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_20260227_194600
10 mt_962_use2014_last_save_rnk500_idxctrl 60.45 33.19 142.78 165.99 142.78 92.69 225.68 240.11 252.22
12 mt_962_use2014_best_save_rnk500_idxctrl 57.43 30.18 139.77 162.98 139.77 89.67 222.67 237.10 249.21
15 mt_961_use2014_best_save_rnk500_idxctrl 53.93 26.68 136.26 159.48 136.26 86.17 219.17 233.59 245.71
20 mt_961_use2023_last_save_rnk500_idxctrl 49.85 22.60 132.18 155.40 132.18 82.09 215.09 229.51 241.63
27 mt_962_use2008_last_save_rnk500_idxctrl 48.34 21.09 130.68 153.89 130.68 80.58 213.58 228.01 240.12
29 mt_961_use2016_best_save_rnk500_idxctrl 46.73 19.48 129.06 152.28 129.06 78.97 211.97 226.39 238.51
31 mt_962_use2009_last_save_rnk500_idxctrl 46.14 18.89 128.47 151.69 128.47 78.38 211.38 225.80 237.92
32 mt_961_use2014_last_save_rnk500_idxctrl 45.83 18.58 128.16 151.38 128.16 78.07 211.07 225.49 237.61
37 mt_962_use2009_best_save_rnk500_idxctrl 43.35 16.10 125.68 148.90 125.68 75.59 208.59 223.01 235.13
38 mt_962_use2008_best_save_rnk500_idxctrl 43.17 15.91 125.50 148.71 125.50 75.41 208.40 222.83 234.94
39 mt_962_use2011_best_save_rnk500_idxctrl 42.97 15.72 125.30 148.52 125.30 75.21 208.21 222.63 234.75
42 mt_961_use2023_best_save_rnk500_idxctrl 42.00 14.75 124.33 147.55 124.33 74.24 207.24 221.66 233.78
43 mt_962_use2017_last_save_rnk500_idxctrl 41.82 14.57 124.15 147.37 124.15 74.06 207.06 221.48 233.60
44 mt_961_use2016_last_save_rnk500_idxctrl 41.36 14.10 123.69 146.90 123.69 73.60 206.59 221.02 233.13
45 mt_962_use2016_best_save_rnk500_idxctrl 41.30 14.05 123.63 146.85 123.63 73.54 206.54 220.96 233.08
48 mt_961_use2015_best_save_rnk500_idxctrl 39.89 12.64 122.22 145.44 122.23 72.13 205.13 219.56 231.67
53 mt_961_use2008_last_save_rnk500_idxctrl 37.22 9.96 119.55 142.77 119.55 69.46 202.45 216.88 229.00
56 mt_961_use2015_last_save_rnk500_idxctrl 36.12 8.87 118.46 141.67 118.46 68.37 201.36 215.79 227.90
58 mt_962_use2010_best_save_rnk500_idxctrl 35.62 8.37 117.95 141.17 117.95 67.86 200.86 215.28 227.40
64 mt_962_use2012_last_save_rnk500_idxctrl 33.10 5.85 115.43 138.65 115.43 65.34 198.34 212.76 224.88
70 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 31.44 4.19 113.77 136.99 113.78 63.68 196.68 211.10 223.22
71 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 31.28 4.03 113.61 136.83 113.61 63.52 196.52 210.94 223.06
73 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 30.62 3.37 112.95 136.17 112.95 62.86 195.86 210.28 222.40
74 mt_962_use2011_last_save_rnk500_idxctrl 30.61 3.36 112.94 136.16 112.94 62.85 195.85 210.27 222.39
75 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 30.52 3.26 112.85 136.07 112.85 62.76 195.75 210.18 222.30
76 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 30.51 3.26 112.84 136.06 112.84 62.75 195.75 210.17 222.29
77 mt_961_use2008_best_save_rnk500_idxctrl 30.42 3.17 112.75 135.97 112.75 62.66 195.66 210.08 222.20
78 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 30.34 3.09 112.67 135.89 112.67 62.58 195.58 210.00 222.12
79 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 30.26 3.01 112.60 135.81 112.60 62.51 195.50 209.93 222.04
83 multin_zz500_61004_idxctrl_zz500_pv 29.94 2.69 112.28 135.49 112.28 62.19 195.18 209.61 221.72
86 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 29.80 2.55 112.13 135.35 112.13 62.04 195.04 209.46 221.58
89 multin_zz500_61002_idxctrl_zz500_pv 29.39 2.14 111.73 134.94 111.73 61.63 194.63 209.06 221.17
91 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 28.21 0.96 110.55 133.76 110.55 60.46 193.45 207.88 219.99
93 multin_zz500_61001_idxctrl_zz500_pv 27.71 0.45 110.04 133.26 110.04 59.95 192.94 207.37 219.49
99 mt_961_use2024_last_save_rnk500_idxctrl 26.61 -0.64 108.94 132.16 108.94 58.85 191.85 206.27 218.39
101 mt_962_use2018_last_save_rnk500_idxctrl 26.56 -0.70 108.89 132.11 108.89 58.80 191.79 206.22 218.34
104 mt_962_use2016_last_save_rnk500_idxctrl 25.37 -1.88 107.70 130.92 107.70 57.61 190.60 205.03 217.15
111 mt_961_use2024_best_save_rnk500_idxctrl 24.40 -2.85 106.74 129.95 106.74 56.65 189.64 204.07 216.18
125 mt_962_use2017_best_save_rnk500_idxctrl 20.46 -6.79 102.80 126.01 102.80 52.71 185.70 200.13 212.24
139 mt_962_use2012_best_save_rnk500_idxctrl 17.33 -9.92 99.66 122.88 99.66 49.57 182.57 196.99 209.11
140 mt_962_use2010_last_save_rnk500_idxctrl 17.32 -9.93 99.65 122.87 99.65 49.56 182.56 196.98 209.10
141 mt_961_use2022_last_save_rnk500_idxctrl 17.28 -9.97 99.61 122.83 99.61 49.52 182.52 196.94 209.06
149 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 15.90 -11.35 98.23 121.45 98.23 48.14 181.14 195.56 207.68
152 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 15.78 -11.47 98.12 121.33 98.12 48.03 181.02 195.45 207.56
157 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 14.90 -12.35 97.23 120.45 97.23 47.14 180.14 194.56 206.68
164 multin_zz1000_61004_idxctrl_50010002000_pv 13.88 -13.37 96.21 119.43 96.21 46.12 179.12 193.54 205.66
165 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 13.38 -13.87 95.71 118.93 95.71 45.62 178.62 193.04 205.16
166 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 13.36 -13.89 95.70 118.91 95.70 45.61 178.60 193.03 205.14
167 multin_zz1000_61001_idxctrl_50010002000_pv 13.21 -14.04 95.54 118.76 95.54 45.45 178.45 192.87 204.99
168 multin_zz1000_61004_idxctrl_top3800_pv 13.18 -14.07 95.51 118.73 95.51 45.42 178.42 192.84 204.96
170 multin_zz1000_61002_idxctrl_50010002000_pv 12.84 -14.42 95.17 118.39 95.17 45.08 178.07 192.50 204.62
172 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 12.82 -14.44 95.15 118.36 95.15 45.06 178.05 192.48 204.60
174 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 12.71 -14.54 95.04 118.26 95.04 44.95 177.95 192.37 204.49
175 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 12.71 -14.54 95.04 118.26 95.04 44.95 177.95 192.37 204.49
176 multin_zz1000_61002_idxctrl_top3800_pv 12.63 -14.62 94.96 118.18 94.96 44.87 177.87 192.29 204.41
177 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 12.50 -14.75 94.83 118.05 94.83 44.74 177.74 192.16 204.28
178 mt_961_use2017_last_save_rnk500_idxctrl 12.38 -14.87 94.71 117.93 94.71 44.62 177.62 192.04 204.16
179 multin_zz1000_61004_idxctrl_pv_rm_fnd 12.05 -15.20 94.38 117.60 94.38 44.29 177.29 191.71 203.83
180 multin_zz1000_61002_idxctrl_pv_rm_fnd 12.05 -15.20 94.38 117.60 94.38 44.29 177.29 191.71 203.83
181 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 12.00 -15.25 94.33 117.55 94.33 44.24 177.24 191.66 203.78
182 multin_zz1000_61001_idxctrl_pv_rm_fnd 11.96 -15.29 94.29 117.51 94.29 44.20 177.20 191.62 203.74
183 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 11.87 -15.38 94.20 117.42 94.20 44.11 177.11 191.53 203.65
187 multin_zz1000_61001_idxctrl_top3800_pv 11.21 -16.04 93.55 116.76 93.55 43.46 176.45 190.88 202.99
188 mt_962_use2013_best_save_rnk500_idxctrl 11.15 -16.10 93.48 116.70 93.49 43.39 176.39 190.82 202.93
189 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 11.14 -16.12 93.47 116.68 93.47 43.38 176.37 190.80 202.91
191 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 10.78 -16.48 93.11 116.33 93.11 43.02 176.01 190.44 202.56
192 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 10.55 -16.70 92.89 116.10 92.89 42.80 175.79 190.22 202.33
193 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 10.14 -17.12 92.47 115.68 92.47 42.38 175.37 189.80 201.92
195 mt_961_use2009_last_save_rnk500_idxctrl 9.82 -17.43 92.15 115.37 92.16 42.06 175.06 189.49 201.60
199 mt_962_use2018_best_save_rnk500_idxctrl 8.84 -18.41 91.17 114.39 91.17 41.08 174.08 188.50 200.62
203 mt_962_use2013_last_save_rnk500_idxctrl 8.61 -18.64 90.94 114.16 90.95 40.85 173.85 188.28 200.39
204 mt_961_use2009_best_save_rnk500_idxctrl 8.60 -18.66 90.93 114.15 90.93 40.84 173.83 188.26 200.38
227 mt_961_use2011_last_save_rnk500_idxctrl 5.24 -22.01 87.57 110.79 87.57 37.48 170.48 184.90 197.02
229 mt_961_use2018_last_save_rnk500_idxctrl 4.92 -22.34 87.25 110.46 87.25 37.16 170.15 184.58 196.70
235 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 4.44 -22.81 86.77 109.99 86.77 36.68 169.68 184.10 196.22
236 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 4.04 -23.21 86.37 109.59 86.38 36.28 169.28 183.71 195.82
237 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 3.93 -23.32 86.26 109.48 86.26 36.17 169.17 183.59 195.71
240 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 3.59 -23.66 85.93 109.14 85.93 35.83 168.83 183.26 195.37
242 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 3.49 -23.76 85.82 109.04 85.83 35.73 168.73 183.16 195.27
244 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 3.07 -24.18 85.40 108.62 85.40 35.31 168.30 182.73 194.85
247 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 2.76 -24.49 85.09 108.31 85.09 35.00 168.00 182.42 194.54
250 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 2.45 -24.81 84.78 107.99 84.78 34.69 167.68 182.11 194.23
251 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 2.37 -24.88 84.70 107.92 84.70 34.61 167.61 182.03 194.15
252 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 2.32 -24.93 84.65 107.87 84.66 34.56 167.56 181.99 194.10
253 multin_zz1000_61004_idxctrl_pv_rm_blc 2.15 -25.10 84.48 107.70 84.48 34.39 167.39 181.81 193.93
254 multin_zz1000_61002_idxctrl_pv_rm_blc 2.15 -25.10 84.48 107.70 84.48 34.39 167.39 181.81 193.93
259 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 1.88 -25.37 84.21 107.43 84.22 34.12 167.12 181.55 193.66
260 multin_zz1000_61004_idxctrl_zz1000_pv 1.88 -25.37 84.21 107.43 84.22 34.12 167.12 181.55 193.66
261 multin_zz1000_61004_idxctrl_pv 1.60 -25.65 83.93 107.15 83.93 33.84 166.84 181.26 193.38
262 multin_zz1000_61002_idxctrl_pv 1.60 -25.65 83.93 107.15 83.93 33.84 166.84 181.26 193.38
263 mt_961_use2017_best_save_rnk500_idxctrl 1.44 -25.81 83.77 106.99 83.77 33.68 166.68 181.10 193.22
264 multin_zz1000_61002_idxctrl_zz1000_pv 1.36 -25.89 83.69 106.91 83.69 33.60 166.60 181.02 193.14
265 multin_zz1000_61001_idxctrl_pv_rm_blc 0.86 -26.39 83.19 106.41 83.19 33.10 166.10 180.52 192.64
266 multin_zz1000_61001_idxctrl_zz1000_pv 0.72 -26.53 83.05 106.27 83.05 32.96 165.96 180.38 192.50
268 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 0.31 -26.94 82.64 105.86 82.64 32.55 165.55 179.97 192.09
269 multin_zz1000_61001_idxctrl_pv 0.21 -27.04 82.54 105.76 82.55 32.45 165.45 179.87 191.99
270 mt_961_use2018_best_save_rnk500_idxctrl 0.10 -27.15 82.43 105.65 82.43 32.34 165.34 179.76 191.88
271 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 0.04 -27.21 82.37 105.59 82.37 32.28 165.27 179.70 191.82
272 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -0.31 -27.57 82.02 105.23 82.02 31.93 164.92 179.35 191.46
273 mt_961_use2012_last_save_rnk500_idxctrl -0.48 -27.73 81.85 105.07 81.85 31.76 164.76 179.18 191.30
275 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -0.58 -27.83 81.75 104.97 81.75 31.66 164.66 179.08 191.20
282 mt_961_use2010_best_save_rnk500_idxctrl -1.28 -28.54 81.05 104.26 81.05 30.96 163.95 178.38 190.49
290 mt_961_use2012_best_save_rnk500_idxctrl -2.56 -29.81 79.77 102.99 79.78 29.68 162.68 177.10 189.22
309 mt_961_use2011_best_save_rnk500_idxctrl -5.93 -33.18 76.40 99.62 76.40 26.31 159.31 173.73 185.85
323 mt_962_use2015_last_save_rnk500_idxctrl -7.99 -35.24 74.34 97.56 74.34 24.25 157.24 171.67 183.79
333 mt_961_use2021_best_save_rnk500_idxctrl -8.53 -35.78 73.80 97.02 73.80 23.71 156.71 171.13 183.25
337 mt_961_use2010_last_save_rnk500_idxctrl -8.95 -36.20 73.38 96.60 73.38 23.29 156.29 170.71 182.83
339 mt_961_use2013_last_save_rnk500_idxctrl -9.62 -36.88 72.71 95.92 72.71 22.62 155.61 170.04 182.15
341 mt_961_use2022_best_save_rnk500_idxctrl -9.79 -37.04 72.55 95.76 72.55 22.45 155.45 169.88 181.99
360 mt_962_use2021_last_save_rnk500_idxctrl -13.99 -41.24 68.34 91.56 68.34 18.25 151.25 165.67 177.79
387 mt_962_use2019_last_save_rnk500_idxctrl -18.95 -46.20 63.39 86.60 63.39 13.30 146.29 160.72 172.83
397 mt_962_use2023_last_save_rnk500_idxctrl -20.95 -48.20 61.38 84.60 61.38 11.29 144.29 158.71 170.83
406 mt_962_use2023_best_save_rnk500_idxctrl -24.03 -51.28 58.30 81.52 58.30 8.21 141.21 155.63 167.75
426 mt_962_use2024_last_save_rnk500_idxctrl -29.32 -56.57 53.01 76.23 53.01 2.92 135.92 150.34 162.46
427 mt_961_use2021_last_save_rnk500_idxctrl -29.72 -56.97 52.62 75.83 52.62 2.53 135.52 149.95 162.06
430 mt_962_use2024_best_save_rnk500_idxctrl -31.01 -58.26 51.33 74.54 51.33 1.24 134.23 148.66 160.77
436 mt_962_use2022_last_save_rnk500_idxctrl -33.11 -60.36 49.22 72.44 49.22 -0.87 132.13 146.55 158.67
456 mt_962_use2020_last_save_rnk500_idxctrl -42.50 -69.75 39.83 63.05 39.83 -10.26 122.74 137.16 149.28
479 mt_961_use2013_best_save_rnk500_idxctrl -50.45 -77.70 31.89 55.10 31.89 -18.20 114.79 129.22 141.33
483 mt_962_use2021_best_save_rnk500_idxctrl -51.15 -78.40 31.18 54.40 31.18 -18.91 114.09 128.51 140.63
487 mt_961_use2019_best_save_rnk500_idxctrl -52.65 -79.90 29.68 52.90 29.68 -20.41 112.59 127.01 139.13
493 mt_962_use2020_best_save_rnk500_idxctrl -55.27 -82.52 27.07 50.28 27.07 -23.03 109.97 124.40 136.51
500 mt_962_use2019_best_save_rnk500_idxctrl -57.53 -84.78 24.81 48.02 24.81 -25.28 107.71 122.14 134.25
503 mt_961_use2019_last_save_rnk500_idxctrl -59.84 -87.09 22.49 45.71 22.49 -27.60 105.40 119.82 131.94
506 mt_961_use2020_last_save_rnk500_idxctrl -60.20 -87.46 22.13 45.34 22.13 -27.96 105.03 119.46 131.57
509 mt_961_use2020_best_save_rnk500_idxctrl -61.55 -88.80 20.78 44.00 20.78 -29.31 103.69 118.11 130.23
514 mt_962_use2015_best_save_rnk500_idxctrl -66.12 -93.37 16.21 39.43 16.21 -33.88 99.12 113.54 125.66
517 mt_962_use2022_best_save_rnk500_idxctrl -69.03 -96.28 13.31 36.52 13.31 -36.78 96.21 110.64 122.75