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_20260128_154911
6 mt_962_use2014_last_save_rnk500_idxctrl 90.90 50.89 114.63 89.56 114.64 225.27 281.68 203.42 140.78
7 mt_961_use2014_last_save_rnk500_idxctrl 89.07 49.05 112.80 87.72 112.80 223.44 279.84 201.58 138.94
9 mt_962_use2014_best_save_rnk500_idxctrl 84.66 44.64 108.39 83.31 108.39 219.02 275.43 197.17 134.53
12 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 74.50 34.48 98.23 73.15 98.23 208.87 265.27 187.01 124.37
13 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 73.70 33.68 97.43 72.35 97.43 208.06 264.47 186.21 123.57
14 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 73.64 33.62 97.37 72.29 97.37 208.01 264.41 186.15 123.51
15 mt_961_use2014_best_save_rnk500_idxctrl 73.06 33.04 96.79 71.71 96.79 207.42 263.83 185.57 122.93
16 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 72.88 32.86 96.61 71.54 96.61 207.25 263.66 185.39 122.75
17 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 72.51 32.49 96.24 71.16 96.24 206.87 263.28 185.02 122.38
18 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 71.64 31.62 95.37 70.29 95.37 206.00 262.41 184.15 121.51
19 mt_962_use2017_last_save_rnk500_idxctrl 67.30 27.28 91.02 65.95 91.03 201.66 258.07 179.81 117.17
20 mt_962_use2024_last_save_rnk500_idxctrl 64.28 24.26 88.01 62.93 88.01 198.65 255.05 176.79 114.15
22 mt_962_use2008_last_save_rnk500_idxctrl 62.73 22.71 86.46 61.38 86.46 197.09 253.50 175.24 112.60
23 mt_962_use2024_best_save_rnk500_idxctrl 61.80 21.78 85.53 60.45 85.53 196.17 252.57 174.31 111.67
25 mt_962_use2008_best_save_rnk500_idxctrl 60.24 20.22 83.97 58.89 83.97 194.61 251.01 172.75 110.11
26 mt_962_use2011_best_save_rnk500_idxctrl 60.17 20.15 83.90 58.82 83.90 194.54 250.94 172.68 110.04
28 mt_962_use2016_best_save_rnk500_idxctrl 59.01 18.99 82.74 57.66 82.74 193.37 249.78 171.52 108.88
29 mt_962_use2018_last_save_rnk500_idxctrl 57.15 17.13 80.88 55.80 80.88 191.52 247.92 169.66 107.02
31 mt_962_use2017_best_save_rnk500_idxctrl 53.76 13.75 77.49 52.42 77.50 188.13 244.54 166.28 103.64
33 multin_zz500_61001_idxctrl_zz500_pv 52.97 12.95 76.70 51.62 76.70 187.34 243.74 165.48 102.84
34 multin_zz500_61002_idxctrl_zz500_pv 52.62 12.60 76.35 51.27 76.35 186.99 243.39 165.13 102.49
35 multin_zz500_61004_idxctrl_zz500_pv 52.54 12.52 76.27 51.19 76.27 186.91 243.31 165.05 102.41
37 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 52.07 12.05 75.80 50.72 75.80 186.43 242.84 164.58 101.94
38 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 51.45 11.43 75.18 50.10 75.18 185.82 242.22 163.96 101.32
39 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 51.40 11.38 75.13 50.05 75.13 185.77 242.17 163.91 101.27
40 mt_962_use2013_last_save_rnk500_idxctrl 49.87 9.85 73.60 48.52 73.60 184.24 240.64 162.38 99.74
41 mt_962_use2009_last_save_rnk500_idxctrl 48.31 8.29 72.04 46.96 72.04 182.68 239.08 160.82 98.18
42 mt_962_use2009_best_save_rnk500_idxctrl 47.74 7.72 71.47 46.39 71.47 182.11 238.51 160.25 97.61
44 mt_961_use2024_best_save_rnk500_idxctrl 47.18 7.16 70.91 45.83 70.91 181.54 237.95 159.69 97.05
47 mt_961_use2016_best_save_rnk500_idxctrl 45.36 5.34 69.09 44.01 69.09 179.73 236.13 157.87 95.23
48 mt_962_use2013_best_save_rnk500_idxctrl 44.95 4.93 68.68 43.60 68.68 179.32 235.72 157.46 94.82
51 mt_962_use2023_last_save_rnk500_idxctrl 43.66 3.64 67.39 42.31 67.39 178.02 234.43 156.17 93.53
52 mt_962_use2011_last_save_rnk500_idxctrl 43.26 3.24 66.99 41.91 66.99 177.63 234.03 155.77 93.13
54 mt_961_use2017_best_save_rnk500_idxctrl 41.54 1.52 65.27 40.20 65.27 175.91 232.32 154.05 91.41
55 mt_961_use2016_last_save_rnk500_idxctrl 40.40 0.38 64.13 39.05 64.13 174.77 231.17 152.91 90.27
56 mt_961_use2024_last_save_rnk500_idxctrl 40.22 0.20 63.95 38.87 63.95 174.59 230.99 152.73 90.09
57 mt_962_use2012_last_save_rnk500_idxctrl 40.21 0.20 63.94 38.87 63.94 174.58 230.99 152.72 90.09
60 mt_962_use2018_best_save_rnk500_idxctrl 37.87 -2.15 61.60 36.52 61.60 172.24 228.64 150.38 87.74
61 mt_961_use2021_best_save_rnk500_idxctrl 37.70 -2.32 61.43 36.35 61.43 172.06 228.47 150.21 87.57
62 mt_962_use2016_last_save_rnk500_idxctrl 37.53 -2.49 61.26 36.18 61.26 171.90 228.30 150.04 87.40
68 mt_962_use2021_last_save_rnk500_idxctrl 34.96 -5.05 58.69 33.62 58.70 169.33 225.74 147.48 84.84
69 mt_961_use2008_last_save_rnk500_idxctrl 34.91 -5.10 58.64 33.57 58.64 169.28 225.69 147.42 84.78
70 mt_962_use2019_last_save_rnk500_idxctrl 34.80 -5.22 58.53 33.45 58.53 169.17 225.57 147.31 84.67
73 mt_962_use2012_best_save_rnk500_idxctrl 33.66 -6.36 57.39 32.32 57.39 168.03 224.44 146.17 83.53
74 mt_961_use2023_last_save_rnk500_idxctrl 33.47 -6.55 57.20 32.12 57.20 167.83 224.24 145.98 83.34
78 mt_961_use2023_best_save_rnk500_idxctrl 31.87 -8.15 55.60 30.52 55.60 166.24 222.64 144.38 81.74
82 mt_961_use2022_last_save_rnk500_idxctrl 30.20 -9.82 53.93 28.85 53.93 164.56 220.97 142.71 80.07
86 mt_961_use2008_best_save_rnk500_idxctrl 28.23 -11.79 51.96 26.88 51.96 162.59 219.00 140.74 78.10
88 mt_962_use2019_best_save_rnk500_idxctrl 27.73 -12.29 51.46 26.38 51.46 162.10 218.50 140.24 77.60
91 mt_962_use2023_best_save_rnk500_idxctrl 27.10 -12.92 50.83 25.75 50.83 161.47 217.87 139.61 76.97
95 mt_962_use2020_last_save_rnk500_idxctrl 26.05 -13.96 49.78 24.71 49.79 160.42 216.83 138.56 75.93
96 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 25.42 -14.60 49.15 24.07 49.15 159.79 216.19 137.93 75.29
98 multin_zz1000_61001_idxctrl_pv_rm_fnd 24.67 -15.35 48.40 23.32 48.40 159.03 215.44 137.18 74.54
101 mt_962_use2010_best_save_rnk500_idxctrl 22.96 -17.06 46.69 21.61 46.69 157.33 213.73 135.47 72.83
104 mt_962_use2022_last_save_rnk500_idxctrl 21.72 -18.30 45.45 20.37 45.45 156.08 212.49 134.23 71.59
105 mt_961_use2022_best_save_rnk500_idxctrl 21.65 -18.37 45.38 20.31 45.38 156.02 212.43 134.16 71.52
107 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 20.84 -19.18 44.57 19.49 44.57 155.20 211.61 133.35 70.71
108 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 20.84 -19.18 44.57 19.49 44.57 155.20 211.61 133.35 70.71
110 multin_zz1000_61002_idxctrl_pv_rm_fnd 20.24 -19.78 43.97 18.89 43.97 154.61 211.01 132.75 70.11
111 multin_zz1000_61004_idxctrl_pv_rm_fnd 20.24 -19.78 43.97 18.89 43.97 154.61 211.01 132.75 70.11
115 mt_962_use2020_best_save_rnk500_idxctrl 16.77 -23.25 40.50 15.42 40.50 151.13 207.54 129.28 66.64
116 multin_zz1000_61001_idxctrl_pv 16.57 -23.45 40.30 15.22 40.30 150.94 207.34 129.08 66.44
118 multin_zz1000_61001_idxctrl_pv_rm_blc 16.39 -23.63 40.12 15.04 40.12 150.75 207.16 128.90 66.26
131 multin_zz1000_61004_idxctrl_pv 12.86 -27.16 36.59 11.51 36.59 147.23 203.63 125.37 62.73
132 multin_zz1000_61002_idxctrl_pv 12.86 -27.16 36.59 11.51 36.59 147.23 203.63 125.37 62.73
134 multin_zz1000_61002_idxctrl_pv_rm_blc 12.56 -27.46 36.29 11.21 36.29 146.93 203.33 125.07 62.43
135 multin_zz1000_61004_idxctrl_pv_rm_blc 12.56 -27.46 36.29 11.21 36.29 146.93 203.33 125.07 62.43
138 mt_961_use2015_last_save_rnk500_idxctrl 11.97 -28.04 35.70 10.63 35.71 146.34 202.75 124.49 61.85
147 mt_961_use2018_last_save_rnk500_idxctrl 9.05 -30.97 32.78 7.70 32.78 143.41 199.82 121.56 58.92
157 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 7.17 -32.85 30.90 5.83 30.90 141.54 197.95 119.68 57.04
158 mt_962_use2015_last_save_rnk500_idxctrl 6.79 -33.23 30.52 5.44 30.52 141.16 197.56 119.30 56.66
165 mt_961_use2017_last_save_rnk500_idxctrl 5.73 -34.29 29.46 4.38 29.46 140.10 196.50 118.24 55.60
167 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 4.90 -35.11 28.63 3.56 28.63 139.27 195.68 117.41 54.77
170 mt_962_use2010_last_save_rnk500_idxctrl 4.70 -35.32 28.43 3.35 28.43 139.07 195.47 117.21 54.57
171 mt_961_use2018_best_save_rnk500_idxctrl 4.09 -35.93 27.82 2.74 27.82 138.46 194.86 116.60 53.96
177 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 2.84 -37.18 26.57 1.49 26.57 137.21 193.61 115.35 52.71
179 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 2.41 -37.61 26.14 1.06 26.14 136.78 193.18 114.92 52.28
181 mt_961_use2021_last_save_rnk500_idxctrl 1.95 -38.07 25.68 0.60 25.68 136.32 192.72 114.46 51.82
186 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 0.64 -39.38 24.37 -0.70 24.37 135.01 191.42 113.15 50.51
187 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 0.19 -39.83 23.92 -1.16 23.92 134.55 190.96 112.70 50.06
188 mt_962_use2021_best_save_rnk500_idxctrl -0.16 -40.18 23.57 -1.51 23.57 134.21 190.61 112.35 49.71
189 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -0.58 -40.60 23.15 -1.93 23.15 133.79 190.19 111.93 49.29
192 multin_zz1000_61001_idxctrl_zz1000_pv -0.89 -40.91 22.84 -2.24 22.84 133.47 189.88 111.62 48.98
198 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -3.66 -43.68 20.06 -5.01 20.07 130.70 187.11 108.85 46.21
199 multin_zz1000_61004_idxctrl_zz1000_pv -3.94 -43.96 19.79 -5.29 19.79 130.43 186.83 108.57 45.93
200 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -4.08 -44.10 19.65 -5.43 19.65 130.29 186.69 108.43 45.79
202 multin_zz1000_61002_idxctrl_zz1000_pv -4.37 -44.38 19.36 -5.71 19.36 130.00 186.41 108.14 45.50
212 mt_961_use2009_last_save_rnk500_idxctrl -10.02 -50.04 13.71 -11.37 13.71 124.35 180.75 102.49 39.85
219 mt_961_use2009_best_save_rnk500_idxctrl -13.34 -53.36 10.39 -14.69 10.39 121.03 177.43 99.17 36.53
222 mt_961_use2015_best_save_rnk500_idxctrl -14.54 -54.56 9.19 -15.89 9.19 119.82 176.23 97.97 35.33
226 mt_962_use2022_best_save_rnk500_idxctrl -16.19 -56.21 7.54 -17.54 7.54 118.18 174.58 96.32 33.68
230 mt_961_use2020_last_save_rnk500_idxctrl -17.57 -57.58 6.16 -18.91 6.16 116.80 173.21 94.94 32.30
231 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -17.66 -57.68 6.07 -19.01 6.07 116.70 173.11 94.85 32.21
235 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -19.41 -59.43 4.32 -20.76 4.32 114.96 171.36 93.10 30.46
236 mt_961_use2020_best_save_rnk500_idxctrl -19.55 -59.57 4.18 -20.90 4.18 114.81 171.22 92.96 30.32
240 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -21.74 -61.76 1.99 -23.09 1.99 112.63 169.03 90.77 28.13
243 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -22.02 -62.04 1.71 -23.37 1.71 112.34 168.75 90.49 27.85
249 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -23.18 -63.20 0.55 -24.53 0.55 111.19 167.59 89.33 26.69
250 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -23.51 -63.53 0.22 -24.86 0.22 110.85 167.26 89.00 26.36
251 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -23.64 -63.66 0.09 -24.99 0.09 110.72 167.13 88.87 26.23
252 mt_961_use2012_last_save_rnk500_idxctrl -23.97 -63.99 -0.24 -25.31 -0.24 110.40 166.81 88.54 25.90
253 mt_961_use2013_last_save_rnk500_idxctrl -24.02 -64.04 -0.29 -25.37 -0.29 110.35 166.75 88.49 25.85
255 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -24.66 -64.68 -0.93 -26.01 -0.93 109.71 166.11 87.85 25.21
256 mt_961_use2012_best_save_rnk500_idxctrl -24.67 -64.69 -0.94 -26.01 -0.94 109.70 166.11 87.84 25.20
259 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -25.53 -65.55 -1.80 -26.88 -1.80 108.83 165.24 86.98 24.34
262 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -27.10 -67.12 -3.37 -28.45 -3.37 107.27 163.67 85.41 22.77
264 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -27.75 -67.77 -4.02 -29.10 -4.02 106.62 163.02 84.76 22.12
266 mt_961_use2019_best_save_rnk500_idxctrl -28.17 -68.19 -4.44 -29.52 -4.44 106.20 162.60 84.34 21.70
271 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -29.81 -69.83 -6.08 -31.16 -6.08 104.55 160.96 82.70 20.06
275 mt_961_use2011_last_save_rnk500_idxctrl -32.00 -72.02 -8.27 -33.35 -8.27 102.37 158.77 80.51 17.87
300 mt_961_use2011_best_save_rnk500_idxctrl -42.72 -82.73 -18.99 -44.06 -18.98 91.65 148.06 69.80 7.16
303 mt_962_use2015_best_save_rnk500_idxctrl -44.93 -84.95 -21.20 -46.28 -21.20 89.44 145.84 67.58 4.94
306 multin_zz1000_61001_idxctrl_top3800_pv -46.19 -86.21 -22.46 -47.54 -22.46 88.17 144.58 66.32 3.68
307 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -46.44 -86.46 -22.71 -47.79 -22.71 87.92 144.33 66.07 3.43
308 multin_zz1000_61004_idxctrl_top3800_pv -46.53 -86.55 -22.80 -47.88 -22.80 87.84 144.24 65.98 3.34
311 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -47.05 -87.07 -23.32 -48.40 -23.32 87.32 143.72 65.46 2.82
313 multin_zz1000_61004_idxctrl_50010002000_pv -47.54 -87.56 -23.81 -48.89 -23.81 86.82 143.23 64.97 2.33
314 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -47.79 -87.80 -24.06 -49.13 -24.05 86.58 142.99 64.72 2.09
318 multin_zz1000_61002_idxctrl_50010002000_pv -49.73 -89.74 -26.00 -51.07 -26.00 84.64 141.05 62.78 0.14
319 multin_zz1000_61002_idxctrl_top3800_pv -49.86 -89.88 -26.13 -51.21 -26.13 84.50 140.91 62.65 0.01
320 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -49.95 -89.97 -26.22 -51.30 -26.22 84.42 140.82 62.56 -0.08
321 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -50.46 -90.48 -26.73 -51.81 -26.73 83.91 140.31 62.05 -0.59
323 multin_zz1000_61001_idxctrl_50010002000_pv -51.69 -91.71 -27.96 -53.04 -27.96 82.68 139.08 60.82 -1.82
324 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -51.90 -91.92 -28.17 -53.25 -28.17 82.47 138.87 60.61 -2.03
329 mt_961_use2013_best_save_rnk500_idxctrl -53.24 -93.26 -29.51 -54.58 -29.51 81.13 137.54 59.27 -3.37
331 mt_961_use2019_last_save_rnk500_idxctrl -54.29 -94.31 -30.57 -55.64 -30.56 80.07 136.48 58.22 -4.42
360 mt_961_use2010_best_save_rnk500_idxctrl -59.75 -99.77 -36.02 -61.10 -36.02 74.62 131.02 52.76 -9.88
410 mt_961_use2010_last_save_rnk500_idxctrl -73.17 -113.19 -49.44 -74.52 -49.44 61.20 117.60 39.34 -23.30