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_20260225_151620
5 mt_961_use2021_best_save_rnk500_idxctrl 75.66 71.34 232.58 172.37 232.58 166.99 151.29 170.75 166.76
8 mt_961_use2014_last_save_rnk500_idxctrl 62.56 58.23 219.48 159.27 219.48 153.88 138.19 157.65 153.65
9 mt_961_use2015_best_save_rnk500_idxctrl 62.27 57.94 219.19 158.98 219.19 153.60 137.90 157.36 153.36
11 mt_961_use2014_best_save_rnk500_idxctrl 58.71 54.39 215.63 155.42 215.63 150.04 134.34 153.80 149.80
12 mt_961_use2015_last_save_rnk500_idxctrl 56.41 52.08 213.33 153.11 213.32 147.73 132.04 151.50 147.50
19 mt_961_use2017_best_save_rnk500_idxctrl 47.66 43.34 204.58 144.37 204.58 138.99 123.29 142.75 138.75
20 mt_961_use2017_last_save_rnk500_idxctrl 47.53 43.21 204.45 144.24 204.45 138.86 123.16 142.62 138.62
26 mt_962_use2017_last_save_rnk500_idxctrl 42.72 38.39 199.64 139.43 199.64 134.04 118.35 137.81 133.81
27 mt_962_use2011_last_save_rnk500_idxctrl 42.23 37.90 199.15 138.94 199.15 133.55 117.86 137.32 133.32
28 mt_962_use2010_best_save_rnk500_idxctrl 42.19 37.86 199.11 138.89 199.10 133.51 117.82 137.28 133.28
29 mt_962_use2012_last_save_rnk500_idxctrl 41.79 37.47 198.71 138.50 198.71 133.12 117.42 136.88 132.88
30 mt_962_use2013_best_save_rnk500_idxctrl 41.24 36.92 198.16 137.95 198.16 132.57 116.87 136.33 132.33
31 mt_962_use2016_last_save_rnk500_idxctrl 41.09 36.77 198.01 137.80 198.01 132.42 116.72 136.18 132.19
41 mt_962_use2013_last_save_rnk500_idxctrl 35.91 31.58 192.83 132.62 192.83 127.23 111.54 131.00 127.00
44 mt_962_use2010_last_save_rnk500_idxctrl 32.83 28.50 189.75 129.54 189.75 124.15 108.46 127.92 123.92
45 mt_961_use2009_best_save_rnk500_idxctrl 32.77 28.45 189.69 129.48 189.69 124.10 108.40 127.86 123.86
47 mt_962_use2012_best_save_rnk500_idxctrl 31.53 27.20 188.45 128.24 188.45 122.85 107.16 126.62 122.62
48 mt_962_use2014_last_save_rnk500_idxctrl 31.02 26.69 187.94 127.73 187.94 122.34 106.65 126.11 122.11
50 mt_962_use2019_last_save_rnk500_idxctrl 29.85 25.53 186.77 126.56 186.77 121.18 105.48 124.94 120.95
53 mt_962_use2017_best_save_rnk500_idxctrl 29.15 24.83 186.07 125.86 186.07 120.48 104.78 124.24 120.24
54 mt_961_use2009_last_save_rnk500_idxctrl 29.09 24.76 186.01 125.80 186.01 120.41 104.72 124.18 120.18
56 mt_962_use2015_last_save_rnk500_idxctrl 28.07 23.75 184.99 124.78 184.99 119.40 103.70 123.16 119.17
57 mt_962_use2016_best_save_rnk500_idxctrl 27.99 23.66 184.91 124.69 184.90 119.31 103.62 123.08 119.08
60 mt_961_use2011_best_save_rnk500_idxctrl 26.75 22.42 183.67 123.46 183.67 118.07 102.38 121.84 117.84
61 mt_962_use2009_last_save_rnk500_idxctrl 26.72 22.39 183.64 123.43 183.64 118.04 102.35 121.81 117.81
63 mt_962_use2011_best_save_rnk500_idxctrl 26.01 21.68 182.93 122.71 182.92 117.33 101.64 121.10 117.10
64 mt_962_use2009_best_save_rnk500_idxctrl 25.78 21.46 182.70 122.49 182.70 117.11 101.41 120.87 116.88
66 mt_961_use2016_best_save_rnk500_idxctrl 24.99 20.67 181.91 121.70 181.91 116.32 100.62 120.09 116.09
67 mt_962_use2021_last_save_rnk500_idxctrl 24.16 19.83 181.07 120.86 181.07 115.48 99.79 119.25 115.25
71 mt_961_use2021_last_save_rnk500_idxctrl 23.58 19.25 180.50 120.29 180.49 114.90 99.21 118.67 114.67
76 mt_961_use2013_last_save_rnk500_idxctrl 21.51 17.19 178.43 118.22 178.43 112.84 97.14 116.60 112.61
79 mt_962_use2018_last_save_rnk500_idxctrl 20.91 16.58 177.83 117.62 177.83 112.23 96.54 116.00 112.00
81 mt_961_use2012_best_save_rnk500_idxctrl 19.94 15.62 176.86 116.65 176.86 111.27 95.57 115.03 111.03
83 mt_962_use2014_best_save_rnk500_idxctrl 19.56 15.24 176.48 116.27 176.48 110.89 95.19 114.65 110.66
87 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 18.58 14.25 175.50 115.29 175.50 109.90 94.21 113.67 109.67
88 mt_961_use2023_last_save_rnk500_idxctrl 18.46 14.13 175.38 115.17 175.38 109.78 94.09 113.55 109.55
90 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 18.16 13.83 175.08 114.87 175.08 109.48 93.79 113.25 109.25
92 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 18.04 13.71 174.96 114.75 174.96 109.36 93.67 113.13 109.13
94 mt_961_use2010_last_save_rnk500_idxctrl 17.99 13.67 174.91 114.70 174.91 109.32 93.62 113.08 109.09
95 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 17.92 13.59 174.84 114.63 174.84 109.24 93.55 113.01 109.01
96 multin_zz500_61004_idxctrl_zz500_pv 17.39 13.07 174.31 114.10 174.31 108.72 93.02 112.48 108.48
97 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 17.35 13.02 174.27 114.06 174.26 108.67 92.98 112.44 108.44
98 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 17.25 12.92 174.17 113.96 174.16 108.57 92.88 112.34 108.34
100 multin_zz500_61001_idxctrl_zz500_pv 17.16 12.83 174.08 113.87 174.07 108.48 92.79 112.25 108.25
102 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 17.01 12.68 173.93 113.71 173.92 108.33 92.64 112.10 108.10
104 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 16.83 12.50 173.75 113.54 173.75 108.15 92.46 111.92 107.92
105 multin_zz500_61002_idxctrl_zz500_pv 16.64 12.32 173.56 113.35 173.56 107.97 92.27 111.73 107.73
107 multin_zz1000_61001_idxctrl_zz1000_pv 15.90 11.57 172.82 112.60 172.81 107.22 91.53 110.99 106.99
108 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 15.80 11.47 172.72 112.51 172.72 107.12 91.43 110.89 106.89
109 multin_zz1000_61004_idxctrl_zz1000_pv 15.78 11.46 172.70 112.49 172.70 107.11 91.42 110.88 106.88
110 mt_961_use2016_last_save_rnk500_idxctrl 15.55 11.23 172.47 112.26 172.47 106.88 91.18 110.64 106.64
112 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 15.12 10.80 172.04 111.83 172.04 106.45 90.75 110.21 106.21
113 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 15.07 10.74 171.99 111.78 171.99 106.39 90.70 110.16 106.16
114 multin_zz1000_61002_idxctrl_zz1000_pv 15.02 10.69 171.94 111.73 171.94 106.34 90.65 110.11 106.11
115 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 14.97 10.64 171.89 111.68 171.89 106.29 90.60 110.06 106.06
116 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 14.29 9.96 171.21 111.00 171.21 105.61 89.92 109.38 105.38
118 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 14.07 9.74 170.99 110.78 170.99 105.39 89.70 109.16 105.16
119 mt_961_use2022_best_save_rnk500_idxctrl 13.93 9.61 170.85 110.64 170.85 105.26 89.56 109.02 105.03
120 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 13.70 9.38 170.62 110.41 170.62 105.03 89.33 108.79 104.80
122 mt_962_use2023_last_save_rnk500_idxctrl 13.35 9.03 170.27 110.06 170.27 104.68 88.98 108.44 104.45
126 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 11.78 7.46 168.70 108.49 168.70 103.11 87.41 106.88 102.88
127 mt_961_use2012_last_save_rnk500_idxctrl 11.61 7.28 168.53 108.32 168.53 102.93 87.24 106.70 102.70
129 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 10.70 6.37 167.62 107.41 167.62 102.02 86.33 105.79 101.79
131 mt_961_use2008_best_save_rnk500_idxctrl 10.69 6.36 167.61 107.39 167.60 102.01 86.32 105.78 101.78
133 mt_961_use2008_last_save_rnk500_idxctrl 10.36 6.03 167.27 107.06 167.27 101.68 85.99 105.45 101.45
134 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 10.29 5.96 167.21 107.00 167.21 101.61 85.92 105.38 101.38
135 multin_zz1000_61002_idxctrl_top3800_pv 10.24 5.91 167.15 106.94 167.15 101.56 85.87 105.33 101.33
136 multin_zz1000_61002_idxctrl_50010002000_pv 9.80 5.47 166.72 106.51 166.72 101.12 85.43 104.89 100.89
137 mt_961_use2011_last_save_rnk500_idxctrl 9.76 5.43 166.68 106.47 166.68 101.08 85.39 104.85 100.85
138 mt_962_use2023_best_save_rnk500_idxctrl 9.62 5.29 166.54 106.33 166.54 100.94 85.25 104.71 100.71
139 mt_962_use2018_best_save_rnk500_idxctrl 9.60 5.27 166.52 106.31 166.52 100.92 85.23 104.69 100.69
140 multin_zz1000_61001_idxctrl_top3800_pv 9.36 5.03 166.28 106.07 166.28 100.68 84.99 104.45 100.45
142 mt_961_use2010_best_save_rnk500_idxctrl 9.04 4.72 165.96 105.75 165.96 100.37 84.68 104.14 100.14
143 mt_962_use2024_best_save_rnk500_idxctrl 8.72 4.39 165.64 105.43 165.64 100.04 84.35 103.81 99.81
144 multin_zz1000_61004_idxctrl_top3800_pv 8.58 4.25 165.50 105.29 165.50 99.90 84.21 103.67 99.67
147 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 7.96 3.63 164.88 104.67 164.88 99.28 83.59 103.05 99.05
148 multin_zz1000_61004_idxctrl_50010002000_pv 7.82 3.49 164.74 104.53 164.74 99.14 83.45 102.91 98.91
149 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 7.72 3.40 164.64 104.43 164.64 99.05 83.35 102.81 98.82
150 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 7.71 3.39 164.63 104.42 164.63 99.04 83.34 102.80 98.81
152 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 6.79 2.46 163.71 103.50 163.71 98.11 82.42 101.88 97.88
153 mt_961_use2019_best_save_rnk500_idxctrl 6.49 2.17 163.41 103.20 163.41 97.82 82.12 101.58 97.58
154 multin_zz1000_61001_idxctrl_pv_rm_fnd 6.14 1.81 163.06 102.84 163.05 97.46 81.77 101.23 97.23
155 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 5.98 1.65 162.90 102.69 162.90 97.30 81.61 101.07 97.07
156 mt_962_use2020_last_save_rnk500_idxctrl 5.56 1.24 162.48 102.27 162.48 96.89 81.19 100.65 96.65
157 multin_zz1000_61001_idxctrl_50010002000_pv 5.46 1.13 162.38 102.17 162.38 96.78 81.09 100.55 96.55
158 multin_zz1000_61004_idxctrl_pv_rm_fnd 5.27 0.94 162.19 101.98 162.19 96.59 80.90 100.36 96.36
159 multin_zz1000_61002_idxctrl_pv_rm_fnd 5.27 0.94 162.19 101.98 162.19 96.59 80.90 100.36 96.36
161 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 4.64 0.32 161.56 101.35 161.56 95.97 80.27 99.73 95.73
162 mt_962_use2008_best_save_rnk500_idxctrl 4.52 0.19 161.44 101.23 161.44 95.84 80.15 99.61 95.61
163 mt_962_use2024_last_save_rnk500_idxctrl 4.38 0.06 161.30 101.09 161.30 95.71 80.01 99.47 95.47
164 mt_961_use2022_last_save_rnk500_idxctrl 4.07 -0.25 160.99 100.78 160.99 95.40 79.70 99.16 95.17
166 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 3.75 -0.57 160.67 100.46 160.67 95.08 79.38 98.84 94.84
167 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 3.75 -0.57 160.67 100.46 160.67 95.08 79.38 98.84 94.84
168 mt_962_use2008_last_save_rnk500_idxctrl 3.72 -0.60 160.64 100.43 160.64 95.05 79.36 98.82 94.82
169 mt_962_use2022_last_save_rnk500_idxctrl 3.58 -0.74 160.50 100.29 160.50 94.91 79.21 98.67 94.67
170 multin_zz1000_61001_idxctrl_pv 3.49 -0.84 160.41 100.20 160.40 94.81 79.12 98.58 94.58
171 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 3.46 -0.87 160.38 100.17 160.38 94.78 79.09 98.55 94.55
172 multin_zz1000_61001_idxctrl_pv_rm_blc 3.18 -1.14 160.10 99.89 160.10 94.51 78.81 98.27 94.27
173 multin_zz1000_61004_idxctrl_pv 3.14 -1.18 160.06 99.85 160.06 94.47 78.77 98.23 94.24
174 multin_zz1000_61002_idxctrl_pv 3.14 -1.18 160.06 99.85 160.06 94.47 78.77 98.23 94.24
177 multin_zz1000_61002_idxctrl_pv_rm_blc 2.82 -1.51 159.74 99.52 159.73 94.14 78.45 97.91 93.91
178 multin_zz1000_61004_idxctrl_pv_rm_blc 2.82 -1.51 159.74 99.52 159.73 94.14 78.45 97.91 93.91
186 mt_961_use2013_best_save_rnk500_idxctrl -0.41 -4.74 156.51 96.30 156.51 90.91 75.22 94.68 90.68
188 mt_962_use2021_best_save_rnk500_idxctrl -1.33 -5.66 155.59 95.38 155.59 89.99 74.30 93.76 89.76
190 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -1.60 -5.93 155.31 95.10 155.31 89.72 74.03 93.49 89.49
192 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -2.22 -6.55 154.70 94.49 154.70 89.10 73.41 92.87 88.87
197 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -3.41 -7.74 153.51 93.30 153.51 87.91 72.22 91.68 87.68
198 mt_961_use2023_best_save_rnk500_idxctrl -3.71 -8.04 153.21 92.99 153.20 87.61 71.92 91.38 87.38
200 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -3.88 -8.21 153.04 92.83 153.04 87.44 71.75 91.21 87.21
202 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -4.49 -8.82 152.42 92.21 152.42 86.83 71.14 90.60 86.60
203 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -4.55 -8.87 152.37 92.16 152.37 86.78 71.08 90.54 86.54
204 mt_962_use2019_best_save_rnk500_idxctrl -4.83 -9.15 152.09 91.88 152.09 86.50 70.80 90.26 86.26
205 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -4.85 -9.18 152.07 91.86 152.07 86.47 70.78 90.24 86.24
209 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -5.22 -9.54 151.70 91.49 151.70 86.11 70.41 89.87 85.88
215 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -6.10 -10.43 150.82 90.61 150.82 85.22 69.53 88.99 84.99
216 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -6.29 -10.61 150.63 90.42 150.63 85.04 69.34 88.80 84.80
217 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -6.34 -10.67 150.58 90.37 150.58 84.98 69.29 88.75 84.75
224 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -7.98 -12.31 148.94 88.73 148.94 83.34 67.65 87.11 83.11
226 mt_962_use2015_best_save_rnk500_idxctrl -8.66 -12.99 148.26 88.05 148.26 82.66 66.97 86.43 82.43
230 mt_961_use2024_last_save_rnk500_idxctrl -9.71 -14.04 147.21 87.00 147.21 81.61 65.92 85.38 81.38
241 mt_961_use2019_last_save_rnk500_idxctrl -12.91 -17.23 144.01 83.80 144.01 78.42 62.72 82.18 78.18
253 mt_962_use2020_best_save_rnk500_idxctrl -15.67 -20.00 141.25 81.04 141.24 75.65 59.96 79.42 75.42
257 mt_961_use2024_best_save_rnk500_idxctrl -16.36 -20.69 140.56 80.34 140.55 74.96 59.27 78.73 74.73
292 mt_962_use2022_best_save_rnk500_idxctrl -24.63 -28.95 132.29 72.08 132.29 66.70 51.00 70.46 66.47
299 mt_961_use2018_last_save_rnk500_idxctrl -28.58 -32.91 128.34 68.13 128.34 62.74 47.05 66.51 62.51
300 mt_961_use2020_last_save_rnk500_idxctrl -28.68 -33.00 128.24 68.03 128.24 62.65 46.95 66.41 62.41
312 mt_961_use2020_best_save_rnk500_idxctrl -32.06 -36.39 124.86 64.65 124.86 59.26 43.57 63.03 59.03
384 mt_961_use2018_best_save_rnk500_idxctrl -47.92 -52.25 109.00 48.78 108.99 43.40 27.71 47.17 43.17