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_20260224_151514
22 mt_961_use2014_best_save_rnk500_idxctrl 120.63 123.98 240.40 133.03 240.40 70.34 -67.87 -62.53 -25.41
23 mt_961_use2014_last_save_rnk500_idxctrl 120.07 123.41 239.83 132.47 239.83 69.77 -68.43 -63.09 -25.98
49 mt_962_use2014_last_save_rnk500_idxctrl 98.12 101.46 217.88 110.51 217.88 47.82 -90.38 -85.04 -47.93
55 mt_961_use2015_last_save_rnk500_idxctrl 94.34 97.68 214.10 106.74 214.10 44.04 -94.16 -88.82 -51.71
61 mt_962_use2014_best_save_rnk500_idxctrl 89.39 92.74 209.15 101.79 209.16 39.10 -99.11 -93.77 -56.65
88 mt_962_use2012_last_save_rnk500_idxctrl 80.44 83.78 200.20 92.83 200.20 30.14 -108.06 -102.72 -65.61
102 mt_961_use2016_best_save_rnk500_idxctrl 77.31 80.66 197.07 89.71 197.07 27.02 -111.19 -105.85 -68.74
109 mt_962_use2017_last_save_rnk500_idxctrl 74.74 78.09 194.50 87.14 194.50 24.45 -113.76 -108.42 -71.31
112 mt_961_use2016_last_save_rnk500_idxctrl 72.44 75.79 192.20 84.84 192.20 22.15 -116.06 -110.72 -73.61
115 mt_961_use2023_best_save_rnk500_idxctrl 71.46 74.80 191.22 83.86 191.22 21.16 -117.04 -111.70 -74.59
125 mt_962_use2009_last_save_rnk500_idxctrl 68.43 71.78 188.20 80.83 188.20 18.14 -120.07 -114.72 -77.61
132 mt_962_use2008_last_save_rnk500_idxctrl 66.82 70.17 186.59 79.22 186.59 16.53 -121.67 -116.33 -79.22
133 mt_962_use2009_best_save_rnk500_idxctrl 66.57 69.92 186.33 78.97 186.33 16.28 -121.93 -116.59 -79.48
142 mt_962_use2011_best_save_rnk500_idxctrl 65.44 68.78 185.20 77.84 185.20 15.14 -123.06 -117.72 -80.61
149 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 64.70 68.04 184.46 77.10 184.46 14.40 -123.80 -118.46 -81.35
151 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 64.00 67.35 183.77 76.40 183.77 13.71 -124.50 -119.16 -82.04
152 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 63.98 67.33 183.75 76.38 183.75 13.69 -124.52 -119.18 -82.06
154 mt_961_use2015_best_save_rnk500_idxctrl 63.72 67.07 183.48 76.12 183.49 13.43 -124.78 -119.44 -82.32
159 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 63.31 66.65 183.07 75.71 183.07 13.01 -125.19 -119.85 -82.74
160 mt_961_use2023_last_save_rnk500_idxctrl 63.23 66.58 183.00 75.63 183.00 12.94 -125.27 -119.93 -82.81
197 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 59.30 62.65 179.06 71.70 179.07 9.01 -129.20 -123.86 -86.74
200 mt_962_use2008_best_save_rnk500_idxctrl 58.99 62.34 178.76 71.39 178.76 8.70 -129.51 -124.17 -87.05
201 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 58.77 62.12 178.53 71.17 178.54 8.48 -129.73 -124.39 -87.27
203 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 58.41 61.76 178.17 70.81 178.17 8.12 -130.09 -124.75 -87.64
205 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 57.91 61.26 177.68 70.31 177.68 7.62 -130.59 -125.25 -88.13
208 mt_961_use2008_best_save_rnk500_idxctrl 57.60 60.94 177.36 69.99 177.36 7.30 -130.90 -125.56 -88.45
210 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 56.88 60.22 176.64 69.28 176.64 6.58 -131.62 -126.28 -89.17
211 mt_962_use2011_last_save_rnk500_idxctrl 56.85 60.20 176.61 69.25 176.61 6.56 -131.65 -126.31 -89.20
214 mt_962_use2016_best_save_rnk500_idxctrl 55.91 59.26 175.67 68.31 175.67 5.62 -132.59 -127.25 -90.13
216 mt_961_use2008_last_save_rnk500_idxctrl 55.37 58.72 175.13 67.77 175.13 5.08 -133.13 -127.79 -90.67
217 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 55.31 58.66 175.07 67.71 175.07 5.02 -133.19 -127.85 -90.74
221 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 54.66 58.01 174.43 67.06 174.43 4.37 -133.83 -128.49 -91.38
244 mt_961_use2021_best_save_rnk500_idxctrl 49.84 53.19 169.61 62.24 169.61 -0.45 -138.66 -133.32 -96.20
246 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 49.57 52.91 169.33 61.97 169.33 -0.73 -138.93 -133.59 -96.48
249 mt_962_use2013_best_save_rnk500_idxctrl 48.55 51.89 168.31 60.95 168.31 -1.75 -139.95 -134.61 -97.50
253 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 48.11 51.46 167.87 60.51 167.87 -2.18 -140.39 -135.05 -97.94
255 mt_962_use2010_best_save_rnk500_idxctrl 47.87 51.21 167.63 60.26 167.63 -2.43 -140.63 -135.29 -98.18
256 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 47.33 50.67 167.09 59.73 167.09 -2.97 -141.17 -135.83 -98.72
257 mt_961_use2017_last_save_rnk500_idxctrl 47.29 50.64 167.06 59.69 167.06 -3.00 -141.20 -135.86 -98.75
263 mt_961_use2022_best_save_rnk500_idxctrl 46.35 49.70 166.11 58.75 166.11 -3.94 -142.15 -136.81 -99.70
264 mt_962_use2017_best_save_rnk500_idxctrl 46.19 49.54 165.96 58.59 165.96 -4.10 -142.31 -136.97 -99.85
267 mt_962_use2013_last_save_rnk500_idxctrl 45.64 48.99 165.41 58.04 165.41 -4.65 -142.86 -137.52 -100.40
269 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 45.24 48.59 165.01 57.64 165.01 -5.05 -143.25 -137.91 -100.80
270 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 45.16 48.51 164.92 57.56 164.93 -5.13 -143.34 -138.00 -100.88
271 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 44.77 48.11 164.53 57.17 164.53 -5.53 -143.73 -138.39 -101.28
272 mt_961_use2009_last_save_rnk500_idxctrl 44.71 48.06 164.47 57.11 164.47 -5.58 -143.79 -138.45 -101.34
273 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 44.69 48.04 164.45 57.09 164.45 -5.60 -143.81 -138.47 -101.36
290 mt_961_use2009_best_save_rnk500_idxctrl 41.70 45.05 161.47 54.10 161.47 -8.59 -146.80 -141.46 -104.34
302 mt_961_use2012_best_save_rnk500_idxctrl 39.57 42.92 159.33 51.97 159.34 -10.72 -148.93 -143.59 -106.47
314 mt_961_use2011_last_save_rnk500_idxctrl 37.03 40.38 156.79 49.43 156.79 -13.26 -151.47 -146.13 -109.02
317 mt_962_use2016_last_save_rnk500_idxctrl 36.68 40.03 156.44 49.08 156.45 -13.61 -151.82 -146.48 -109.36
320 mt_961_use2022_last_save_rnk500_idxctrl 36.44 39.79 156.21 48.84 156.21 -13.85 -152.06 -146.72 -109.60
326 mt_961_use2012_last_save_rnk500_idxctrl 35.34 38.69 155.11 47.74 155.11 -14.95 -153.16 -147.82 -110.70
330 mt_961_use2021_last_save_rnk500_idxctrl 34.29 37.64 154.06 46.69 154.06 -16.00 -154.21 -148.87 -111.75
338 mt_962_use2021_last_save_rnk500_idxctrl 32.65 36.00 152.41 45.05 152.41 -17.64 -155.85 -150.51 -113.40
343 mt_961_use2017_best_save_rnk500_idxctrl 31.75 35.10 151.52 44.15 151.52 -18.54 -156.74 -151.40 -114.29
346 mt_962_use2024_best_save_rnk500_idxctrl 30.60 33.94 150.36 43.00 150.36 -19.70 -157.90 -152.56 -115.45
347 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 30.30 33.65 150.06 42.70 150.07 -19.99 -158.20 -152.86 -115.74
348 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 30.30 33.65 150.06 42.70 150.07 -19.99 -158.20 -152.86 -115.74
350 mt_962_use2023_last_save_rnk500_idxctrl 29.92 33.26 149.68 42.32 149.68 -20.38 -158.58 -153.24 -116.13
351 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 29.14 32.49 148.90 41.54 148.90 -21.15 -159.36 -154.02 -116.91
353 mt_962_use2018_last_save_rnk500_idxctrl 28.87 32.22 148.63 41.27 148.63 -21.42 -159.63 -154.29 -117.18
357 mt_962_use2023_best_save_rnk500_idxctrl 28.40 31.75 148.17 40.80 148.17 -21.89 -160.10 -154.76 -117.64
358 multin_zz1000_61002_idxctrl_pv_rm_fnd 27.91 31.25 147.67 40.31 147.67 -22.39 -160.59 -155.25 -118.14
359 multin_zz1000_61004_idxctrl_pv_rm_fnd 27.91 31.25 147.67 40.31 147.67 -22.39 -160.59 -155.25 -118.14
365 multin_zz1000_61001_idxctrl_pv_rm_fnd 26.66 30.01 146.43 39.06 146.43 -23.63 -161.84 -156.50 -119.38
367 mt_962_use2024_last_save_rnk500_idxctrl 25.30 28.65 145.06 37.70 145.06 -24.99 -163.20 -157.86 -120.75
369 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 24.61 27.96 144.37 37.01 144.37 -25.68 -163.89 -158.55 -121.44
370 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 24.52 27.87 144.29 36.92 144.29 -25.77 -163.98 -158.64 -121.52
371 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 24.14 27.49 143.91 36.54 143.91 -26.15 -164.36 -159.02 -121.90
374 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 23.63 26.98 143.40 36.03 143.40 -26.66 -164.87 -159.53 -122.41
375 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 23.43 26.78 143.20 35.83 143.20 -26.86 -165.07 -159.73 -122.61
376 multin_zz1000_61004_idxctrl_top3800_pv 23.29 26.64 143.06 35.69 143.06 -27.00 -165.21 -159.87 -122.75
377 mt_961_use2011_best_save_rnk500_idxctrl 23.27 26.62 143.04 35.67 143.04 -27.02 -165.23 -159.89 -122.77
378 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 23.23 26.58 142.99 35.63 142.99 -27.06 -165.27 -159.93 -122.82
379 multin_zz1000_61004_idxctrl_50010002000_pv 22.93 26.28 142.69 35.33 142.69 -27.36 -165.57 -160.23 -123.11
380 multin_zz1000_61002_idxctrl_top3800_pv 22.83 26.18 142.59 35.23 142.59 -27.46 -165.67 -160.33 -123.22
381 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 22.80 26.15 142.56 35.20 142.57 -27.49 -165.70 -160.36 -123.24
383 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 22.20 25.55 141.96 34.60 141.96 -28.09 -166.30 -160.96 -123.84
384 multin_zz1000_61002_idxctrl_50010002000_pv 22.02 25.37 141.78 34.42 141.79 -28.27 -166.48 -161.14 -124.02
386 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 21.58 24.93 141.35 33.98 141.35 -28.71 -166.92 -161.58 -124.46
389 multin_zz1000_61002_idxctrl_pv_rm_blc 20.83 24.18 140.59 33.23 140.59 -29.46 -167.67 -162.33 -125.21
390 multin_zz1000_61004_idxctrl_pv_rm_blc 20.83 24.18 140.59 33.23 140.59 -29.46 -167.67 -162.33 -125.21
391 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 20.66 24.01 140.42 33.06 140.42 -29.63 -167.84 -162.50 -125.39
392 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 20.64 23.99 140.41 33.04 140.41 -29.65 -167.86 -162.52 -125.40
396 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 19.37 22.72 139.14 31.77 139.14 -30.92 -169.13 -163.79 -126.67
399 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 19.08 22.43 138.84 31.48 138.84 -31.21 -169.42 -164.08 -126.97
400 multin_zz1000_61001_idxctrl_pv_rm_blc 18.89 22.23 138.65 31.29 138.65 -31.41 -169.61 -164.27 -127.16
401 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 18.43 21.78 138.19 30.83 138.20 -31.86 -170.07 -164.73 -127.61
403 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 17.67 21.02 137.44 30.07 137.44 -32.62 -170.83 -165.49 -128.37
404 multin_zz1000_61004_idxctrl_pv 17.61 20.95 137.37 30.00 137.37 -32.69 -170.89 -165.55 -128.44
405 multin_zz1000_61002_idxctrl_pv 17.61 20.95 137.37 30.00 137.37 -32.69 -170.89 -165.55 -128.44
408 mt_961_use2013_last_save_rnk500_idxctrl 17.29 20.63 137.05 29.69 137.05 -33.01 -171.21 -165.87 -128.76
410 multin_zz1000_61004_idxctrl_zz1000_pv 17.09 20.43 136.85 29.49 136.85 -33.21 -171.41 -166.07 -128.96
411 mt_961_use2010_best_save_rnk500_idxctrl 16.76 20.11 136.52 29.16 136.53 -33.53 -171.74 -166.40 -129.28
412 multin_zz1000_61002_idxctrl_zz1000_pv 16.38 19.73 136.15 28.78 136.15 -33.91 -172.12 -166.78 -129.66
413 mt_962_use2010_last_save_rnk500_idxctrl 16.04 19.38 135.80 28.44 135.80 -34.26 -172.46 -167.12 -130.01
414 mt_962_use2022_last_save_rnk500_idxctrl 15.60 18.95 135.36 28.00 135.36 -34.69 -172.90 -167.56 -130.45
415 multin_zz1000_61001_idxctrl_pv 15.58 18.93 135.35 27.98 135.35 -34.71 -172.91 -167.57 -130.46
416 mt_962_use2018_best_save_rnk500_idxctrl 15.41 18.75 135.17 27.81 135.17 -34.89 -173.09 -167.75 -130.64
417 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 15.28 18.62 135.04 27.68 135.04 -35.02 -173.22 -167.88 -130.77
419 multin_zz500_61004_idxctrl_zz500_pv 13.97 17.32 133.74 26.37 133.74 -36.32 -174.53 -169.19 -132.07
422 multin_zz500_61002_idxctrl_zz500_pv 13.29 16.64 133.05 25.69 133.05 -37.00 -175.21 -169.87 -132.75
423 multin_zz1000_61001_idxctrl_zz1000_pv 13.14 16.48 132.90 25.54 132.90 -37.16 -175.36 -170.02 -132.91
431 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 10.91 14.26 130.68 23.31 130.68 -39.38 -177.59 -172.25 -135.13
432 multin_zz1000_61001_idxctrl_top3800_pv 10.53 13.88 130.29 22.93 130.30 -39.76 -177.97 -172.63 -135.51
434 multin_zz500_61001_idxctrl_zz500_pv 10.44 13.79 130.20 22.84 130.21 -39.85 -178.06 -172.72 -135.60
437 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 8.97 12.32 128.73 21.37 128.73 -41.32 -179.53 -174.19 -137.07
439 multin_zz1000_61001_idxctrl_50010002000_pv 8.54 11.88 128.30 20.94 128.30 -41.76 -179.96 -174.62 -137.51
447 mt_962_use2012_best_save_rnk500_idxctrl 4.18 7.52 123.94 16.58 123.94 -46.12 -184.32 -178.98 -141.87
453 mt_962_use2015_last_save_rnk500_idxctrl -2.56 0.79 117.20 9.84 117.21 -52.85 -191.06 -185.72 -148.60
455 mt_961_use2010_last_save_rnk500_idxctrl -3.61 -0.26 116.15 8.79 116.16 -53.90 -192.11 -186.77 -149.65
459 mt_961_use2024_best_save_rnk500_idxctrl -6.35 -3.00 113.42 6.05 113.42 -56.64 -194.84 -189.50 -152.39
463 mt_962_use2020_last_save_rnk500_idxctrl -10.66 -7.32 109.10 1.74 109.10 -60.96 -199.16 -193.82 -156.71
465 mt_961_use2018_last_save_rnk500_idxctrl -12.25 -8.90 107.51 0.15 107.51 -62.54 -200.75 -195.41 -158.29
469 mt_961_use2013_best_save_rnk500_idxctrl -15.99 -12.64 103.77 -3.59 103.77 -66.28 -204.49 -199.15 -162.04
474 mt_961_use2024_last_save_rnk500_idxctrl -18.56 -15.21 101.20 -6.16 101.20 -68.85 -207.06 -201.72 -164.61
477 mt_962_use2019_last_save_rnk500_idxctrl -20.72 -17.37 99.04 -8.32 99.04 -71.01 -209.22 -203.88 -166.76
482 mt_962_use2021_best_save_rnk500_idxctrl -28.72 -25.38 91.04 -16.32 91.04 -79.02 -217.22 -211.88 -174.77
485 mt_961_use2018_best_save_rnk500_idxctrl -29.48 -26.13 90.28 -17.08 90.28 -79.77 -217.98 -212.64 -175.53
490 mt_961_use2019_best_save_rnk500_idxctrl -35.21 -31.86 84.55 -22.81 84.55 -85.50 -223.71 -218.37 -181.26
495 mt_962_use2022_best_save_rnk500_idxctrl -42.99 -39.64 76.77 -30.59 76.77 -93.28 -231.49 -226.15 -189.03
505 mt_962_use2020_best_save_rnk500_idxctrl -57.98 -54.63 61.79 -45.58 61.79 -108.27 -246.47 -241.13 -204.02
511 mt_962_use2019_best_save_rnk500_idxctrl -64.73 -61.39 55.03 -52.33 55.03 -115.03 -253.23 -247.89 -210.78
515 mt_961_use2020_best_save_rnk500_idxctrl -69.23 -65.89 50.53 -56.83 50.53 -119.53 -257.73 -252.39 -215.28
516 mt_961_use2020_last_save_rnk500_idxctrl -69.29 -65.95 50.47 -56.89 50.47 -119.59 -257.79 -252.45 -215.34
518 mt_961_use2019_last_save_rnk500_idxctrl -78.93 -75.58 40.83 -66.53 40.83 -129.22 -267.43 -262.09 -224.98
524 mt_962_use2015_best_save_rnk500_idxctrl -96.11 -92.76 23.65 -83.71 23.65 -146.40 -284.61 -279.27 -242.15