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_20260304_151737
29 mt_962_use2014_best_save_rnk500_idxctrl 28.32 7.32 -26.78 85.90 -26.78 14.05 167.17 246.91 254.27
43 mt_962_use2024_best_save_rnk500_idxctrl 19.04 -1.96 -36.06 76.61 -36.06 4.77 157.89 237.63 244.99
44 mt_962_use2014_last_save_rnk500_idxctrl 19.04 -1.96 -36.06 76.62 -36.06 4.77 157.90 237.63 244.99
60 mt_961_use2021_best_save_rnk500_idxctrl 12.22 -8.78 -42.88 69.79 -42.88 -2.05 151.07 230.81 238.17
68 mt_962_use2023_best_save_rnk500_idxctrl 9.77 -11.23 -45.33 67.34 -45.33 -4.50 148.62 228.36 235.72
80 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 7.85 -13.15 -47.25 65.42 -47.25 -6.42 146.70 226.44 233.80
82 mt_962_use2022_last_save_rnk500_idxctrl 7.71 -13.29 -47.39 65.28 -47.39 -6.56 146.56 226.30 233.66
85 mt_962_use2023_last_save_rnk500_idxctrl 7.57 -13.43 -47.53 65.14 -47.53 -6.71 146.42 226.16 233.52
90 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 6.69 -14.31 -48.41 64.26 -48.42 -7.59 145.54 225.28 232.63
91 multin_zz1000_61001_idxctrl_50010002000_pv 6.26 -14.74 -48.84 63.83 -48.84 -8.01 145.11 224.85 232.21
99 multin_zz1000_61001_idxctrl_top3800_pv 5.25 -15.75 -49.85 62.82 -49.86 -9.03 144.10 223.84 231.19
103 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 4.40 -16.60 -50.70 61.98 -50.70 -9.87 143.26 223.00 230.35
105 mt_962_use2020_best_save_rnk500_idxctrl 4.28 -16.72 -50.82 61.86 -50.82 -9.99 143.14 222.88 230.23
107 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 4.05 -16.95 -51.05 61.62 -51.05 -10.22 142.90 222.64 230.00
110 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 3.85 -17.15 -51.25 61.43 -51.25 -10.42 142.71 222.45 229.80
111 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 3.65 -17.35 -51.45 61.22 -51.45 -10.62 142.50 222.24 229.60
120 multin_zz1000_61004_idxctrl_50010002000_pv 2.90 -18.10 -52.20 60.48 -52.20 -11.37 141.76 221.50 228.85
123 multin_zz1000_61002_idxctrl_50010002000_pv 2.55 -18.45 -52.55 60.13 -52.55 -11.72 141.41 221.14 228.50
124 multin_zz1000_61004_idxctrl_top3800_pv 2.43 -18.57 -52.67 60.01 -52.67 -11.84 141.28 221.02 228.38
130 multin_zz1000_61002_idxctrl_top3800_pv 2.23 -18.77 -52.87 59.81 -52.87 -12.04 141.08 220.82 228.18
134 mt_962_use2021_last_save_rnk500_idxctrl 1.95 -19.05 -53.15 59.53 -53.15 -12.32 140.81 220.55 227.90
137 mt_962_use2024_last_save_rnk500_idxctrl 1.60 -19.40 -53.50 59.17 -53.50 -12.67 140.45 220.19 227.55
138 mt_962_use2022_best_save_rnk500_idxctrl 1.27 -19.73 -53.83 58.84 -53.83 -13.00 140.12 219.86 227.22
152 mt_961_use2014_last_save_rnk500_idxctrl -0.66 -21.66 -55.76 56.92 -55.76 -14.93 138.19 217.93 225.29
160 mt_962_use2021_best_save_rnk500_idxctrl -2.48 -23.48 -57.58 55.10 -57.58 -16.75 136.38 216.12 223.47
196 mt_962_use2015_best_save_rnk500_idxctrl -8.21 -29.21 -63.31 49.37 -63.31 -22.48 130.65 210.39 217.74
201 mt_961_use2021_last_save_rnk500_idxctrl -8.59 -29.59 -63.69 48.98 -63.69 -22.86 130.26 210.00 217.36
204 mt_961_use2014_best_save_rnk500_idxctrl -9.05 -30.05 -64.15 48.53 -64.15 -23.32 129.81 209.55 216.90
212 mt_962_use2012_last_save_rnk500_idxctrl -9.44 -30.44 -64.54 48.14 -64.54 -23.71 129.41 209.15 216.51
224 mt_961_use2015_last_save_rnk500_idxctrl -11.29 -32.29 -66.39 46.29 -66.39 -25.56 127.56 207.30 214.66
247 multin_zz500_61001_idxctrl_zz500_pv -14.05 -35.05 -69.15 43.52 -69.16 -28.33 124.80 204.54 211.89
264 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -15.46 -36.46 -70.56 42.11 -70.56 -29.73 123.39 203.13 210.49
265 multin_zz500_61002_idxctrl_zz500_pv -15.80 -36.80 -70.90 41.78 -70.90 -30.07 123.05 202.79 210.15
271 multin_zz500_61004_idxctrl_zz500_pv -16.46 -37.46 -71.56 41.11 -71.56 -30.73 122.39 202.13 209.49
276 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -17.29 -38.29 -72.39 40.28 -72.39 -31.56 121.56 201.30 208.66
278 mt_961_use2015_best_save_rnk500_idxctrl -17.54 -38.54 -72.64 40.03 -72.64 -31.81 121.31 201.05 208.41
288 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -18.12 -39.12 -73.22 39.46 -73.22 -32.39 120.74 200.48 207.83
304 mt_961_use2019_best_save_rnk500_idxctrl -20.06 -41.06 -75.16 37.51 -75.16 -34.33 118.79 198.53 205.89
305 mt_961_use2016_best_save_rnk500_idxctrl -20.08 -41.08 -75.18 37.49 -75.18 -34.35 118.77 198.51 205.87
320 mt_962_use2020_last_save_rnk500_idxctrl -22.45 -43.45 -77.55 35.12 -77.55 -36.72 116.40 196.14 203.50
323 mt_962_use2013_last_save_rnk500_idxctrl -22.86 -43.86 -77.96 34.71 -77.96 -37.13 115.99 195.73 203.09
337 mt_962_use2010_best_save_rnk500_idxctrl -23.48 -44.48 -78.58 34.10 -78.58 -37.75 115.37 195.11 202.47
343 mt_962_use2016_last_save_rnk500_idxctrl -23.99 -44.99 -79.09 33.58 -79.09 -38.26 114.86 194.60 201.96
355 mt_962_use2017_last_save_rnk500_idxctrl -24.96 -45.96 -80.06 32.61 -80.06 -39.23 113.89 193.63 200.99
359 mt_962_use2017_best_save_rnk500_idxctrl -25.36 -46.36 -80.46 32.21 -80.46 -39.63 113.49 193.23 200.59
360 mt_962_use2015_last_save_rnk500_idxctrl -25.53 -46.53 -80.63 32.04 -80.63 -39.80 113.32 193.06 200.42
361 mt_961_use2024_last_save_rnk500_idxctrl -25.58 -46.58 -80.68 32.00 -80.68 -39.85 113.27 193.01 200.37
368 mt_962_use2013_best_save_rnk500_idxctrl -26.22 -47.22 -81.32 31.36 -81.32 -40.49 112.64 192.38 199.73
370 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -26.35 -47.35 -81.45 31.22 -81.46 -40.63 112.50 192.24 199.59
372 mt_962_use2012_best_save_rnk500_idxctrl -26.54 -47.54 -81.64 31.03 -81.64 -40.81 112.31 192.05 199.41
380 multin_zz1000_61001_idxctrl_pv_rm_blc -27.37 -48.37 -82.47 30.21 -82.47 -41.64 111.49 191.23 198.58
382 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -27.60 -48.60 -82.70 29.98 -82.70 -41.87 111.25 190.99 198.35
386 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -27.79 -48.79 -82.89 29.78 -82.89 -42.06 111.06 190.80 198.16
388 multin_zz1000_61001_idxctrl_pv -27.83 -48.83 -82.93 29.75 -82.93 -42.10 111.02 190.76 198.12
393 mt_962_use2019_last_save_rnk500_idxctrl -28.86 -49.86 -83.96 28.71 -83.97 -43.14 109.99 189.73 197.08
395 mt_962_use2010_last_save_rnk500_idxctrl -28.88 -49.88 -83.98 28.70 -83.98 -43.15 109.98 189.71 197.07
396 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -29.08 -50.08 -84.18 28.50 -84.18 -43.35 109.77 189.51 196.87
398 multin_zz1000_61004_idxctrl_pv_rm_blc -29.32 -50.32 -84.42 28.26 -84.42 -43.59 109.53 189.27 196.63
399 multin_zz1000_61002_idxctrl_pv_rm_blc -29.32 -50.32 -84.42 28.26 -84.42 -43.59 109.53 189.27 196.63
400 mt_961_use2013_best_save_rnk500_idxctrl -29.34 -50.34 -84.44 28.23 -84.44 -43.61 109.51 189.25 196.61
401 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -29.34 -50.34 -84.44 28.23 -84.44 -43.61 109.51 189.25 196.61
402 multin_zz1000_61004_idxctrl_pv -29.66 -50.66 -84.76 27.91 -84.76 -43.93 109.19 188.93 196.29
403 multin_zz1000_61002_idxctrl_pv -29.66 -50.66 -84.76 27.91 -84.76 -43.93 109.19 188.93 196.29
404 mt_961_use2019_last_save_rnk500_idxctrl -29.84 -50.84 -84.94 27.74 -84.94 -44.11 109.01 188.75 196.11
407 multin_zz1000_61001_idxctrl_zz1000_pv -29.87 -50.87 -84.97 27.70 -84.97 -44.14 108.98 188.72 196.08
409 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -29.93 -50.93 -85.03 27.64 -85.03 -44.21 108.92 188.66 196.02
410 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -29.98 -50.98 -85.08 27.60 -85.08 -44.25 108.88 188.62 195.97
413 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -30.15 -51.15 -85.25 27.42 -85.25 -44.42 108.70 188.44 195.80
414 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -30.38 -51.38 -85.48 27.19 -85.48 -44.65 108.47 188.21 195.57
415 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -30.42 -51.42 -85.52 27.15 -85.52 -44.69 108.43 188.17 195.53
416 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -30.50 -51.50 -85.60 27.07 -85.60 -44.77 108.35 188.09 195.45
418 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -30.54 -51.54 -85.64 27.04 -85.64 -44.81 108.32 188.06 195.41
421 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -31.17 -52.17 -86.27 26.41 -86.27 -45.44 107.69 187.43 194.78
422 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -31.24 -52.24 -86.34 26.33 -86.34 -45.51 107.61 187.35 194.71
423 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -31.37 -52.37 -86.47 26.20 -86.47 -45.64 107.48 187.22 194.58
425 mt_962_use2019_best_save_rnk500_idxctrl -31.52 -52.52 -86.62 26.05 -86.62 -45.79 107.33 187.07 194.43
431 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -32.14 -53.14 -87.24 25.43 -87.25 -46.42 106.71 186.45 193.80
432 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -32.27 -53.27 -87.37 25.30 -87.37 -46.54 106.58 186.32 193.68
433 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -32.34 -53.34 -87.44 25.23 -87.44 -46.61 106.51 186.25 193.61
434 mt_961_use2024_best_save_rnk500_idxctrl -32.39 -53.39 -87.49 25.19 -87.49 -46.66 106.47 186.21 193.56
435 multin_zz1000_61002_idxctrl_zz1000_pv -32.47 -53.47 -87.57 25.10 -87.57 -46.75 106.38 186.12 193.48
436 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -32.55 -53.56 -87.66 25.02 -87.66 -46.83 106.30 186.04 193.39
437 multin_zz1000_61004_idxctrl_zz1000_pv -32.58 -53.58 -87.68 24.99 -87.68 -46.85 106.27 186.01 193.37
438 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -32.73 -53.73 -87.83 24.85 -87.83 -47.00 106.12 185.86 193.22
444 mt_961_use2008_last_save_rnk500_idxctrl -33.93 -54.93 -89.03 23.64 -89.03 -48.20 104.92 184.66 192.02
445 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -33.93 -54.93 -89.03 23.65 -89.03 -48.20 104.93 184.67 192.02
446 mt_961_use2010_last_save_rnk500_idxctrl -34.81 -55.81 -89.91 22.77 -89.91 -49.08 104.05 183.79 191.14
448 mt_962_use2011_last_save_rnk500_idxctrl -36.21 -57.21 -91.31 21.37 -91.31 -50.48 102.64 182.38 189.74
449 mt_961_use2016_last_save_rnk500_idxctrl -36.69 -57.69 -91.79 20.88 -91.79 -50.96 102.16 181.90 189.26
450 mt_961_use2022_best_save_rnk500_idxctrl -36.70 -57.71 -91.80 20.87 -91.81 -50.98 102.15 181.89 189.24
453 mt_961_use2009_best_save_rnk500_idxctrl -38.20 -59.20 -93.30 19.37 -93.30 -52.47 100.65 180.39 187.75
454 mt_961_use2009_last_save_rnk500_idxctrl -38.41 -59.41 -93.51 19.17 -93.51 -52.68 100.45 180.18 187.54
456 mt_961_use2022_last_save_rnk500_idxctrl -38.77 -59.77 -93.87 18.81 -93.87 -53.04 100.09 179.83 187.18
457 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -38.80 -59.80 -93.90 18.77 -93.90 -53.07 100.05 179.79 187.15
460 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -39.74 -60.74 -94.84 17.84 -94.84 -54.01 99.12 178.86 186.21
461 multin_zz1000_61001_idxctrl_pv_rm_fnd -39.80 -60.80 -94.90 17.77 -94.90 -54.07 99.05 178.79 186.15
462 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -40.26 -61.26 -95.36 17.32 -95.36 -54.53 98.60 178.34 185.69
463 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -40.26 -61.26 -95.36 17.32 -95.36 -54.53 98.60 178.34 185.69
464 mt_961_use2017_last_save_rnk500_idxctrl -40.52 -61.52 -95.62 17.05 -95.62 -54.79 98.33 178.07 185.43
465 multin_zz1000_61002_idxctrl_pv_rm_fnd -41.15 -62.15 -96.25 16.42 -96.25 -55.42 97.70 177.44 184.80
466 multin_zz1000_61004_idxctrl_pv_rm_fnd -41.15 -62.15 -96.25 16.42 -96.25 -55.42 97.70 177.44 184.80
469 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -41.81 -62.81 -96.91 15.76 -96.91 -56.08 97.04 176.78 184.14
470 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -41.93 -62.93 -97.03 15.65 -97.03 -56.20 96.93 176.67 184.02
471 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -42.44 -63.44 -97.54 15.14 -97.54 -56.71 96.42 176.15 183.51
472 mt_961_use2020_last_save_rnk500_idxctrl -42.76 -63.76 -97.86 14.81 -97.86 -57.03 96.09 175.83 183.19
474 mt_962_use2018_best_save_rnk500_idxctrl -43.19 -64.19 -98.29 14.38 -98.29 -57.46 95.66 175.40 182.76
477 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -44.35 -65.35 -99.45 13.22 -99.45 -58.62 94.50 174.24 181.60
478 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -44.47 -65.47 -99.57 13.10 -99.57 -58.74 94.38 174.12 181.48
479 mt_961_use2017_best_save_rnk500_idxctrl -44.58 -65.58 -99.68 12.99 -99.68 -58.85 94.27 174.01 181.37
481 mt_961_use2013_last_save_rnk500_idxctrl -45.98 -66.98 -101.08 11.59 -101.08 -60.25 92.87 172.61 179.97
482 mt_961_use2010_best_save_rnk500_idxctrl -46.69 -67.69 -101.79 10.89 -101.79 -60.96 92.17 171.91 179.26
483 mt_961_use2020_best_save_rnk500_idxctrl -46.77 -67.77 -101.87 10.81 -101.87 -61.04 92.09 171.82 179.18
493 mt_961_use2011_best_save_rnk500_idxctrl -49.75 -70.75 -104.85 7.83 -104.85 -64.02 89.11 168.85 176.20
499 mt_961_use2011_last_save_rnk500_idxctrl -52.50 -73.50 -107.60 5.08 -107.60 -66.77 86.35 166.09 173.45
501 mt_962_use2011_best_save_rnk500_idxctrl -52.61 -73.61 -107.71 4.97 -107.71 -66.88 86.25 165.99 173.34
502 mt_962_use2016_best_save_rnk500_idxctrl -52.66 -73.66 -107.76 4.91 -107.76 -66.93 86.19 165.93 173.29
503 mt_961_use2023_last_save_rnk500_idxctrl -53.01 -74.01 -108.11 4.56 -108.11 -67.28 85.84 165.58 172.94
504 mt_961_use2018_last_save_rnk500_idxctrl -53.15 -74.15 -108.25 4.42 -108.25 -67.42 85.70 165.44 172.80
505 mt_962_use2008_last_save_rnk500_idxctrl -57.60 -78.60 -112.70 -0.03 -112.70 -71.87 81.25 160.99 168.35
506 mt_961_use2023_best_save_rnk500_idxctrl -58.91 -79.91 -114.01 -1.34 -114.01 -73.19 79.94 159.68 167.04
507 mt_961_use2012_last_save_rnk500_idxctrl -59.11 -80.11 -114.21 -1.54 -114.21 -73.38 79.74 159.48 166.84
508 mt_962_use2009_last_save_rnk500_idxctrl -61.47 -82.47 -116.57 -3.90 -116.57 -75.74 77.38 157.12 164.48
510 mt_961_use2008_best_save_rnk500_idxctrl -63.70 -84.70 -118.80 -6.12 -118.80 -77.97 75.16 154.90 162.25
511 mt_962_use2009_best_save_rnk500_idxctrl -64.26 -85.26 -119.36 -6.68 -119.36 -78.53 74.60 154.34 161.69
512 mt_961_use2012_best_save_rnk500_idxctrl -64.65 -85.65 -119.75 -7.08 -119.75 -78.92 74.20 153.94 161.30
514 mt_962_use2018_last_save_rnk500_idxctrl -64.99 -85.99 -120.09 -7.42 -120.10 -79.27 73.86 153.60 160.95
515 mt_961_use2018_best_save_rnk500_idxctrl -65.48 -86.48 -120.58 -7.90 -120.58 -79.75 73.38 153.12 160.47
517 mt_962_use2008_best_save_rnk500_idxctrl -69.78 -90.78 -124.88 -12.20 -124.88 -84.05 69.07 148.81 156.17