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_20260313_151744
94 mt_961_use2022_last_save_rnk500_idxctrl 85.46 86.07 -56.70 -17.48 -56.70 -3.04 121.44 102.35 86.58
95 mt_962_use2008_best_save_rnk500_idxctrl 85.29 85.90 -56.87 -17.65 -56.87 -3.21 121.27 102.18 86.41
110 mt_962_use2008_last_save_rnk500_idxctrl 82.16 82.78 -59.99 -20.77 -59.99 -6.33 118.15 99.05 83.29
122 mt_961_use2022_best_save_rnk500_idxctrl 80.22 80.83 -61.94 -22.72 -61.94 -8.28 116.20 97.11 81.34
133 mt_961_use2018_best_save_rnk500_idxctrl 77.58 78.20 -64.57 -25.35 -64.57 -10.91 113.57 94.47 78.71
134 mt_961_use2012_best_save_rnk500_idxctrl 77.51 78.13 -64.64 -25.42 -64.64 -10.98 113.50 94.40 78.64
156 mt_961_use2008_best_save_rnk500_idxctrl 71.49 72.11 -70.66 -31.44 -70.66 -17.00 107.47 88.38 72.62
160 mt_961_use2023_best_save_rnk500_idxctrl 71.18 71.79 -70.98 -31.75 -70.98 -17.31 107.16 88.07 72.30
163 mt_961_use2011_last_save_rnk500_idxctrl 70.64 71.26 -71.51 -32.29 -71.51 -17.85 106.63 87.53 71.77
177 mt_962_use2011_best_save_rnk500_idxctrl 66.24 66.86 -75.91 -36.69 -75.92 -22.25 102.22 83.13 67.36
182 mt_961_use2012_last_save_rnk500_idxctrl 65.25 65.87 -76.90 -37.68 -76.90 -23.24 101.23 82.14 66.38
191 mt_962_use2009_best_save_rnk500_idxctrl 64.40 65.01 -77.76 -38.53 -77.76 -24.09 100.38 81.29 65.52
215 mt_961_use2018_last_save_rnk500_idxctrl 59.30 59.92 -82.85 -43.63 -82.85 -29.19 95.28 76.19 60.42
216 mt_961_use2023_last_save_rnk500_idxctrl 59.27 59.89 -82.88 -43.66 -82.88 -29.22 95.25 76.16 60.40
218 mt_962_use2009_last_save_rnk500_idxctrl 59.15 59.76 -83.01 -43.79 -83.01 -29.35 95.13 76.04 60.27
242 mt_961_use2008_last_save_rnk500_idxctrl 56.87 57.49 -85.28 -46.06 -85.28 -31.62 92.85 73.76 58.00
250 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 56.23 56.84 -85.93 -46.71 -85.93 -32.26 92.21 73.12 57.35
252 mt_961_use2013_last_save_rnk500_idxctrl 56.05 56.66 -86.11 -46.88 -86.11 -32.44 92.03 72.94 57.17
262 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 54.36 54.98 -87.79 -48.57 -87.80 -34.13 90.34 71.25 55.48
266 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 54.10 54.72 -88.05 -48.83 -88.05 -34.39 90.09 71.00 55.23
269 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 53.87 54.49 -88.28 -49.06 -88.28 -34.62 89.85 70.76 55.00
274 multin_zz1000_61004_idxctrl_pv_rm_fnd 53.30 53.92 -88.85 -49.63 -88.86 -35.19 89.28 70.19 54.42
275 multin_zz1000_61002_idxctrl_pv_rm_fnd 53.30 53.92 -88.85 -49.63 -88.86 -35.19 89.28 70.19 54.42
278 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 53.04 53.66 -89.11 -49.89 -89.11 -35.45 89.03 69.93 54.17
279 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 53.04 53.66 -89.11 -49.89 -89.11 -35.45 89.03 69.93 54.17
280 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 52.99 53.60 -89.17 -49.95 -89.17 -35.51 88.97 69.88 54.11
281 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 52.93 53.55 -89.22 -50.00 -89.22 -35.56 88.91 69.82 54.06
285 multin_zz1000_61001_idxctrl_pv_rm_fnd 52.75 53.37 -89.40 -50.18 -89.41 -35.74 88.73 69.64 53.87
287 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 52.66 53.27 -89.50 -50.28 -89.50 -35.84 88.64 69.55 53.78
288 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 52.60 53.21 -89.56 -50.34 -89.56 -35.90 88.58 69.49 53.72
289 mt_962_use2018_last_save_rnk500_idxctrl 52.36 52.98 -89.79 -50.57 -89.79 -36.13 88.34 69.25 53.49
292 mt_961_use2020_best_save_rnk500_idxctrl 52.10 52.72 -90.05 -50.83 -90.05 -36.39 88.09 68.99 53.23
301 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 51.07 51.68 -91.09 -51.87 -91.09 -37.42 87.05 67.96 52.19
302 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 50.99 51.61 -91.16 -51.94 -91.16 -37.50 86.97 67.88 52.12
305 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 50.73 51.34 -91.43 -52.21 -91.43 -37.77 86.71 67.62 51.85
307 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 50.66 51.28 -91.49 -52.27 -91.49 -37.83 86.64 67.55 51.79
309 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 50.46 51.08 -91.69 -52.47 -91.69 -38.03 86.44 67.35 51.59
310 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 50.43 51.05 -91.72 -52.50 -91.72 -38.06 86.41 67.32 51.56
313 mt_962_use2016_best_save_rnk500_idxctrl 50.09 50.71 -92.06 -52.84 -92.06 -38.40 86.07 66.98 51.22
319 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 49.02 49.63 -93.14 -53.92 -93.14 -39.48 85.00 65.91 50.14
320 mt_961_use2020_last_save_rnk500_idxctrl 48.96 49.58 -93.19 -53.97 -93.19 -39.53 84.94 65.85 50.09
322 mt_961_use2024_best_save_rnk500_idxctrl 48.42 49.03 -93.74 -54.52 -93.74 -40.08 84.40 65.31 49.54
326 mt_961_use2021_last_save_rnk500_idxctrl 45.88 46.50 -96.27 -57.05 -96.27 -42.61 81.86 62.77 47.01
328 multin_zz1000_61002_idxctrl_top3800_pv 45.38 45.99 -96.78 -57.55 -96.78 -43.11 81.36 62.27 46.50
332 multin_zz1000_61004_idxctrl_top3800_pv 45.00 45.62 -97.15 -57.93 -97.15 -43.49 80.99 61.89 46.13
335 multin_zz1000_61002_idxctrl_50010002000_pv 44.67 45.29 -97.48 -58.26 -97.48 -43.82 80.66 61.56 45.80
336 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 44.66 45.27 -97.50 -58.27 -97.50 -43.83 80.64 61.55 45.78
338 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 44.41 45.02 -97.75 -58.52 -97.75 -44.08 80.39 61.30 45.53
339 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 44.02 44.63 -98.14 -58.92 -98.14 -44.48 80.00 60.91 45.14
340 multin_zz1000_61004_idxctrl_50010002000_pv 43.38 44.00 -98.77 -59.55 -98.77 -45.11 79.36 60.27 44.51
341 mt_961_use2010_best_save_rnk500_idxctrl 43.25 43.86 -98.91 -59.68 -98.91 -45.24 79.23 60.14 44.37
345 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 42.43 43.05 -99.72 -60.50 -99.72 -46.06 78.41 59.32 43.56
347 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 42.17 42.79 -99.98 -60.76 -99.98 -46.32 78.15 59.06 43.30
348 mt_961_use2011_best_save_rnk500_idxctrl 41.88 42.50 -100.27 -61.05 -100.27 -46.61 77.87 58.77 43.01
349 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 41.86 42.47 -100.30 -61.07 -100.30 -46.63 77.84 58.75 42.98
350 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 40.78 41.39 -101.38 -62.15 -101.38 -47.71 76.76 57.67 41.90
351 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 40.74 41.36 -101.41 -62.19 -101.42 -47.75 76.72 57.63 41.86
352 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 40.40 41.01 -101.76 -62.53 -101.76 -48.09 76.38 57.29 41.52
356 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 39.71 40.32 -102.45 -63.23 -102.45 -48.79 75.69 56.60 40.83
359 mt_961_use2009_last_save_rnk500_idxctrl 39.28 39.90 -102.87 -63.65 -102.87 -49.21 75.27 56.17 40.41
361 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 39.19 39.81 -102.96 -63.74 -102.96 -49.30 75.17 56.08 40.32
363 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 38.36 38.97 -103.80 -64.58 -103.80 -50.14 74.34 55.25 39.48
366 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 37.98 38.60 -104.17 -64.95 -104.17 -50.51 73.97 54.87 39.11
368 mt_961_use2009_best_save_rnk500_idxctrl 37.93 38.54 -104.23 -65.01 -104.23 -50.57 73.91 54.82 39.05
369 multin_zz1000_61004_idxctrl_pv_rm_blc 37.16 37.77 -105.00 -65.77 -105.00 -51.33 73.14 54.05 38.28
370 multin_zz1000_61002_idxctrl_pv_rm_blc 37.16 37.77 -105.00 -65.77 -105.00 -51.33 73.14 54.05 38.28
372 multin_zz1000_61002_idxctrl_pv 36.91 37.53 -105.24 -66.02 -105.24 -51.58 72.89 53.80 38.04
373 multin_zz1000_61004_idxctrl_pv 36.91 37.53 -105.24 -66.02 -105.24 -51.58 72.89 53.80 38.04
378 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 36.03 36.65 -106.12 -66.90 -106.12 -52.46 72.02 52.92 37.16
379 multin_zz1000_61001_idxctrl_pv_rm_blc 35.95 36.57 -106.20 -66.98 -106.21 -52.54 71.93 52.84 37.07
382 multin_zz1000_61001_idxctrl_pv 35.57 36.18 -106.59 -67.37 -106.59 -52.93 71.55 52.46 36.69
386 multin_zz1000_61002_idxctrl_zz1000_pv 34.91 35.52 -107.25 -68.02 -107.25 -53.58 70.89 51.80 36.03
388 multin_zz1000_61004_idxctrl_zz1000_pv 34.74 35.36 -107.41 -68.19 -107.41 -53.75 70.73 51.63 35.87
391 multin_zz1000_61001_idxctrl_top3800_pv 33.74 34.36 -108.41 -69.19 -108.41 -54.75 69.72 50.63 34.87
392 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 33.68 34.30 -108.47 -69.25 -108.47 -54.81 69.66 50.57 34.81
394 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 33.52 34.14 -108.63 -69.41 -108.63 -54.97 69.51 50.41 34.65
396 multin_zz1000_61001_idxctrl_50010002000_pv 33.00 33.62 -109.15 -69.93 -109.15 -55.49 68.98 49.89 34.13
399 multin_zz1000_61001_idxctrl_zz1000_pv 32.08 32.70 -110.07 -70.85 -110.07 -56.41 68.06 48.97 33.21
402 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 31.02 31.64 -111.13 -71.91 -111.13 -57.47 67.00 47.91 32.15
404 mt_961_use2017_best_save_rnk500_idxctrl 30.44 31.05 -111.72 -72.49 -111.72 -58.05 66.42 47.33 31.56
405 mt_961_use2016_last_save_rnk500_idxctrl 30.27 30.89 -111.88 -72.66 -111.88 -58.22 66.26 47.16 31.40
408 mt_961_use2024_last_save_rnk500_idxctrl 30.04 30.66 -112.11 -72.89 -112.11 -58.45 66.03 46.93 31.17
409 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 29.99 30.61 -112.16 -72.94 -112.16 -58.50 65.98 46.88 31.12
410 mt_961_use2017_last_save_rnk500_idxctrl 29.78 30.40 -112.37 -73.15 -112.37 -58.71 65.76 46.67 30.91
411 mt_961_use2019_last_save_rnk500_idxctrl 29.46 30.07 -112.70 -73.47 -112.70 -59.03 65.44 46.35 30.58
416 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 28.76 29.38 -113.39 -74.17 -113.39 -59.73 64.75 45.65 29.89
420 mt_961_use2016_best_save_rnk500_idxctrl 26.27 26.89 -115.88 -76.66 -115.88 -62.22 62.26 43.16 27.40
421 mt_961_use2019_best_save_rnk500_idxctrl 25.68 26.30 -116.47 -77.25 -116.47 -62.81 61.66 42.57 26.81
426 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 24.77 25.38 -117.39 -78.16 -117.39 -63.72 60.75 41.66 25.89
429 mt_962_use2010_best_save_rnk500_idxctrl 24.38 25.00 -117.77 -78.55 -117.77 -64.11 60.37 41.27 25.51
430 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 23.86 24.47 -118.30 -79.07 -118.30 -64.63 59.84 40.75 24.98
433 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 23.44 24.06 -118.71 -79.49 -118.71 -65.05 59.42 40.33 24.57
434 mt_962_use2011_last_save_rnk500_idxctrl 23.22 23.84 -118.93 -79.71 -118.93 -65.27 59.21 40.11 24.35
436 mt_962_use2016_last_save_rnk500_idxctrl 23.05 23.67 -119.10 -79.88 -119.10 -65.44 59.04 39.94 24.18
437 multin_zz500_61002_idxctrl_zz500_pv 22.63 23.25 -119.52 -80.30 -119.52 -65.86 58.62 39.52 23.76
439 mt_961_use2010_last_save_rnk500_idxctrl 22.30 22.91 -119.86 -80.63 -119.86 -66.19 58.28 39.19 23.42
440 multin_zz500_61004_idxctrl_zz500_pv 21.73 22.35 -120.42 -81.20 -120.42 -66.76 57.71 38.62 22.86
444 multin_zz500_61001_idxctrl_zz500_pv 21.27 21.89 -120.88 -81.66 -120.88 -67.22 57.26 38.16 22.40
445 mt_962_use2010_last_save_rnk500_idxctrl 20.12 20.74 -122.03 -82.81 -122.03 -68.37 56.10 37.01 21.25
450 mt_962_use2022_best_save_rnk500_idxctrl 17.72 18.34 -124.43 -85.21 -124.43 -70.77 53.71 34.61 18.85
454 mt_961_use2014_last_save_rnk500_idxctrl 15.71 16.33 -126.44 -87.22 -126.45 -72.78 51.69 32.60 16.83
455 mt_962_use2015_last_save_rnk500_idxctrl 15.60 16.22 -126.55 -87.33 -126.56 -72.89 51.58 32.49 16.72
459 mt_962_use2018_best_save_rnk500_idxctrl 13.98 14.60 -128.17 -88.95 -128.18 -74.51 49.96 30.87 15.10
461 mt_962_use2017_last_save_rnk500_idxctrl 12.93 13.55 -129.22 -90.00 -129.22 -75.56 48.92 29.82 14.06
467 mt_961_use2021_best_save_rnk500_idxctrl 8.61 9.23 -133.54 -94.32 -133.55 -79.88 44.59 25.50 9.73
468 mt_962_use2012_last_save_rnk500_idxctrl 8.49 9.11 -133.66 -94.44 -133.66 -80.00 44.48 25.38 9.62
470 mt_962_use2015_best_save_rnk500_idxctrl 8.12 8.74 -134.03 -94.81 -134.04 -80.37 44.10 25.01 9.24
471 mt_961_use2013_best_save_rnk500_idxctrl 7.44 8.06 -134.71 -95.49 -134.71 -81.05 43.43 24.33 8.57
473 mt_962_use2019_best_save_rnk500_idxctrl 5.84 6.46 -136.31 -97.09 -136.31 -82.65 41.83 22.73 6.97
481 mt_962_use2019_last_save_rnk500_idxctrl 2.59 3.20 -139.57 -100.34 -139.57 -85.90 38.57 19.48 3.71
485 mt_962_use2012_best_save_rnk500_idxctrl 1.49 2.10 -140.67 -101.44 -140.67 -87.00 37.47 18.38 2.61
486 mt_962_use2020_last_save_rnk500_idxctrl 0.20 0.81 -141.96 -102.74 -141.96 -88.30 36.18 17.09 1.32
487 mt_962_use2017_best_save_rnk500_idxctrl 0.12 0.73 -142.04 -102.81 -142.04 -88.37 36.10 17.01 1.24
489 mt_962_use2021_best_save_rnk500_idxctrl -0.43 0.18 -142.59 -103.36 -142.59 -88.92 35.55 16.46 0.69
492 mt_961_use2014_best_save_rnk500_idxctrl -2.88 -2.27 -145.04 -105.82 -145.04 -91.38 33.10 14.01 -1.76
493 mt_962_use2020_best_save_rnk500_idxctrl -3.30 -2.68 -145.45 -106.23 -145.45 -91.79 32.69 13.59 -2.17
494 mt_962_use2013_last_save_rnk500_idxctrl -3.59 -2.98 -145.75 -106.53 -145.75 -92.09 32.39 13.30 -2.47
497 mt_962_use2024_last_save_rnk500_idxctrl -4.79 -4.17 -146.94 -107.72 -146.94 -93.28 31.20 12.10 -3.66
498 mt_962_use2013_best_save_rnk500_idxctrl -4.87 -4.25 -147.02 -107.80 -147.02 -93.36 31.11 12.02 -3.74
503 mt_962_use2022_last_save_rnk500_idxctrl -7.19 -6.58 -149.35 -110.12 -149.35 -95.68 28.79 9.70 -6.07
504 mt_962_use2014_last_save_rnk500_idxctrl -7.88 -7.26 -150.03 -110.81 -150.04 -96.37 28.10 9.01 -6.76
507 mt_962_use2021_last_save_rnk500_idxctrl -8.78 -8.17 -150.94 -111.72 -150.94 -97.28 27.20 8.11 -7.66
509 mt_962_use2023_last_save_rnk500_idxctrl -11.55 -10.93 -153.70 -114.48 -153.70 -100.04 24.44 5.34 -10.42
511 mt_961_use2015_best_save_rnk500_idxctrl -15.82 -15.20 -157.97 -118.75 -157.97 -104.31 20.17 1.08 -14.69
513 mt_962_use2024_best_save_rnk500_idxctrl -15.86 -15.24 -158.01 -118.79 -158.02 -104.35 20.12 1.03 -14.74
514 mt_962_use2014_best_save_rnk500_idxctrl -16.15 -15.53 -158.30 -119.08 -158.30 -104.64 19.84 0.74 -15.02
517 mt_961_use2015_last_save_rnk500_idxctrl -23.82 -23.20 -165.97 -126.75 -165.97 -112.31 12.17 -6.92 -22.69
518 mt_962_use2023_best_save_rnk500_idxctrl -23.99 -23.37 -166.14 -126.92 -166.15 -112.48 11.99 -7.10 -22.87