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_20260310_191245
18 mt_962_use2015_best_save_rnk500_idxctrl 117.15 138.40 297.31 165.47 297.31 73.44 18.65 87.46 106.55
28 mt_962_use2022_best_save_rnk500_idxctrl 100.22 121.47 280.37 148.53 280.37 56.50 1.71 70.52 89.61
42 mt_962_use2021_best_save_rnk500_idxctrl 88.34 109.59 268.49 136.65 268.50 44.63 -10.17 58.64 77.73
44 mt_962_use2020_best_save_rnk500_idxctrl 87.31 108.56 267.47 135.63 267.47 43.60 -11.20 57.61 76.70
67 mt_961_use2019_last_save_rnk500_idxctrl 64.36 85.61 244.51 112.67 244.51 20.64 -34.15 34.66 53.75
72 mt_961_use2013_best_save_rnk500_idxctrl 61.52 82.76 241.67 109.83 241.67 17.80 -36.99 31.82 50.91
74 mt_962_use2019_best_save_rnk500_idxctrl 60.20 81.45 240.36 108.52 240.36 16.49 -38.31 30.50 49.59
79 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 55.98 77.23 236.13 104.29 236.13 12.26 -42.53 26.28 45.37
83 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 54.80 76.04 234.95 103.11 234.95 11.08 -43.71 25.10 44.19
89 mt_961_use2019_best_save_rnk500_idxctrl 54.04 75.29 234.19 102.35 234.19 10.32 -44.47 24.34 43.43
93 mt_962_use2024_last_save_rnk500_idxctrl 52.63 73.88 232.79 100.95 232.79 8.92 -45.88 22.93 42.02
94 multin_zz1000_61001_idxctrl_top3800_pv 52.53 73.78 232.68 100.84 232.68 8.82 -45.98 22.83 41.92
95 multin_zz1000_61001_idxctrl_50010002000_pv 51.40 72.65 231.55 99.71 231.55 7.68 -47.11 21.70 40.79
104 mt_962_use2021_last_save_rnk500_idxctrl 45.79 67.04 225.95 94.11 225.95 2.08 -52.72 16.09 35.19
109 mt_962_use2020_last_save_rnk500_idxctrl 44.07 65.32 224.23 92.38 224.23 0.36 -54.44 14.37 33.46
112 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 43.87 65.12 224.02 92.18 224.02 0.16 -54.64 14.17 33.26
116 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 43.42 64.67 223.57 91.73 223.57 -0.30 -55.09 13.72 32.81
127 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 41.00 62.25 221.15 89.31 221.15 -2.71 -57.51 11.30 30.39
128 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 40.89 62.14 221.04 89.20 221.05 -2.82 -57.62 11.19 30.28
130 mt_962_use2022_last_save_rnk500_idxctrl 40.76 62.01 220.92 89.08 220.92 -2.95 -57.75 11.07 30.16
131 multin_zz1000_61002_idxctrl_top3800_pv 40.66 61.90 220.81 88.97 220.81 -3.06 -57.85 10.96 30.05
133 multin_zz1000_61002_idxctrl_50010002000_pv 40.01 61.26 220.16 88.32 220.17 -3.70 -58.50 10.31 29.40
137 multin_zz1000_61004_idxctrl_top3800_pv 37.81 59.06 217.96 86.12 217.96 -5.91 -60.70 8.11 27.20
138 multin_zz1000_61004_idxctrl_50010002000_pv 37.66 58.91 217.82 85.98 217.82 -6.05 -60.85 7.96 27.06
142 mt_962_use2015_last_save_rnk500_idxctrl 36.27 57.52 216.42 84.58 216.42 -7.44 -62.24 6.57 25.66
151 mt_962_use2024_best_save_rnk500_idxctrl 33.74 54.99 213.90 82.06 213.90 -9.97 -64.76 4.05 23.14
154 mt_962_use2019_last_save_rnk500_idxctrl 31.95 53.20 212.11 80.27 212.11 -11.76 -66.56 2.26 21.35
175 mt_962_use2018_best_save_rnk500_idxctrl 25.88 47.13 206.03 74.19 206.03 -17.84 -72.63 -3.82 15.27
183 mt_962_use2013_best_save_rnk500_idxctrl 24.25 45.50 204.40 72.56 204.40 -19.47 -74.26 -5.45 13.64
185 mt_961_use2020_best_save_rnk500_idxctrl 23.58 44.83 203.74 71.89 203.74 -20.13 -74.93 -6.12 12.97
190 mt_961_use2020_last_save_rnk500_idxctrl 22.99 44.24 203.15 71.31 203.15 -20.72 -75.52 -6.71 12.39
203 mt_962_use2010_last_save_rnk500_idxctrl 18.24 39.49 198.39 66.55 198.39 -25.48 -80.27 -11.46 7.63
212 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 15.35 36.60 195.50 63.66 195.50 -28.36 -83.16 -14.35 4.74
213 mt_961_use2015_best_save_rnk500_idxctrl 15.30 36.55 195.45 63.61 195.45 -28.41 -83.21 -14.40 4.69
215 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 15.03 36.28 195.19 63.35 195.19 -28.68 -83.48 -14.67 4.43
218 mt_962_use2013_last_save_rnk500_idxctrl 14.44 35.68 194.59 62.75 194.59 -29.28 -84.07 -15.26 3.83
224 mt_961_use2010_last_save_rnk500_idxctrl 12.22 33.47 192.37 60.53 192.37 -31.50 -86.29 -17.48 1.61
225 mt_961_use2013_last_save_rnk500_idxctrl 12.09 33.34 192.25 60.41 192.25 -31.62 -86.42 -17.61 1.49
229 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 10.78 32.03 190.93 59.09 190.93 -32.94 -87.73 -18.92 0.17
232 mt_961_use2011_best_save_rnk500_idxctrl 10.67 31.91 190.82 58.98 190.82 -33.05 -87.84 -19.03 0.06
233 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 10.46 31.71 190.62 58.78 190.62 -33.25 -88.05 -19.23 -0.14
249 mt_962_use2023_best_save_rnk500_idxctrl 6.63 27.88 186.79 54.95 186.79 -37.08 -91.87 -23.06 -3.97
254 mt_962_use2012_last_save_rnk500_idxctrl 5.37 26.62 185.53 53.69 185.53 -38.34 -93.14 -24.33 -5.23
255 mt_961_use2010_best_save_rnk500_idxctrl 4.99 26.24 185.15 53.31 185.15 -38.72 -93.52 -24.71 -5.62
262 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 2.32 23.57 182.48 50.63 182.48 -41.39 -96.19 -27.38 -8.29
265 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 1.39 22.64 181.55 49.71 181.55 -42.32 -97.12 -28.31 -9.21
268 mt_962_use2012_best_save_rnk500_idxctrl 0.93 22.18 181.08 49.24 181.08 -42.78 -97.58 -28.77 -9.68
271 mt_962_use2011_last_save_rnk500_idxctrl -0.15 21.10 180.00 48.16 180.00 -43.87 -98.66 -29.85 -10.76
273 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -1.95 19.29 178.20 46.36 178.20 -45.67 -100.46 -31.65 -12.56
274 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -1.98 19.26 178.17 46.33 178.17 -45.70 -100.49 -31.68 -12.59
275 mt_961_use2015_last_save_rnk500_idxctrl -2.28 18.97 177.88 46.04 177.88 -45.99 -100.79 -31.98 -12.88
276 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -2.31 18.94 177.85 46.00 177.85 -46.02 -100.82 -32.01 -12.92
277 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -2.60 18.65 177.55 45.71 177.55 -46.31 -101.11 -32.30 -13.21
292 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -6.15 15.10 174.01 42.17 174.01 -49.86 -104.65 -35.84 -16.75
294 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -6.19 15.06 173.97 42.13 173.97 -49.90 -104.69 -35.88 -16.79
298 mt_962_use2016_last_save_rnk500_idxctrl -6.47 14.78 173.68 41.84 173.68 -50.19 -104.98 -36.17 -17.08
304 mt_961_use2009_last_save_rnk500_idxctrl -8.13 13.12 172.02 40.18 172.02 -51.84 -106.64 -37.83 -18.74
305 mt_961_use2018_last_save_rnk500_idxctrl -8.16 13.09 172.00 40.15 172.00 -51.87 -106.67 -37.86 -18.77
308 mt_961_use2009_best_save_rnk500_idxctrl -9.64 11.61 170.51 38.67 170.51 -53.36 -108.15 -39.34 -20.25
314 mt_961_use2017_last_save_rnk500_idxctrl -11.64 9.61 168.51 36.67 168.51 -55.35 -110.15 -41.34 -22.25
319 multin_zz1000_61001_idxctrl_zz1000_pv -14.05 7.20 166.11 34.27 166.11 -57.76 -112.56 -43.75 -24.65
321 mt_962_use2023_last_save_rnk500_idxctrl -14.86 6.39 165.30 33.46 165.30 -58.57 -113.37 -44.55 -25.46
324 mt_962_use2010_best_save_rnk500_idxctrl -16.88 4.37 163.27 31.43 163.27 -60.59 -115.39 -46.58 -27.49
325 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -17.04 4.21 163.11 31.27 163.12 -60.75 -115.55 -46.74 -27.65
328 multin_zz1000_61002_idxctrl_zz1000_pv -17.60 3.65 162.56 30.72 162.56 -61.31 -116.11 -47.30 -28.21
332 multin_zz1000_61004_idxctrl_zz1000_pv -18.64 2.61 161.52 29.68 161.52 -62.35 -117.15 -48.34 -29.24
337 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -20.44 0.81 159.71 27.87 159.71 -64.16 -118.95 -50.14 -31.05
338 mt_961_use2012_last_save_rnk500_idxctrl -20.77 0.48 159.39 27.55 159.39 -64.48 -119.28 -50.47 -31.37
340 mt_961_use2017_best_save_rnk500_idxctrl -21.31 -0.06 158.85 27.00 158.85 -65.02 -119.82 -51.01 -31.92
341 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -21.46 -0.21 158.69 26.85 158.69 -65.18 -119.97 -51.16 -32.07
343 mt_962_use2017_best_save_rnk500_idxctrl -21.92 -0.68 158.23 26.39 158.23 -65.64 -120.43 -51.62 -32.53
345 multin_zz1000_61001_idxctrl_pv -22.68 -1.43 157.48 25.64 157.48 -66.39 -121.19 -52.38 -33.28
349 multin_zz1000_61004_idxctrl_pv -23.64 -2.39 156.51 24.67 156.51 -67.35 -122.15 -53.34 -34.25
350 multin_zz1000_61002_idxctrl_pv -23.64 -2.39 156.51 24.67 156.51 -67.35 -122.15 -53.34 -34.25
352 mt_961_use2021_best_save_rnk500_idxctrl -24.21 -2.96 155.95 24.11 155.95 -67.92 -122.72 -53.90 -34.81
357 mt_961_use2012_best_save_rnk500_idxctrl -25.40 -4.15 154.76 22.92 154.76 -69.11 -123.91 -55.09 -36.00
361 multin_zz1000_61001_idxctrl_pv_rm_blc -25.97 -4.72 154.18 22.34 154.18 -69.69 -124.48 -55.67 -36.58
367 multin_zz500_61002_idxctrl_zz500_pv -26.47 -5.22 153.68 21.84 153.69 -70.18 -124.98 -56.17 -37.08
368 multin_zz500_61004_idxctrl_zz500_pv -26.53 -5.28 153.63 21.79 153.63 -70.24 -125.04 -56.23 -37.13
369 multin_zz500_61001_idxctrl_zz500_pv -26.74 -5.49 153.42 21.58 153.42 -70.45 -125.24 -56.43 -37.34
370 multin_zz1000_61004_idxctrl_pv_rm_blc -26.82 -5.57 153.33 21.49 153.33 -70.53 -125.33 -56.52 -37.43
371 multin_zz1000_61002_idxctrl_pv_rm_blc -26.82 -5.57 153.33 21.49 153.33 -70.53 -125.33 -56.52 -37.43
372 mt_961_use2011_last_save_rnk500_idxctrl -26.93 -5.68 153.23 21.39 153.23 -70.64 -125.43 -56.62 -37.53
383 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -31.55 -10.30 148.61 16.77 148.61 -75.26 -130.06 -61.25 -42.15
384 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -31.72 -10.48 148.43 16.59 148.43 -75.44 -130.23 -61.42 -42.33
385 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -31.72 -10.47 148.43 16.59 148.44 -75.43 -130.23 -61.42 -42.33
399 mt_961_use2024_last_save_rnk500_idxctrl -39.17 -17.92 140.99 9.15 140.99 -82.88 -137.67 -68.86 -49.77
400 mt_961_use2014_best_save_rnk500_idxctrl -39.18 -17.93 140.97 9.13 140.97 -82.89 -137.69 -68.88 -49.79
404 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -42.40 -21.15 137.75 5.91 137.76 -86.11 -140.91 -72.10 -53.01
413 mt_961_use2018_best_save_rnk500_idxctrl -44.32 -23.07 135.84 4.00 135.84 -88.03 -142.83 -74.01 -54.92
414 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -44.74 -23.49 135.42 3.58 135.42 -88.45 -143.24 -74.43 -55.34
416 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -46.24 -24.99 133.91 2.07 133.91 -89.96 -144.75 -75.94 -56.85
417 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -47.75 -26.51 132.40 0.56 132.40 -91.47 -146.26 -77.45 -58.36
418 multin_zz1000_61004_idxctrl_pv_rm_fnd -49.44 -28.19 130.71 -1.13 130.71 -93.16 -147.95 -79.14 -60.05
419 multin_zz1000_61002_idxctrl_pv_rm_fnd -49.44 -28.19 130.71 -1.13 130.71 -93.16 -147.95 -79.14 -60.05
420 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -49.80 -28.55 130.35 -1.49 130.35 -93.51 -148.31 -79.50 -60.41
421 multin_zz1000_61001_idxctrl_pv_rm_fnd -49.82 -28.57 130.34 -1.50 130.34 -93.53 -148.33 -79.52 -60.42
422 mt_961_use2021_last_save_rnk500_idxctrl -50.38 -29.13 129.77 -2.07 129.77 -94.10 -148.89 -80.08 -60.99
423 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -51.28 -30.04 128.87 -2.97 128.87 -95.00 -149.79 -80.98 -61.89
425 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -51.44 -30.19 128.71 -3.13 128.71 -95.16 -149.95 -81.14 -62.05
428 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -52.50 -31.25 127.66 -4.18 127.66 -96.21 -151.01 -82.20 -63.10
429 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -52.89 -31.64 127.26 -4.58 127.27 -96.60 -151.40 -82.59 -63.50
432 mt_962_use2018_last_save_rnk500_idxctrl -53.43 -32.19 126.72 -5.12 126.72 -97.15 -151.94 -83.13 -64.04
433 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -53.61 -32.36 126.54 -5.30 126.54 -97.33 -152.12 -83.31 -64.22
434 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -53.61 -32.36 126.54 -5.30 126.54 -97.33 -152.12 -83.31 -64.22
436 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -54.16 -32.91 126.00 -5.84 126.00 -97.87 -152.66 -83.85 -64.76
439 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -55.15 -33.90 125.00 -6.84 125.01 -98.86 -153.66 -84.85 -65.76
443 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -56.38 -35.13 123.77 -8.07 123.78 -100.09 -154.89 -86.08 -66.99
444 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -56.46 -35.21 123.69 -8.15 123.69 -100.17 -154.97 -86.16 -67.07
447 mt_962_use2014_best_save_rnk500_idxctrl -57.61 -36.36 122.55 -9.29 122.55 -101.32 -156.12 -87.31 -68.22
449 mt_961_use2016_last_save_rnk500_idxctrl -59.13 -37.88 121.02 -10.82 121.03 -102.84 -157.64 -88.83 -69.74
452 mt_961_use2016_best_save_rnk500_idxctrl -59.84 -38.59 120.32 -11.52 120.32 -103.55 -158.35 -89.53 -70.44
455 mt_962_use2017_last_save_rnk500_idxctrl -62.24 -40.99 117.92 -13.93 117.92 -105.95 -160.75 -91.94 -72.85
465 mt_961_use2022_best_save_rnk500_idxctrl -67.43 -46.18 112.73 -19.11 112.73 -111.14 -165.94 -97.13 -78.03
471 mt_961_use2014_last_save_rnk500_idxctrl -69.49 -48.24 110.66 -21.18 110.66 -113.20 -168.00 -99.19 -80.10
476 mt_962_use2009_last_save_rnk500_idxctrl -70.42 -49.17 109.73 -22.11 109.74 -114.13 -168.93 -100.12 -81.03
478 mt_961_use2022_last_save_rnk500_idxctrl -71.22 -49.97 108.93 -22.91 108.93 -114.93 -169.73 -100.92 -81.83
484 mt_962_use2009_best_save_rnk500_idxctrl -73.96 -52.71 106.20 -25.65 106.20 -117.67 -172.47 -103.66 -84.57
489 mt_961_use2008_last_save_rnk500_idxctrl -75.84 -54.59 104.31 -27.53 104.31 -119.56 -174.35 -105.54 -86.45
492 mt_961_use2024_best_save_rnk500_idxctrl -81.14 -59.89 99.01 -32.83 99.01 -124.86 -179.65 -110.84 -91.75
493 mt_962_use2011_best_save_rnk500_idxctrl -82.83 -61.58 97.33 -34.51 97.33 -126.54 -181.34 -112.53 -93.43
500 mt_961_use2008_best_save_rnk500_idxctrl -91.03 -69.78 89.13 -42.71 89.13 -134.74 -189.54 -120.73 -101.63
501 mt_962_use2014_last_save_rnk500_idxctrl -91.41 -70.16 88.74 -43.10 88.74 -135.13 -189.92 -121.11 -102.02
507 mt_961_use2023_last_save_rnk500_idxctrl -99.54 -78.29 80.61 -51.23 80.62 -143.25 -198.05 -129.24 -110.15
516 mt_961_use2023_best_save_rnk500_idxctrl -107.39 -86.14 72.77 -59.08 72.77 -151.10 -205.90 -137.09 -118.00
520 mt_962_use2016_best_save_rnk500_idxctrl -110.22 -88.97 69.93 -61.91 69.94 -153.93 -208.73 -139.92 -120.83
524 mt_962_use2008_last_save_rnk500_idxctrl -124.91 -103.66 55.25 -76.60 55.25 -168.62 -223.42 -154.61 -135.52
526 mt_962_use2008_best_save_rnk500_idxctrl -129.78 -108.53 50.37 -81.47 50.38 -173.49 -228.29 -159.48 -140.39