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_20260129_151537
16 mt_962_use2008_best_save_rnk500_idxctrl 153.32 170.42 75.92 -2.10 75.92 141.18 249.26 246.12 250.05
18 mt_962_use2008_last_save_rnk500_idxctrl 152.46 169.56 75.06 -2.96 75.06 140.32 248.40 245.26 249.19
25 mt_962_use2009_best_save_rnk500_idxctrl 144.79 161.88 67.38 -10.63 67.38 132.65 240.72 237.58 241.51
27 mt_961_use2008_best_save_rnk500_idxctrl 143.29 160.39 65.88 -12.13 65.88 131.15 239.22 236.08 240.01
29 mt_962_use2009_last_save_rnk500_idxctrl 142.53 159.63 65.13 -12.89 65.13 130.39 238.47 235.33 239.26
44 mt_961_use2008_last_save_rnk500_idxctrl 127.73 144.83 50.32 -27.69 50.32 115.59 223.66 220.52 224.45
52 mt_962_use2017_last_save_rnk500_idxctrl 119.91 137.01 42.50 -35.51 42.50 107.77 215.84 212.70 216.63
60 mt_961_use2016_best_save_rnk500_idxctrl 115.06 132.15 37.65 -40.36 37.65 102.92 210.99 207.85 211.78
63 mt_962_use2016_best_save_rnk500_idxctrl 113.76 130.86 36.36 -41.66 36.36 101.62 209.70 206.56 210.49
65 mt_961_use2018_best_save_rnk500_idxctrl 113.70 130.79 36.29 -41.72 36.29 101.55 209.63 206.49 210.42
68 mt_962_use2018_last_save_rnk500_idxctrl 111.60 128.70 34.20 -43.82 34.20 99.46 207.54 204.40 208.33
69 mt_961_use2022_last_save_rnk500_idxctrl 110.93 128.02 33.52 -44.49 33.52 98.79 206.86 203.72 207.65
70 mt_962_use2011_best_save_rnk500_idxctrl 110.56 127.65 33.15 -44.86 33.15 98.42 206.49 203.35 207.28
71 mt_961_use2016_last_save_rnk500_idxctrl 109.43 126.52 32.02 -45.99 32.02 97.29 205.36 202.22 206.15
72 mt_961_use2018_last_save_rnk500_idxctrl 109.24 126.34 31.84 -46.17 31.84 97.10 205.18 202.04 205.97
77 mt_961_use2014_last_save_rnk500_idxctrl 106.48 123.58 29.07 -48.94 29.07 94.34 202.42 199.28 203.20
81 mt_961_use2022_best_save_rnk500_idxctrl 105.03 122.12 27.62 -50.39 27.62 92.88 200.96 197.82 201.75
84 mt_962_use2014_last_save_rnk500_idxctrl 103.59 120.68 26.18 -51.83 26.18 91.45 199.52 196.38 200.31
85 mt_961_use2023_best_save_rnk500_idxctrl 102.06 119.16 24.65 -53.36 24.65 89.92 197.99 194.85 198.78
92 mt_961_use2011_last_save_rnk500_idxctrl 97.61 114.71 20.21 -57.80 20.21 85.47 193.55 190.41 194.34
109 mt_961_use2024_best_save_rnk500_idxctrl 92.61 109.71 15.21 -62.81 15.21 80.47 188.55 185.41 189.34
112 mt_961_use2012_best_save_rnk500_idxctrl 92.03 109.13 14.63 -63.39 14.63 79.89 187.97 184.83 188.76
113 mt_961_use2012_last_save_rnk500_idxctrl 91.98 109.08 14.58 -63.43 14.58 79.84 187.92 184.78 188.71
116 mt_961_use2017_best_save_rnk500_idxctrl 91.00 108.10 13.60 -64.41 13.60 78.86 186.94 183.80 187.73
119 mt_962_use2014_best_save_rnk500_idxctrl 87.37 104.47 9.97 -68.05 9.97 75.23 183.31 180.17 184.10
131 mt_962_use2010_best_save_rnk500_idxctrl 81.17 98.27 3.77 -74.24 3.77 69.03 177.11 173.97 177.90
133 mt_962_use2017_best_save_rnk500_idxctrl 80.70 97.79 3.29 -74.72 3.29 68.55 176.63 173.49 177.42
134 mt_962_use2011_last_save_rnk500_idxctrl 79.67 96.76 2.26 -75.75 2.26 67.53 175.60 172.46 176.39
135 mt_961_use2014_best_save_rnk500_idxctrl 79.35 96.44 1.94 -76.07 1.94 67.21 175.28 172.14 176.07
144 mt_961_use2009_last_save_rnk500_idxctrl 75.68 92.78 -1.73 -79.74 -1.73 63.54 171.62 168.48 172.40
157 mt_961_use2009_best_save_rnk500_idxctrl 71.15 88.25 -6.25 -84.26 -6.25 59.01 167.09 163.95 167.88
162 mt_961_use2013_last_save_rnk500_idxctrl 69.68 86.78 -7.72 -85.73 -7.72 57.54 165.62 162.48 166.41
163 mt_961_use2023_last_save_rnk500_idxctrl 69.40 86.50 -8.00 -86.02 -8.00 57.26 165.34 162.20 166.13
171 mt_962_use2016_last_save_rnk500_idxctrl 66.19 83.29 -11.22 -89.23 -11.22 54.05 162.12 158.98 162.91
172 mt_961_use2017_last_save_rnk500_idxctrl 65.66 82.76 -11.75 -89.76 -11.75 53.52 161.59 158.45 162.38
173 mt_961_use2024_last_save_rnk500_idxctrl 63.50 80.60 -13.90 -91.92 -13.90 51.36 159.44 156.30 160.23
175 multin_zz1000_61004_idxctrl_pv_rm_fnd 62.50 79.60 -14.90 -92.92 -14.90 50.36 158.44 155.30 159.23
176 multin_zz1000_61002_idxctrl_pv_rm_fnd 62.50 79.60 -14.90 -92.92 -14.90 50.36 158.44 155.30 159.23
177 mt_961_use2010_best_save_rnk500_idxctrl 62.31 79.40 -15.10 -93.11 -15.10 50.17 158.24 155.10 159.03
179 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 61.96 79.05 -15.45 -93.46 -15.45 49.82 157.89 154.75 158.68
180 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 61.96 79.05 -15.45 -93.46 -15.45 49.82 157.89 154.75 158.68
188 multin_zz1000_61001_idxctrl_pv_rm_fnd 58.51 75.61 -18.89 -96.90 -18.89 46.37 154.45 151.31 155.24
189 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 58.10 75.20 -19.30 -97.32 -19.30 45.96 154.04 150.90 154.83
192 mt_962_use2010_last_save_rnk500_idxctrl 57.81 74.91 -19.59 -97.61 -19.60 45.67 153.75 150.61 154.54
193 mt_962_use2018_best_save_rnk500_idxctrl 57.78 74.88 -19.63 -97.64 -19.63 45.64 153.71 150.57 154.50
196 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 56.58 73.68 -20.83 -98.84 -20.83 44.44 152.51 149.37 153.30
197 mt_962_use2012_last_save_rnk500_idxctrl 55.78 72.87 -21.63 -99.64 -21.63 43.64 151.71 148.57 152.50
198 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 55.53 72.62 -21.88 -99.89 -21.88 43.39 151.46 148.32 152.25
200 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 54.81 71.90 -22.60 -100.61 -22.60 42.67 150.74 147.60 151.53
202 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 53.80 70.90 -23.60 -101.62 -23.60 41.66 149.74 146.60 150.53
208 mt_961_use2019_last_save_rnk500_idxctrl 52.54 69.64 -24.87 -102.88 -24.87 40.40 148.47 145.33 149.26
210 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 51.67 68.77 -25.73 -103.75 -25.74 39.53 147.61 144.47 148.40
211 mt_961_use2021_last_save_rnk500_idxctrl 51.51 68.61 -25.89 -103.90 -25.89 39.37 147.45 144.31 148.24
213 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 49.96 67.06 -27.44 -105.46 -27.44 37.82 145.90 142.76 146.69
221 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 46.78 63.88 -30.62 -108.64 -30.63 34.64 142.72 139.58 143.51
222 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 46.75 63.84 -30.66 -108.67 -30.66 34.61 142.68 139.54 143.47
223 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 46.68 63.78 -30.72 -108.73 -30.72 34.54 142.62 139.48 143.41
224 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 46.64 63.73 -30.77 -108.78 -30.77 34.50 142.57 139.43 143.36
225 mt_961_use2019_best_save_rnk500_idxctrl 46.59 63.69 -30.81 -108.83 -30.82 34.45 142.53 139.39 143.31
227 multin_zz1000_61002_idxctrl_pv 45.83 62.92 -31.58 -109.59 -31.58 33.69 141.76 138.62 142.55
228 multin_zz1000_61004_idxctrl_pv 45.83 62.92 -31.58 -109.59 -31.58 33.69 141.76 138.62 142.55
230 mt_961_use2020_best_save_rnk500_idxctrl 45.24 62.34 -32.17 -110.18 -32.17 33.10 141.17 138.03 141.96
231 multin_zz1000_61004_idxctrl_pv_rm_blc 45.19 62.29 -32.22 -110.23 -32.22 33.05 141.12 137.98 141.91
232 multin_zz1000_61002_idxctrl_pv_rm_blc 45.19 62.29 -32.22 -110.23 -32.22 33.05 141.12 137.98 141.91
235 mt_961_use2011_best_save_rnk500_idxctrl 43.16 60.26 -34.24 -112.25 -34.24 31.02 139.10 135.96 139.89
237 multin_zz1000_61001_idxctrl_pv 41.83 58.93 -35.57 -113.59 -35.57 29.69 137.77 134.63 138.56
238 multin_zz1000_61001_idxctrl_pv_rm_blc 41.28 58.37 -36.13 -114.14 -36.13 29.14 137.21 134.07 138.00
241 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 41.06 58.15 -36.35 -114.36 -36.35 28.92 136.99 133.85 137.78
242 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 41.02 58.12 -36.38 -114.40 -36.38 28.88 136.96 133.82 137.75
249 mt_961_use2020_last_save_rnk500_idxctrl 38.18 55.28 -39.23 -117.24 -39.23 26.04 134.11 130.97 134.90
258 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 35.23 52.33 -42.17 -120.19 -42.17 23.09 131.17 128.03 131.96
260 multin_zz500_61002_idxctrl_zz500_pv 33.88 50.98 -43.52 -121.54 -43.52 21.74 129.82 126.68 130.61
261 mt_961_use2010_last_save_rnk500_idxctrl 33.84 50.94 -43.56 -121.58 -43.57 21.70 129.78 126.64 130.57
264 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 33.16 50.25 -44.25 -122.26 -44.25 21.02 129.09 125.95 129.88
271 multin_zz500_61004_idxctrl_zz500_pv 32.68 49.78 -44.72 -122.73 -44.72 20.54 128.62 125.48 129.41
273 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 32.31 49.41 -45.09 -123.10 -45.09 20.17 128.25 125.11 129.04
276 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 32.13 49.23 -45.28 -123.29 -45.28 19.99 128.07 124.93 128.85
279 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 30.95 48.05 -46.45 -124.47 -46.45 18.81 126.89 123.75 127.68
281 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 30.85 47.95 -46.55 -124.57 -46.55 18.71 126.79 123.65 127.58
284 mt_961_use2015_best_save_rnk500_idxctrl 30.19 47.29 -47.21 -125.22 -47.21 18.05 126.13 122.99 126.92
285 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 30.08 47.17 -47.33 -125.34 -47.33 17.93 126.01 122.87 126.80
290 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 29.31 46.41 -48.09 -126.11 -48.09 17.17 125.25 122.11 126.04
296 multin_zz500_61001_idxctrl_zz500_pv 28.53 45.63 -48.87 -126.89 -48.87 16.39 124.47 121.33 125.26
299 multin_zz1000_61002_idxctrl_zz1000_pv 28.00 45.10 -49.40 -127.42 -49.40 15.86 123.94 120.80 124.73
300 multin_zz1000_61004_idxctrl_zz1000_pv 27.80 44.89 -49.61 -127.62 -49.61 15.66 123.73 120.59 124.52
302 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 27.52 44.62 -49.88 -127.90 -49.89 15.38 123.46 120.32 124.25
303 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 27.40 44.49 -50.01 -128.02 -50.01 15.26 123.33 120.19 124.12
305 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 26.81 43.91 -50.59 -128.60 -50.59 14.67 122.75 119.61 123.54
307 mt_961_use2015_last_save_rnk500_idxctrl 26.66 43.75 -50.75 -128.76 -50.75 14.52 122.59 119.45 123.38
310 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 25.36 42.46 -52.04 -130.06 -52.04 13.22 121.30 118.16 122.09
314 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 23.56 40.66 -53.84 -131.86 -53.85 11.42 119.50 116.36 120.29
319 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 22.43 39.53 -54.97 -132.99 -54.97 10.29 118.37 115.23 119.16
320 multin_zz1000_61001_idxctrl_zz1000_pv 22.33 39.43 -55.08 -133.09 -55.08 10.19 118.26 115.12 119.05
321 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 21.88 38.98 -55.53 -133.54 -55.53 9.74 117.82 114.68 118.60
330 mt_962_use2013_last_save_rnk500_idxctrl 21.09 38.19 -56.31 -134.33 -56.31 8.95 117.03 113.89 117.82
332 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 20.48 37.58 -56.92 -134.93 -56.92 8.34 116.42 113.28 117.21
350 mt_962_use2015_last_save_rnk500_idxctrl 14.60 31.70 -62.81 -140.82 -62.81 2.46 110.53 107.39 111.32
356 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 13.13 30.23 -64.28 -142.29 -64.28 0.99 109.07 105.93 109.85
363 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 11.61 28.71 -65.79 -143.80 -65.79 -0.53 107.55 104.41 108.34
367 mt_962_use2019_last_save_rnk500_idxctrl 10.73 27.83 -66.67 -144.69 -66.67 -1.41 106.67 103.53 107.46
375 multin_zz1000_61004_idxctrl_top3800_pv 7.46 24.56 -69.94 -147.96 -69.94 -4.68 103.40 100.26 104.19
381 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 5.14 22.23 -72.27 -150.28 -72.27 -7.00 101.07 97.93 101.86
384 multin_zz1000_61002_idxctrl_top3800_pv 3.95 21.05 -73.45 -151.47 -73.45 -8.19 99.89 96.75 100.68
389 multin_zz1000_61004_idxctrl_50010002000_pv 2.09 19.18 -75.32 -153.33 -75.32 -10.05 98.02 94.88 98.81
392 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 1.67 18.77 -75.74 -153.75 -75.74 -10.47 97.60 94.46 98.39
395 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 0.19 17.28 -77.22 -155.23 -77.22 -11.95 96.12 92.98 96.91
406 multin_zz1000_61002_idxctrl_50010002000_pv -2.41 14.69 -79.81 -157.82 -79.81 -14.55 93.53 90.39 94.32
415 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -4.50 12.60 -81.91 -159.92 -81.91 -16.64 91.43 88.29 92.22
416 mt_962_use2012_best_save_rnk500_idxctrl -4.62 12.48 -82.02 -160.04 -82.03 -16.76 91.32 88.18 92.11
418 mt_962_use2013_best_save_rnk500_idxctrl -5.65 11.44 -83.06 -161.07 -83.06 -17.79 90.28 87.14 91.07
432 multin_zz1000_61001_idxctrl_top3800_pv -11.69 5.40 -89.10 -167.11 -89.10 -23.83 84.24 81.10 85.03
436 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -13.61 3.49 -91.02 -169.03 -91.02 -25.75 82.32 79.18 83.11
451 multin_zz1000_61001_idxctrl_50010002000_pv -17.50 -0.40 -94.90 -172.92 -94.91 -29.64 78.44 75.30 79.23
453 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -19.18 -2.08 -96.59 -174.60 -96.59 -31.32 76.75 73.61 77.54
455 mt_962_use2023_last_save_rnk500_idxctrl -20.63 -3.54 -98.04 -176.05 -98.04 -32.78 75.30 72.16 76.09
479 mt_962_use2021_last_save_rnk500_idxctrl -33.58 -16.48 -110.98 -189.00 -110.98 -45.72 62.36 59.22 63.15
482 mt_962_use2024_last_save_rnk500_idxctrl -36.65 -19.55 -114.05 -192.07 -114.05 -48.79 59.29 56.15 60.08
483 mt_962_use2023_best_save_rnk500_idxctrl -38.21 -21.11 -115.61 -193.62 -115.61 -50.35 57.73 54.59 58.52
488 mt_961_use2021_best_save_rnk500_idxctrl -44.83 -27.73 -122.24 -200.25 -122.24 -56.97 51.11 47.97 51.89
491 mt_962_use2024_best_save_rnk500_idxctrl -48.17 -31.07 -125.57 -203.59 -125.57 -60.31 47.77 44.63 48.56
497 mt_962_use2019_best_save_rnk500_idxctrl -52.47 -35.38 -129.88 -207.89 -129.88 -64.61 43.46 40.32 44.25
500 mt_962_use2020_last_save_rnk500_idxctrl -58.47 -41.37 -135.87 -213.88 -135.87 -70.61 37.47 34.33 38.26
504 mt_961_use2013_best_save_rnk500_idxctrl -66.47 -49.37 -143.87 -221.88 -143.87 -78.61 29.47 26.33 30.26
506 mt_962_use2022_last_save_rnk500_idxctrl -67.79 -50.70 -145.20 -223.21 -145.20 -79.93 28.14 25.00 28.93
518 mt_962_use2022_best_save_rnk500_idxctrl -99.01 -81.91 -176.42 -254.43 -176.42 -111.15 -3.08 -6.22 -2.29
520 mt_962_use2021_best_save_rnk500_idxctrl -104.56 -87.46 -181.97 -259.98 -181.97 -116.70 -8.63 -11.77 -7.84
521 mt_962_use2015_best_save_rnk500_idxctrl -107.48 -90.39 -184.89 -262.90 -184.89 -119.62 -11.55 -14.69 -10.76
523 mt_962_use2020_best_save_rnk500_idxctrl -117.97 -100.88 -195.38 -273.39 -195.38 -130.11 -22.04 -25.18 -21.25