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_20260127_151522
4 mt_962_use2015_best_save_rnk500_idxctrl 134.28 106.76 155.87 159.41 155.87 181.93 314.44 318.50 420.15
6 mt_962_use2020_best_save_rnk500_idxctrl 126.18 98.65 147.77 151.31 147.77 173.82 306.33 310.39 412.04
7 mt_962_use2022_best_save_rnk500_idxctrl 120.81 93.28 142.40 145.94 142.40 168.45 300.96 305.03 406.68
8 mt_962_use2021_best_save_rnk500_idxctrl 114.79 87.27 136.38 139.93 136.39 162.44 294.95 299.01 400.66
11 mt_962_use2022_last_save_rnk500_idxctrl 101.19 73.67 122.78 126.32 122.78 148.83 281.34 285.41 387.06
14 mt_962_use2020_last_save_rnk500_idxctrl 96.73 69.20 118.32 121.86 118.32 144.37 276.88 280.94 382.59
20 mt_962_use2019_best_save_rnk500_idxctrl 80.28 52.76 101.87 105.41 101.87 127.92 260.43 264.50 366.15
24 mt_962_use2023_best_save_rnk500_idxctrl 66.07 38.55 87.66 91.20 87.66 113.71 246.23 250.29 351.94
26 mt_962_use2021_last_save_rnk500_idxctrl 64.75 37.23 86.34 89.88 86.34 112.39 244.91 248.97 350.62
35 mt_962_use2023_last_save_rnk500_idxctrl 53.84 26.32 75.43 78.97 75.43 101.48 234.00 238.06 339.71
36 mt_962_use2024_best_save_rnk500_idxctrl 53.50 25.97 75.09 78.63 75.09 101.14 233.65 237.71 339.36
39 mt_962_use2012_best_save_rnk500_idxctrl 46.83 19.31 68.42 71.96 68.42 94.47 226.98 231.05 332.70
40 mt_962_use2015_last_save_rnk500_idxctrl 43.67 16.14 65.26 68.80 65.26 91.31 223.82 227.88 329.53
42 mt_962_use2019_last_save_rnk500_idxctrl 41.46 13.93 63.05 66.59 63.05 89.10 221.61 225.68 327.32
44 mt_961_use2013_best_save_rnk500_idxctrl 36.88 9.36 58.47 62.01 58.47 84.52 217.03 221.10 322.75
46 mt_962_use2024_last_save_rnk500_idxctrl 34.17 6.65 55.76 59.30 55.76 81.82 214.33 218.39 320.04
48 mt_961_use2020_last_save_rnk500_idxctrl 33.32 5.80 54.91 58.45 54.91 80.96 213.47 217.54 319.19
55 mt_961_use2020_best_save_rnk500_idxctrl 29.26 1.73 50.85 54.39 50.85 76.90 209.41 213.47 315.12
62 mt_962_use2013_best_save_rnk500_idxctrl 22.84 -4.69 44.43 47.97 44.43 70.48 202.99 207.05 308.70
67 mt_961_use2019_last_save_rnk500_idxctrl 17.86 -9.66 39.45 42.99 39.45 65.51 198.02 202.08 303.73
83 mt_962_use2017_best_save_rnk500_idxctrl 7.68 -19.85 29.27 32.81 29.27 55.32 187.83 191.89 293.54
84 mt_961_use2019_best_save_rnk500_idxctrl 7.58 -19.95 29.16 32.71 29.17 55.22 187.73 191.79 293.44
87 mt_962_use2018_best_save_rnk500_idxctrl 6.70 -20.83 28.29 31.83 28.29 54.34 186.85 190.92 292.57
92 mt_962_use2016_last_save_rnk500_idxctrl 4.00 -23.52 25.59 29.13 25.59 51.65 184.16 188.22 289.87
93 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 3.79 -23.73 25.38 28.93 25.38 51.44 183.95 188.01 289.66
96 mt_962_use2013_last_save_rnk500_idxctrl 2.96 -24.56 24.55 28.10 24.55 50.61 183.12 187.18 288.83
98 multin_zz500_61001_idxctrl_zz500_pv 2.13 -25.39 23.72 27.27 23.73 49.78 182.29 186.35 288.00
101 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 0.23 -27.30 21.82 25.36 21.82 47.87 180.38 184.44 286.09
104 mt_961_use2021_best_save_rnk500_idxctrl -0.53 -28.06 21.06 24.60 21.06 47.11 179.62 183.68 285.33
106 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -0.92 -28.44 20.67 24.21 20.67 46.72 179.24 183.30 284.95
109 multin_zz1000_61001_idxctrl_50010002000_pv -1.57 -29.09 20.02 23.57 20.02 46.08 178.59 182.65 284.30
111 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -2.22 -29.74 19.37 22.91 19.37 45.43 177.94 182.00 283.65
112 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -2.31 -29.84 19.28 22.82 19.28 45.33 177.84 181.90 283.55
113 multin_zz500_61004_idxctrl_zz500_pv -2.64 -30.17 18.95 22.49 18.95 45.00 177.51 181.57 283.22
117 multin_zz1000_61001_idxctrl_top3800_pv -3.90 -31.42 17.69 21.23 17.69 43.74 176.25 180.32 281.97
118 multin_zz500_61002_idxctrl_zz500_pv -4.04 -31.56 17.55 21.09 17.55 43.60 176.11 180.18 281.83
135 mt_962_use2010_last_save_rnk500_idxctrl -9.45 -36.97 12.14 15.68 12.14 38.19 170.71 174.77 276.42
136 mt_962_use2012_last_save_rnk500_idxctrl -10.32 -37.84 11.27 14.81 11.27 37.32 169.83 173.90 275.55
142 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -14.88 -42.40 6.71 10.25 6.71 32.76 165.27 169.34 270.99
144 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -15.13 -42.65 6.46 10.01 6.47 32.52 165.03 169.09 270.74
148 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -15.58 -43.10 6.01 9.55 6.01 32.06 164.58 168.64 270.29
149 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -15.73 -43.25 5.86 9.40 5.86 31.92 164.43 168.49 270.14
153 multin_zz1000_61002_idxctrl_50010002000_pv -17.22 -44.74 4.37 7.91 4.37 30.42 162.93 167.00 268.65
154 multin_zz1000_61004_idxctrl_50010002000_pv -17.61 -45.13 3.98 7.52 3.98 30.03 162.55 166.61 268.26
157 multin_zz1000_61002_idxctrl_top3800_pv -18.02 -45.54 3.57 7.11 3.57 29.62 162.14 166.20 267.85
159 multin_zz1000_61004_idxctrl_top3800_pv -18.14 -45.66 3.45 6.99 3.45 29.50 162.02 166.08 267.73
161 multin_zz1000_61001_idxctrl_pv -19.06 -46.58 2.53 6.08 2.53 28.59 161.10 165.16 266.81
163 multin_zz1000_61001_idxctrl_zz1000_pv -19.10 -46.63 2.49 6.03 2.49 28.54 161.05 165.11 266.76
164 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -19.20 -46.72 2.39 5.94 2.39 28.45 160.96 165.02 266.67
165 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -19.69 -47.22 1.90 5.44 1.90 27.95 160.46 164.52 266.17
167 multin_zz1000_61001_idxctrl_pv_rm_blc -19.76 -47.28 1.83 5.37 1.83 27.89 160.40 164.46 266.11
171 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -20.92 -48.44 0.67 4.21 0.67 26.72 159.24 163.30 264.95
177 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -23.88 -51.41 -2.29 1.25 -2.29 23.76 156.27 160.34 261.99
180 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -24.26 -51.78 -2.67 0.88 -2.66 23.39 155.90 159.96 261.61
181 mt_962_use2011_last_save_rnk500_idxctrl -25.09 -52.61 -3.50 0.04 -3.50 22.55 155.06 159.13 260.78
182 multin_zz1000_61004_idxctrl_pv -25.13 -52.66 -3.54 -0.00 -3.54 22.51 155.02 159.08 260.73
183 multin_zz1000_61002_idxctrl_pv -25.13 -52.66 -3.54 -0.00 -3.54 22.51 155.02 159.08 260.73
184 multin_zz1000_61004_idxctrl_zz1000_pv -25.18 -52.70 -3.59 -0.05 -3.59 22.46 154.97 159.04 260.69
186 multin_zz1000_61002_idxctrl_pv_rm_blc -25.71 -53.23 -4.12 -0.58 -4.12 21.93 154.44 158.51 260.16
187 multin_zz1000_61004_idxctrl_pv_rm_blc -25.71 -53.23 -4.12 -0.58 -4.12 21.93 154.44 158.51 260.16
188 multin_zz1000_61002_idxctrl_zz1000_pv -25.89 -53.41 -4.30 -0.76 -4.30 21.75 154.27 158.33 259.98
190 mt_962_use2017_last_save_rnk500_idxctrl -26.30 -53.83 -4.71 -1.17 -4.71 21.34 153.85 157.91 259.56
193 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -26.88 -54.40 -5.29 -1.74 -5.29 20.77 153.28 157.34 258.99
198 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -27.31 -54.84 -5.72 -2.18 -5.72 20.33 152.84 156.90 258.55
201 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -27.51 -55.03 -5.92 -2.38 -5.92 20.13 152.65 156.71 258.36
209 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -29.10 -56.62 -7.51 -3.97 -7.51 18.54 151.05 155.12 256.77
224 mt_961_use2015_last_save_rnk500_idxctrl -30.69 -58.22 -9.10 -5.56 -9.10 16.95 149.46 153.53 255.18
225 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -30.93 -58.45 -9.34 -5.80 -9.34 16.71 149.22 153.29 254.94
226 mt_961_use2015_best_save_rnk500_idxctrl -30.94 -58.46 -9.35 -5.81 -9.35 16.70 149.21 153.28 254.93
227 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -30.97 -58.50 -9.38 -5.84 -9.38 16.67 149.18 153.25 254.90
229 mt_962_use2014_best_save_rnk500_idxctrl -31.20 -58.72 -9.61 -6.07 -9.61 16.44 148.95 153.02 254.67
230 mt_961_use2010_last_save_rnk500_idxctrl -32.19 -59.71 -10.60 -7.06 -10.60 15.45 147.96 152.03 253.68
231 multin_zz1000_61001_idxctrl_pv_rm_fnd -32.84 -60.36 -11.25 -7.71 -11.25 14.80 147.31 151.38 253.03
232 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -33.12 -60.65 -11.54 -7.99 -11.53 14.52 147.03 151.09 252.74
236 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -33.32 -60.84 -11.73 -8.18 -11.72 14.33 146.84 150.90 252.55
238 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -33.71 -61.23 -12.12 -8.58 -12.12 13.93 146.45 150.51 252.16
239 mt_961_use2011_best_save_rnk500_idxctrl -33.74 -61.26 -12.15 -8.61 -12.15 13.91 146.42 150.48 252.13
242 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -34.41 -61.94 -12.82 -9.28 -12.82 13.23 145.74 149.80 251.45
243 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -34.68 -62.20 -13.09 -9.55 -13.09 12.96 145.48 149.54 251.19
244 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -35.20 -62.72 -13.61 -10.06 -13.61 12.45 144.96 149.02 250.67
246 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -36.30 -63.82 -14.71 -11.17 -14.71 11.34 143.86 147.92 249.57
249 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -36.56 -64.08 -14.97 -11.42 -14.97 11.09 143.60 147.66 249.31
250 mt_961_use2014_best_save_rnk500_idxctrl -36.72 -64.24 -15.13 -11.58 -15.13 10.93 143.44 147.50 249.15
251 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -36.98 -64.51 -15.39 -11.85 -15.39 10.66 143.17 147.23 248.88
255 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -37.13 -64.65 -15.54 -12.00 -15.54 10.51 143.03 147.09 248.74
256 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -37.21 -64.73 -15.62 -12.07 -15.62 10.44 142.95 147.01 248.66
260 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -37.82 -65.34 -16.23 -12.69 -16.23 9.83 142.34 146.40 248.05
264 multin_zz1000_61002_idxctrl_pv_rm_fnd -38.16 -65.69 -16.57 -13.03 -16.57 9.48 141.99 146.05 247.70
265 multin_zz1000_61004_idxctrl_pv_rm_fnd -38.16 -65.69 -16.57 -13.03 -16.57 9.48 141.99 146.05 247.70
266 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -38.23 -65.76 -16.64 -13.10 -16.64 9.41 141.92 145.98 247.63
267 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -38.35 -65.87 -16.76 -13.22 -16.76 9.30 141.81 145.87 247.52
270 mt_962_use2014_last_save_rnk500_idxctrl -38.66 -66.18 -17.07 -13.52 -17.07 8.99 141.50 145.56 247.21
271 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -38.96 -66.49 -17.37 -13.83 -17.37 8.68 141.19 145.25 246.90
275 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -39.51 -67.03 -17.92 -14.38 -17.92 8.14 140.65 144.71 246.36
276 mt_961_use2013_last_save_rnk500_idxctrl -39.57 -67.09 -17.98 -14.44 -17.98 8.07 140.58 144.65 246.30
277 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -39.75 -67.27 -18.16 -14.61 -18.16 7.90 140.41 144.47 246.12
278 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -39.75 -67.27 -18.16 -14.61 -18.16 7.90 140.41 144.47 246.12
280 mt_962_use2010_best_save_rnk500_idxctrl -40.09 -67.61 -18.50 -14.95 -18.50 7.56 140.07 144.13 245.78
282 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -40.43 -67.96 -18.84 -15.30 -18.84 7.21 139.72 143.78 245.43
299 mt_961_use2021_last_save_rnk500_idxctrl -49.56 -77.08 -27.97 -24.43 -27.97 -1.92 130.60 134.66 236.31
300 mt_962_use2018_last_save_rnk500_idxctrl -50.06 -77.59 -28.47 -24.93 -28.47 -2.42 130.09 134.16 235.81
302 mt_962_use2011_best_save_rnk500_idxctrl -50.74 -78.27 -29.16 -25.61 -29.15 -3.10 129.41 133.47 235.12
325 mt_961_use2024_last_save_rnk500_idxctrl -55.00 -82.52 -33.41 -29.87 -33.41 -7.36 125.16 129.22 230.87
332 mt_961_use2010_best_save_rnk500_idxctrl -55.96 -83.49 -34.37 -30.83 -34.37 -8.32 124.19 128.25 229.90
342 mt_961_use2017_last_save_rnk500_idxctrl -57.77 -85.29 -36.18 -32.63 -36.18 -10.12 122.39 126.45 228.10
343 mt_961_use2012_best_save_rnk500_idxctrl -58.71 -86.23 -37.12 -33.58 -37.12 -11.06 121.45 125.51 227.16
355 mt_961_use2022_best_save_rnk500_idxctrl -61.76 -89.29 -40.17 -36.63 -40.17 -14.12 118.39 122.45 224.10
365 mt_961_use2023_last_save_rnk500_idxctrl -64.45 -91.97 -42.86 -39.32 -42.86 -16.81 115.71 119.77 221.42
367 mt_961_use2018_last_save_rnk500_idxctrl -64.83 -92.36 -43.24 -39.70 -43.24 -17.19 115.32 119.38 221.03
368 mt_961_use2017_best_save_rnk500_idxctrl -64.84 -92.36 -43.25 -39.71 -43.25 -17.20 115.31 119.38 221.03
373 mt_961_use2012_last_save_rnk500_idxctrl -67.47 -95.00 -45.88 -42.34 -45.88 -19.83 112.68 116.74 218.39
376 mt_962_use2016_best_save_rnk500_idxctrl -68.29 -95.81 -46.70 -43.15 -46.70 -20.64 111.87 115.93 217.58
381 mt_961_use2014_last_save_rnk500_idxctrl -68.38 -95.90 -46.79 -43.25 -46.79 -20.73 111.78 115.84 217.49
382 mt_961_use2022_last_save_rnk500_idxctrl -68.50 -96.02 -46.91 -43.37 -46.91 -20.86 111.65 115.72 217.37
389 mt_961_use2009_best_save_rnk500_idxctrl -70.06 -97.59 -48.47 -44.93 -48.47 -22.42 110.09 114.15 215.80
390 mt_961_use2009_last_save_rnk500_idxctrl -70.08 -97.60 -48.49 -44.95 -48.49 -22.43 110.08 114.14 215.79
392 mt_961_use2011_last_save_rnk500_idxctrl -70.53 -98.06 -48.94 -45.40 -48.94 -22.89 109.62 113.69 215.34
397 mt_961_use2016_best_save_rnk500_idxctrl -72.55 -100.08 -50.96 -47.42 -50.96 -24.91 107.60 111.66 213.31
409 mt_961_use2018_best_save_rnk500_idxctrl -74.83 -102.35 -53.24 -49.70 -53.24 -27.19 105.33 109.39 211.04
415 mt_961_use2016_last_save_rnk500_idxctrl -77.28 -104.80 -55.69 -52.14 -55.68 -29.63 102.88 106.94 208.59
420 mt_961_use2024_best_save_rnk500_idxctrl -78.14 -105.67 -56.55 -53.01 -56.55 -30.50 102.01 106.07 207.72
442 mt_961_use2023_best_save_rnk500_idxctrl -83.32 -110.85 -61.73 -58.19 -61.73 -35.68 96.83 100.90 202.55
455 mt_961_use2008_last_save_rnk500_idxctrl -90.00 -117.52 -68.41 -64.86 -68.41 -42.35 90.16 94.22 195.87
477 mt_962_use2009_last_save_rnk500_idxctrl -99.89 -127.42 -78.31 -74.76 -78.30 -52.25 80.26 84.32 185.97
482 mt_962_use2009_best_save_rnk500_idxctrl -101.00 -128.52 -79.41 -75.87 -79.41 -53.36 79.15 83.22 184.87
491 mt_961_use2008_best_save_rnk500_idxctrl -106.04 -133.57 -84.45 -80.91 -84.45 -58.40 74.11 78.18 179.83
499 mt_962_use2008_best_save_rnk500_idxctrl -109.87 -137.40 -88.28 -84.74 -88.28 -62.23 70.28 74.34 175.99
504 mt_962_use2008_last_save_rnk500_idxctrl -111.23 -138.75 -89.64 -86.09 -89.64 -63.58 68.93 72.99 174.64