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_20260123_201232
7 mt_961_use2014_best_save_rnk500_idxctrl 119.83 74.58 311.17 361.69 311.18 192.44 59.65 -35.86 -60.52
8 mt_962_use2010_best_save_rnk500_idxctrl 116.89 71.63 308.23 358.74 308.23 189.49 56.71 -38.80 -63.46
9 mt_962_use2014_best_save_rnk500_idxctrl 109.40 64.15 300.75 351.26 300.75 182.01 49.23 -46.28 -70.94
10 mt_962_use2010_last_save_rnk500_idxctrl 109.34 64.08 300.68 351.20 300.68 181.95 49.16 -46.35 -71.01
11 mt_961_use2015_best_save_rnk500_idxctrl 109.11 63.86 300.46 350.97 300.46 181.72 48.94 -46.57 -71.23
15 mt_962_use2011_last_save_rnk500_idxctrl 92.58 47.33 283.92 334.44 283.92 165.19 32.40 -63.11 -87.77
16 mt_962_use2012_last_save_rnk500_idxctrl 88.78 43.53 280.13 330.64 280.13 161.39 28.60 -66.90 -91.56
20 mt_961_use2015_last_save_rnk500_idxctrl 80.31 35.05 271.65 322.16 271.65 152.92 20.13 -75.38 -100.04
21 mt_962_use2014_last_save_rnk500_idxctrl 79.15 33.90 270.49 321.01 270.49 151.76 18.97 -76.54 -101.20
22 mt_962_use2013_best_save_rnk500_idxctrl 76.67 31.42 268.01 318.53 268.01 149.28 16.49 -79.02 -103.68
23 mt_962_use2015_last_save_rnk500_idxctrl 73.78 28.53 265.12 315.64 265.12 146.39 13.60 -81.91 -106.57
24 mt_961_use2014_last_save_rnk500_idxctrl 71.87 26.62 263.22 313.73 263.22 144.48 11.70 -83.81 -108.47
28 mt_962_use2013_last_save_rnk500_idxctrl 68.77 23.52 260.11 310.63 260.11 141.38 8.59 -86.92 -111.58
29 mt_961_use2013_best_save_rnk500_idxctrl 68.20 22.94 259.54 310.05 259.54 140.80 8.02 -87.49 -112.15
31 mt_961_use2011_best_save_rnk500_idxctrl 64.27 19.02 255.61 306.13 255.62 136.88 4.09 -91.42 -116.07
32 mt_961_use2009_best_save_rnk500_idxctrl 59.92 14.67 251.26 301.78 251.26 132.53 -0.26 -95.77 -120.43
37 mt_962_use2012_best_save_rnk500_idxctrl 54.46 9.21 245.80 296.32 245.80 127.07 -5.72 -101.23 -125.89
38 mt_961_use2009_last_save_rnk500_idxctrl 54.06 8.81 245.40 295.92 245.40 126.67 -6.12 -101.63 -126.29
39 mt_962_use2016_last_save_rnk500_idxctrl 53.79 8.54 245.13 295.65 245.13 126.40 -6.39 -101.90 -126.56
42 mt_961_use2013_last_save_rnk500_idxctrl 50.22 4.97 241.56 292.08 241.57 122.83 -9.96 -105.47 -130.13
46 mt_962_use2017_best_save_rnk500_idxctrl 36.44 -8.81 227.79 278.30 227.79 109.05 -23.74 -119.25 -143.90
50 mt_962_use2009_last_save_rnk500_idxctrl 30.93 -14.32 222.28 272.79 222.28 103.54 -29.24 -124.75 -149.41
51 multin_zz500_61001_idxctrl_zz500_pv 30.34 -14.92 221.68 272.20 221.68 102.95 -29.84 -125.35 -150.01
52 multin_zz500_61002_idxctrl_zz500_pv 29.85 -15.40 221.19 271.71 221.19 102.46 -30.33 -125.84 -150.50
54 mt_961_use2010_best_save_rnk500_idxctrl 29.60 -15.65 220.95 271.46 220.95 102.21 -30.57 -126.08 -150.74
55 mt_961_use2010_last_save_rnk500_idxctrl 29.12 -16.14 220.46 270.97 220.46 101.73 -31.06 -126.57 -151.23
57 mt_962_use2011_best_save_rnk500_idxctrl 28.25 -17.00 219.59 270.11 219.60 100.86 -31.93 -127.44 -152.10
58 multin_zz500_61004_idxctrl_zz500_pv 28.12 -17.13 219.47 269.98 219.47 100.73 -32.06 -127.56 -152.22
62 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 26.13 -19.13 217.47 267.98 217.47 98.73 -34.05 -129.56 -154.22
63 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 25.45 -19.81 216.79 267.31 216.79 98.06 -34.73 -130.24 -154.90
65 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 23.63 -21.62 214.97 265.49 214.98 96.24 -36.55 -132.06 -156.72
66 mt_961_use2012_last_save_rnk500_idxctrl 23.12 -22.13 214.46 264.98 214.46 95.73 -37.06 -132.57 -157.23
67 mt_962_use2021_last_save_rnk500_idxctrl 22.51 -22.75 213.85 264.37 213.85 95.12 -37.67 -133.18 -157.84
69 mt_962_use2017_last_save_rnk500_idxctrl 21.74 -23.52 213.08 263.60 213.08 94.35 -38.44 -133.95 -158.61
72 mt_962_use2009_best_save_rnk500_idxctrl 19.77 -25.49 211.11 261.62 211.11 92.38 -40.41 -135.92 -160.58
73 mt_962_use2023_best_save_rnk500_idxctrl 19.05 -26.20 210.40 260.91 210.40 91.66 -41.13 -136.63 -161.29
74 mt_962_use2023_last_save_rnk500_idxctrl 18.97 -26.29 210.31 260.82 210.31 91.57 -41.21 -136.72 -161.38
80 mt_962_use2016_best_save_rnk500_idxctrl 13.49 -31.76 204.84 255.35 204.84 86.10 -46.69 -142.20 -166.85
81 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 13.15 -32.11 204.49 255.00 204.49 85.75 -47.03 -142.54 -167.20
82 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 12.94 -32.31 204.28 254.80 204.29 85.55 -47.24 -142.75 -167.41
84 mt_962_use2019_last_save_rnk500_idxctrl 12.66 -32.60 204.00 254.51 204.00 85.26 -47.52 -143.03 -167.69
85 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 11.96 -33.29 203.31 253.82 203.31 84.57 -48.22 -143.73 -168.38
87 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 11.15 -34.10 202.49 253.01 202.49 83.76 -49.03 -144.54 -169.20
88 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 11.06 -34.20 202.40 252.91 202.40 83.66 -49.12 -144.63 -169.29
90 mt_962_use2018_best_save_rnk500_idxctrl 10.78 -34.48 202.12 252.64 202.12 83.39 -49.40 -144.91 -169.57
91 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 10.72 -34.54 202.06 252.57 202.06 83.33 -49.46 -144.97 -169.63
93 multin_zz1000_61002_idxctrl_zz1000_pv 10.11 -35.14 201.46 251.97 201.46 82.72 -50.06 -145.57 -170.23
94 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 9.98 -35.27 201.32 251.84 201.33 82.59 -50.20 -145.71 -170.37
95 mt_961_use2008_last_save_rnk500_idxctrl 9.76 -35.49 201.11 251.62 201.11 82.37 -50.41 -145.92 -170.58
96 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 9.47 -35.78 200.82 251.33 200.82 82.08 -50.70 -146.21 -170.87
97 multin_zz1000_61004_idxctrl_zz1000_pv 9.20 -36.06 200.54 251.05 200.54 81.81 -50.98 -146.49 -171.15
98 multin_zz1000_61001_idxctrl_zz1000_pv 8.97 -36.28 200.32 250.83 200.32 81.58 -51.21 -146.71 -171.37
100 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 7.83 -37.42 199.18 249.69 199.18 80.44 -52.35 -147.86 -172.51
102 multin_zz1000_61001_idxctrl_50010002000_pv 6.43 -38.83 197.77 248.29 197.77 79.04 -53.75 -149.26 -173.92
103 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 6.41 -38.85 197.75 248.26 197.75 79.01 -53.77 -149.28 -173.94
104 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 6.22 -39.04 197.56 248.08 197.56 78.83 -53.96 -149.47 -174.13
105 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 6.15 -39.10 197.50 248.01 197.50 78.76 -54.02 -149.53 -174.19
107 mt_961_use2012_best_save_rnk500_idxctrl 5.61 -39.65 196.95 247.47 196.95 78.22 -54.57 -150.08 -174.74
109 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 5.03 -40.22 196.37 246.89 196.37 77.64 -55.15 -150.66 -175.32
110 mt_962_use2021_best_save_rnk500_idxctrl 4.99 -40.27 196.33 246.85 196.33 77.60 -55.19 -150.70 -175.36
112 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 4.75 -40.50 196.10 246.61 196.10 77.36 -55.43 -150.94 -175.59
114 multin_zz1000_61002_idxctrl_50010002000_pv 4.69 -40.56 196.04 246.55 196.04 77.30 -55.49 -150.99 -175.65
115 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 4.54 -40.71 195.88 246.40 195.88 77.15 -55.64 -151.15 -175.81
116 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 4.21 -41.04 195.56 246.07 195.56 76.82 -55.97 -151.48 -176.13
117 mt_962_use2019_best_save_rnk500_idxctrl 3.86 -41.39 195.21 245.72 195.21 76.47 -56.32 -151.83 -176.48
120 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 3.41 -41.84 194.76 245.27 194.76 76.02 -56.77 -152.27 -176.93
121 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 3.37 -41.88 194.71 245.23 194.71 75.98 -56.81 -152.32 -176.98
122 mt_961_use2021_best_save_rnk500_idxctrl 2.93 -42.32 194.27 244.79 194.27 75.54 -57.25 -152.76 -177.42
125 mt_961_use2011_last_save_rnk500_idxctrl 2.62 -42.63 193.97 244.48 193.97 75.23 -57.56 -153.06 -177.72
126 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 2.55 -42.71 193.89 244.41 193.89 75.16 -57.63 -153.14 -177.80
131 multin_zz1000_61004_idxctrl_50010002000_pv 0.16 -45.09 191.51 242.02 191.51 72.77 -60.02 -155.53 -180.18
133 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -0.70 -45.96 190.64 241.16 190.64 71.91 -60.88 -156.39 -181.05
135 multin_zz1000_61001_idxctrl_top3800_pv -0.88 -46.14 190.46 240.97 190.46 71.73 -61.06 -156.57 -181.23
136 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -1.31 -46.56 190.04 240.55 190.04 71.30 -61.48 -156.99 -181.65
137 multin_zz1000_61002_idxctrl_top3800_pv -2.13 -47.38 189.21 239.73 189.22 70.48 -62.31 -157.82 -182.48
138 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -2.22 -47.48 189.12 239.64 189.12 70.39 -62.40 -157.91 -182.57
139 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -2.26 -47.51 189.08 239.60 189.08 70.35 -62.44 -157.95 -182.61
140 mt_962_use2022_last_save_rnk500_idxctrl -2.68 -47.93 188.67 239.18 188.67 69.93 -62.85 -158.36 -183.02
144 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -3.85 -49.10 187.49 238.01 187.49 68.76 -64.03 -159.54 -184.20
145 mt_962_use2015_best_save_rnk500_idxctrl -4.20 -49.45 187.15 237.66 187.15 68.41 -64.37 -159.88 -184.54
147 multin_zz1000_61004_idxctrl_top3800_pv -4.98 -50.23 186.37 236.88 186.37 67.63 -65.15 -160.66 -185.32
151 mt_962_use2020_last_save_rnk500_idxctrl -6.03 -51.28 185.32 235.83 185.32 66.58 -66.20 -161.71 -186.37
156 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -6.38 -51.63 184.97 235.48 184.97 66.23 -66.56 -162.06 -186.72
158 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -6.60 -51.85 184.75 235.26 184.75 66.01 -66.78 -162.29 -186.94
159 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -6.71 -51.96 184.64 235.15 184.64 65.90 -66.89 -162.40 -187.05
160 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -6.88 -52.13 184.47 234.98 184.47 65.73 -67.05 -162.56 -187.22
161 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -7.47 -52.72 183.88 234.39 183.88 65.14 -67.65 -163.15 -187.81
164 mt_961_use2016_best_save_rnk500_idxctrl -8.23 -53.49 183.11 233.63 183.11 64.38 -68.41 -163.92 -188.58
165 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -8.23 -53.48 183.11 233.63 183.12 64.38 -68.41 -163.92 -188.58
166 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -8.39 -53.65 182.95 233.47 182.95 64.22 -68.57 -164.08 -188.74
169 multin_zz1000_61004_idxctrl_pv -9.01 -54.26 182.33 232.85 182.34 63.60 -69.19 -164.70 -189.36
170 multin_zz1000_61002_idxctrl_pv -9.01 -54.26 182.33 232.85 182.34 63.60 -69.19 -164.70 -189.36
179 multin_zz1000_61001_idxctrl_pv -11.23 -56.48 180.11 230.63 180.12 61.38 -71.41 -166.92 -191.58
181 multin_zz1000_61004_idxctrl_pv_rm_blc -12.24 -57.49 179.10 229.62 179.10 60.37 -72.42 -167.93 -192.59
182 multin_zz1000_61002_idxctrl_pv_rm_blc -12.24 -57.49 179.10 229.62 179.10 60.37 -72.42 -167.93 -192.59
186 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -12.58 -57.83 178.77 229.28 178.77 60.03 -72.75 -168.26 -192.92
189 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -13.98 -59.24 177.36 227.88 177.36 58.63 -74.16 -169.67 -194.33
191 multin_zz1000_61001_idxctrl_pv_rm_blc -14.54 -59.79 176.81 227.32 176.81 58.07 -74.72 -170.23 -194.88
193 multin_zz1000_61002_idxctrl_pv_rm_fnd -15.29 -60.55 176.05 226.56 176.05 57.32 -75.47 -170.98 -195.64
194 multin_zz1000_61004_idxctrl_pv_rm_fnd -15.29 -60.55 176.05 226.56 176.05 57.32 -75.47 -170.98 -195.64
195 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -15.47 -60.72 175.87 226.39 175.88 57.14 -75.65 -171.16 -195.82
196 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -15.47 -60.72 175.87 226.39 175.88 57.14 -75.65 -171.16 -195.82
197 multin_zz1000_61001_idxctrl_pv_rm_fnd -16.61 -61.86 174.74 225.25 174.74 56.00 -76.79 -172.30 -196.95
199 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -16.93 -62.18 174.41 224.93 174.41 55.68 -77.11 -172.62 -197.28
202 mt_962_use2020_best_save_rnk500_idxctrl -17.52 -62.77 173.82 224.34 173.82 55.09 -77.70 -173.21 -197.87
238 mt_961_use2017_last_save_rnk500_idxctrl -27.53 -72.79 163.81 214.32 163.81 45.07 -87.71 -183.22 -207.88
243 mt_962_use2018_last_save_rnk500_idxctrl -28.68 -73.94 162.66 213.18 162.66 43.93 -88.86 -184.37 -209.03
260 mt_961_use2008_best_save_rnk500_idxctrl -32.07 -77.32 159.27 209.79 159.28 40.54 -92.25 -187.76 -212.42
266 mt_961_use2017_best_save_rnk500_idxctrl -33.87 -79.12 157.47 207.99 157.47 38.74 -94.05 -189.56 -214.22
268 mt_961_use2024_last_save_rnk500_idxctrl -34.25 -79.50 157.10 207.61 157.10 38.36 -94.43 -189.93 -214.59
298 mt_961_use2016_last_save_rnk500_idxctrl -44.68 -89.94 146.66 197.18 146.66 27.93 -104.86 -200.37 -225.03
300 mt_962_use2008_last_save_rnk500_idxctrl -45.13 -90.39 146.21 196.72 146.21 27.48 -105.31 -200.82 -225.48
303 mt_962_use2022_best_save_rnk500_idxctrl -45.96 -91.21 145.39 195.90 145.39 26.65 -106.14 -201.64 -226.30
339 mt_962_use2008_best_save_rnk500_idxctrl -56.52 -101.77 134.82 185.34 134.82 16.09 -116.70 -212.21 -236.87
349 mt_961_use2024_best_save_rnk500_idxctrl -58.74 -103.99 132.61 183.12 132.61 13.87 -118.91 -214.42 -239.08
371 mt_961_use2021_last_save_rnk500_idxctrl -66.57 -111.83 124.77 175.29 124.77 6.04 -126.75 -222.26 -246.92
429 mt_961_use2019_best_save_rnk500_idxctrl -78.45 -123.70 112.89 163.41 112.89 -5.84 -138.63 -234.14 -258.80
433 mt_961_use2023_last_save_rnk500_idxctrl -81.21 -126.47 110.13 160.64 110.13 -8.61 -141.39 -236.90 -261.56
434 mt_961_use2022_best_save_rnk500_idxctrl -81.36 -126.61 109.99 160.50 109.99 -8.75 -141.54 -237.05 -261.70
454 mt_961_use2019_last_save_rnk500_idxctrl -89.10 -134.35 102.24 152.76 102.24 -16.49 -149.28 -244.79 -269.45
457 mt_961_use2022_last_save_rnk500_idxctrl -89.65 -134.90 101.70 152.21 101.70 -17.04 -149.83 -245.33 -269.99
460 mt_961_use2020_last_save_rnk500_idxctrl -92.53 -137.79 98.81 149.32 98.81 -19.92 -152.71 -248.22 -272.88
468 mt_961_use2020_best_save_rnk500_idxctrl -96.61 -141.87 94.73 145.24 94.73 -24.00 -156.79 -252.30 -276.96
470 mt_961_use2018_last_save_rnk500_idxctrl -97.90 -143.15 93.44 143.96 93.44 -25.29 -158.08 -253.59 -278.25
474 mt_961_use2018_best_save_rnk500_idxctrl -100.29 -145.54 91.06 141.57 91.06 -27.68 -160.47 -255.98 -280.63
475 mt_961_use2023_best_save_rnk500_idxctrl -100.55 -145.80 90.79 141.31 90.79 -27.94 -160.73 -256.24 -280.90