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_20260122_151534
49 mt_961_use2014_best_save_rnk500_idxctrl 76.67 98.49 152.32 150.09 152.32 62.04 -109.20 -179.69 -106.75
50 mt_961_use2008_last_save_rnk500_idxctrl 76.53 98.34 152.17 149.94 152.17 61.89 -109.34 -179.83 -106.89
75 mt_961_use2015_last_save_rnk500_idxctrl 68.69 90.51 144.34 142.11 144.34 54.05 -117.18 -187.67 -114.73
78 mt_961_use2014_last_save_rnk500_idxctrl 67.88 89.70 143.53 141.30 143.53 53.24 -117.99 -188.48 -115.54
79 mt_961_use2016_best_save_rnk500_idxctrl 66.07 87.88 141.71 139.48 141.71 51.43 -119.80 -190.29 -117.35
83 mt_961_use2015_best_save_rnk500_idxctrl 64.13 85.94 139.77 137.54 139.77 49.49 -121.74 -192.23 -119.29
87 mt_962_use2009_last_save_rnk500_idxctrl 63.57 85.38 139.21 136.98 139.22 48.93 -122.30 -192.79 -119.85
105 mt_962_use2009_best_save_rnk500_idxctrl 59.23 81.04 134.87 132.64 134.87 44.59 -126.64 -197.13 -124.19
114 mt_961_use2008_best_save_rnk500_idxctrl 56.94 78.75 132.58 130.35 132.58 42.30 -128.94 -199.43 -126.49
115 mt_962_use2008_last_save_rnk500_idxctrl 56.89 78.71 132.54 130.31 132.54 42.26 -128.98 -199.47 -126.53
120 mt_961_use2009_last_save_rnk500_idxctrl 55.06 76.87 130.70 128.47 130.70 40.42 -130.82 -201.30 -128.37
126 mt_961_use2009_best_save_rnk500_idxctrl 53.99 75.80 129.63 127.40 129.63 39.35 -131.88 -202.37 -129.43
129 mt_962_use2014_best_save_rnk500_idxctrl 52.01 73.83 127.66 125.43 127.66 37.38 -133.86 -204.35 -131.41
130 mt_961_use2016_last_save_rnk500_idxctrl 51.65 73.46 127.29 125.06 127.29 37.01 -134.22 -204.71 -131.77
140 mt_961_use2011_last_save_rnk500_idxctrl 49.54 71.35 125.18 122.95 125.18 34.90 -136.34 -206.82 -133.89
143 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 49.02 70.83 124.66 122.43 124.66 34.38 -136.86 -207.35 -134.41
144 mt_962_use2014_last_save_rnk500_idxctrl 48.84 70.65 124.48 122.25 124.48 34.20 -137.04 -207.53 -134.59
145 mt_961_use2024_best_save_rnk500_idxctrl 48.75 70.56 124.39 122.16 124.39 34.11 -137.12 -207.61 -134.67
148 mt_962_use2011_best_save_rnk500_idxctrl 48.28 70.10 123.93 121.70 123.93 33.65 -137.59 -208.08 -135.14
151 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 48.15 69.96 123.79 121.56 123.79 33.51 -137.72 -208.21 -135.27
154 mt_962_use2008_best_save_rnk500_idxctrl 47.31 69.13 122.96 120.73 122.96 32.67 -138.56 -209.05 -136.11
164 mt_961_use2011_best_save_rnk500_idxctrl 45.76 67.58 121.41 119.18 121.41 31.12 -140.11 -210.60 -137.66
173 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 44.27 66.08 119.92 117.68 119.92 29.63 -141.60 -212.09 -139.15
174 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 43.87 65.68 119.51 117.28 119.51 29.23 -142.00 -212.49 -139.55
175 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 43.70 65.51 119.34 117.11 119.34 29.06 -142.18 -212.66 -139.73
177 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 43.30 65.11 118.94 116.71 118.95 28.66 -142.57 -213.06 -140.12
180 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 42.91 64.73 118.56 116.33 118.56 28.27 -142.96 -213.45 -140.51
182 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 42.69 64.50 118.33 116.10 118.33 28.05 -143.19 -213.67 -140.74
183 mt_961_use2012_last_save_rnk500_idxctrl 42.36 64.18 118.01 115.78 118.01 27.73 -143.51 -214.00 -141.06
192 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 40.96 62.77 116.60 114.37 116.60 26.32 -144.91 -215.40 -142.46
195 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 40.56 62.37 116.20 113.97 116.20 25.92 -145.32 -215.81 -142.87
202 mt_962_use2010_best_save_rnk500_idxctrl 39.26 61.07 114.90 112.67 114.90 24.62 -146.62 -217.11 -144.17
207 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 38.26 60.08 113.91 111.68 113.91 23.62 -147.61 -218.10 -145.16
212 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 37.62 59.44 113.27 111.04 113.27 22.98 -148.25 -218.74 -145.80
224 multin_zz1000_61002_idxctrl_50010002000_pv 36.23 58.05 111.88 109.65 111.88 21.60 -149.64 -220.13 -147.19
232 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 35.24 57.05 110.88 108.65 110.88 20.60 -150.64 -221.12 -148.19
249 multin_zz1000_61004_idxctrl_50010002000_pv 33.74 55.55 109.38 107.15 109.38 19.10 -152.13 -222.62 -149.68
257 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 32.68 54.49 108.32 106.09 108.32 18.04 -153.19 -223.68 -150.74
261 multin_zz1000_61002_idxctrl_top3800_pv 31.81 53.62 107.45 105.22 107.45 17.17 -154.06 -224.55 -151.61
262 multin_zz1000_61004_idxctrl_top3800_pv 31.74 53.56 107.39 105.16 107.39 17.11 -154.13 -224.62 -151.68
264 mt_962_use2012_last_save_rnk500_idxctrl 31.28 53.10 106.93 104.70 106.93 16.64 -154.59 -225.08 -152.14
267 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 30.71 52.53 106.36 104.13 106.36 16.07 -155.16 -225.65 -152.71
268 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 30.62 52.43 106.26 104.03 106.26 15.98 -155.26 -225.75 -152.81
270 multin_zz1000_61001_idxctrl_50010002000_pv 30.27 52.08 105.91 103.68 105.91 15.63 -155.61 -226.09 -153.16
278 mt_961_use2017_last_save_rnk500_idxctrl 29.83 51.64 105.47 103.24 105.47 15.19 -156.04 -226.53 -153.59
279 mt_961_use2024_last_save_rnk500_idxctrl 29.82 51.63 105.46 103.23 105.46 15.18 -156.06 -226.55 -153.61
294 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 27.99 49.81 103.64 101.41 103.64 13.36 -157.88 -228.37 -155.43
297 multin_zz1000_61001_idxctrl_top3800_pv 27.61 49.42 103.25 101.02 103.25 12.97 -158.26 -228.75 -155.81
298 mt_961_use2017_best_save_rnk500_idxctrl 27.37 49.18 103.01 100.78 103.01 12.73 -158.50 -228.99 -156.05
304 mt_961_use2023_best_save_rnk500_idxctrl 26.50 48.31 102.14 99.91 102.14 11.86 -159.37 -229.86 -156.92
310 mt_962_use2011_last_save_rnk500_idxctrl 26.05 47.86 101.69 99.46 101.69 11.41 -159.82 -230.31 -157.38
317 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 25.02 46.83 100.66 98.43 100.66 10.38 -160.85 -231.34 -158.41
319 mt_961_use2023_last_save_rnk500_idxctrl 24.83 46.65 100.48 98.25 100.48 10.19 -161.04 -231.53 -158.59
335 mt_962_use2010_last_save_rnk500_idxctrl 20.58 42.39 96.22 93.99 96.22 5.94 -165.29 -235.78 -162.84
342 mt_961_use2012_best_save_rnk500_idxctrl 19.20 41.01 94.84 92.61 94.85 4.56 -166.67 -237.16 -164.22
352 mt_961_use2010_best_save_rnk500_idxctrl 15.86 37.67 91.50 89.27 91.50 1.22 -170.01 -240.50 -167.56
360 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 13.53 35.34 89.17 86.94 89.17 -1.11 -172.35 -242.84 -169.90
361 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 12.84 34.65 88.48 86.25 88.48 -1.80 -173.03 -243.52 -170.58
362 mt_962_use2016_best_save_rnk500_idxctrl 12.39 34.20 88.03 85.80 88.03 -2.25 -173.48 -243.97 -171.04
369 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 11.48 33.30 87.13 84.90 87.13 -3.16 -174.39 -244.88 -171.94
373 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 11.05 32.87 86.70 84.47 86.70 -3.59 -174.82 -245.31 -172.37
374 multin_zz1000_61004_idxctrl_zz1000_pv 10.83 32.64 86.47 84.24 86.47 -3.81 -175.05 -245.54 -172.60
376 multin_zz1000_61002_idxctrl_zz1000_pv 10.36 32.17 86.00 83.77 86.00 -4.28 -175.51 -246.00 -173.06
379 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 9.63 31.44 85.27 83.04 85.27 -5.01 -176.25 -246.73 -173.80
381 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 9.30 31.12 84.95 82.72 84.95 -5.34 -176.57 -247.06 -174.12
383 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 8.95 30.77 84.60 82.37 84.60 -5.69 -176.92 -247.41 -174.47
386 mt_961_use2010_last_save_rnk500_idxctrl 8.22 30.03 83.86 81.63 83.86 -6.42 -177.66 -248.15 -175.21
387 mt_961_use2022_best_save_rnk500_idxctrl 7.99 29.80 83.63 81.40 83.63 -6.65 -177.89 -248.38 -175.44
388 multin_zz1000_61001_idxctrl_zz1000_pv 7.32 29.13 82.97 80.73 82.97 -7.32 -178.55 -249.04 -176.10
389 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 7.11 28.93 82.76 80.53 82.76 -7.53 -178.76 -249.25 -176.31
390 mt_962_use2018_last_save_rnk500_idxctrl 7.05 28.87 82.70 80.47 82.70 -7.59 -178.82 -249.31 -176.37
392 multin_zz1000_61002_idxctrl_pv_rm_fnd 6.98 28.80 82.63 80.40 82.63 -7.66 -178.89 -249.38 -176.44
393 multin_zz1000_61004_idxctrl_pv_rm_fnd 6.98 28.80 82.63 80.40 82.63 -7.66 -178.89 -249.38 -176.44
394 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 6.76 28.57 82.40 80.17 82.40 -7.88 -179.11 -249.60 -176.66
395 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 6.63 28.44 82.27 80.04 82.27 -8.01 -179.25 -249.74 -176.80
397 mt_962_use2016_last_save_rnk500_idxctrl 6.18 27.99 81.82 79.59 81.82 -8.46 -179.69 -250.18 -177.24
398 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 6.00 27.81 81.64 79.41 81.64 -8.64 -179.87 -250.36 -177.43
399 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 5.89 27.70 81.53 79.30 81.53 -8.75 -179.99 -250.48 -177.54
401 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 5.32 27.14 80.97 78.73 80.97 -9.32 -180.55 -251.04 -178.10
402 mt_961_use2022_last_save_rnk500_idxctrl 5.28 27.10 80.93 78.70 80.93 -9.35 -180.59 -251.08 -178.14
403 multin_zz500_61004_idxctrl_zz500_pv 5.03 26.85 80.68 78.45 80.68 -9.61 -180.84 -251.33 -178.39
404 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 4.93 26.74 80.57 78.34 80.57 -9.71 -180.94 -251.43 -178.49
405 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 4.93 26.74 80.57 78.34 80.57 -9.71 -180.94 -251.43 -178.49
406 multin_zz500_61002_idxctrl_zz500_pv 4.89 26.70 80.53 78.30 80.53 -9.75 -180.99 -251.48 -178.54
409 multin_zz1000_61001_idxctrl_pv_rm_fnd 3.68 25.50 79.33 77.10 79.33 -10.95 -182.19 -252.68 -179.74
411 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 3.42 25.23 79.06 76.83 79.06 -11.22 -182.45 -252.94 -180.00
413 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 3.26 25.08 78.91 76.68 78.91 -11.37 -182.61 -253.10 -180.16
414 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 2.65 24.46 78.29 76.06 78.29 -11.99 -183.22 -253.71 -180.77
416 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 1.97 23.79 77.62 75.39 77.62 -12.67 -183.90 -254.39 -181.45
419 multin_zz1000_61004_idxctrl_pv 1.61 23.43 77.26 75.03 77.26 -13.03 -184.26 -254.75 -181.81
420 multin_zz1000_61002_idxctrl_pv 1.61 23.43 77.26 75.03 77.26 -13.03 -184.26 -254.75 -181.81
422 multin_zz500_61001_idxctrl_zz500_pv 1.27 23.08 76.92 74.68 76.92 -13.37 -184.60 -255.09 -182.15
423 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 1.09 22.90 76.73 74.50 76.74 -13.55 -184.78 -255.27 -182.33
427 mt_961_use2013_last_save_rnk500_idxctrl 0.72 22.53 76.37 74.13 76.37 -13.92 -185.15 -255.64 -182.70
428 mt_962_use2023_last_save_rnk500_idxctrl 0.61 22.43 76.26 74.03 76.26 -14.03 -185.26 -255.75 -182.81
429 mt_962_use2017_last_save_rnk500_idxctrl 0.38 22.20 76.03 73.80 76.03 -14.26 -185.49 -255.98 -183.04
433 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -0.21 21.60 75.43 73.20 75.43 -14.85 -186.08 -256.57 -183.63
434 multin_zz1000_61002_idxctrl_pv_rm_blc -0.29 21.53 75.36 73.13 75.36 -14.92 -186.16 -256.65 -183.71
435 multin_zz1000_61004_idxctrl_pv_rm_blc -0.29 21.53 75.36 73.13 75.36 -14.92 -186.16 -256.65 -183.71
437 mt_962_use2013_best_save_rnk500_idxctrl -1.40 20.41 74.24 72.01 74.25 -16.04 -187.27 -257.76 -184.82
438 multin_zz1000_61001_idxctrl_pv -1.50 20.32 74.15 71.92 74.15 -16.14 -187.37 -257.86 -184.92
439 mt_961_use2018_last_save_rnk500_idxctrl -1.57 20.25 74.08 71.85 74.08 -16.21 -187.44 -257.93 -184.99
445 multin_zz1000_61001_idxctrl_pv_rm_blc -3.80 18.01 71.84 69.61 71.84 -18.44 -189.67 -260.16 -187.23
448 mt_962_use2023_best_save_rnk500_idxctrl -4.43 17.39 71.22 68.99 71.22 -19.07 -190.30 -260.79 -187.85
449 mt_962_use2013_last_save_rnk500_idxctrl -4.52 17.29 71.12 68.89 71.13 -19.16 -190.39 -260.88 -187.94
450 mt_961_use2018_best_save_rnk500_idxctrl -5.12 16.70 70.53 68.30 70.53 -19.76 -190.99 -261.48 -188.54
455 mt_962_use2018_best_save_rnk500_idxctrl -9.85 11.96 65.79 63.56 65.79 -24.49 -195.72 -266.21 -193.27
458 mt_962_use2022_last_save_rnk500_idxctrl -11.16 10.65 64.48 62.25 64.48 -25.80 -197.03 -267.52 -194.58
460 mt_962_use2015_last_save_rnk500_idxctrl -11.50 10.32 64.15 61.92 64.15 -26.14 -197.37 -267.86 -194.92
462 mt_962_use2012_best_save_rnk500_idxctrl -12.71 9.11 62.94 60.71 62.94 -27.34 -198.58 -269.07 -196.13
467 mt_962_use2017_best_save_rnk500_idxctrl -16.14 5.68 59.51 57.28 59.51 -30.78 -202.01 -272.50 -199.56
470 mt_961_use2021_last_save_rnk500_idxctrl -19.14 2.68 56.51 54.28 56.51 -33.78 -205.01 -275.50 -202.56
479 mt_961_use2021_best_save_rnk500_idxctrl -21.55 0.26 54.09 51.86 54.09 -36.19 -207.42 -277.91 -204.97
492 mt_962_use2021_last_save_rnk500_idxctrl -30.60 -8.79 45.05 42.81 45.05 -45.24 -216.47 -286.96 -214.02
493 mt_962_use2019_last_save_rnk500_idxctrl -31.03 -9.21 44.62 42.39 44.62 -45.66 -216.90 -287.39 -214.45
499 mt_961_use2019_last_save_rnk500_idxctrl -34.45 -12.64 41.19 38.96 41.19 -49.09 -220.32 -290.81 -217.87
505 mt_961_use2019_best_save_rnk500_idxctrl -42.71 -20.90 32.93 30.70 32.93 -57.35 -228.58 -299.07 -226.13
507 mt_962_use2022_best_save_rnk500_idxctrl -44.21 -22.40 31.43 29.20 31.44 -58.85 -230.08 -300.57 -227.63
510 mt_962_use2021_best_save_rnk500_idxctrl -46.69 -24.88 28.95 26.72 28.95 -61.33 -232.57 -303.06 -230.12
511 mt_961_use2020_best_save_rnk500_idxctrl -49.85 -28.03 25.80 23.57 25.80 -64.49 -235.72 -306.21 -233.27
512 mt_961_use2020_last_save_rnk500_idxctrl -50.02 -28.20 25.63 23.40 25.63 -64.66 -235.89 -306.38 -233.44
513 mt_962_use2019_best_save_rnk500_idxctrl -52.42 -30.60 23.23 20.99 23.23 -67.06 -238.29 -308.78 -235.84
514 mt_962_use2020_best_save_rnk500_idxctrl -53.45 -31.64 22.19 19.96 22.19 -68.09 -239.32 -309.81 -236.87
515 mt_962_use2020_last_save_rnk500_idxctrl -53.79 -31.98 21.85 19.62 21.85 -68.43 -239.66 -310.15 -237.22
516 mt_961_use2013_best_save_rnk500_idxctrl -54.35 -32.54 21.29 19.06 21.29 -68.99 -240.22 -310.71 -237.77
518 mt_962_use2015_best_save_rnk500_idxctrl -59.40 -37.59 16.24 14.01 16.24 -74.04 -245.28 -315.77 -242.83