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_20260210_151521
5 mt_961_use2009_best_save_rnk500_idxctrl 30.63 54.14 54.80 39.35 54.81 53.14 233.34 255.02 249.93
8 mt_961_use2009_last_save_rnk500_idxctrl 24.88 48.39 49.05 33.60 49.05 47.39 227.59 249.27 244.18
9 mt_961_use2013_best_save_rnk500_idxctrl 22.35 45.87 46.53 31.08 46.53 44.86 225.07 246.75 241.66
10 mt_961_use2019_last_save_rnk500_idxctrl 21.84 45.35 46.02 30.57 46.02 44.35 224.56 246.24 241.14
11 mt_961_use2019_best_save_rnk500_idxctrl 18.57 42.08 42.75 27.30 42.75 41.08 221.29 242.97 237.87
13 mt_961_use2013_last_save_rnk500_idxctrl 14.83 38.34 39.01 23.55 39.01 37.34 217.54 239.22 234.13
14 mt_961_use2010_last_save_rnk500_idxctrl 14.39 37.91 38.57 23.12 38.57 36.91 217.11 238.79 233.70
19 mt_961_use2017_last_save_rnk500_idxctrl 10.43 33.94 34.61 19.15 34.61 32.94 213.15 234.82 229.73
20 mt_961_use2010_best_save_rnk500_idxctrl 10.09 33.60 34.27 18.82 34.27 32.60 212.81 234.49 229.39
21 mt_961_use2018_best_save_rnk500_idxctrl 8.73 32.24 32.91 17.45 32.91 31.24 211.45 233.12 228.03
23 mt_961_use2017_best_save_rnk500_idxctrl 8.46 31.97 32.64 17.19 32.64 30.97 211.18 232.86 227.76
25 mt_961_use2020_last_save_rnk500_idxctrl 6.54 30.05 30.72 15.27 30.72 29.05 209.26 230.94 225.84
26 mt_961_use2020_best_save_rnk500_idxctrl 6.50 30.01 30.68 15.22 30.68 29.01 209.22 230.90 225.80
28 mt_962_use2016_best_save_rnk500_idxctrl 5.45 28.97 29.63 14.18 29.63 27.96 208.17 229.85 224.76
29 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 5.25 28.76 29.43 13.97 29.43 27.76 207.97 229.65 224.55
30 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 5.02 28.54 29.20 13.75 29.20 27.53 207.74 229.42 224.33
31 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 4.97 28.48 29.15 13.69 29.15 27.48 207.69 229.37 224.27
32 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 4.74 28.25 28.92 13.46 28.92 27.25 207.46 229.13 224.04
33 mt_962_use2024_last_save_rnk500_idxctrl 4.58 28.09 28.76 13.31 28.76 27.09 207.30 228.98 223.88
37 mt_962_use2012_best_save_rnk500_idxctrl 3.97 27.48 28.14 12.69 28.14 26.48 206.68 228.36 223.27
38 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 3.82 27.33 28.00 12.54 28.00 26.33 206.54 228.21 223.12
39 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 3.57 27.08 27.75 12.30 27.75 26.08 206.29 227.97 222.87
45 mt_962_use2024_best_save_rnk500_idxctrl 2.07 25.59 26.25 10.80 26.25 24.59 204.79 226.47 221.38
47 mt_961_use2018_last_save_rnk500_idxctrl 1.81 25.32 25.99 10.53 25.99 24.32 204.52 226.20 221.11
48 mt_962_use2015_last_save_rnk500_idxctrl 1.55 25.06 25.73 10.28 25.73 24.06 204.27 225.95 220.85
50 multin_zz1000_61002_idxctrl_zz1000_pv 1.04 24.55 25.22 9.76 25.22 23.55 203.76 225.43 220.34
52 mt_961_use2021_last_save_rnk500_idxctrl 0.83 24.34 25.01 9.55 25.01 23.34 203.54 225.22 220.13
53 multin_zz1000_61001_idxctrl_zz1000_pv 0.81 24.32 24.98 9.53 24.98 23.32 203.52 225.20 220.11
57 multin_zz1000_61004_idxctrl_zz1000_pv 0.49 24.00 24.67 9.21 24.67 23.00 203.21 224.89 219.79
59 mt_961_use2008_best_save_rnk500_idxctrl -0.01 23.50 24.17 8.71 24.17 22.50 202.71 224.38 219.29
61 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -0.95 22.56 23.23 7.77 23.23 21.56 201.77 223.44 218.35
62 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -1.14 22.37 23.03 7.58 23.03 21.37 201.57 223.25 218.16
63 mt_961_use2012_last_save_rnk500_idxctrl -1.40 22.11 22.77 7.32 22.77 21.11 201.31 222.99 217.90
65 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -1.48 22.03 22.69 7.24 22.69 21.03 201.23 222.91 217.82
66 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -1.97 21.54 22.21 6.76 22.21 20.54 200.75 222.43 217.33
67 mt_961_use2011_last_save_rnk500_idxctrl -2.02 21.49 22.16 6.70 22.16 20.49 200.69 222.37 217.28
68 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -2.63 20.89 21.55 6.10 21.55 19.88 200.09 221.77 216.68
69 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -2.63 20.89 21.55 6.10 21.55 19.88 200.09 221.77 216.68
70 multin_zz1000_61001_idxctrl_pv_rm_fnd -2.88 20.64 21.30 5.85 21.30 19.63 199.84 221.52 216.43
71 mt_962_use2017_last_save_rnk500_idxctrl -3.13 20.38 21.04 5.59 21.04 19.38 199.58 221.26 216.17
72 mt_961_use2012_best_save_rnk500_idxctrl -3.31 20.20 20.87 5.41 20.87 19.20 199.41 221.08 215.99
73 multin_zz1000_61002_idxctrl_pv_rm_fnd -3.43 20.08 20.75 5.30 20.75 19.08 199.29 220.97 215.87
74 multin_zz1000_61004_idxctrl_pv_rm_fnd -3.43 20.08 20.75 5.30 20.75 19.08 199.29 220.97 215.87
75 multin_zz1000_61001_idxctrl_pv -3.58 19.93 20.59 5.14 20.59 18.93 199.13 220.81 215.72
76 mt_961_use2016_last_save_rnk500_idxctrl -3.59 19.93 20.59 5.14 20.59 18.93 199.13 220.81 215.72
78 multin_zz1000_61004_idxctrl_pv -3.82 19.69 20.36 4.91 20.36 18.69 198.90 220.58 215.48
79 multin_zz1000_61002_idxctrl_pv -3.82 19.69 20.36 4.91 20.36 18.69 198.90 220.58 215.48
82 multin_zz1000_61001_idxctrl_pv_rm_blc -4.15 19.36 20.03 4.57 20.03 18.36 198.57 220.24 215.15
84 multin_zz1000_61004_idxctrl_pv_rm_blc -4.43 19.09 19.75 4.30 19.75 18.08 198.29 219.97 214.88
85 multin_zz1000_61002_idxctrl_pv_rm_blc -4.43 19.09 19.75 4.30 19.75 18.08 198.29 219.97 214.88
86 mt_962_use2018_last_save_rnk500_idxctrl -5.06 18.45 19.11 3.66 19.11 17.45 197.65 219.33 214.24
87 mt_961_use2015_best_save_rnk500_idxctrl -5.35 18.16 18.83 3.38 18.83 17.16 197.37 219.05 213.95
100 mt_962_use2017_best_save_rnk500_idxctrl -8.10 15.41 16.07 0.62 16.08 14.41 194.61 216.29 211.20
103 mt_961_use2008_last_save_rnk500_idxctrl -8.90 14.61 15.28 -0.18 15.28 13.61 193.82 215.49 210.40
105 mt_962_use2022_last_save_rnk500_idxctrl -9.24 14.27 14.94 -0.52 14.94 13.27 193.48 215.15 210.06
107 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -9.43 14.08 14.74 -0.71 14.74 13.08 193.28 214.96 209.87
109 mt_962_use2019_best_save_rnk500_idxctrl -9.58 13.93 14.59 -0.86 14.59 12.93 193.13 214.81 209.72
111 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -9.81 13.70 14.37 -1.09 14.37 12.70 192.91 214.59 209.49
113 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -9.84 13.67 14.34 -1.11 14.34 12.67 192.88 214.56 209.46
115 mt_961_use2011_best_save_rnk500_idxctrl -10.10 13.42 14.08 -1.37 14.08 12.41 192.62 214.30 209.21
116 mt_961_use2015_last_save_rnk500_idxctrl -10.27 13.24 13.91 -1.54 13.91 12.24 192.45 214.13 209.03
117 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -10.29 13.22 13.88 -1.57 13.88 12.22 192.42 214.10 209.01
118 mt_961_use2014_best_save_rnk500_idxctrl -10.32 13.19 13.86 -1.59 13.86 12.19 192.40 214.08 208.98
119 mt_962_use2011_best_save_rnk500_idxctrl -10.33 13.18 13.84 -1.61 13.84 12.18 192.38 214.06 208.97
122 mt_962_use2021_best_save_rnk500_idxctrl -10.55 12.96 13.62 -1.83 13.62 11.96 192.16 213.84 208.75
124 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -10.66 12.85 13.52 -1.93 13.52 11.85 192.06 213.74 208.64
128 mt_962_use2016_last_save_rnk500_idxctrl -10.94 12.57 13.24 -2.22 13.24 11.57 191.78 213.46 208.36
132 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -11.25 12.26 12.93 -2.53 12.93 11.26 191.46 213.14 208.05
133 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -11.25 12.26 12.93 -2.53 12.93 11.26 191.46 213.14 208.05
135 mt_962_use2008_best_save_rnk500_idxctrl -11.48 12.03 12.70 -2.76 12.70 11.03 191.24 212.92 207.82
137 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -11.49 12.02 12.69 -2.77 12.69 11.02 191.23 212.90 207.81
138 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -11.52 12.00 12.66 -2.79 12.66 10.99 191.20 212.88 207.79
139 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -11.54 11.97 12.64 -2.81 12.64 10.97 191.18 212.86 207.76
140 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -11.91 11.61 12.27 -3.18 12.27 10.60 190.81 212.49 207.40
142 mt_962_use2012_last_save_rnk500_idxctrl -12.04 11.47 12.14 -3.31 12.14 10.47 190.68 212.36 207.26
145 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -12.88 10.63 11.29 -4.16 11.29 9.63 189.83 211.51 206.42
152 mt_962_use2023_last_save_rnk500_idxctrl -13.44 10.08 10.74 -4.71 10.74 9.07 189.28 210.96 205.87
154 mt_962_use2019_last_save_rnk500_idxctrl -13.61 9.90 10.57 -4.88 10.57 8.90 189.11 210.79 205.69
164 mt_961_use2016_best_save_rnk500_idxctrl -15.39 8.12 8.78 -6.67 8.78 7.12 187.32 209.00 203.91
168 mt_961_use2014_last_save_rnk500_idxctrl -16.13 7.39 8.05 -7.40 8.05 6.38 186.59 208.27 203.18
171 mt_961_use2021_best_save_rnk500_idxctrl -16.36 7.15 7.82 -7.64 7.82 6.15 186.36 208.04 202.94
172 mt_962_use2021_last_save_rnk500_idxctrl -16.39 7.12 7.79 -7.67 7.79 6.12 186.33 208.01 202.91
173 mt_961_use2022_best_save_rnk500_idxctrl -16.40 7.11 7.78 -7.67 7.78 6.11 186.32 208.00 202.90
183 mt_962_use2010_best_save_rnk500_idxctrl -17.05 6.46 7.13 -8.32 7.13 5.46 185.67 207.35 202.25
186 mt_962_use2020_best_save_rnk500_idxctrl -17.41 6.10 6.76 -8.69 6.76 5.10 185.30 206.98 201.89
193 mt_962_use2023_best_save_rnk500_idxctrl -18.14 5.37 6.04 -9.42 6.04 4.37 184.58 206.26 201.16
194 mt_962_use2022_best_save_rnk500_idxctrl -18.16 5.35 6.02 -9.44 6.02 4.35 184.56 206.23 201.14
195 mt_962_use2020_last_save_rnk500_idxctrl -18.25 5.26 5.92 -9.53 5.93 4.26 184.46 206.14 201.05
196 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -18.36 5.15 5.82 -9.64 5.82 4.15 184.36 206.03 200.94
200 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -18.42 5.09 5.75 -9.70 5.75 4.09 184.29 205.97 200.88
205 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -18.65 4.86 5.53 -9.93 5.53 3.86 184.07 205.75 200.65
208 mt_962_use2008_last_save_rnk500_idxctrl -18.88 4.63 5.30 -10.16 5.30 3.63 183.84 205.52 200.42
210 mt_962_use2015_best_save_rnk500_idxctrl -19.00 4.51 5.18 -10.27 5.18 3.51 183.72 205.40 200.30
211 mt_962_use2011_last_save_rnk500_idxctrl -19.05 4.46 5.12 -10.33 5.13 3.46 183.66 205.34 200.25
221 mt_962_use2009_best_save_rnk500_idxctrl -19.51 4.00 4.67 -10.78 4.67 3.00 183.21 204.89 199.79
223 multin_zz1000_61004_idxctrl_50010002000_pv -19.56 3.95 4.62 -10.83 4.62 2.95 183.16 204.84 199.75
224 mt_961_use2023_last_save_rnk500_idxctrl -19.67 3.84 4.51 -10.94 4.51 2.84 183.05 204.73 199.63
225 multin_zz500_61002_idxctrl_zz500_pv -19.70 3.81 4.47 -10.98 4.47 2.81 183.01 204.69 199.60
227 multin_zz500_61001_idxctrl_zz500_pv -19.88 3.64 4.30 -11.15 4.30 2.64 182.84 204.52 199.43
229 multin_zz500_61004_idxctrl_zz500_pv -20.03 3.48 4.15 -11.31 4.15 2.48 182.69 204.36 199.27
232 multin_zz1000_61002_idxctrl_50010002000_pv -20.19 3.32 3.98 -11.47 3.98 2.32 182.52 204.20 199.11
237 mt_962_use2014_best_save_rnk500_idxctrl -20.37 3.14 3.80 -11.65 3.81 2.14 182.34 204.02 198.93
243 multin_zz1000_61002_idxctrl_top3800_pv -20.78 2.73 3.40 -12.05 3.40 1.73 181.94 203.62 198.52
252 mt_962_use2009_last_save_rnk500_idxctrl -21.60 1.91 2.57 -12.88 2.57 0.91 181.11 202.79 197.70
261 mt_962_use2018_best_save_rnk500_idxctrl -21.74 1.78 2.44 -13.01 2.44 0.78 180.98 202.66 197.57
264 multin_zz1000_61001_idxctrl_top3800_pv -21.95 1.57 2.23 -13.22 2.23 0.57 180.77 202.45 197.36
267 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -22.08 1.43 2.10 -13.35 2.10 0.43 180.64 202.32 197.23
268 mt_962_use2013_best_save_rnk500_idxctrl -22.08 1.43 2.09 -13.36 2.09 0.43 180.63 202.31 197.22
269 multin_zz1000_61004_idxctrl_top3800_pv -22.11 1.40 2.07 -13.39 2.07 0.40 180.61 202.28 197.19
272 mt_962_use2014_last_save_rnk500_idxctrl -22.27 1.24 1.90 -13.55 1.90 0.24 180.44 202.12 197.03
276 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -22.52 0.99 1.66 -13.79 1.66 -0.01 180.20 201.88 196.78
277 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -22.54 0.97 1.64 -13.81 1.64 -0.03 180.18 201.86 196.76
283 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -22.71 0.80 1.46 -13.99 1.46 -0.20 180.00 201.68 196.59
287 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -23.10 0.41 1.07 -14.38 1.07 -0.59 179.61 201.29 196.20
288 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -23.16 0.35 1.02 -14.44 1.02 -0.65 179.56 201.23 196.14
291 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -23.34 0.17 0.84 -14.62 0.84 -0.83 179.38 201.06 195.96
298 mt_962_use2010_last_save_rnk500_idxctrl -23.68 -0.17 0.50 -14.95 0.50 -1.17 179.04 200.72 195.62
299 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -23.73 -0.22 0.45 -15.00 0.45 -1.22 178.99 200.67 195.57
300 multin_zz1000_61001_idxctrl_50010002000_pv -23.83 -0.32 0.35 -15.11 0.35 -1.32 178.89 200.56 195.47
307 mt_961_use2022_last_save_rnk500_idxctrl -24.24 -0.73 -0.07 -15.52 -0.06 -1.73 178.47 200.15 195.06
312 mt_962_use2013_last_save_rnk500_idxctrl -24.58 -1.07 -0.40 -15.85 -0.40 -2.07 178.14 199.82 194.73
319 mt_961_use2024_last_save_rnk500_idxctrl -24.96 -1.45 -0.78 -16.24 -0.78 -2.45 177.75 199.43 194.34
321 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -25.37 -1.85 -1.19 -16.64 -1.19 -2.85 177.35 199.03 193.94
322 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -25.45 -1.94 -1.27 -16.73 -1.27 -2.94 177.27 198.94 193.85
323 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -25.62 -2.11 -1.45 -16.90 -1.45 -3.11 177.09 198.77 193.68
327 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -25.91 -2.40 -1.73 -17.19 -1.73 -3.40 176.81 198.49 193.39
361 mt_961_use2024_best_save_rnk500_idxctrl -29.31 -5.80 -5.13 -20.59 -5.13 -6.80 173.41 195.09 189.99
402 mt_961_use2023_best_save_rnk500_idxctrl -33.99 -10.48 -9.81 -25.26 -9.81 -11.48 168.73 190.41 185.32