27.14 79.75 69.09 79.75 -14.00 -42.96 -36.16 -50.30
249 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 0.93 -27.55 79.34 68.68 79.34 -14.41 -43.36 -36.57 -50.71
253 mt_962_use2017_last_save_rnk500_idxctrl 0.66 -27.82 79.07 68.41 79.07 -14.68 -43.64 -36.84 -50.98
254 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 0.26 -28.22 78.67 68.01 78.67 -15.08 -44.04 -37.24 -51.38
271 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -4.69 -33.17 73.72 63.06 73.72 -20.03 -48.99 -42.19 -56.33
274 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -5.44 -33.92 72.97 62.31 72.97 -20.78 -49.74 -42.94 -57.09
277 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -5.90 -34.37 72.51 61.86 72.51 -21.24 -50.19 -43.39 -57.54
279 mt_962_use2012_last_save_rnk500_idxctrl -6.28 -34.76 72.13 61.47 72.13 -21.62 -50.58 -43.78 -57.92
281 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -6.67 -35.14 71.74 61.08 71.74 -22.01 -50.96 -44.16 -58.31
283 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -7.15 -35.62 71.26 60.60 71.26 -22.49 -51.44 -44.64 -58.79
284 multin_zz1000_61001_idxctrl_zz1000_pv -7.23 -35.70 71.18 60.53 71.19 -22.57 -51.52 -44.72 -58.87
287 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -7.44 -35.92 70.97 60.31 70.97 -22.78 -51.74 -44.94 -59.08
289 mt_962_use2010_last_save_rnk500_idxctrl -7.69 -36.16 70.72 60.06 70.72 -23.03 -51.98 -45.18 -59.33
290 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -8.16 -36.64 70.25 59.59 70.25 -23.50 -52.46 -45.66 -59.80
293 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -9.09 -37.56 69.32 58.66 69.32 -24.43 -53.38 -46.59 -60.73
297 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -9.82 -38.30 68.59 57.93 68.59 -25.16 -54.12 -47.32 -61.46
298 multin_zz1000_61001_idxctrl_pv_rm_blc -9.84 -38.31 68.57 57.91 68.57 -25.18 -54.13 -47.34 -61.48
303 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -10.23 -38.71 68.18 57.52 68.18 -25.57 -54.53 -47.73 -61.87
308 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -11.17 -39.65 67.24 56.58 67.24 -26.51 -55.47 -48.67 -62.81
309 multin_zz1000_61001_idxctrl_pv -11.20 -39.67 67.21 56.55 67.21 -26.54 -55.49 -48.69 -62.84
311 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -11.53 -40.00 66.88 56.22 66.88 -26.87 -55.82 -49.03 -63.17
314 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -11.59 -40.07 66.82 56.16 66.82 -26.93 -55.89 -49.09 -63.23
315 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -11.81 -40.28 66.60 55.94 66.60 -27.15 -56.10 -49.30 -63.45
321 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -12.22 -40.69 66.19 55.54 66.20 -27.56 -56.51 -49.71 -63.86
323 mt_962_use2011_last_save_rnk500_idxctrl -12.95 -41.43 65.46 54.80 65.46 -28.29 -57.25 -50.45 -64.59
324 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -13.54 -42.02 64.87 54.21 64.87 -28.88 -57.84 -51.04 -65.18
327 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -13.92 -42.39 64.49 53.83 64.49 -29.26 -58.21 -51.41 -65.56
329 multin_zz1000_61004_idxctrl_zz1000_pv -14.06 -42.53 64.35 53.69 64.35 -29.40 -58.35 -51.55 -65.70
330 multin_zz1000_61002_idxctrl_zz1000_pv -14.33 -42.80 64.08 53.42 64.08 -29.67 -58.62 -51.82 -65.97
337 multin_zz1000_61004_idxctrl_pv_rm_blc -16.69 -45.16 61.72 51.06 61.72 -32.03 -60.98 -54.18 -68.33
338 multin_zz1000_61002_idxctrl_pv_rm_blc -16.69 -45.16 61.72 51.06 61.72 -32.03 -60.98 -54.18 -68.33
341 mt_962_use2018_last_save_rnk500_idxctrl -16.91 -45.38 61.50 50.84 61.50 -32.25 -61.20 -54.41 -68.55
346 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -17.77 -46.25 60.64 49.98 60.64 -33.11 -62.07 -55.27 -69.42
347 multin_zz1000_61002_idxctrl_pv -18.18 -46.66 60.22 49.57 60.23 -33.52 -62.48 -55.68 -69.83
348 multin_zz1000_61004_idxctrl_pv -18.18 -46.66 60.22 49.57 60.23 -33.52 -62.48 -55.68 -69.83
352 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -18.39 -46.87 60.02 49.36 60.02 -33.73 -62.68 -55.89 -70.03
356 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -18.71 -47.19 59.70 49.04 59.70 -34.05 -63.01 -56.21 -70.35
358 multin_zz1000_61001_idxctrl_pv_rm_fnd -18.96 -47.44 59.45 48.79 59.45 -34.30 -63.26 -56.46 -70.60
359 mt_961_use2017_best_save_rnk500_idxctrl -19.72 -48.19 58.69 48.03 58.69 -35.06 -64.01 -57.21 -71.36
362 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -21.07 -49.55 57.34 46.68 57.34 -36.41 -65.36 -58.57 -72.71
363 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -21.35 -49.82 57.06 46.40 57.06 -36.69 -65.64 -58.84 -72.99
365 mt_961_use2015_best_save_rnk500_idxctrl -22.41 -50.89 56.00 45.34 56.00 -37.75 -66.71 -59.91 -74.05
372 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -24.61 -53.08 53.80 43.15 53.81 -39.95 -68.90 -62.10 -76.25
373 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -24.61 -53.08 53.80 43.15 53.81 -39.95 -68.90 -62.10 -76.25
381 multin_zz1000_61002_idxctrl_pv_rm_fnd -25.97 -54.45 52.44 41.78 52.44 -41.31 -70.27 -63.47 -77.62
382 multin_zz1000_61004_idxctrl_pv_rm_fnd -25.97 -54.45 52.44 41.78 52.44 -41.31 -70.27 -63.47 -77.62
383 mt_961_use2024_last_save_rnk500_idxctrl -26.43 -54.90 51.98 41.33 51.98 -41.77 -70.72 -63.92 -78.07
384 mt_961_use2018_last_save_rnk500_idxctrl -26.81 -55.29 51.60 40.94 51.60 -42.15 -71.11 -64.31 -78.45
386 mt_962_use2014_last_save_rnk500_idxctrl -29.56 -58.03 48.85 38.19 48.85 -44.90 -73.85 -67.06 -81.20
390 mt_961_use2010_last_save_rnk500_idxctrl -30.79 -59.27 47.62 36.96 47.62 -46.13 -75.09 -68.29 -82.43
401 mt_961_use2017_last_save_rnk500_idxctrl -32.91 -61.38 45.50 34.84 45.50 -48.25 -77.20 -70.40 -84.55
404 mt_962_use2014_best_save_rnk500_idxctrl -33.39 -61.86 45.02 34.37 45.03 -48.72 -77.68 -70.88 -85.03
411 mt_961_use2015_last_save_rnk500_idxctrl -34.35 -62.83 44.06 33.40 44.06 -49.69 -78.65 -71.85 -85.99
419 mt_961_use2014_last_save_rnk500_idxctrl -36.21 -64.68 42.20 31.55 42.20 -51.55 -80.50 -73.70 -87.85
423 mt_961_use2014_best_save_rnk500_idxctrl -37.82 -66.30 40.59 29.93 40.59 -53.16 -82.12 -75.32 -89.47
430 mt_961_use2013_last_save_rnk500_idxctrl -40.09 -68.57 38.32 27.66 38.32 -55.43 -84.39 -77.59 -91.73
440 mt_961_use2009_last_save_rnk500_idxctrl -43.11 -71.58 35.30 24.64 35.30 -58.45 -87.40 -80.60 -94.75
441 mt_961_use2009_best_save_rnk500_idxctrl -43.14 -71.61 35.27 24.62 35.27 -58.48 -87.43 -80.63 -94.78
448 mt_961_use2022_best_save_rnk500_idxctrl -48.06 -76.53 30.35 19.69 30.35 -63.40 -92.35 -85.55 -99.70
449 mt_961_use2012_best_save_rnk500_idxctrl -48.11 -76.58 30.30 19.65 30.30 -63.45 -92.40 -85.60 -99.75
454 mt_961_use2024_best_save_rnk500_idxctrl -49.20 -77.67 29.21 18.56 29.22 -64.54 -93.49 -86.69 -100.84
456 mt_962_use2010_best_save_rnk500_idxctrl -49.35 -77.82 29.06 18.40 29.06 -64.69 -93.64 -86.85 -100.99
458 mt_961_use2011_best_save_rnk500_idxctrl -50.99 -79.47 27.42 16.76 27.42 -66.33 -95.29 -88.49 -102.63
460 mt_962_use2016_best_save_rnk500_idxctrl -52.00 -80.48 26.41 15.75 26.41 -67.34 -96.30 -89.50 -103.64
461 mt_961_use2012_last_save_rnk500_idxctrl -52.30 -80.78 26.11 15.45 26.11 -67.64 -96.60 -89.80 -103.94
462 mt_961_use2010_best_save_rnk500_idxctrl -52.95 -81.43 25.46 14.80 25.46 -68.29 -97.25 -90.45 -104.59
463 mt_962_use2011_best_save_rnk500_idxctrl -53.47 -81.95 24.94 14.28 24.94 -68.81 -97.77 -90.97 -105.11
486 mt_961_use2023_last_save_rnk500_idxctrl -64.63 -93.10 13.78 3.13 13.78 -79.97 -108.92 -102.12 -116.27
487 mt_961_use2008_last_save_rnk500_idxctrl -65.60 -94.07 12.81 2.15 12.81 -80.94 -109.89 -103.09 -117.24
488 mt_961_use2011_last_save_rnk500_idxctrl -65.98 -94.46 12.43 1.77 12.43 -81.32 -110.28 -103.48 -117.63
489 mt_961_use2018_best_save_rnk500_idxctrl -66.46 -94.93 11.95 1.30 11.95 -81.80 -110.75 -103.95 -118.10
490 mt_961_use2022_last_save_rnk500_idxctrl -66.93 -95.41 11.48 0.82 11.48 -82.27 -111.23 -104.43 -118.58
500 mt_961_use2016_best_save_rnk500_idxctrl -74.39 -102.86 4.02 -6.64 4.02 -89.73 -118.68 -111.88 -126.03
501 mt_962_use2009_last_save_rnk500_idxctrl -74.93 -103.40 3.48 -7.17 3.49 -90.27 -119.22 -112.42 -126.57
504 mt_962_use2009_best_save_rnk500_idxctrl -77.11 -105.58 1.30 -9.35 1.31 -92.44 -121.40 -114.60 -128.75
507 mt_961_use2008_best_save_rnk500_idxctrl -84.27 -112.75 -5.86 -16.52 -5.86 -99.61 -128.57 -121.77 -135.91
508 mt_961_use2023_best_save_rnk500_idxctrl -85.45 -113.93 -7.04 -17.70 -7.04 -100.79 -129.75 -122.95 -137.09
510 mt_961_use2016_last_save_rnk500_idxctrl -87.84 -116.32 -9.43 -20.09 -9.43 -103.18 -132.14 -125.34 -139.48
511 mt_962_use2008_best_save_rnk500_idxctrl -93.19 -121.67 -14.78 -25.44 -14.78 -108.53 -137.49 -130.69 -144.83
512 mt_962_use2008_last_save_rnk500_idxctrl -94.64 -123.12 -16.23 -26.89 -16.23 -109.98 -138.94 -132.14 -146.28