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_20260204_151519
17 mt_962_use2008_best_save_rnk500_idxctrl 188.43 170.58 186.61 103.85 186.61 139.85 157.88 138.18 154.61
24 mt_961_use2022_last_save_rnk500_idxctrl 180.82 162.97 179.00 96.24 179.00 132.24 150.27 130.57 147.00
27 mt_961_use2022_best_save_rnk500_idxctrl 174.23 156.38 172.41 89.66 172.41 125.65 143.68 123.98 140.41
29 mt_962_use2008_last_save_rnk500_idxctrl 172.41 154.56 170.59 87.83 170.59 123.83 141.86 122.16 138.59
44 mt_961_use2024_best_save_rnk500_idxctrl 155.37 137.52 153.55 70.80 153.55 106.79 124.83 105.12 121.55
48 mt_962_use2016_best_save_rnk500_idxctrl 153.51 135.66 151.69 68.94 151.69 104.93 122.97 103.26 119.69
50 mt_961_use2023_best_save_rnk500_idxctrl 152.36 134.51 150.54 67.78 150.54 103.78 121.81 102.11 118.54
54 mt_962_use2009_best_save_rnk500_idxctrl 148.24 130.39 146.42 63.66 146.42 99.66 117.69 97.99 114.42
55 mt_961_use2008_best_save_rnk500_idxctrl 148.00 130.15 146.19 63.43 146.19 99.42 117.46 97.76 114.19
63 mt_962_use2011_best_save_rnk500_idxctrl 140.15 122.30 138.33 55.57 138.33 91.57 109.60 89.90 106.33
65 mt_962_use2009_last_save_rnk500_idxctrl 139.86 122.01 138.04 55.29 138.04 91.28 109.31 89.61 106.04
71 mt_961_use2023_last_save_rnk500_idxctrl 132.75 114.90 130.94 48.18 130.94 84.17 102.21 82.51 98.93
87 mt_961_use2018_best_save_rnk500_idxctrl 128.20 110.35 126.38 43.62 126.38 79.62 97.65 77.95 94.38
89 mt_961_use2008_last_save_rnk500_idxctrl 127.84 109.99 126.02 43.27 126.03 79.26 97.30 77.59 94.02
98 mt_962_use2018_last_save_rnk500_idxctrl 124.59 106.74 122.77 40.01 122.77 76.01 94.04 74.34 90.77
100 mt_961_use2024_last_save_rnk500_idxctrl 124.10 106.25 122.28 39.52 122.28 75.52 93.55 73.85 90.28
109 mt_961_use2021_last_save_rnk500_idxctrl 120.35 102.50 118.53 35.77 118.53 71.77 89.80 70.10 86.53
116 mt_961_use2016_best_save_rnk500_idxctrl 116.39 98.54 114.57 31.81 114.57 67.81 85.84 66.14 82.57
117 mt_961_use2014_last_save_rnk500_idxctrl 115.91 98.06 114.09 31.33 114.09 67.33 85.36 65.66 82.09
120 mt_961_use2018_last_save_rnk500_idxctrl 114.76 96.91 112.95 30.19 112.95 66.18 84.22 64.52 80.95
122 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 109.95 92.10 108.13 25.37 108.13 61.37 79.40 59.70 76.13
123 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 109.74 91.89 107.93 25.17 107.93 61.16 79.20 59.50 75.93
124 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 108.43 90.58 106.62 23.86 106.62 59.85 77.89 58.19 74.62
125 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 108.15 90.30 106.33 23.57 106.33 59.57 77.60 57.90 74.33
126 mt_961_use2017_best_save_rnk500_idxctrl 108.01 90.16 106.20 23.44 106.20 59.43 77.47 57.77 74.20
127 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 107.48 89.64 105.67 22.91 105.67 58.91 76.94 57.24 73.67
129 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 105.96 88.11 104.14 21.38 104.14 57.38 75.41 55.71 72.14
137 mt_962_use2017_last_save_rnk500_idxctrl 102.54 84.69 100.72 17.96 100.72 53.96 71.99 52.29 68.72
140 mt_961_use2016_last_save_rnk500_idxctrl 101.00 83.15 99.19 16.43 99.19 52.42 70.46 50.76 67.19
145 mt_961_use2014_best_save_rnk500_idxctrl 100.07 82.22 98.25 15.49 98.25 51.49 69.52 49.82 66.25
148 mt_961_use2012_last_save_rnk500_idxctrl 98.43 80.58 96.61 13.85 96.61 49.85 67.88 48.18 64.61
154 mt_961_use2011_last_save_rnk500_idxctrl 97.49 79.64 95.67 12.92 95.68 48.91 66.95 47.24 63.67
157 mt_962_use2014_last_save_rnk500_idxctrl 96.19 78.34 94.37 11.61 94.37 47.61 65.64 45.94 62.37
159 mt_961_use2012_best_save_rnk500_idxctrl 96.07 78.22 94.25 11.50 94.25 47.49 65.53 45.82 62.25
175 mt_962_use2014_best_save_rnk500_idxctrl 89.29 71.44 87.47 4.71 87.47 40.71 58.74 39.04 55.47
176 mt_961_use2009_best_save_rnk500_idxctrl 89.20 71.35 87.39 4.63 87.39 40.62 58.66 38.96 55.39
177 mt_961_use2009_last_save_rnk500_idxctrl 88.71 70.86 86.89 4.13 86.89 40.13 58.16 38.46 54.89
178 multin_zz1000_61004_idxctrl_pv_rm_fnd 88.66 70.81 86.85 4.09 86.85 40.08 58.12 38.42 54.85
179 multin_zz1000_61002_idxctrl_pv_rm_fnd 88.66 70.81 86.85 4.09 86.85 40.08 58.12 38.42 54.85
180 mt_961_use2017_last_save_rnk500_idxctrl 88.54 70.69 86.73 3.97 86.73 39.96 58.00 38.30 54.73
184 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 88.01 70.16 86.19 3.43 86.19 39.43 57.46 37.76 54.19
185 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 88.01 70.16 86.19 3.43 86.19 39.43 57.46 37.76 54.19
188 multin_zz1000_61001_idxctrl_pv_rm_fnd 85.46 67.61 83.64 0.88 83.64 36.88 54.91 35.21 51.64
191 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 84.76 66.91 82.95 0.19 82.95 36.18 54.22 34.52 50.95
196 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 83.24 65.39 81.42 -1.34 81.42 34.66 52.69 32.99 49.42
197 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 83.04 65.19 81.22 -1.53 81.22 34.46 52.49 32.79 49.22
198 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 82.96 65.12 81.15 -1.61 81.15 34.39 52.42 32.72 49.15
201 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 81.88 64.03 80.07 -2.69 80.07 33.30 51.34 31.64 48.07
208 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 80.54 62.69 78.73 -4.03 78.73 31.96 50.00 30.29 46.72
210 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 80.38 62.53 78.57 -4.19 78.57 31.80 49.84 30.14 46.57
211 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 80.08 62.23 78.26 -4.50 78.26 31.50 49.53 29.83 46.26
213 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 79.42 61.57 77.60 -5.16 77.60 30.84 48.87 29.17 45.60
215 mt_961_use2010_best_save_rnk500_idxctrl 79.12 61.27 77.30 -5.46 77.30 30.54 48.57 28.87 45.30
218 multin_zz500_61004_idxctrl_zz500_pv 78.29 60.44 76.47 -6.29 76.47 29.71 47.74 28.04 44.47
219 multin_zz500_61002_idxctrl_zz500_pv 78.27 60.42 76.45 -6.31 76.45 29.69 47.72 28.02 44.45
220 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 77.94 60.09 76.13 -6.63 76.13 29.36 47.40 27.69 44.12
221 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 77.85 60.01 76.04 -6.72 76.04 29.27 47.31 27.61 44.04
224 mt_962_use2010_best_save_rnk500_idxctrl 76.42 58.57 74.60 -8.16 74.60 27.84 45.87 26.17 42.60
225 mt_962_use2011_last_save_rnk500_idxctrl 76.03 58.18 74.21 -8.54 74.21 27.45 45.49 25.78 42.21
227 multin_zz500_61001_idxctrl_zz500_pv 75.77 57.92 73.95 -8.80 73.95 27.19 45.23 25.52 41.95
228 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 75.47 57.62 73.65 -9.11 73.65 26.89 44.92 25.22 41.65
238 mt_961_use2020_best_save_rnk500_idxctrl 73.61 55.76 71.80 -10.96 71.80 25.03 43.07 23.36 39.79
250 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 70.13 52.28 68.31 -14.44 68.31 21.55 39.59 19.88 36.31
251 mt_961_use2020_last_save_rnk500_idxctrl 70.01 52.16 68.19 -14.57 68.19 21.43 39.46 19.76 36.19
256 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 69.11 51.26 67.29 -15.46 67.29 20.53 38.57 18.86 35.29
263 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 67.86 50.01 66.04 -16.72 66.04 19.28 37.31 17.61 34.04
264 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 67.49 49.65 65.68 -17.08 65.68 18.92 36.95 17.25 33.68
265 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 67.43 49.58 65.61 -17.14 65.61 18.85 36.88 17.18 33.61
266 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 67.10 49.25 65.29 -17.47 65.29 18.52 36.56 16.86 33.29
267 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 67.08 49.23 65.26 -17.50 65.26 18.50 36.53 16.83 33.26
269 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 66.08 48.23 64.26 -18.50 64.26 17.50 35.53 15.83 32.26
273 multin_zz1000_61004_idxctrl_pv 64.71 46.86 62.89 -19.87 62.89 16.13 34.16 14.46 30.89
274 multin_zz1000_61002_idxctrl_pv 64.71 46.86 62.89 -19.87 62.89 16.13 34.16 14.46 30.89
276 multin_zz1000_61004_idxctrl_pv_rm_blc 64.10 46.25 62.28 -20.47 62.28 15.52 33.55 13.85 30.28
277 multin_zz1000_61002_idxctrl_pv_rm_blc 64.10 46.25 62.28 -20.47 62.28 15.52 33.55 13.85 30.28
286 mt_962_use2016_last_save_rnk500_idxctrl 61.84 43.99 60.02 -22.74 60.02 13.26 31.29 11.59 28.02
287 multin_zz1000_61001_idxctrl_pv 61.65 43.80 59.83 -22.93 59.83 13.07 31.10 11.40 27.83
289 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 61.58 43.73 59.76 -22.99 59.76 13.00 31.04 11.33 27.76
290 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 61.19 43.35 59.38 -23.38 59.38 12.62 30.65 10.95 27.38
294 multin_zz1000_61001_idxctrl_pv_rm_blc 60.98 43.13 59.16 -23.60 59.16 12.40 30.43 10.73 27.16
305 mt_961_use2015_last_save_rnk500_idxctrl 58.94 41.09 57.12 -25.64 57.12 10.36 28.39 8.69 25.12
307 mt_961_use2013_last_save_rnk500_idxctrl 58.03 40.18 56.22 -26.54 56.22 9.45 27.49 7.79 24.22
323 mt_961_use2019_last_save_rnk500_idxctrl 54.39 36.54 52.58 -30.18 52.58 5.81 23.85 4.14 20.57
328 multin_zz1000_61004_idxctrl_top3800_pv 52.87 35.02 51.05 -31.71 51.05 4.29 22.32 2.62 19.05
330 mt_961_use2011_best_save_rnk500_idxctrl 52.07 34.22 50.25 -32.51 50.25 3.49 21.52 1.82 18.25
332 multin_zz1000_61004_idxctrl_50010002000_pv 51.83 33.98 50.01 -32.75 50.01 3.25 21.28 1.58 18.01
334 mt_961_use2010_last_save_rnk500_idxctrl 51.14 33.29 49.32 -33.44 49.32 2.56 20.59 0.89 17.32
335 multin_zz1000_61002_idxctrl_top3800_pv 50.85 33.00 49.03 -33.73 49.03 2.27 20.30 0.60 17.03
336 multin_zz1000_61002_idxctrl_50010002000_pv 50.79 32.94 48.97 -33.79 48.97 2.21 20.24 0.54 16.97
337 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 50.42 32.57 48.60 -34.16 48.60 1.84 19.87 0.17 16.60
339 mt_962_use2017_best_save_rnk500_idxctrl 49.73 31.88 47.91 -34.85 47.91 1.15 19.18 -0.52 15.91
342 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 49.21 31.36 47.39 -35.37 47.39 0.63 18.66 -1.04 15.39
345 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 48.10 30.25 46.28 -36.48 46.28 -0.48 17.55 -2.15 14.28
346 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 47.81 29.97 46.00 -36.76 46.00 -0.77 17.27 -2.43 14.00
354 multin_zz1000_61004_idxctrl_zz1000_pv 45.53 27.68 43.71 -39.05 43.71 -3.05 14.98 -4.72 11.71
356 multin_zz1000_61002_idxctrl_zz1000_pv 45.21 27.36 43.39 -39.37 43.39 -3.37 14.66 -5.04 11.39
359 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 45.09 27.24 43.28 -39.48 43.28 -3.49 14.55 -5.15 11.28
363 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 44.74 26.89 42.93 -39.83 42.93 -3.84 14.20 -5.50 10.93
365 mt_961_use2015_best_save_rnk500_idxctrl 44.59 26.74 42.77 -39.99 42.77 -3.99 14.04 -5.66 10.77
366 mt_962_use2012_last_save_rnk500_idxctrl 44.59 26.74 42.78 -39.98 42.78 -3.99 14.05 -5.65 10.78
367 mt_962_use2018_best_save_rnk500_idxctrl 44.16 26.31 42.34 -40.41 42.34 -4.42 13.62 -6.09 10.34
373 mt_961_use2019_best_save_rnk500_idxctrl 43.46 25.61 41.64 -41.12 41.64 -5.12 12.91 -6.79 9.64
376 mt_962_use2010_last_save_rnk500_idxctrl 42.89 25.04 41.07 -41.69 41.07 -5.69 12.34 -7.36 9.07
385 mt_961_use2021_best_save_rnk500_idxctrl 40.60 22.75 38.78 -43.97 38.78 -7.98 10.05 -9.65 6.78
388 multin_zz1000_61001_idxctrl_top3800_pv 39.86 22.01 38.04 -44.72 38.04 -8.72 9.31 -10.39 6.04
389 multin_zz1000_61001_idxctrl_zz1000_pv 39.56 21.71 37.74 -45.02 37.74 -9.02 9.01 -10.69 5.74
392 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 38.96 21.12 37.15 -45.61 37.15 -9.62 8.42 -11.28 5.15
394 multin_zz1000_61001_idxctrl_50010002000_pv 38.43 20.58 36.61 -46.15 36.61 -10.15 7.88 -11.82 4.61
396 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 36.79 18.95 34.98 -47.78 34.98 -11.78 6.25 -13.45 2.98
403 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 35.30 17.45 33.48 -49.28 33.48 -13.28 4.75 -14.95 1.48
416 mt_962_use2023_last_save_rnk500_idxctrl 30.42 12.57 28.60 -54.16 28.60 -18.16 -0.13 -19.83 -3.40
423 mt_962_use2022_last_save_rnk500_idxctrl 26.34 8.49 24.52 -58.23 24.52 -22.24 -4.21 -23.91 -7.48
424 mt_962_use2012_best_save_rnk500_idxctrl 26.18 8.33 24.37 -58.39 24.37 -22.40 -4.36 -24.06 -7.63
431 mt_962_use2019_last_save_rnk500_idxctrl 22.94 5.09 21.13 -61.63 21.13 -25.64 -7.60 -27.31 -10.88
436 mt_962_use2015_last_save_rnk500_idxctrl 20.85 3.00 19.03 -63.72 19.03 -27.73 -9.69 -29.40 -12.97
439 mt_962_use2023_best_save_rnk500_idxctrl 19.62 1.77 17.81 -64.95 17.81 -28.96 -10.92 -30.62 -14.19
443 mt_962_use2013_last_save_rnk500_idxctrl 17.34 -0.51 15.53 -67.23 15.53 -31.24 -13.20 -32.90 -16.47
451 mt_961_use2013_best_save_rnk500_idxctrl 13.43 -4.42 11.61 -71.15 11.61 -35.15 -17.12 -36.82 -20.39
469 mt_962_use2013_best_save_rnk500_idxctrl 5.77 -12.08 3.95 -78.81 3.95 -42.81 -24.78 -44.48 -28.05
470 mt_962_use2024_best_save_rnk500_idxctrl 5.31 -12.54 3.49 -79.27 3.49 -43.27 -25.24 -44.94 -28.51
478 mt_962_use2020_last_save_rnk500_idxctrl 0.28 -17.57 -1.54 -84.30 -1.54 -48.30 -30.27 -49.97 -33.54
480 mt_962_use2021_last_save_rnk500_idxctrl -1.03 -18.87 -2.84 -85.60 -2.84 -49.61 -31.57 -51.27 -34.84
493 mt_962_use2024_last_save_rnk500_idxctrl -10.96 -28.80 -12.77 -95.53 -12.77 -59.53 -41.50 -61.20 -44.77
495 mt_962_use2019_best_save_rnk500_idxctrl -12.57 -30.42 -14.39 -97.15 -14.39 -61.15 -43.12 -62.82 -46.39
496 mt_962_use2022_best_save_rnk500_idxctrl -12.98 -30.82 -14.79 -97.55 -14.79 -61.55 -43.52 -63.22 -46.79
497 mt_962_use2021_best_save_rnk500_idxctrl -13.73 -31.58 -15.55 -98.30 -15.54 -62.31 -44.27 -63.98 -47.55
511 mt_962_use2020_best_save_rnk500_idxctrl -43.01 -60.86 -44.83 -127.59 -44.83 -91.59 -73.56 -93.26 -76.83
516 mt_962_use2015_best_save_rnk500_idxctrl -49.58 -67.43 -51.39 -134.15 -51.39 -98.16 -80.12 -99.82 -83.39