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_20260126_151524
18 mt_961_use2024_best_save_rnk500_idxctrl 114.38 90.13 -3.97 -17.27 -3.97 103.53 171.28 78.12 27.96
21 mt_962_use2008_best_save_rnk500_idxctrl 100.82 76.57 -17.53 -30.84 -17.53 89.97 157.71 64.55 14.39
26 mt_961_use2016_last_save_rnk500_idxctrl 90.76 66.51 -27.59 -40.89 -27.59 79.91 147.66 54.50 4.34
27 mt_961_use2024_last_save_rnk500_idxctrl 90.73 66.48 -27.62 -40.92 -27.62 79.88 147.63 54.47 4.31
28 mt_962_use2008_last_save_rnk500_idxctrl 89.73 65.48 -28.62 -41.92 -28.62 78.88 146.63 53.46 3.31
30 mt_961_use2018_last_save_rnk500_idxctrl 87.51 63.26 -30.83 -44.14 -30.84 76.67 144.41 51.25 1.09
31 mt_961_use2016_best_save_rnk500_idxctrl 86.80 62.55 -31.55 -44.86 -31.55 75.95 143.69 50.53 0.38
32 mt_961_use2022_last_save_rnk500_idxctrl 86.41 62.16 -31.94 -45.25 -31.94 75.56 143.30 50.14 -0.02
35 mt_961_use2023_best_save_rnk500_idxctrl 82.02 57.77 -36.33 -49.64 -36.33 71.17 138.91 45.75 -4.41
40 mt_961_use2018_best_save_rnk500_idxctrl 78.89 54.64 -39.46 -52.76 -39.46 68.05 135.79 42.63 -7.53
54 mt_961_use2022_best_save_rnk500_idxctrl 72.16 47.91 -46.19 -59.50 -46.19 61.31 129.05 35.89 -14.27
60 mt_961_use2008_best_save_rnk500_idxctrl 69.41 45.16 -48.94 -62.24 -48.94 58.56 126.31 33.15 -17.01
62 mt_961_use2023_last_save_rnk500_idxctrl 68.30 44.05 -50.05 -63.36 -50.05 57.45 125.19 32.03 -18.13
67 mt_961_use2008_last_save_rnk500_idxctrl 63.63 39.38 -54.72 -68.03 -54.72 52.78 120.52 27.36 -22.79
76 mt_961_use2017_best_save_rnk500_idxctrl 58.17 33.92 -60.18 -73.48 -60.18 47.32 115.07 21.90 -28.25
93 mt_961_use2020_last_save_rnk500_idxctrl 53.40 29.15 -64.95 -78.25 -64.95 42.55 110.30 17.14 -33.02
95 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 53.32 29.07 -65.03 -78.33 -65.03 42.47 110.22 17.06 -33.10
96 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 53.32 29.07 -65.03 -78.33 -65.03 42.47 110.22 17.06 -33.10
97 mt_961_use2014_last_save_rnk500_idxctrl 53.19 28.94 -65.16 -78.46 -65.16 42.34 110.08 16.92 -33.23
99 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 52.81 28.56 -65.54 -78.84 -65.54 41.97 109.71 16.55 -33.61
100 mt_961_use2021_last_save_rnk500_idxctrl 52.40 28.15 -65.95 -79.26 -65.95 41.55 109.29 16.13 -34.03
101 mt_962_use2018_last_save_rnk500_idxctrl 52.40 28.15 -65.95 -79.26 -65.95 41.55 109.29 16.13 -34.03
102 multin_zz1000_61002_idxctrl_pv_rm_fnd 52.31 28.06 -66.04 -79.34 -66.04 41.46 109.21 16.05 -34.11
103 multin_zz1000_61004_idxctrl_pv_rm_fnd 52.31 28.06 -66.04 -79.34 -66.04 41.46 109.21 16.05 -34.11
104 mt_962_use2009_best_save_rnk500_idxctrl 52.12 27.87 -66.23 -79.53 -66.23 41.27 109.01 15.85 -34.30
107 multin_zz1000_61001_idxctrl_pv_rm_fnd 51.76 27.51 -66.59 -79.89 -66.59 40.91 108.66 15.49 -34.66
109 mt_961_use2020_best_save_rnk500_idxctrl 51.54 27.29 -66.81 -80.11 -66.81 40.69 108.44 15.28 -34.88
118 mt_962_use2009_last_save_rnk500_idxctrl 46.51 22.26 -71.84 -85.15 -71.84 35.66 103.40 10.24 -39.92
120 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 45.97 21.72 -72.38 -85.68 -72.38 35.12 102.86 9.70 -40.45
121 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 45.78 21.53 -72.57 -85.88 -72.57 34.93 102.67 9.51 -40.65
123 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 45.42 21.17 -72.93 -86.23 -72.93 34.57 102.32 9.16 -41.00
126 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 45.25 21.00 -73.10 -86.40 -73.10 34.40 102.15 8.99 -41.17
129 mt_961_use2012_last_save_rnk500_idxctrl 44.06 19.81 -74.29 -87.60 -74.29 33.21 100.95 7.79 -42.37
134 mt_961_use2012_best_save_rnk500_idxctrl 43.21 18.96 -75.14 -88.45 -75.14 32.36 100.10 6.94 -43.22
136 mt_962_use2017_last_save_rnk500_idxctrl 42.83 18.58 -75.52 -88.82 -75.52 31.98 99.73 6.57 -43.59
137 mt_962_use2016_best_save_rnk500_idxctrl 41.57 17.32 -76.78 -90.09 -76.79 30.72 98.46 5.30 -44.86
142 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 40.03 15.78 -78.31 -91.62 -78.32 29.19 96.93 3.77 -46.39
143 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 39.92 15.67 -78.43 -91.73 -78.43 29.07 96.82 3.66 -46.50
144 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 39.83 15.58 -78.52 -91.82 -78.52 28.99 96.73 3.57 -46.59
145 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 39.57 15.32 -78.78 -92.08 -78.78 28.72 96.46 3.30 -46.85
148 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 38.90 14.65 -79.45 -92.75 -79.45 28.05 95.79 2.63 -47.52
149 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 38.62 14.37 -79.73 -93.04 -79.73 27.77 95.51 2.35 -47.81
150 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 38.61 14.36 -79.74 -93.05 -79.74 27.76 95.50 2.34 -47.82
154 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 37.62 13.37 -80.73 -94.03 -80.73 26.77 94.51 1.35 -48.80
164 mt_961_use2011_last_save_rnk500_idxctrl 32.60 8.35 -85.75 -99.06 -85.75 21.75 89.49 -3.67 -53.83
165 mt_961_use2021_best_save_rnk500_idxctrl 31.79 7.54 -86.56 -99.87 -86.56 20.94 88.68 -4.48 -54.63
174 mt_962_use2014_last_save_rnk500_idxctrl 28.77 4.52 -89.58 -102.88 -89.58 17.92 85.67 -7.49 -57.65
179 mt_961_use2017_last_save_rnk500_idxctrl 27.03 2.78 -91.32 -104.63 -91.32 16.18 83.92 -9.24 -59.39
180 multin_zz1000_61002_idxctrl_pv_rm_blc 27.02 2.77 -91.33 -104.63 -91.33 16.17 83.92 -9.24 -59.40
181 multin_zz1000_61004_idxctrl_pv_rm_blc 27.02 2.77 -91.33 -104.63 -91.33 16.17 83.92 -9.24 -59.40
184 mt_961_use2014_best_save_rnk500_idxctrl 26.40 2.15 -91.95 -105.25 -91.95 15.56 83.30 -9.86 -60.02
185 mt_961_use2009_last_save_rnk500_idxctrl 26.22 1.97 -92.13 -105.44 -92.13 15.37 83.11 -10.05 -60.21
186 multin_zz1000_61004_idxctrl_pv 26.17 1.92 -92.18 -105.48 -92.18 15.32 83.06 -10.10 -60.25
187 multin_zz1000_61002_idxctrl_pv 26.17 1.92 -92.18 -105.48 -92.18 15.32 83.06 -10.10 -60.25
189 multin_zz1000_61001_idxctrl_pv_rm_blc 25.91 1.66 -92.44 -105.74 -92.44 15.06 82.81 -10.35 -60.51
196 multin_zz1000_61001_idxctrl_pv 25.04 0.79 -93.31 -106.62 -93.31 14.19 81.93 -11.23 -61.39
198 mt_961_use2019_last_save_rnk500_idxctrl 24.87 0.62 -93.48 -106.79 -93.48 14.02 81.76 -11.40 -61.56
200 mt_961_use2009_best_save_rnk500_idxctrl 22.68 -1.57 -95.67 -108.98 -95.67 11.83 79.57 -13.59 -63.75
208 mt_962_use2011_best_save_rnk500_idxctrl 20.85 -3.40 -97.50 -110.81 -97.50 10.00 77.74 -15.42 -65.57
219 mt_962_use2023_last_save_rnk500_idxctrl 19.06 -5.19 -99.29 -112.59 -99.29 8.21 75.95 -17.21 -67.36
226 mt_961_use2019_best_save_rnk500_idxctrl 18.26 -5.99 -100.09 -113.40 -100.09 7.41 75.15 -18.01 -68.16
248 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 12.84 -11.41 -105.51 -118.81 -105.51 2.00 69.74 -23.42 -73.58
251 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 12.37 -11.88 -105.98 -119.29 -105.98 1.52 69.26 -23.90 -74.06
252 multin_zz500_61004_idxctrl_zz500_pv 12.29 -11.96 -106.06 -119.37 -106.06 1.44 69.18 -23.98 -74.14
253 multin_zz500_61002_idxctrl_zz500_pv 12.21 -12.04 -106.14 -119.44 -106.14 1.37 69.11 -24.05 -74.21
254 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 12.19 -12.06 -106.16 -119.47 -106.16 1.34 69.08 -24.08 -74.24
256 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 12.12 -12.13 -106.23 -119.53 -106.23 1.27 69.01 -24.15 -74.30
257 multin_zz1000_61004_idxctrl_zz1000_pv 11.98 -12.27 -106.37 -119.68 -106.37 1.13 68.87 -24.29 -74.44
258 mt_961_use2010_best_save_rnk500_idxctrl 11.62 -12.63 -106.73 -120.04 -106.73 0.77 68.51 -24.65 -74.81
260 multin_zz1000_61002_idxctrl_zz1000_pv 11.52 -12.73 -106.83 -120.14 -106.83 0.67 68.41 -24.75 -74.91
265 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 10.37 -13.88 -107.98 -121.29 -107.98 -0.48 67.26 -25.90 -76.05
267 multin_zz1000_61001_idxctrl_zz1000_pv 9.51 -14.75 -108.84 -122.15 -108.85 -1.34 66.40 -26.76 -76.92
271 multin_zz500_61001_idxctrl_zz500_pv 7.65 -16.60 -110.70 -124.01 -110.70 -3.20 64.54 -28.62 -78.78
272 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 7.53 -16.72 -110.82 -124.13 -110.82 -3.32 64.42 -28.74 -78.89
278 mt_962_use2014_best_save_rnk500_idxctrl 4.78 -19.47 -113.57 -126.88 -113.57 -6.07 61.67 -31.49 -81.64
280 mt_962_use2023_best_save_rnk500_idxctrl 3.99 -20.26 -114.35 -127.66 -114.36 -6.85 60.89 -32.27 -82.43
287 mt_961_use2015_last_save_rnk500_idxctrl 0.73 -23.52 -117.62 -130.93 -117.62 -10.12 57.62 -35.54 -85.69
290 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 0.02 -24.23 -118.32 -131.63 -118.33 -10.82 56.92 -36.24 -86.40
291 mt_961_use2010_last_save_rnk500_idxctrl -0.23 -24.48 -118.58 -131.89 -118.58 -11.08 56.66 -36.50 -86.66
294 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -1.31 -25.56 -119.66 -132.97 -119.66 -12.16 55.58 -37.58 -87.74
295 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -1.57 -25.82 -119.92 -133.22 -119.92 -12.42 55.32 -37.84 -87.99
296 mt_961_use2013_last_save_rnk500_idxctrl -1.87 -26.12 -120.22 -133.53 -120.22 -12.72 55.02 -38.14 -88.30
300 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -2.87 -27.12 -121.22 -134.52 -121.22 -13.72 54.03 -39.13 -89.29
305 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -4.38 -28.63 -122.73 -136.03 -122.73 -15.23 52.52 -40.64 -90.80
310 mt_961_use2015_best_save_rnk500_idxctrl -5.17 -29.42 -123.52 -136.83 -123.52 -16.02 51.72 -41.44 -91.60
313 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -5.58 -29.83 -123.93 -137.24 -123.93 -16.43 51.31 -41.85 -92.01
315 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -6.24 -30.49 -124.59 -137.90 -124.59 -17.09 50.65 -42.51 -92.67
325 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -7.42 -31.67 -125.77 -139.08 -125.77 -18.27 49.47 -43.69 -93.85
343 mt_962_use2017_best_save_rnk500_idxctrl -10.92 -35.17 -129.27 -142.58 -129.27 -21.77 45.97 -47.19 -97.35
344 mt_962_use2021_last_save_rnk500_idxctrl -10.96 -35.21 -129.31 -142.61 -129.31 -21.81 45.93 -47.23 -97.38
345 mt_962_use2018_best_save_rnk500_idxctrl -11.25 -35.50 -129.60 -142.91 -129.61 -22.10 45.64 -47.52 -97.68
349 mt_962_use2019_last_save_rnk500_idxctrl -13.15 -37.40 -131.50 -144.81 -131.50 -24.00 43.74 -49.42 -99.58
351 mt_962_use2022_last_save_rnk500_idxctrl -13.71 -37.96 -132.06 -145.37 -132.06 -24.56 43.18 -49.98 -100.14
352 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -13.87 -38.12 -132.22 -145.53 -132.22 -24.72 43.02 -50.14 -100.30
353 mt_962_use2013_last_save_rnk500_idxctrl -14.12 -38.37 -132.47 -145.78 -132.47 -24.97 42.77 -50.39 -100.55
354 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -14.42 -38.67 -132.77 -146.08 -132.77 -25.27 42.47 -50.69 -100.84
356 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -14.66 -38.91 -133.01 -146.31 -133.01 -25.51 42.24 -50.92 -101.08
359 mt_962_use2016_last_save_rnk500_idxctrl -15.03 -39.28 -133.38 -146.69 -133.38 -25.88 41.86 -51.30 -101.46
360 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -15.21 -39.46 -133.56 -146.86 -133.56 -26.05 41.69 -51.47 -101.63
384 mt_962_use2011_last_save_rnk500_idxctrl -20.45 -44.70 -138.80 -152.10 -138.80 -31.30 36.45 -56.71 -106.87
392 mt_961_use2011_best_save_rnk500_idxctrl -21.86 -46.11 -140.21 -153.51 -140.21 -32.71 35.04 -58.12 -108.28
404 mt_962_use2020_last_save_rnk500_idxctrl -25.86 -50.11 -144.21 -157.52 -144.22 -36.71 31.03 -62.13 -112.29
409 mt_962_use2012_best_save_rnk500_idxctrl -27.40 -51.65 -145.75 -159.06 -145.75 -38.25 29.49 -63.67 -113.83
410 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -28.01 -52.26 -146.36 -159.67 -146.36 -38.86 28.88 -64.28 -114.44
411 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -28.04 -52.29 -146.39 -159.69 -146.39 -38.88 28.86 -64.30 -114.46
412 multin_zz1000_61004_idxctrl_50010002000_pv -28.18 -52.43 -146.53 -159.83 -146.53 -39.03 28.71 -64.45 -114.60
413 multin_zz1000_61004_idxctrl_top3800_pv -28.25 -52.50 -146.60 -159.90 -146.60 -39.10 28.65 -64.51 -114.67
415 mt_961_use2013_best_save_rnk500_idxctrl -29.49 -53.74 -147.84 -161.15 -147.85 -40.34 27.40 -65.76 -115.92
419 multin_zz1000_61002_idxctrl_top3800_pv -31.22 -55.47 -149.57 -162.87 -149.57 -42.06 25.68 -67.48 -117.64
420 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -31.23 -55.48 -149.58 -162.89 -149.58 -42.08 25.66 -67.50 -117.66
426 mt_962_use2019_best_save_rnk500_idxctrl -32.33 -56.58 -150.68 -163.98 -150.68 -43.17 24.57 -68.59 -118.75
427 multin_zz1000_61002_idxctrl_50010002000_pv -32.94 -57.19 -151.29 -164.60 -151.29 -43.79 23.95 -69.21 -119.37
428 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -32.99 -57.24 -151.34 -164.65 -151.34 -43.84 23.90 -69.26 -119.42
438 mt_962_use2010_best_save_rnk500_idxctrl -35.27 -59.52 -153.62 -166.93 -153.62 -46.12 21.62 -71.54 -121.70
444 multin_zz1000_61001_idxctrl_top3800_pv -37.05 -61.30 -155.40 -168.71 -155.40 -47.90 19.84 -73.32 -123.47
445 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -37.21 -61.46 -155.56 -168.86 -155.56 -48.06 19.69 -73.47 -123.63
452 mt_962_use2021_best_save_rnk500_idxctrl -39.38 -63.63 -157.73 -171.04 -157.73 -50.23 17.51 -75.65 -125.81
455 mt_962_use2022_best_save_rnk500_idxctrl -40.15 -64.40 -158.50 -171.81 -158.50 -51.00 16.74 -76.42 -126.58
457 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -40.40 -64.65 -158.75 -172.05 -158.75 -51.24 16.50 -76.66 -126.82
458 multin_zz1000_61001_idxctrl_50010002000_pv -40.77 -65.02 -159.12 -172.42 -159.12 -51.62 16.13 -77.03 -127.19
459 mt_962_use2015_last_save_rnk500_idxctrl -41.05 -65.30 -159.40 -172.70 -159.40 -51.89 15.85 -77.31 -127.47
462 mt_962_use2013_best_save_rnk500_idxctrl -42.42 -66.67 -160.77 -174.07 -160.77 -53.27 14.48 -78.68 -128.84
467 mt_962_use2020_best_save_rnk500_idxctrl -44.76 -69.01 -163.11 -176.42 -163.11 -55.61 12.13 -81.03 -131.19
470 mt_962_use2010_last_save_rnk500_idxctrl -45.14 -69.39 -163.49 -176.80 -163.49 -55.99 11.75 -81.41 -131.57
488 mt_962_use2012_last_save_rnk500_idxctrl -58.40 -82.65 -176.75 -190.06 -176.75 -69.25 -1.51 -94.67 -144.83
510 mt_962_use2015_best_save_rnk500_idxctrl -84.95 -109.20 -203.30 -216.60 -203.30 -95.80 -28.05 -121.22 -171.37