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_20260203_151529
4 mt_962_use2023_best_save_rnk500_idxctrl 90.87 74.91 385.05 263.28 385.04 189.85 18.84 46.87 77.05
5 mt_962_use2024_best_save_rnk500_idxctrl 85.05 69.09 379.23 257.46 379.23 184.03 13.02 41.05 71.23
8 mt_962_use2024_last_save_rnk500_idxctrl 81.01 65.05 375.19 253.42 375.19 180.00 8.99 37.02 67.19
10 mt_962_use2020_best_save_rnk500_idxctrl 75.94 59.98 370.12 248.35 370.12 174.93 3.92 31.95 62.13
14 mt_962_use2012_best_save_rnk500_idxctrl 69.82 53.86 364.00 242.23 364.00 168.81 -2.20 25.83 56.01
15 mt_962_use2023_last_save_rnk500_idxctrl 69.73 53.77 363.91 242.14 363.90 168.71 -2.30 25.73 55.91
16 mt_962_use2013_best_save_rnk500_idxctrl 64.11 48.15 358.29 236.52 358.29 163.10 -7.91 20.11 50.29
17 mt_962_use2015_best_save_rnk500_idxctrl 61.70 45.74 355.88 234.11 355.87 160.68 -10.33 17.70 47.88
19 mt_961_use2021_best_save_rnk500_idxctrl 60.82 44.86 355.00 233.23 355.00 159.80 -11.21 16.82 47.00
22 mt_962_use2020_last_save_rnk500_idxctrl 58.04 42.08 352.22 230.45 352.22 157.02 -13.98 14.04 44.22
25 mt_961_use2013_best_save_rnk500_idxctrl 56.15 40.19 350.33 228.56 350.33 155.13 -15.88 12.15 42.33
26 mt_962_use2022_last_save_rnk500_idxctrl 55.04 39.08 349.22 227.45 349.22 154.02 -16.99 11.04 41.22
27 mt_962_use2019_best_save_rnk500_idxctrl 54.07 38.11 348.25 226.48 348.25 153.06 -17.95 10.08 40.26
29 mt_962_use2021_best_save_rnk500_idxctrl 53.29 37.33 347.47 225.70 347.47 152.28 -18.73 9.30 39.47
31 mt_962_use2012_last_save_rnk500_idxctrl 52.04 36.08 346.22 224.45 346.22 151.03 -19.98 8.05 38.22
33 mt_962_use2013_last_save_rnk500_idxctrl 48.33 32.36 342.50 220.73 342.50 147.31 -23.70 4.33 34.51
35 mt_962_use2010_last_save_rnk500_idxctrl 38.68 22.72 332.86 211.09 332.86 137.66 -33.34 -5.32 24.86
36 mt_962_use2021_last_save_rnk500_idxctrl 38.05 22.09 332.22 210.46 332.22 137.03 -33.98 -5.95 24.23
37 mt_961_use2015_best_save_rnk500_idxctrl 36.22 20.26 330.40 208.63 330.40 135.21 -35.80 -7.77 22.40
41 mt_961_use2015_last_save_rnk500_idxctrl 29.07 13.11 323.25 201.48 323.25 128.06 -42.95 -14.92 15.25
42 mt_962_use2022_best_save_rnk500_idxctrl 29.02 13.06 323.20 201.43 323.20 128.01 -43.00 -14.97 15.20
46 mt_962_use2011_last_save_rnk500_idxctrl 22.51 6.54 316.68 194.91 316.68 121.49 -49.52 -21.49 8.69
52 mt_962_use2010_best_save_rnk500_idxctrl 16.78 0.82 310.96 189.19 310.96 115.77 -55.24 -27.21 2.97
56 mt_962_use2019_last_save_rnk500_idxctrl 12.30 -3.66 306.48 184.71 306.47 111.28 -59.73 -31.70 -1.52
65 mt_962_use2014_best_save_rnk500_idxctrl 8.42 -7.54 302.60 180.83 302.60 107.40 -63.61 -35.58 -5.40
67 mt_962_use2015_last_save_rnk500_idxctrl 7.78 -8.18 301.96 180.19 301.96 106.77 -64.24 -36.21 -6.03
68 mt_961_use2014_best_save_rnk500_idxctrl 5.46 -10.50 299.64 177.87 299.64 104.44 -66.57 -38.54 -8.36
70 mt_962_use2017_best_save_rnk500_idxctrl 4.14 -11.82 298.32 176.55 298.32 103.12 -67.89 -39.86 -9.68
73 mt_961_use2011_best_save_rnk500_idxctrl -1.57 -17.53 292.61 170.84 292.61 97.41 -73.60 -45.57 -15.39
83 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -8.12 -24.08 286.06 164.29 286.06 90.87 -80.14 -52.11 -21.94
86 multin_zz500_61001_idxctrl_zz500_pv -9.37 -25.33 284.81 163.04 284.81 89.62 -81.39 -53.36 -23.18
87 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -9.55 -25.51 284.63 162.86 284.63 89.43 -81.58 -53.55 -23.37
89 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -10.59 -26.56 283.58 161.81 283.58 88.39 -82.62 -54.59 -24.41
90 multin_zz500_61004_idxctrl_zz500_pv -10.93 -26.89 283.25 161.48 283.25 88.06 -82.95 -54.92 -24.74
91 mt_961_use2010_last_save_rnk500_idxctrl -10.94 -26.90 283.24 161.47 283.24 88.05 -82.96 -54.94 -24.76
92 mt_961_use2014_last_save_rnk500_idxctrl -11.11 -27.07 283.07 161.30 283.07 87.88 -83.13 -55.10 -24.92
94 multin_zz500_61002_idxctrl_zz500_pv -11.98 -27.94 282.20 160.43 282.20 87.01 -84.00 -55.97 -25.79
95 mt_962_use2014_last_save_rnk500_idxctrl -11.99 -27.95 282.19 160.42 282.19 87.00 -84.01 -55.98 -25.81
97 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -14.53 -30.49 279.65 157.88 279.65 84.46 -86.55 -58.52 -28.34
98 multin_zz1000_61001_idxctrl_zz1000_pv -15.49 -31.46 278.68 156.91 278.68 83.49 -87.52 -59.49 -29.31
101 mt_962_use2018_best_save_rnk500_idxctrl -17.00 -32.96 277.18 155.41 277.18 81.99 -89.02 -60.99 -30.82
102 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -17.50 -33.46 276.68 154.91 276.67 81.48 -89.53 -61.50 -31.32
103 multin_zz1000_61001_idxctrl_top3800_pv -18.44 -34.40 275.74 153.97 275.74 80.55 -90.46 -62.43 -32.26
104 multin_zz1000_61004_idxctrl_zz1000_pv -18.61 -34.57 275.57 153.80 275.57 80.38 -90.63 -62.60 -32.43
105 mt_961_use2009_best_save_rnk500_idxctrl -18.75 -34.71 275.43 153.66 275.43 80.24 -90.77 -62.74 -32.57
106 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -18.85 -34.81 275.33 153.56 275.33 80.13 -90.88 -62.85 -32.67
107 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -19.76 -35.72 274.42 152.65 274.42 79.23 -91.78 -63.75 -33.58
108 mt_962_use2016_last_save_rnk500_idxctrl -19.92 -35.88 274.26 152.49 274.26 79.06 -91.95 -63.92 -33.74
109 multin_zz1000_61002_idxctrl_zz1000_pv -19.92 -35.88 274.26 152.49 274.26 79.07 -91.94 -63.91 -33.73
112 mt_961_use2009_last_save_rnk500_idxctrl -20.10 -36.06 274.08 152.31 274.07 78.88 -92.13 -64.10 -33.92
113 multin_zz1000_61001_idxctrl_50010002000_pv -20.80 -36.77 273.37 151.60 273.37 78.18 -92.83 -64.80 -34.62
114 mt_961_use2013_last_save_rnk500_idxctrl -21.36 -37.32 272.82 151.05 272.82 77.63 -93.38 -65.35 -35.17
116 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -21.92 -37.88 272.26 150.49 272.26 77.07 -93.94 -65.91 -35.73
125 multin_zz1000_61001_idxctrl_pv_rm_blc -27.56 -43.52 266.62 144.85 266.62 71.43 -99.58 -71.55 -41.38
129 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -28.18 -44.14 266.00 144.23 266.00 70.81 -100.20 -72.17 -41.99
130 multin_zz1000_61001_idxctrl_pv -28.44 -44.40 265.74 143.97 265.74 70.55 -100.46 -72.43 -42.26
131 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -28.53 -44.49 265.65 143.88 265.65 70.46 -100.55 -72.52 -42.34
132 mt_961_use2010_best_save_rnk500_idxctrl -29.44 -45.41 264.73 142.97 264.73 69.54 -101.47 -73.44 -43.26
134 multin_zz1000_61004_idxctrl_pv_rm_blc -29.91 -45.87 264.27 142.50 264.27 69.07 -101.94 -73.91 -43.73
135 multin_zz1000_61002_idxctrl_pv_rm_blc -29.91 -45.87 264.27 142.50 264.27 69.07 -101.94 -73.91 -43.73
138 multin_zz1000_61004_idxctrl_pv -30.86 -46.83 263.31 141.54 263.31 68.12 -102.89 -74.86 -44.68
139 multin_zz1000_61002_idxctrl_pv -30.86 -46.83 263.31 141.54 263.31 68.12 -102.89 -74.86 -44.68
140 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -31.36 -47.32 262.82 141.05 262.82 67.62 -103.39 -75.36 -45.18
142 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -31.86 -47.82 262.32 140.55 262.32 67.12 -103.89 -75.86 -45.68
144 multin_zz1000_61004_idxctrl_top3800_pv -32.47 -48.43 261.71 139.94 261.70 66.51 -104.50 -76.47 -46.29
145 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -32.53 -48.49 261.65 139.88 261.64 66.45 -104.56 -76.53 -46.35
148 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -33.03 -48.99 261.15 139.38 261.15 65.96 -105.05 -77.02 -46.85
150 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -33.88 -49.84 260.30 138.53 260.29 65.10 -105.91 -77.88 -47.70
151 multin_zz1000_61002_idxctrl_top3800_pv -33.94 -49.90 260.24 138.47 260.23 65.04 -105.97 -77.94 -47.76
155 mt_961_use2016_best_save_rnk500_idxctrl -34.68 -50.64 259.50 137.73 259.50 64.30 -106.71 -78.68 -48.50
156 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -34.70 -50.66 259.48 137.71 259.47 64.28 -106.73 -78.70 -48.52
157 multin_zz1000_61002_idxctrl_50010002000_pv -34.77 -50.73 259.41 137.64 259.41 64.22 -106.79 -78.77 -48.59
158 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -35.10 -51.06 259.08 137.31 259.08 63.89 -107.12 -79.09 -48.91
159 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -35.19 -51.15 258.99 137.22 258.99 63.80 -107.21 -79.18 -49.00
161 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -36.06 -52.02 258.12 136.35 258.12 62.92 -108.09 -80.06 -49.88
163 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -36.17 -52.13 258.01 136.24 258.01 62.81 -108.20 -80.17 -49.99
164 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -36.31 -52.27 257.87 136.10 257.86 62.67 -108.34 -80.31 -50.13
165 multin_zz1000_61004_idxctrl_50010002000_pv -36.76 -52.72 257.42 135.65 257.41 62.22 -108.79 -80.76 -50.58
166 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -36.91 -52.87 257.27 135.50 257.27 62.08 -108.93 -80.90 -50.72
167 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -37.01 -52.97 257.17 135.40 257.17 61.98 -109.03 -81.00 -50.82
170 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -38.21 -54.17 255.97 134.20 255.97 60.77 -110.24 -82.21 -52.03
173 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -41.52 -57.48 252.66 130.89 252.66 57.47 -113.54 -85.51 -55.33
174 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -41.65 -57.61 252.53 130.76 252.53 57.33 -113.68 -85.65 -55.47
176 mt_961_use2016_last_save_rnk500_idxctrl -41.71 -57.67 252.47 130.70 252.47 57.28 -113.73 -85.70 -55.53
179 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -42.09 -58.05 252.09 130.32 252.09 56.89 -114.11 -86.09 -55.91
180 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -42.18 -58.14 252.00 130.23 251.99 56.80 -114.21 -86.18 -56.00
182 mt_961_use2017_last_save_rnk500_idxctrl -42.63 -58.59 251.55 129.78 251.54 56.35 -114.66 -86.63 -56.45
184 mt_962_use2017_last_save_rnk500_idxctrl -42.84 -58.80 251.34 129.57 251.33 56.14 -114.87 -86.84 -56.66
190 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -44.68 -60.64 249.50 127.73 249.50 54.31 -116.70 -88.67 -58.49
192 multin_zz1000_61001_idxctrl_pv_rm_fnd -44.84 -60.80 249.34 127.57 249.34 54.14 -116.87 -88.84 -58.66
193 mt_961_use2011_last_save_rnk500_idxctrl -45.07 -61.03 249.11 127.34 249.11 53.91 -117.09 -89.07 -58.89
197 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -46.73 -62.69 247.45 125.68 247.45 52.26 -118.75 -90.73 -60.55
198 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -46.73 -62.69 247.45 125.68 247.45 52.26 -118.75 -90.73 -60.55
200 multin_zz1000_61002_idxctrl_pv_rm_fnd -47.04 -63.01 247.13 125.36 247.13 51.94 -119.07 -91.04 -60.86
201 multin_zz1000_61004_idxctrl_pv_rm_fnd -47.04 -63.01 247.13 125.36 247.13 51.94 -119.07 -91.04 -60.86
207 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -51.08 -67.04 243.10 121.33 243.09 47.90 -123.11 -95.08 -64.90
211 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -51.59 -67.55 242.59 120.82 242.59 47.40 -123.61 -95.58 -65.40
212 mt_961_use2021_last_save_rnk500_idxctrl -52.10 -68.06 242.08 120.31 242.08 46.88 -124.13 -96.10 -65.92
216 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -52.58 -68.54 241.60 119.83 241.60 46.40 -124.61 -96.58 -66.40
221 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -53.36 -69.32 240.82 119.05 240.82 45.63 -125.38 -97.35 -67.17
226 mt_962_use2011_best_save_rnk500_idxctrl -54.04 -70.00 240.14 118.37 240.14 44.95 -126.06 -98.03 -67.85
230 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -54.80 -70.76 239.38 117.61 239.38 44.19 -126.82 -98.79 -68.62
232 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -55.53 -71.50 238.64 116.87 238.64 43.45 -127.56 -99.53 -69.35
234 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -55.82 -71.78 238.36 116.59 238.36 43.17 -127.84 -99.81 -69.63
235 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -56.43 -72.39 237.75 115.98 237.75 42.55 -128.46 -100.43 -70.25
253 mt_961_use2012_last_save_rnk500_idxctrl -63.02 -78.98 231.16 109.39 231.16 35.97 -135.04 -107.01 -76.83
259 mt_961_use2019_best_save_rnk500_idxctrl -64.89 -80.85 229.29 107.52 229.29 34.09 -136.92 -108.89 -78.71
265 mt_961_use2019_last_save_rnk500_idxctrl -66.44 -82.40 227.74 105.97 227.73 32.54 -138.47 -110.44 -80.26
272 mt_961_use2017_best_save_rnk500_idxctrl -71.62 -87.58 222.56 100.79 222.56 27.37 -143.64 -115.61 -85.43
279 mt_961_use2012_best_save_rnk500_idxctrl -73.26 -89.22 220.92 99.15 220.92 25.73 -145.28 -117.25 -87.07
290 mt_961_use2024_last_save_rnk500_idxctrl -75.25 -91.21 218.93 97.16 218.93 23.74 -147.27 -119.24 -89.07
297 mt_961_use2020_last_save_rnk500_idxctrl -79.27 -95.24 214.90 93.13 214.90 19.71 -151.30 -123.27 -93.09
303 mt_962_use2009_last_save_rnk500_idxctrl -80.32 -96.28 213.86 92.09 213.85 18.66 -152.35 -124.32 -94.14
309 mt_961_use2008_last_save_rnk500_idxctrl -81.23 -97.19 212.95 91.18 212.95 17.76 -153.25 -125.22 -95.04
316 mt_961_use2020_best_save_rnk500_idxctrl -82.32 -98.28 211.86 90.09 211.86 16.67 -154.34 -126.31 -96.14
320 mt_962_use2018_last_save_rnk500_idxctrl -83.16 -99.12 211.02 89.25 211.02 15.83 -155.18 -127.15 -96.97
331 mt_962_use2016_best_save_rnk500_idxctrl -86.37 -102.33 207.81 86.04 207.81 12.62 -158.39 -130.36 -100.19
347 mt_961_use2023_last_save_rnk500_idxctrl -93.34 -109.30 200.84 79.07 200.84 5.65 -165.36 -137.33 -107.15
353 mt_962_use2009_best_save_rnk500_idxctrl -94.61 -110.57 199.57 77.80 199.57 4.38 -166.63 -138.60 -108.43
376 mt_961_use2018_last_save_rnk500_idxctrl -102.07 -118.04 192.10 70.33 192.10 -3.09 -174.10 -146.07 -115.89
390 mt_961_use2024_best_save_rnk500_idxctrl -105.73 -121.69 188.45 66.68 188.45 -6.75 -177.76 -149.73 -119.55
399 mt_961_use2022_best_save_rnk500_idxctrl -109.24 -125.20 184.94 63.17 184.94 -10.26 -181.27 -153.24 -123.06
429 mt_961_use2023_best_save_rnk500_idxctrl -117.86 -133.82 176.32 54.55 176.32 -18.88 -189.89 -161.86 -131.68
438 mt_961_use2008_best_save_rnk500_idxctrl -123.03 -138.99 171.15 49.38 171.15 -24.04 -195.05 -167.02 -136.84
449 mt_962_use2008_last_save_rnk500_idxctrl -130.06 -146.02 164.12 42.35 164.12 -31.07 -202.08 -174.06 -143.88
455 mt_961_use2022_last_save_rnk500_idxctrl -132.12 -148.08 162.06 40.29 162.06 -33.13 -204.14 -176.11 -145.94
463 mt_961_use2018_best_save_rnk500_idxctrl -137.57 -153.53 156.61 34.84 156.61 -38.58 -209.59 -181.56 -151.38
468 mt_962_use2008_best_save_rnk500_idxctrl -143.44 -159.40 150.74 28.97 150.74 -44.45 -215.46 -187.43 -157.25