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_20260311_171625
3 mt_962_use2016_best_save_rnk500_idxctrl 98.27 123.89 119.68 56.66 119.67 162.63 110.97 74.04 54.18
5 mt_961_use2024_best_save_rnk500_idxctrl 88.04 113.66 109.44 46.42 109.44 152.40 100.73 63.81 43.94
7 mt_962_use2014_last_save_rnk500_idxctrl 84.33 109.95 105.73 42.71 105.73 148.69 97.02 60.10 40.24
8 mt_962_use2014_best_save_rnk500_idxctrl 82.38 108.00 103.78 40.77 103.78 146.74 95.07 58.15 38.29
9 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 81.54 107.16 102.95 39.93 102.94 145.90 94.23 57.31 37.45
10 mt_962_use2008_last_save_rnk500_idxctrl 81.23 106.85 102.63 39.61 102.63 145.59 93.92 57.00 37.13
11 mt_962_use2008_best_save_rnk500_idxctrl 79.69 105.31 101.09 38.08 101.09 144.05 92.38 55.46 35.60
12 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 79.63 105.25 101.03 38.01 101.03 143.99 92.32 55.40 35.54
13 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 79.41 105.03 100.81 37.79 100.81 143.77 92.10 55.18 35.32
14 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 79.34 104.95 100.74 37.72 100.74 143.70 92.03 55.11 35.24
17 mt_961_use2014_last_save_rnk500_idxctrl 77.71 103.33 99.11 36.09 99.11 142.07 90.40 53.48 33.61
18 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 77.60 103.22 99.00 35.98 99.00 141.96 90.29 53.37 33.51
19 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 77.33 102.94 98.73 35.71 98.73 141.68 90.02 53.09 33.23
20 mt_961_use2023_last_save_rnk500_idxctrl 76.07 101.69 97.47 34.45 97.47 140.43 88.76 51.84 31.98
21 mt_962_use2018_last_save_rnk500_idxctrl 75.44 101.06 96.84 33.82 96.84 139.80 88.13 51.21 31.35
22 mt_961_use2024_last_save_rnk500_idxctrl 72.94 98.56 94.34 31.32 94.34 137.30 85.63 48.71 28.85
24 mt_961_use2023_best_save_rnk500_idxctrl 67.33 92.94 88.73 25.71 88.73 131.68 80.02 43.09 23.23
26 mt_962_use2017_last_save_rnk500_idxctrl 66.47 92.08 87.87 24.85 87.87 130.82 79.16 42.23 22.37
27 mt_961_use2022_best_save_rnk500_idxctrl 65.43 91.05 86.83 23.82 86.83 129.79 78.12 41.20 21.34
28 mt_961_use2008_best_save_rnk500_idxctrl 65.14 90.75 86.54 23.52 86.54 129.49 77.83 40.90 21.04
30 mt_961_use2014_best_save_rnk500_idxctrl 62.79 88.41 84.20 21.18 84.19 127.15 75.48 38.56 18.70
32 mt_961_use2022_last_save_rnk500_idxctrl 60.75 86.37 82.15 19.14 82.15 125.11 73.44 36.52 16.66
33 mt_962_use2011_best_save_rnk500_idxctrl 60.32 85.94 81.72 18.71 81.72 124.68 73.01 36.09 16.23
34 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 60.03 85.65 81.43 18.41 81.43 124.39 72.72 35.80 15.93
36 mt_962_use2009_best_save_rnk500_idxctrl 59.59 85.21 80.99 17.97 80.99 123.95 72.28 35.36 15.50
37 mt_961_use2016_best_save_rnk500_idxctrl 58.67 84.29 80.07 17.05 80.07 123.03 71.36 34.44 14.57
38 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 58.60 84.21 80.00 16.98 80.00 122.96 71.29 34.37 14.50
39 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 58.60 84.21 80.00 16.98 80.00 122.96 71.29 34.37 14.50
40 mt_961_use2008_last_save_rnk500_idxctrl 58.39 84.01 79.80 16.78 79.79 122.75 71.09 34.16 14.30
42 multin_zz1000_61001_idxctrl_pv_rm_fnd 57.98 83.60 79.38 16.36 79.38 122.34 70.67 33.75 13.89
44 mt_962_use2012_best_save_rnk500_idxctrl 56.72 82.34 78.12 15.11 78.12 121.08 69.41 32.49 12.63
45 multin_zz1000_61002_idxctrl_pv_rm_fnd 56.71 82.33 78.11 15.09 78.11 121.07 69.40 32.48 12.61
46 multin_zz1000_61004_idxctrl_pv_rm_fnd 56.71 82.33 78.11 15.09 78.11 121.07 69.40 32.48 12.61
47 mt_962_use2009_last_save_rnk500_idxctrl 56.59 82.21 77.99 14.97 77.99 120.95 69.28 32.36 12.49
49 mt_961_use2017_best_save_rnk500_idxctrl 53.39 79.01 74.79 11.77 74.79 117.75 66.08 29.16 9.29
53 mt_962_use2012_last_save_rnk500_idxctrl 49.70 75.32 71.10 8.08 71.10 114.06 62.39 25.47 5.60
54 mt_962_use2016_last_save_rnk500_idxctrl 48.95 74.57 70.35 7.34 70.35 113.31 61.64 24.72 4.86
57 mt_961_use2017_last_save_rnk500_idxctrl 45.76 71.37 67.16 4.14 67.16 110.12 58.45 21.53 1.66
58 mt_961_use2018_best_save_rnk500_idxctrl 44.68 70.30 66.08 3.07 66.08 109.04 57.37 20.45 0.59
59 mt_962_use2011_last_save_rnk500_idxctrl 44.60 70.21 66.00 2.98 66.00 108.96 57.29 20.37 0.50
61 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 42.73 68.34 64.13 1.11 64.13 107.09 55.42 18.50 -1.37
63 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 41.92 67.54 63.32 0.30 63.32 106.28 54.61 17.69 -2.17
65 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 41.57 67.19 62.97 -0.05 62.97 105.93 54.26 17.34 -2.52
66 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 41.12 66.73 62.52 -0.50 62.52 105.47 53.81 16.89 -2.98
67 mt_962_use2017_best_save_rnk500_idxctrl 41.01 66.62 62.41 -0.61 62.41 105.37 53.70 16.78 -3.09
70 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 40.33 65.95 61.73 -1.28 61.73 104.69 53.02 16.10 -3.76
71 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 39.91 65.53 61.31 -1.71 61.31 104.27 52.60 15.68 -4.18
75 mt_961_use2016_last_save_rnk500_idxctrl 38.68 64.30 60.08 -2.94 60.08 103.04 51.37 14.45 -5.42
85 mt_962_use2024_best_save_rnk500_idxctrl 35.79 61.41 57.19 -5.83 57.19 100.15 48.48 11.56 -8.30
87 mt_962_use2024_last_save_rnk500_idxctrl 34.97 60.58 56.37 -6.65 56.37 99.32 47.66 10.73 -9.13
91 mt_961_use2021_best_save_rnk500_idxctrl 33.16 58.78 54.57 -8.45 54.56 97.52 45.85 8.93 -10.93
92 mt_961_use2021_last_save_rnk500_idxctrl 32.62 58.24 54.02 -9.00 54.02 96.98 45.31 8.39 -11.47
95 mt_962_use2015_last_save_rnk500_idxctrl 31.82 57.44 53.22 -9.80 53.22 96.18 44.51 7.59 -12.27
96 mt_961_use2011_last_save_rnk500_idxctrl 31.66 57.27 53.06 -9.96 53.06 96.02 44.35 7.43 -12.44
97 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 31.14 56.76 52.54 -10.48 52.54 95.50 43.83 6.91 -12.96
99 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 30.96 56.58 52.36 -10.66 52.36 95.32 43.65 6.73 -13.13
103 mt_962_use2013_best_save_rnk500_idxctrl 30.46 56.08 51.86 -11.16 51.86 94.82 43.15 6.23 -13.64
104 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 30.19 55.81 51.59 -11.43 51.59 94.55 42.88 5.96 -13.90
106 multin_zz500_61004_idxctrl_zz500_pv 29.21 54.82 50.61 -12.41 50.61 93.56 41.90 4.97 -14.89
107 multin_zz500_61002_idxctrl_zz500_pv 29.03 54.65 50.43 -12.59 50.43 93.39 41.72 4.80 -15.07
108 multin_zz1000_61001_idxctrl_pv_rm_blc 28.97 54.59 50.37 -12.64 50.37 93.33 41.66 4.74 -15.12
109 multin_zz1000_61002_idxctrl_pv_rm_blc 28.87 54.49 50.27 -12.75 50.27 93.23 41.56 4.64 -15.22
110 multin_zz1000_61004_idxctrl_pv_rm_blc 28.87 54.49 50.27 -12.75 50.27 93.23 41.56 4.64 -15.22
112 multin_zz500_61001_idxctrl_zz500_pv 28.04 53.66 49.44 -13.58 49.44 92.40 40.73 3.81 -16.05
113 mt_962_use2010_best_save_rnk500_idxctrl 27.02 52.64 48.42 -14.59 48.42 91.38 39.71 2.79 -17.07
115 multin_zz1000_61002_idxctrl_pv 26.58 52.20 47.99 -15.03 47.98 90.94 39.27 2.35 -17.51
116 multin_zz1000_61004_idxctrl_pv 26.58 52.20 47.99 -15.03 47.98 90.94 39.27 2.35 -17.51
117 multin_zz1000_61001_idxctrl_pv 26.53 52.15 47.93 -15.09 47.93 90.89 39.22 2.30 -17.56
120 mt_961_use2018_last_save_rnk500_idxctrl 25.81 51.43 47.21 -15.81 47.21 90.17 38.50 1.58 -18.29
122 mt_962_use2013_last_save_rnk500_idxctrl 25.06 50.68 46.47 -16.55 46.47 89.42 37.76 0.83 -19.03
123 mt_961_use2012_last_save_rnk500_idxctrl 24.29 49.91 45.70 -17.32 45.69 88.65 36.98 0.06 -19.80
125 mt_961_use2012_best_save_rnk500_idxctrl 22.76 48.38 44.16 -18.85 44.16 87.12 35.45 -1.47 -21.33
126 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 22.65 48.27 44.05 -18.97 44.05 87.01 35.34 -1.58 -21.44
127 mt_961_use2015_last_save_rnk500_idxctrl 22.21 47.82 43.61 -19.41 43.61 86.57 34.90 -2.02 -21.89
128 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 21.63 47.25 43.03 -19.98 43.03 85.99 34.32 -2.60 -22.46
129 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 21.16 46.78 42.57 -20.45 42.56 85.52 33.85 -3.07 -22.93
132 multin_zz1000_61004_idxctrl_zz1000_pv 20.17 45.79 41.58 -21.44 41.57 84.53 32.86 -4.06 -23.92
136 multin_zz1000_61002_idxctrl_zz1000_pv 19.20 44.81 40.60 -22.42 40.60 83.56 31.89 -5.03 -24.90
138 multin_zz1000_61001_idxctrl_zz1000_pv 18.60 44.22 40.00 -23.02 40.00 82.96 31.29 -5.63 -25.49
139 mt_962_use2023_last_save_rnk500_idxctrl 18.08 43.70 39.48 -23.54 39.48 82.44 30.77 -6.15 -26.01
145 mt_961_use2011_best_save_rnk500_idxctrl 15.04 40.66 36.44 -26.58 36.44 79.40 27.73 -9.19 -29.06
146 mt_961_use2010_best_save_rnk500_idxctrl 14.97 40.59 36.38 -26.64 36.38 79.33 27.67 -9.26 -29.12
150 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 14.36 39.98 35.76 -27.25 35.76 78.72 27.05 -9.87 -29.73
151 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 14.34 39.96 35.74 -27.28 35.74 78.70 27.03 -9.89 -29.75
152 mt_961_use2013_last_save_rnk500_idxctrl 13.81 39.43 35.21 -27.80 35.21 78.17 26.50 -10.42 -30.28
153 mt_962_use2023_best_save_rnk500_idxctrl 13.76 39.38 35.16 -27.85 35.16 78.12 26.45 -10.47 -30.33
154 mt_962_use2018_best_save_rnk500_idxctrl 13.74 39.35 35.14 -27.88 35.14 78.09 26.43 -10.49 -30.36
158 mt_961_use2015_best_save_rnk500_idxctrl 12.22 37.84 33.62 -29.40 33.62 76.58 24.91 -12.01 -31.87
159 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 11.87 37.49 33.28 -29.74 33.27 76.23 24.56 -12.36 -32.22
160 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 11.86 37.48 33.26 -29.75 33.26 76.22 24.55 -12.37 -32.23
161 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 11.79 37.41 33.19 -29.82 33.19 76.15 24.48 -12.44 -32.30
162 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 11.34 36.95 32.74 -30.28 32.74 75.69 24.03 -12.89 -32.76
163 mt_962_use2010_last_save_rnk500_idxctrl 11.20 36.82 32.60 -30.42 32.60 75.56 23.89 -13.03 -32.90
164 mt_961_use2009_last_save_rnk500_idxctrl 10.89 36.51 32.29 -30.73 32.29 75.25 23.58 -13.34 -33.20
165 mt_961_use2009_best_save_rnk500_idxctrl 10.75 36.37 32.15 -30.87 32.15 75.11 23.44 -13.48 -33.35
166 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 10.27 35.89 31.67 -31.35 31.67 74.63 22.96 -13.96 -33.83
167 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 10.08 35.70 31.48 -31.54 31.48 74.44 22.77 -14.15 -34.01
170 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 8.72 34.34 30.12 -32.90 30.12 73.08 21.41 -15.51 -35.38
171 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 8.55 34.17 29.95 -33.06 29.95 72.91 21.24 -15.68 -35.54
183 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 4.59 30.21 25.99 -37.03 25.99 68.95 17.28 -19.64 -39.51
185 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 4.27 29.89 25.68 -37.34 25.67 68.63 16.97 -19.96 -39.82
186 mt_962_use2022_last_save_rnk500_idxctrl 4.06 29.68 25.46 -37.55 25.46 68.42 16.75 -20.17 -40.03
187 mt_962_use2021_last_save_rnk500_idxctrl 2.80 28.42 24.20 -38.82 24.20 67.16 15.49 -21.43 -41.29
195 mt_961_use2010_last_save_rnk500_idxctrl 1.28 26.89 22.68 -40.34 22.68 65.63 13.97 -22.95 -42.82
196 mt_962_use2020_last_save_rnk500_idxctrl 0.88 26.50 22.29 -40.73 22.28 65.24 13.58 -23.35 -43.21
199 mt_962_use2019_last_save_rnk500_idxctrl -0.25 25.37 21.15 -41.87 21.15 64.11 12.44 -24.48 -44.34
226 mt_962_use2019_best_save_rnk500_idxctrl -9.18 16.44 12.23 -50.79 12.22 55.18 3.52 -33.41 -53.27
228 mt_961_use2020_last_save_rnk500_idxctrl -10.09 15.53 11.31 -51.71 11.31 54.27 2.60 -34.32 -54.19
241 mt_961_use2020_best_save_rnk500_idxctrl -12.09 13.53 9.31 -53.71 9.31 52.27 0.60 -36.32 -56.18
249 mt_961_use2013_best_save_rnk500_idxctrl -14.66 10.96 6.74 -56.27 6.74 49.70 -1.97 -38.89 -58.75
256 mt_962_use2020_best_save_rnk500_idxctrl -19.38 6.24 2.02 -61.00 2.02 44.98 -6.69 -43.61 -63.47
263 mt_962_use2021_best_save_rnk500_idxctrl -22.07 3.54 -0.67 -63.69 -0.67 42.28 -9.38 -46.31 -66.17
287 mt_961_use2019_last_save_rnk500_idxctrl -26.73 -1.12 -5.33 -68.35 -5.33 37.62 -14.04 -50.97 -70.83
290 mt_962_use2022_best_save_rnk500_idxctrl -27.05 -1.43 -5.64 -68.66 -5.65 37.31 -14.36 -51.28 -71.14
300 mt_961_use2019_best_save_rnk500_idxctrl -28.19 -2.57 -6.79 -69.80 -6.79 36.17 -15.50 -52.42 -72.28
308 multin_zz1000_61004_idxctrl_top3800_pv -29.71 -4.09 -8.31 -71.33 -8.31 34.65 -17.02 -53.94 -73.81
309 multin_zz1000_61004_idxctrl_50010002000_pv -29.78 -4.16 -8.38 -71.39 -8.38 34.58 -17.09 -54.01 -73.87
310 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -29.78 -4.16 -8.38 -71.39 -8.38 34.58 -17.09 -54.01 -73.87
311 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -29.93 -4.31 -8.52 -71.54 -8.53 34.43 -17.24 -54.16 -74.02
315 multin_zz1000_61002_idxctrl_top3800_pv -30.28 -4.66 -8.88 -71.90 -8.88 34.08 -17.59 -54.51 -74.37
316 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -30.31 -4.69 -8.91 -71.92 -8.91 34.05 -17.62 -54.54 -74.40
321 multin_zz1000_61002_idxctrl_50010002000_pv -30.85 -5.23 -9.45 -72.46 -9.45 33.51 -18.16 -55.08 -74.94
322 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -30.92 -5.30 -9.52 -72.53 -9.52 33.44 -18.23 -55.15 -75.01
329 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -33.35 -7.73 -11.94 -74.96 -11.95 31.01 -20.66 -57.58 -77.44
332 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -33.52 -7.90 -12.12 -75.14 -12.12 30.84 -20.83 -57.75 -77.62
335 multin_zz1000_61001_idxctrl_top3800_pv -33.64 -8.02 -12.24 -75.25 -12.24 30.72 -20.95 -57.87 -77.73
336 multin_zz1000_61001_idxctrl_50010002000_pv -33.84 -8.22 -12.44 -75.46 -12.44 30.52 -21.15 -58.07 -77.93
356 mt_962_use2015_best_save_rnk500_idxctrl -37.83 -12.21 -16.43 -79.45 -16.43 26.53 -25.14 -62.06 -81.93