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_20260206_151604
120 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 49.01 24.40 35.79 88.79 35.79 -28.43 -61.37 -60.81 -65.93
135 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 47.97 23.36 34.75 87.76 34.75 -29.46 -62.41 -61.85 -66.97
137 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 47.93 23.32 34.71 87.71 34.71 -29.51 -62.45 -61.89 -67.01
148 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 47.38 22.77 34.16 87.17 34.16 -30.05 -63.00 -62.43 -67.56
165 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 46.34 21.73 33.12 86.12 33.12 -31.10 -64.04 -63.48 -68.60
166 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 46.32 21.71 33.11 86.11 33.11 -31.11 -64.06 -63.49 -68.61
173 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 45.91 21.30 32.70 85.70 32.70 -31.52 -64.47 -63.90 -69.02
181 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 45.20 20.59 31.98 84.98 31.98 -32.24 -65.18 -64.62 -69.74
184 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 44.78 20.17 31.56 84.57 31.56 -32.65 -65.60 -65.04 -70.16
185 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 44.50 19.89 31.28 84.29 31.28 -32.93 -65.88 -65.32 -70.44
190 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 43.68 19.08 30.47 83.47 30.47 -33.75 -66.69 -66.13 -71.25
191 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 43.41 18.80 30.19 83.19 30.19 -34.02 -66.97 -66.41 -71.53
219 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 37.61 13.00 24.39 77.40 24.39 -39.82 -72.77 -72.21 -77.33
224 mt_962_use2023_best_save_rnk500_idxctrl 37.22 12.62 24.01 77.01 24.01 -40.21 -73.15 -72.59 -77.71
225 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 36.99 12.38 23.77 76.77 23.77 -40.45 -73.39 -72.83 -77.95
229 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 36.51 11.90 23.29 76.30 23.29 -40.92 -73.87 -73.31 -78.43
230 multin_zz1000_61004_idxctrl_top3800_pv 36.50 11.89 23.28 76.29 23.28 -40.93 -73.88 -73.32 -78.44
232 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 36.14 11.53 22.92 75.93 22.92 -41.29 -74.24 -73.67 -78.79
234 multin_zz1000_61002_idxctrl_50010002000_pv 35.89 11.28 22.67 75.68 22.67 -41.54 -74.49 -73.93 -79.05
237 multin_zz1000_61002_idxctrl_top3800_pv 35.47 10.86 22.25 75.25 22.25 -41.97 -74.91 -74.35 -79.47
239 multin_zz1000_61004_idxctrl_50010002000_pv 35.15 10.54 21.93 74.94 21.93 -42.28 -75.23 -74.67 -79.79
241 mt_962_use2014_best_save_rnk500_idxctrl 34.56 9.95 21.34 74.34 21.34 -42.88 -75.82 -75.26 -80.38
242 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 34.48 9.87 21.26 74.27 21.26 -42.95 -75.90 -75.34 -80.46
243 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 34.45 9.84 21.23 74.23 21.23 -42.99 -75.93 -75.37 -80.49
244 mt_962_use2018_last_save_rnk500_idxctrl 34.31 9.70 21.09 74.10 21.09 -43.12 -76.07 -75.51 -80.63
245 mt_962_use2023_last_save_rnk500_idxctrl 34.20 9.59 20.98 73.98 20.98 -43.24 -76.18 -75.62 -80.74
246 mt_962_use2010_best_save_rnk500_idxctrl 34.07 9.46 20.85 73.86 20.85 -43.36 -76.31 -75.75 -80.87
248 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 33.72 9.11 20.50 73.51 20.50 -43.71 -76.66 -76.09 -81.21
249 multin_zz1000_61001_idxctrl_50010002000_pv 33.67 9.06 20.45 73.46 20.45 -43.76 -76.71 -76.15 -81.27
251 mt_961_use2011_best_save_rnk500_idxctrl 33.49 8.89 20.28 73.28 20.28 -43.94 -76.88 -76.32 -81.44
252 mt_962_use2019_last_save_rnk500_idxctrl 33.22 8.61 20.00 73.00 20.00 -44.22 -77.16 -76.60 -81.72
253 multin_zz1000_61001_idxctrl_top3800_pv 32.99 8.38 19.77 72.77 19.77 -44.44 -77.39 -76.83 -81.95
256 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 32.20 7.59 18.98 71.98 18.98 -45.24 -78.18 -77.62 -82.74
258 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 31.94 7.33 18.72 71.73 18.72 -45.49 -78.44 -77.88 -83.00
260 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 31.79 7.18 18.57 71.58 18.57 -45.64 -78.59 -78.03 -83.15
262 mt_961_use2014_best_save_rnk500_idxctrl 31.54 6.93 18.32 71.32 18.32 -45.90 -78.84 -78.28 -83.40
276 mt_962_use2024_best_save_rnk500_idxctrl 29.93 5.33 16.72 69.72 16.72 -47.50 -80.44 -79.88 -85.00
280 mt_961_use2011_last_save_rnk500_idxctrl 29.62 5.01 16.40 69.40 16.40 -47.82 -80.76 -80.20 -85.32
281 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 29.48 4.87 16.26 69.26 16.26 -47.96 -80.90 -80.34 -85.46
283 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 29.21 4.61 16.00 69.00 16.00 -48.22 -81.16 -80.60 -85.72
287 mt_962_use2012_last_save_rnk500_idxctrl 29.07 4.46 15.85 68.85 15.85 -48.36 -81.31 -80.75 -85.87
295 mt_962_use2013_best_save_rnk500_idxctrl 28.19 3.58 14.97 67.97 14.97 -49.25 -82.19 -81.63 -86.75
297 mt_962_use2011_last_save_rnk500_idxctrl 28.12 3.51 14.90 67.90 14.90 -49.32 -82.26 -81.70 -86.82
301 mt_961_use2012_last_save_rnk500_idxctrl 27.59 2.99 14.38 67.38 14.38 -49.84 -82.78 -82.22 -87.34
307 mt_962_use2018_best_save_rnk500_idxctrl 27.25 2.64 14.04 67.04 14.04 -50.18 -83.13 -82.56 -87.68
308 mt_962_use2021_last_save_rnk500_idxctrl 27.22 2.61 14.00 67.01 14.00 -50.21 -83.16 -82.60 -87.72
311 mt_961_use2014_last_save_rnk500_idxctrl 26.95 2.34 13.73 66.73 13.73 -50.49 -83.43 -82.87 -87.99
312 mt_962_use2020_last_save_rnk500_idxctrl 26.89 2.28 13.67 66.68 13.67 -50.54 -83.49 -82.93 -88.05
329 mt_962_use2022_last_save_rnk500_idxctrl 23.91 -0.70 10.69 63.70 10.69 -53.52 -86.47 -85.91 -91.03
332 mt_961_use2009_best_save_rnk500_idxctrl 23.17 -1.44 9.95 62.96 9.95 -54.26 -87.21 -86.65 -91.77
335 mt_961_use2010_best_save_rnk500_idxctrl 22.75 -1.85 9.54 62.54 9.54 -54.68 -87.62 -87.06 -92.18
336 mt_961_use2013_last_save_rnk500_idxctrl 22.68 -1.93 9.46 62.47 9.46 -54.75 -87.70 -87.14 -92.26
337 mt_962_use2024_last_save_rnk500_idxctrl 22.64 -1.97 9.42 62.43 9.42 -54.79 -87.74 -87.18 -92.30
344 mt_961_use2009_last_save_rnk500_idxctrl 22.00 -2.60 8.79 61.79 8.79 -55.43 -88.37 -87.81 -92.93
347 mt_962_use2010_last_save_rnk500_idxctrl 21.00 -3.61 7.78 60.78 7.78 -56.44 -89.38 -88.82 -93.94
350 mt_961_use2012_best_save_rnk500_idxctrl 20.72 -3.89 7.50 60.50 7.50 -56.71 -89.66 -89.10 -94.22
356 mt_962_use2013_last_save_rnk500_idxctrl 20.21 -4.40 6.99 59.99 6.99 -57.22 -90.17 -89.61 -94.73
358 mt_962_use2012_best_save_rnk500_idxctrl 20.04 -4.57 6.82 59.82 6.82 -57.40 -90.34 -89.78 -94.90
359 mt_962_use2011_best_save_rnk500_idxctrl 19.94 -4.67 6.72 59.73 6.72 -57.49 -90.44 -89.88 -95.00
360 mt_962_use2014_last_save_rnk500_idxctrl 19.87 -4.74 6.65 59.66 6.65 -57.56 -90.51 -89.95 -95.07
363 mt_961_use2017_last_save_rnk500_idxctrl 19.26 -5.35 6.04 59.04 6.04 -58.18 -91.12 -90.56 -95.68
364 mt_961_use2016_best_save_rnk500_idxctrl 19.16 -5.44 5.95 58.95 5.95 -58.27 -91.21 -90.65 -95.77
369 mt_961_use2015_last_save_rnk500_idxctrl 18.50 -6.11 5.28 58.28 5.28 -58.94 -91.88 -91.32 -96.44
373 mt_962_use2021_best_save_rnk500_idxctrl 16.68 -7.93 3.46 56.47 3.46 -60.75 -93.70 -93.13 -98.26
379 mt_961_use2008_last_save_rnk500_idxctrl 15.80 -8.81 2.58 55.59 2.58 -61.63 -94.58 -94.02 -99.14
385 mt_962_use2017_last_save_rnk500_idxctrl 14.71 -9.90 1.49 54.49 1.49 -62.73 -95.67 -95.11 -100.23
388 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 14.52 -10.08 1.31 54.31 1.31 -62.91 -95.85 -95.29 -100.41
389 mt_961_use2013_best_save_rnk500_idxctrl 14.36 -10.25 1.14 54.14 1.14 -63.08 -96.02 -95.46 -100.58
390 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 14.30 -10.31 1.08 54.09 1.08 -63.13 -96.08 -95.51 -100.64
391 mt_961_use2015_best_save_rnk500_idxctrl 14.13 -10.48 0.91 53.91 0.91 -63.31 -96.25 -95.69 -100.81
392 mt_962_use2017_best_save_rnk500_idxctrl 13.99 -10.62 0.77 53.77 0.77 -63.45 -96.39 -95.83 -100.95
393 mt_962_use2019_best_save_rnk500_idxctrl 13.93 -10.68 0.72 53.72 0.72 -63.50 -96.45 -95.88 -101.00
397 mt_961_use2017_best_save_rnk500_idxctrl 13.84 -10.77 0.62 53.62 0.62 -63.60 -96.54 -95.98 -101.10
398 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 13.79 -10.82 0.57 53.57 0.57 -63.65 -96.59 -96.03 -101.15
399 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 13.79 -10.82 0.57 53.57 0.57 -63.65 -96.59 -96.03 -101.15
400 multin_zz1000_61001_idxctrl_pv_rm_fnd 13.73 -10.88 0.51 53.52 0.51 -63.70 -96.65 -96.09 -101.21
403 multin_zz500_61001_idxctrl_zz500_pv 13.48 -11.13 0.26 53.26 0.26 -63.96 -96.90 -96.34 -101.46
405 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 13.28 -11.33 0.06 53.06 0.06 -64.16 -97.10 -96.54 -101.66
406 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 13.27 -11.34 0.05 53.06 0.05 -64.16 -97.11 -96.55 -101.67
407 multin_zz1000_61002_idxctrl_pv_rm_fnd 13.10 -11.51 -0.12 52.89 -0.12 -64.33 -97.28 -96.72 -101.84
408 multin_zz1000_61004_idxctrl_pv_rm_fnd 13.10 -11.51 -0.12 52.89 -0.12 -64.33 -97.28 -96.72 -101.84
412 mt_961_use2010_last_save_rnk500_idxctrl 12.69 -11.92 -0.53 52.47 -0.53 -64.75 -97.69 -97.13 -102.25
415 mt_962_use2009_last_save_rnk500_idxctrl 12.27 -12.34 -0.95 52.05 -0.95 -65.17 -98.11 -97.55 -102.67
416 multin_zz500_61004_idxctrl_zz500_pv 12.07 -12.54 -1.14 51.86 -1.14 -65.36 -98.31 -97.74 -102.86
417 multin_zz500_61002_idxctrl_zz500_pv 11.98 -12.63 -1.24 51.76 -1.24 -65.45 -98.40 -97.84 -102.96
419 multin_zz1000_61002_idxctrl_zz1000_pv 11.71 -12.90 -1.51 51.49 -1.51 -65.73 -98.67 -98.11 -103.23
420 mt_961_use2016_last_save_rnk500_idxctrl 11.71 -12.90 -1.51 51.49 -1.51 -65.73 -98.67 -98.11 -103.23
421 multin_zz1000_61004_idxctrl_zz1000_pv 11.69 -12.92 -1.53 51.47 -1.53 -65.75 -98.69 -98.13 -103.25
426 multin_zz1000_61001_idxctrl_zz1000_pv 11.20 -13.40 -2.01 50.99 -2.01 -66.23 -99.17 -98.61 -103.73
429 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 11.01 -13.60 -2.21 50.80 -2.21 -66.42 -99.37 -98.81 -103.93
430 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 10.97 -13.64 -2.25 50.76 -2.25 -66.46 -99.41 -98.85 -103.97
432 mt_962_use2009_best_save_rnk500_idxctrl 10.71 -13.90 -2.51 50.49 -2.51 -66.73 -99.67 -99.11 -104.23
435 mt_961_use2008_best_save_rnk500_idxctrl 10.53 -14.08 -2.69 50.32 -2.69 -66.90 -99.85 -99.29 -104.41
436 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 10.43 -14.18 -2.79 50.21 -2.79 -67.01 -99.95 -99.39 -104.51
437 mt_962_use2008_last_save_rnk500_idxctrl 10.32 -14.29 -2.90 50.10 -2.90 -67.12 -100.06 -99.50 -104.62
439 mt_962_use2008_best_save_rnk500_idxctrl 10.27 -14.34 -2.95 50.06 -2.95 -67.16 -100.11 -99.55 -104.67
449 multin_zz1000_61004_idxctrl_pv 9.27 -15.34 -3.95 49.05 -3.95 -68.16 -101.11 -100.55 -105.67
450 multin_zz1000_61002_idxctrl_pv 9.27 -15.34 -3.95 49.05 -3.95 -68.16 -101.11 -100.55 -105.67
451 multin_zz1000_61001_idxctrl_pv 9.21 -15.39 -4.00 49.00 -4.00 -68.22 -101.16 -100.60 -105.72
453 multin_zz1000_61002_idxctrl_pv_rm_blc 9.11 -15.50 -4.11 48.90 -4.11 -68.32 -101.27 -100.70 -105.83
454 multin_zz1000_61004_idxctrl_pv_rm_blc 9.11 -15.50 -4.11 48.90 -4.11 -68.32 -101.27 -100.70 -105.83
455 multin_zz1000_61001_idxctrl_pv_rm_blc 8.95 -15.66 -4.27 48.73 -4.27 -68.49 -101.43 -100.87 -105.99
456 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 8.91 -15.70 -4.31 48.69 -4.31 -68.53 -101.47 -100.91 -106.03
457 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 8.72 -15.88 -4.49 48.51 -4.49 -68.71 -101.65 -101.09 -106.21
460 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 8.53 -16.08 -4.69 48.31 -4.69 -68.91 -101.85 -101.29 -106.41
462 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 8.41 -16.20 -4.81 48.19 -4.81 -69.03 -101.97 -101.41 -106.53
463 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 8.36 -16.25 -4.86 48.15 -4.86 -69.07 -102.02 -101.46 -106.58
465 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 8.05 -16.56 -5.17 47.83 -5.17 -69.39 -102.33 -101.77 -106.89
474 mt_962_use2016_best_save_rnk500_idxctrl 2.38 -22.23 -10.84 42.17 -10.84 -75.05 -108.00 -107.44 -112.56
475 mt_961_use2019_best_save_rnk500_idxctrl 2.36 -22.25 -10.86 42.14 -10.86 -75.08 -108.02 -107.46 -112.58
476 mt_961_use2023_last_save_rnk500_idxctrl 2.28 -22.33 -10.94 42.07 -10.94 -75.15 -108.10 -107.54 -112.66
477 mt_961_use2018_last_save_rnk500_idxctrl 2.16 -22.45 -11.06 41.94 -11.06 -75.28 -108.22 -107.66 -112.78
479 mt_962_use2016_last_save_rnk500_idxctrl 1.67 -22.94 -11.55 41.46 -11.55 -75.76 -108.71 -108.15 -113.27
480 mt_962_use2015_last_save_rnk500_idxctrl 1.42 -23.19 -11.80 41.20 -11.80 -76.02 -108.96 -108.40 -113.52
486 mt_961_use2024_last_save_rnk500_idxctrl 0.30 -24.31 -12.92 40.08 -12.92 -77.14 -110.08 -109.52 -114.64
487 mt_962_use2020_best_save_rnk500_idxctrl -0.41 -25.01 -13.62 39.38 -13.62 -77.84 -110.78 -110.22 -115.34
488 mt_961_use2023_best_save_rnk500_idxctrl -0.93 -25.53 -14.14 38.86 -14.14 -78.36 -111.30 -110.74 -115.86
490 mt_961_use2018_best_save_rnk500_idxctrl -2.04 -26.64 -15.25 37.75 -15.25 -79.47 -112.41 -111.85 -116.97
496 mt_961_use2024_best_save_rnk500_idxctrl -3.93 -28.54 -17.15 35.85 -17.15 -81.37 -114.31 -113.75 -118.87
498 mt_961_use2019_last_save_rnk500_idxctrl -4.63 -29.24 -17.85 35.16 -17.85 -82.06 -115.01 -114.45 -119.57
506 mt_961_use2020_best_save_rnk500_idxctrl -10.18 -34.79 -23.40 29.60 -23.40 -87.62 -120.56 -120.00 -125.12
507 mt_961_use2022_last_save_rnk500_idxctrl -11.21 -35.82 -24.43 28.57 -24.43 -88.65 -121.59 -121.03 -126.15
509 mt_961_use2020_last_save_rnk500_idxctrl -11.76 -36.37 -24.98 28.03 -24.98 -89.19 -122.14 -121.57 -126.70
511 mt_961_use2021_last_save_rnk500_idxctrl -14.15 -38.76 -27.37 25.63 -27.37 -91.58 -124.53 -123.97 -129.09
512 mt_962_use2015_best_save_rnk500_idxctrl -14.38 -38.99 -27.60 25.41 -27.60 -91.81 -124.76 -124.20 -129.32
513 mt_961_use2022_best_save_rnk500_idxctrl -14.81 -39.42 -28.03 24.97 -28.03 -92.25 -125.19 -124.63 -129.75
514 mt_961_use2021_best_save_rnk500_idxctrl -15.99 -40.60 -29.21 23.80 -29.21 -93.42 -126.37 -125.81 -130.93
516 mt_962_use2022_best_save_rnk500_idxctrl -18.03 -42.64 -31.25 21.75 -31.25 -95.46 -128.41 -127.85 -132.97