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_20260226_151546
12 mt_962_use2021_best_save_rnk500_idxctrl 66.61 106.33 145.33 159.96 145.33 131.44 154.12 208.39 174.35
14 mt_962_use2022_last_save_rnk500_idxctrl 65.25 104.97 143.98 158.61 143.98 130.08 152.77 207.04 173.00
15 mt_962_use2024_last_save_rnk500_idxctrl 64.54 104.26 143.26 157.90 143.26 129.37 152.06 206.33 172.29
16 mt_962_use2020_best_save_rnk500_idxctrl 63.87 103.59 142.59 157.23 142.59 128.70 151.39 205.66 171.62
17 mt_962_use2024_best_save_rnk500_idxctrl 61.80 101.52 140.52 155.16 140.53 126.63 149.32 203.59 169.55
19 mt_962_use2020_last_save_rnk500_idxctrl 58.76 98.48 137.48 152.12 137.48 123.59 146.27 200.54 166.51
21 mt_962_use2021_last_save_rnk500_idxctrl 55.05 94.77 133.77 148.40 133.77 119.88 142.56 196.83 162.79
25 mt_962_use2022_best_save_rnk500_idxctrl 52.39 92.11 131.11 145.75 131.11 117.22 139.91 194.18 160.14
26 mt_962_use2023_last_save_rnk500_idxctrl 52.32 92.03 131.04 145.67 131.04 117.14 139.83 194.10 160.06
27 mt_962_use2023_best_save_rnk500_idxctrl 46.47 86.19 125.19 139.83 125.19 111.30 133.99 188.26 154.22
30 mt_962_use2019_last_save_rnk500_idxctrl 42.94 82.66 121.66 136.30 121.67 107.77 130.46 184.73 150.69
32 mt_962_use2019_best_save_rnk500_idxctrl 42.34 82.06 121.06 135.70 121.06 107.17 129.86 184.13 150.09
35 mt_961_use2021_best_save_rnk500_idxctrl 40.25 79.96 118.97 133.60 118.97 105.07 127.76 182.03 147.99
37 mt_962_use2015_best_save_rnk500_idxctrl 36.33 76.05 115.05 129.69 115.05 101.16 123.85 178.12 144.08
46 mt_962_use2017_best_save_rnk500_idxctrl 27.28 67.00 106.00 120.64 106.00 92.11 114.80 169.07 135.03
47 mt_962_use2018_best_save_rnk500_idxctrl 25.61 65.33 104.33 118.97 104.33 90.44 113.13 167.40 133.36
50 mt_961_use2021_last_save_rnk500_idxctrl 22.72 62.44 101.44 116.08 101.44 87.55 110.24 164.51 130.47
51 mt_962_use2017_last_save_rnk500_idxctrl 22.10 61.82 100.82 115.46 100.82 86.93 109.61 163.88 129.85
55 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 20.26 59.98 98.98 113.62 98.99 85.09 107.78 162.05 128.01
56 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 16.84 56.56 95.56 110.20 95.56 81.67 104.36 158.63 124.59
57 mt_962_use2013_best_save_rnk500_idxctrl 16.84 56.56 95.56 110.20 95.56 81.67 104.35 158.62 124.59
60 mt_962_use2015_last_save_rnk500_idxctrl 15.23 54.95 93.95 108.59 93.96 80.06 102.75 157.02 122.98
63 multin_zz1000_61001_idxctrl_50010002000_pv 14.63 54.35 93.35 107.99 93.35 79.46 102.15 156.42 122.38
70 multin_zz1000_61001_idxctrl_top3800_pv 11.79 51.51 90.51 105.15 90.51 76.62 99.31 153.58 119.54
76 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 8.70 48.42 87.42 102.06 87.43 73.53 96.22 150.49 116.45
77 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 8.48 48.20 87.20 101.84 87.21 73.31 96.00 150.27 116.23
78 mt_962_use2013_last_save_rnk500_idxctrl 8.41 48.13 87.13 101.77 87.13 73.24 95.92 150.19 116.16
79 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 7.99 47.71 86.71 101.35 86.71 72.82 95.51 149.78 115.74
81 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 7.41 47.13 86.13 100.77 86.13 72.24 94.92 149.19 115.16
83 mt_962_use2016_last_save_rnk500_idxctrl 7.29 47.00 86.01 100.64 86.01 72.12 94.80 149.07 115.03
86 mt_961_use2013_best_save_rnk500_idxctrl 6.54 46.26 85.26 99.90 85.26 71.37 94.05 148.32 114.29
87 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 6.44 46.16 85.16 99.80 85.16 71.27 93.95 148.22 114.19
88 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 6.11 45.82 84.83 99.46 84.83 70.93 93.62 147.89 113.85
89 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 5.18 44.90 83.90 98.54 83.91 70.01 92.70 146.97 112.93
90 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 5.12 44.84 83.84 98.48 83.84 69.95 92.64 146.91 112.87
91 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 4.91 44.63 83.63 98.27 83.63 69.74 92.43 146.70 112.66
96 mt_961_use2020_last_save_rnk500_idxctrl 4.06 43.78 82.78 97.41 82.78 68.89 91.57 145.84 111.80
99 multin_zz1000_61004_idxctrl_50010002000_pv 3.09 42.81 81.81 96.45 81.81 67.92 90.60 144.87 110.83
100 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 3.02 42.74 81.74 96.38 81.74 67.85 90.54 144.81 110.77
102 multin_zz1000_61004_idxctrl_top3800_pv 1.87 41.59 80.59 95.23 80.59 66.70 89.39 143.66 109.62
103 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 0.52 40.24 79.24 93.88 79.24 65.35 88.03 142.30 108.26
104 mt_962_use2012_best_save_rnk500_idxctrl 0.50 40.22 79.22 93.86 79.23 65.33 88.02 142.29 108.25
105 multin_zz1000_61002_idxctrl_50010002000_pv 0.09 39.80 78.81 93.44 78.81 64.92 87.60 141.87 107.83
106 mt_961_use2020_best_save_rnk500_idxctrl 0.09 39.81 78.81 93.45 78.81 64.92 87.61 141.88 107.84
107 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 0.06 39.77 78.78 93.41 78.78 64.88 87.57 141.84 107.80
108 multin_zz1000_61002_idxctrl_top3800_pv -0.08 39.64 78.64 93.28 78.64 64.75 87.43 141.71 107.67
111 mt_961_use2022_best_save_rnk500_idxctrl -0.75 38.97 77.97 92.61 77.98 64.08 86.77 141.04 107.00
113 mt_961_use2019_last_save_rnk500_idxctrl -1.05 38.67 77.67 92.31 77.68 63.78 86.47 140.74 106.70
115 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -1.50 38.22 77.22 91.86 77.22 63.33 86.02 140.29 106.25
116 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -1.62 38.10 77.10 91.74 77.10 63.21 85.89 140.16 106.13
117 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -1.79 37.93 76.93 91.56 76.93 63.04 85.72 139.99 105.95
118 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -1.81 37.91 76.91 91.55 76.91 63.02 85.70 139.97 105.94
119 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -1.96 37.76 76.76 91.40 76.76 62.87 85.55 139.82 105.79
121 multin_zz1000_61001_idxctrl_zz1000_pv -2.03 37.69 76.69 91.33 76.69 62.80 85.49 139.76 105.72
122 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -2.04 37.68 76.68 91.32 76.68 62.79 85.47 139.74 105.71
123 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -2.06 37.66 76.66 91.30 76.67 62.77 85.46 139.73 105.69
124 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -2.22 37.49 76.50 91.13 76.50 62.60 85.29 139.56 105.52
125 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -2.34 37.38 76.38 91.02 76.39 62.49 85.18 139.45 105.41
126 mt_962_use2012_last_save_rnk500_idxctrl -2.82 36.90 75.90 90.54 75.90 62.01 84.70 138.97 104.93
127 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -2.85 36.87 75.87 90.51 75.87 61.98 84.67 138.94 104.90
128 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -3.07 36.64 75.65 90.28 75.65 61.76 84.44 138.71 104.67
133 mt_961_use2017_best_save_rnk500_idxctrl -6.34 33.38 72.38 87.02 72.38 58.49 81.18 135.45 101.41
134 multin_zz1000_61004_idxctrl_zz1000_pv -6.81 32.91 71.91 86.55 71.92 58.02 80.71 134.98 100.94
136 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -7.09 32.63 71.63 86.27 71.63 57.74 80.43 134.70 100.66
138 multin_zz1000_61002_idxctrl_zz1000_pv -7.25 32.47 71.47 86.11 71.47 57.58 80.27 134.54 100.50
139 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -7.51 32.21 71.21 85.85 71.21 57.32 80.00 134.27 100.24
140 mt_962_use2014_best_save_rnk500_idxctrl -7.62 32.10 71.10 85.74 71.10 57.21 79.89 134.16 100.13
143 mt_961_use2015_last_save_rnk500_idxctrl -8.00 31.72 70.72 85.36 70.72 56.83 79.52 133.79 99.75
149 mt_961_use2015_best_save_rnk500_idxctrl -10.64 29.08 68.09 82.72 68.09 54.19 76.88 131.15 97.11
150 mt_962_use2014_last_save_rnk500_idxctrl -10.80 28.92 67.92 82.56 67.92 54.03 76.72 130.99 96.95
152 mt_962_use2018_last_save_rnk500_idxctrl -11.31 28.41 67.41 82.05 67.41 53.52 76.21 130.48 96.44
165 mt_961_use2022_last_save_rnk500_idxctrl -15.37 24.35 63.35 77.98 63.35 49.46 72.14 126.41 92.37
168 mt_961_use2014_best_save_rnk500_idxctrl -18.90 20.82 59.83 74.46 59.83 45.93 68.62 122.89 88.85
177 mt_961_use2019_best_save_rnk500_idxctrl -20.93 18.79 57.79 72.43 57.79 43.90 66.58 120.85 86.82
179 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -21.16 18.56 57.56 72.20 57.56 43.67 66.35 120.62 86.59
182 multin_zz1000_61001_idxctrl_pv_rm_fnd -21.35 18.37 57.37 72.01 57.37 43.48 66.16 120.43 86.39
183 multin_zz1000_61001_idxctrl_pv_rm_blc -21.50 18.21 57.22 71.85 57.22 43.33 66.01 120.28 86.24
184 mt_962_use2011_last_save_rnk500_idxctrl -22.14 17.58 56.58 71.22 56.58 42.69 65.38 119.65 85.61
185 multin_zz1000_61001_idxctrl_pv -22.20 17.52 56.52 71.16 56.52 42.63 65.32 119.59 85.55
189 mt_961_use2018_last_save_rnk500_idxctrl -22.82 16.89 55.90 70.53 55.90 42.00 64.69 118.96 84.92
194 mt_961_use2017_last_save_rnk500_idxctrl -23.87 15.85 54.85 69.49 54.85 40.96 63.64 117.91 83.88
198 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -25.25 14.47 53.47 68.11 53.47 39.58 62.26 116.53 82.50
199 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -25.25 14.47 53.47 68.11 53.47 39.58 62.26 116.53 82.50
200 mt_961_use2024_last_save_rnk500_idxctrl -25.27 14.45 53.45 68.09 53.45 39.56 62.25 116.52 82.48
201 multin_zz1000_61004_idxctrl_pv_rm_fnd -25.50 14.22 53.22 67.85 53.22 39.33 62.01 116.28 82.24
202 multin_zz1000_61002_idxctrl_pv_rm_fnd -25.50 14.22 53.22 67.85 53.22 39.33 62.01 116.28 82.24
204 multin_zz1000_61004_idxctrl_pv_rm_blc -26.03 13.69 52.69 67.32 52.69 38.80 61.48 115.75 81.71
205 multin_zz1000_61002_idxctrl_pv_rm_blc -26.03 13.69 52.69 67.32 52.69 38.80 61.48 115.75 81.71
206 multin_zz1000_61002_idxctrl_pv -26.74 12.98 51.98 66.62 51.98 38.09 60.78 115.05 81.01
207 multin_zz1000_61004_idxctrl_pv -26.74 12.98 51.98 66.62 51.98 38.09 60.78 115.05 81.01
213 mt_961_use2011_best_save_rnk500_idxctrl -29.72 10.00 49.00 63.64 49.00 35.11 57.80 112.07 78.03
215 mt_961_use2013_last_save_rnk500_idxctrl -29.73 9.99 48.99 63.63 48.99 35.10 57.79 112.06 78.02
232 mt_962_use2016_best_save_rnk500_idxctrl -34.74 4.98 43.98 58.62 43.98 30.09 52.78 107.05 73.01
233 mt_961_use2014_last_save_rnk500_idxctrl -34.88 4.83 43.84 58.47 43.84 29.94 52.63 106.90 72.86
248 mt_961_use2012_best_save_rnk500_idxctrl -38.82 0.90 39.91 54.54 39.91 26.01 48.70 102.97 68.93
252 mt_961_use2024_best_save_rnk500_idxctrl -40.15 -0.43 38.57 53.21 38.57 24.68 47.37 101.64 67.60
253 mt_961_use2018_best_save_rnk500_idxctrl -41.24 -1.52 37.48 52.12 37.48 23.59 46.28 100.55 66.51
259 mt_962_use2010_last_save_rnk500_idxctrl -44.38 -4.66 34.35 48.98 34.35 20.45 43.14 97.41 63.37
270 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -48.90 -9.18 29.82 44.46 29.82 15.93 38.62 92.89 58.85
276 mt_962_use2011_best_save_rnk500_idxctrl -51.22 -11.50 27.50 42.14 27.50 13.61 36.30 90.57 56.53
280 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -52.26 -12.54 26.46 41.09 26.46 12.57 35.25 89.52 55.48
281 mt_961_use2010_best_save_rnk500_idxctrl -52.70 -12.98 26.02 40.66 26.02 12.13 34.82 89.09 55.05
282 multin_zz500_61001_idxctrl_zz500_pv -52.79 -13.07 25.93 40.57 25.93 12.04 34.73 89.00 54.96
283 mt_961_use2010_last_save_rnk500_idxctrl -52.88 -13.16 25.84 40.48 25.84 11.95 34.64 88.91 54.87
285 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -53.15 -13.43 25.57 40.21 25.57 11.68 34.36 88.63 54.60
286 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -53.18 -13.46 25.54 40.18 25.55 11.65 34.34 88.61 54.57
294 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -55.93 -16.21 22.79 37.43 22.79 8.90 31.59 85.86 51.82
295 multin_zz500_61004_idxctrl_zz500_pv -56.11 -16.39 22.61 37.24 22.61 8.72 31.40 85.67 51.63
296 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -56.64 -16.92 22.08 36.72 22.08 8.19 30.88 85.15 51.11
297 multin_zz500_61002_idxctrl_zz500_pv -57.05 -17.33 21.67 36.31 21.67 7.78 30.46 84.73 50.70
303 mt_961_use2009_best_save_rnk500_idxctrl -58.76 -19.04 19.96 34.60 19.96 6.07 28.76 83.03 48.99
304 mt_962_use2010_best_save_rnk500_idxctrl -58.99 -19.27 19.74 34.37 19.74 5.84 28.53 82.80 48.76
307 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -59.69 -19.97 19.03 33.67 19.03 5.14 27.82 82.09 48.06
309 mt_961_use2023_last_save_rnk500_idxctrl -60.03 -20.31 18.69 33.33 18.69 4.80 27.48 81.75 47.72
310 mt_961_use2009_last_save_rnk500_idxctrl -60.10 -20.38 18.62 33.26 18.62 4.73 27.41 81.68 47.65
314 mt_961_use2012_last_save_rnk500_idxctrl -60.48 -20.77 18.24 32.87 18.24 4.34 27.03 81.30 47.26
323 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -62.41 -22.69 16.31 30.95 16.31 2.42 25.11 79.38 45.34
325 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -63.16 -23.44 15.56 30.20 15.56 1.67 24.36 78.63 44.59
327 mt_961_use2023_best_save_rnk500_idxctrl -63.93 -24.21 14.79 29.43 14.79 0.90 23.59 77.86 43.82
328 mt_961_use2016_last_save_rnk500_idxctrl -64.39 -24.67 14.33 28.97 14.33 0.44 23.13 77.40 43.36
338 mt_961_use2011_last_save_rnk500_idxctrl -65.56 -25.84 13.16 27.80 13.16 -0.73 21.96 76.23 42.19
340 mt_961_use2016_best_save_rnk500_idxctrl -66.54 -26.82 12.18 26.82 12.18 -1.71 20.98 75.25 41.21
352 mt_961_use2008_last_save_rnk500_idxctrl -68.38 -28.66 10.34 24.98 10.34 -3.55 19.14 73.41 39.37
380 mt_962_use2009_last_save_rnk500_idxctrl -79.77 -40.05 -1.05 13.59 -1.05 -14.94 7.74 62.01 27.98
382 mt_962_use2009_best_save_rnk500_idxctrl -79.78 -40.06 -1.06 13.58 -1.06 -14.95 7.74 62.01 27.97
391 mt_962_use2008_best_save_rnk500_idxctrl -80.80 -41.08 -2.08 12.56 -2.08 -15.97 6.71 60.98 26.94
392 mt_961_use2008_best_save_rnk500_idxctrl -80.85 -41.13 -2.12 12.51 -2.12 -16.02 6.67 60.94 26.90
404 mt_962_use2008_last_save_rnk500_idxctrl -83.08 -43.36 -4.36 10.28 -4.36 -18.25 4.43 58.70 24.67