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_20260316_151531
30 mt_962_use2015_best_save_rnk500_idxctrl 35.36 99.25 31.68 27.52 31.68 -9.24 111.05 124.24 161.20
37 mt_961_use2019_last_save_rnk500_idxctrl 32.38 96.27 28.70 24.54 28.70 -12.23 108.07 121.26 158.22
39 mt_962_use2022_best_save_rnk500_idxctrl 30.31 94.19 26.63 22.47 26.63 -14.30 105.99 119.18 156.15
77 mt_961_use2010_last_save_rnk500_idxctrl 12.82 76.71 9.14 4.98 9.14 -31.78 88.51 101.70 138.66
90 mt_961_use2020_last_save_rnk500_idxctrl 8.57 72.46 4.89 0.73 4.90 -36.03 84.26 97.45 134.41
91 mt_961_use2019_best_save_rnk500_idxctrl 8.23 72.12 4.55 0.39 4.55 -36.37 83.92 97.11 134.07
93 mt_961_use2020_best_save_rnk500_idxctrl 7.39 71.28 3.72 -0.44 3.72 -37.21 83.08 96.27 133.24
107 mt_962_use2021_best_save_rnk500_idxctrl 3.13 67.02 -0.55 -4.71 -0.55 -41.47 78.82 92.01 128.97
109 mt_962_use2020_best_save_rnk500_idxctrl 2.74 66.62 -0.94 -5.10 -0.94 -41.87 78.42 91.61 128.58
124 mt_961_use2022_best_save_rnk500_idxctrl -0.87 63.02 -4.54 -8.70 -4.54 -45.47 74.82 88.01 124.98
154 mt_961_use2022_last_save_rnk500_idxctrl -5.23 58.65 -8.91 -13.07 -8.91 -49.84 70.46 83.64 120.61
167 mt_961_use2010_best_save_rnk500_idxctrl -6.96 56.93 -10.63 -14.79 -10.63 -51.56 68.73 81.92 118.89
174 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -7.35 56.54 -11.03 -15.19 -11.02 -51.95 68.34 81.53 118.49
181 multin_zz1000_61002_idxctrl_50010002000_pv -7.84 56.05 -11.52 -15.68 -11.52 -52.45 67.85 81.04 118.00
182 mt_961_use2013_best_save_rnk500_idxctrl -7.95 55.94 -11.63 -15.79 -11.62 -52.55 67.74 80.93 117.89
184 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -8.02 55.87 -11.69 -15.85 -11.69 -52.62 67.67 80.86 117.83
186 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -8.12 55.77 -11.80 -15.96 -11.80 -52.73 67.57 80.76 117.72
187 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -8.24 55.65 -11.92 -16.08 -11.92 -52.85 67.45 80.64 117.60
192 multin_zz1000_61004_idxctrl_50010002000_pv -8.52 55.37 -12.20 -16.36 -12.19 -53.12 67.17 80.36 117.32
195 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -8.64 55.25 -12.32 -16.48 -12.31 -53.24 67.05 80.24 117.20
196 multin_zz1000_61004_idxctrl_top3800_pv -8.79 55.10 -12.47 -16.63 -12.47 -53.39 66.90 80.09 117.05
197 multin_zz1000_61001_idxctrl_top3800_pv -8.81 55.08 -12.49 -16.64 -12.48 -53.41 66.88 80.07 117.04
199 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -9.00 54.88 -12.68 -16.84 -12.68 -53.61 66.68 79.87 116.84
201 multin_zz1000_61002_idxctrl_top3800_pv -9.04 54.84 -12.72 -16.88 -12.72 -53.65 66.64 79.83 116.80
210 multin_zz1000_61001_idxctrl_50010002000_pv -9.55 54.34 -13.23 -17.39 -13.23 -54.16 66.14 79.33 116.29
218 multin_zz1000_61002_idxctrl_zz1000_pv -10.25 53.64 -13.93 -18.09 -13.93 -54.86 65.44 78.63 115.59
219 mt_961_use2013_last_save_rnk500_idxctrl -10.41 53.47 -14.09 -18.25 -14.09 -55.02 65.27 78.46 115.43
221 multin_zz1000_61004_idxctrl_zz1000_pv -10.67 53.21 -14.35 -18.51 -14.35 -55.28 65.02 78.20 115.17
222 multin_zz1000_61001_idxctrl_zz1000_pv -10.70 53.19 -14.38 -18.54 -14.38 -55.31 64.99 78.18 115.14
225 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -11.16 52.73 -14.84 -19.00 -14.84 -55.77 64.53 77.72 114.68
229 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -11.53 52.36 -15.21 -19.37 -15.20 -56.13 64.16 77.35 114.31
230 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -11.61 52.28 -15.29 -19.45 -15.28 -56.21 64.08 77.27 114.23
237 mt_961_use2011_last_save_rnk500_idxctrl -12.73 51.16 -16.40 -20.56 -16.40 -57.33 62.96 76.15 113.12
239 mt_961_use2021_last_save_rnk500_idxctrl -13.30 50.59 -16.98 -21.14 -16.98 -57.91 62.39 75.58 112.54
246 mt_961_use2021_best_save_rnk500_idxctrl -14.05 49.84 -17.72 -21.88 -17.72 -58.65 61.64 74.83 111.80
251 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -14.50 49.38 -18.18 -22.34 -18.18 -59.11 61.19 74.37 111.34
253 mt_961_use2018_last_save_rnk500_idxctrl -14.66 49.23 -18.34 -22.50 -18.34 -59.27 61.03 74.22 111.18
262 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -15.98 47.91 -19.65 -23.81 -19.65 -60.58 59.71 72.90 109.87
266 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -16.11 47.78 -19.78 -23.94 -19.78 -60.71 59.58 72.77 109.74
268 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -16.35 47.54 -20.02 -24.18 -20.02 -60.95 59.34 72.53 109.50
269 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -16.36 47.53 -20.03 -24.19 -20.03 -60.96 59.33 72.52 109.49
276 mt_961_use2012_last_save_rnk500_idxctrl -16.74 47.15 -20.41 -24.57 -20.41 -61.34 58.95 72.14 109.11
278 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -16.98 46.91 -20.66 -24.82 -20.66 -61.58 58.71 71.90 108.86
282 mt_962_use2019_best_save_rnk500_idxctrl -17.25 46.64 -20.93 -25.09 -20.93 -61.86 58.44 71.63 108.59
283 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -17.28 46.60 -20.96 -25.12 -20.96 -61.89 58.41 71.59 108.56
286 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -17.42 46.47 -21.09 -25.25 -21.09 -62.02 58.27 71.46 108.43
289 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -17.65 46.24 -21.33 -25.49 -21.33 -62.25 58.04 71.23 108.19
290 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -17.67 46.21 -21.35 -25.51 -21.35 -62.28 58.02 71.20 108.17
303 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -19.37 44.51 -23.05 -27.21 -23.05 -63.98 56.31 69.50 106.47
304 mt_962_use2022_last_save_rnk500_idxctrl -19.39 44.49 -23.07 -27.23 -23.07 -64.00 56.30 69.48 106.45
307 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -19.56 44.32 -23.24 -27.40 -23.24 -64.17 56.13 69.31 106.28
308 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -19.71 44.18 -23.38 -27.54 -23.38 -64.31 55.98 69.17 106.14
310 mt_961_use2012_best_save_rnk500_idxctrl -19.85 44.03 -23.53 -27.69 -23.53 -64.46 55.83 69.02 105.99
315 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -20.57 43.32 -24.25 -28.41 -24.25 -65.17 55.12 68.31 105.27
320 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -21.19 42.70 -24.86 -29.02 -24.86 -65.79 54.50 67.69 104.66
321 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -21.58 42.31 -25.26 -29.42 -25.26 -66.18 54.11 67.30 104.26
325 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -22.62 41.27 -26.29 -30.45 -26.29 -67.22 53.07 66.26 103.23
327 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -22.87 41.02 -26.54 -30.70 -26.54 -67.47 52.82 66.01 102.98
330 mt_961_use2018_best_save_rnk500_idxctrl -24.45 39.44 -28.13 -32.29 -28.12 -69.05 51.24 64.43 101.39
331 mt_961_use2011_best_save_rnk500_idxctrl -25.11 38.78 -28.79 -32.95 -28.79 -69.72 50.58 63.77 100.73
340 mt_962_use2020_last_save_rnk500_idxctrl -26.47 37.42 -30.15 -34.31 -30.14 -71.07 49.22 62.41 99.37
341 mt_962_use2021_last_save_rnk500_idxctrl -26.85 37.04 -30.52 -34.68 -30.52 -71.45 48.84 62.03 99.00
356 mt_961_use2009_last_save_rnk500_idxctrl -30.52 33.37 -34.20 -38.36 -34.19 -75.12 45.17 58.36 95.32
363 mt_962_use2023_last_save_rnk500_idxctrl -32.36 31.53 -36.03 -40.19 -36.03 -76.96 43.33 56.52 93.49
369 multin_zz1000_61004_idxctrl_pv -34.80 29.09 -38.48 -42.64 -38.48 -79.41 40.89 54.08 91.04
370 multin_zz1000_61002_idxctrl_pv -34.80 29.09 -38.48 -42.64 -38.48 -79.41 40.89 54.08 91.04
371 mt_961_use2009_best_save_rnk500_idxctrl -34.93 28.95 -38.61 -42.77 -38.61 -79.54 40.75 53.94 90.91
372 multin_zz1000_61004_idxctrl_pv_rm_blc -35.24 28.65 -38.92 -43.08 -38.91 -79.84 40.45 53.64 90.60
373 multin_zz1000_61002_idxctrl_pv_rm_blc -35.24 28.65 -38.92 -43.08 -38.91 -79.84 40.45 53.64 90.60
377 mt_962_use2023_best_save_rnk500_idxctrl -36.02 27.87 -39.70 -43.86 -39.70 -80.63 39.67 52.86 89.82
378 multin_zz1000_61001_idxctrl_pv -36.21 27.68 -39.89 -44.05 -39.89 -80.81 39.48 52.67 89.63
383 multin_zz1000_61001_idxctrl_pv_rm_blc -36.61 27.27 -40.29 -44.45 -40.29 -81.22 39.07 52.26 89.23
388 mt_961_use2017_last_save_rnk500_idxctrl -39.42 24.47 -43.10 -47.26 -43.10 -84.03 36.27 49.46 86.42
396 mt_962_use2010_last_save_rnk500_idxctrl -43.60 20.29 -47.27 -51.43 -47.27 -88.20 32.09 45.28 82.25
399 mt_962_use2019_last_save_rnk500_idxctrl -45.19 18.70 -48.86 -53.02 -48.86 -89.79 30.50 43.69 80.66
411 multin_zz1000_61002_idxctrl_pv_rm_fnd -49.09 14.79 -52.77 -56.93 -52.77 -93.70 26.59 39.78 76.75
412 multin_zz1000_61004_idxctrl_pv_rm_fnd -49.09 14.79 -52.77 -56.93 -52.77 -93.70 26.59 39.78 76.75
419 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -49.88 14.01 -53.56 -57.72 -53.55 -94.48 25.81 39.00 75.96
420 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -49.88 14.01 -53.56 -57.72 -53.55 -94.48 25.81 39.00 75.96
425 mt_962_use2018_best_save_rnk500_idxctrl -50.59 13.29 -54.27 -58.43 -54.27 -95.20 25.10 38.28 75.25
428 multin_zz1000_61001_idxctrl_pv_rm_fnd -51.11 12.78 -54.79 -58.95 -54.79 -95.72 24.58 37.77 74.73
429 mt_961_use2015_best_save_rnk500_idxctrl -51.21 12.68 -54.89 -59.05 -54.89 -95.82 24.48 37.67 74.63
431 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -51.92 11.97 -55.60 -59.76 -55.60 -96.52 23.77 36.96 73.92
439 mt_961_use2023_best_save_rnk500_idxctrl -53.28 10.60 -56.96 -61.12 -56.96 -97.89 22.41 35.59 72.56
444 mt_962_use2024_last_save_rnk500_idxctrl -54.93 8.96 -58.61 -62.77 -58.60 -99.53 20.76 33.95 70.91
445 mt_961_use2008_best_save_rnk500_idxctrl -56.01 7.88 -59.68 -63.84 -59.68 -100.61 19.68 32.87 69.84
450 mt_961_use2016_last_save_rnk500_idxctrl -57.60 6.29 -61.28 -65.44 -61.28 -102.20 18.09 31.28 68.24
456 mt_962_use2015_last_save_rnk500_idxctrl -59.43 4.46 -63.11 -67.27 -63.11 -104.04 16.26 29.45 66.41
459 mt_961_use2008_last_save_rnk500_idxctrl -60.91 2.98 -64.59 -68.75 -64.59 -105.52 14.78 27.97 64.93
462 mt_962_use2024_best_save_rnk500_idxctrl -61.19 2.69 -64.87 -69.03 -64.87 -105.80 14.50 27.68 64.65
463 mt_962_use2008_best_save_rnk500_idxctrl -61.82 2.07 -65.49 -69.65 -65.49 -106.42 13.87 27.06 64.03
466 mt_962_use2013_last_save_rnk500_idxctrl -64.10 -0.21 -67.77 -71.93 -67.77 -108.70 11.59 24.78 61.75
468 mt_962_use2011_best_save_rnk500_idxctrl -64.19 -0.30 -67.87 -72.03 -67.87 -108.80 11.50 24.69 61.65
471 mt_962_use2010_best_save_rnk500_idxctrl -65.03 -1.14 -68.71 -72.87 -68.71 -109.64 10.66 23.85 60.81
472 mt_962_use2013_best_save_rnk500_idxctrl -65.06 -1.17 -68.73 -72.89 -68.73 -109.66 10.63 23.82 60.79
474 mt_961_use2017_best_save_rnk500_idxctrl -66.54 -2.65 -70.22 -74.38 -70.22 -111.15 9.15 22.34 59.30
476 mt_962_use2008_last_save_rnk500_idxctrl -67.05 -3.16 -70.73 -74.89 -70.73 -111.65 8.64 21.83 58.79
478 mt_961_use2016_best_save_rnk500_idxctrl -67.65 -3.77 -71.33 -75.49 -71.33 -112.26 8.03 21.22 58.19
479 mt_961_use2015_last_save_rnk500_idxctrl -67.66 -3.77 -71.34 -75.50 -71.34 -112.27 8.03 21.22 58.18
481 mt_962_use2009_best_save_rnk500_idxctrl -69.91 -6.02 -73.58 -77.74 -73.58 -114.51 5.78 18.97 55.94
482 mt_962_use2016_last_save_rnk500_idxctrl -70.50 -6.61 -74.18 -78.34 -74.18 -115.10 5.19 18.38 55.34
483 mt_962_use2012_best_save_rnk500_idxctrl -70.50 -6.61 -74.17 -78.33 -74.17 -115.10 5.19 18.38 55.35
484 mt_961_use2024_last_save_rnk500_idxctrl -71.11 -7.23 -74.79 -78.95 -74.79 -115.72 4.58 17.76 54.73
485 mt_961_use2024_best_save_rnk500_idxctrl -71.35 -7.47 -75.03 -79.19 -75.03 -115.96 4.34 17.52 54.49
488 mt_962_use2009_last_save_rnk500_idxctrl -72.03 -8.15 -75.71 -79.87 -75.71 -116.64 3.65 16.84 53.81
489 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -72.91 -9.02 -76.59 -80.75 -76.59 -117.52 2.78 15.97 52.93
490 multin_zz500_61002_idxctrl_zz500_pv -72.99 -9.10 -76.67 -80.83 -76.67 -117.60 2.70 15.89 52.85
491 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -73.40 -9.52 -77.08 -81.24 -77.08 -118.01 2.28 15.47 52.44
492 multin_zz500_61004_idxctrl_zz500_pv -73.46 -9.57 -77.14 -81.30 -77.13 -118.06 2.23 15.42 52.38
493 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -74.27 -10.39 -77.95 -82.11 -77.95 -118.88 1.42 14.60 51.57
494 multin_zz500_61001_idxctrl_zz500_pv -74.33 -10.45 -78.01 -82.17 -78.01 -118.94 1.36 14.54 51.51
495 mt_962_use2011_last_save_rnk500_idxctrl -74.95 -11.06 -78.63 -82.79 -78.62 -119.55 0.74 13.93 50.89
497 mt_961_use2023_last_save_rnk500_idxctrl -77.66 -13.77 -81.33 -85.49 -81.33 -122.26 -1.97 11.22 48.19
498 mt_962_use2018_last_save_rnk500_idxctrl -79.95 -16.06 -83.63 -87.79 -83.63 -124.56 -4.26 8.93 45.89
501 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -92.11 -28.22 -95.79 -99.95 -95.79 -136.71 -16.42 -3.23 33.73
502 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -92.12 -28.23 -95.79 -99.95 -95.79 -136.72 -16.43 -3.24 33.73
504 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -92.99 -29.10 -96.67 -100.83 -96.67 -137.59 -17.30 -4.11 32.85
505 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -93.02 -29.14 -96.70 -100.86 -96.70 -137.63 -17.34 -4.15 32.82
506 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -94.43 -30.54 -98.10 -102.26 -98.10 -139.03 -18.74 -5.55 31.42
507 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -95.34 -31.46 -99.02 -103.18 -99.02 -139.95 -19.66 -6.47 30.50
508 mt_962_use2016_best_save_rnk500_idxctrl -101.75 -37.87 -105.43 -109.59 -105.43 -146.36 -26.06 -12.87 24.09
510 mt_962_use2017_best_save_rnk500_idxctrl -103.71 -39.83 -107.39 -111.55 -107.39 -148.32 -28.02 -14.84 22.13
517 mt_962_use2012_last_save_rnk500_idxctrl -115.93 -52.04 -119.60 -123.76 -119.60 -160.53 -40.24 -27.05 9.92
520 mt_962_use2014_best_save_rnk500_idxctrl -122.36 -58.47 -126.04 -130.20 -126.03 -166.96 -46.67 -33.48 3.48
521 mt_961_use2014_best_save_rnk500_idxctrl -129.58 -65.69 -133.26 -137.42 -133.25 -174.18 -53.89 -40.70 -3.74
523 mt_962_use2017_last_save_rnk500_idxctrl -132.37 -68.48 -136.05 -140.21 -136.04 -176.97 -56.68 -43.49 -6.53
527 mt_962_use2014_last_save_rnk500_idxctrl -139.90 -76.01 -143.58 -147.74 -143.57 -184.50 -64.21 -51.02 -14.06
528 mt_961_use2014_last_save_rnk500_idxctrl -144.92 -81.03 -148.60 -152.76 -148.59 -189.52 -69.23 -56.04 -19.08