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_20260326_151621
7 mt_961_use2022_best_save_rnk500_idxctrl 101.12 115.25 -41.77 86.14 -41.77 125.74 279.09 256.85 250.20
9 mt_961_use2024_best_save_rnk500_idxctrl 92.81 106.94 -50.08 77.83 -50.08 117.43 270.78 248.54 241.89
11 mt_961_use2022_last_save_rnk500_idxctrl 90.45 104.57 -52.45 75.46 -52.45 115.06 268.41 246.17 239.52
15 mt_961_use2021_last_save_rnk500_idxctrl 87.61 101.74 -55.28 72.63 -55.28 112.23 265.57 243.34 236.69
16 mt_961_use2018_best_save_rnk500_idxctrl 84.21 98.33 -58.69 69.22 -58.69 108.82 262.17 239.93 233.28
20 mt_961_use2017_best_save_rnk500_idxctrl 81.68 95.81 -61.21 66.70 -61.21 106.30 259.65 237.41 230.76
23 mt_962_use2008_best_save_rnk500_idxctrl 74.85 88.98 -68.05 59.86 -68.05 99.47 252.81 230.58 223.93
25 mt_961_use2024_last_save_rnk500_idxctrl 73.28 87.40 -69.62 58.29 -69.62 97.90 251.24 229.00 222.36
31 mt_961_use2012_best_save_rnk500_idxctrl 63.64 77.77 -79.25 48.66 -79.25 88.26 241.60 219.37 212.72
32 mt_962_use2008_last_save_rnk500_idxctrl 62.50 76.62 -80.40 47.51 -80.40 87.12 240.46 218.22 211.58
34 mt_961_use2014_best_save_rnk500_idxctrl 62.01 76.14 -80.88 47.03 -80.88 86.63 239.98 217.74 211.09
35 mt_961_use2023_best_save_rnk500_idxctrl 61.37 75.50 -81.52 46.39 -81.52 85.99 239.34 217.10 210.45
37 mt_961_use2008_last_save_rnk500_idxctrl 60.47 74.60 -82.42 45.48 -82.42 85.09 238.43 216.20 209.55
38 mt_961_use2012_last_save_rnk500_idxctrl 59.49 73.61 -83.41 44.50 -83.41 84.11 237.45 215.21 208.57
39 mt_961_use2008_best_save_rnk500_idxctrl 59.44 73.56 -83.46 44.45 -83.46 84.06 237.40 215.16 208.52
40 mt_961_use2017_last_save_rnk500_idxctrl 58.93 73.06 -83.96 43.95 -83.96 83.55 236.90 214.66 208.01
43 mt_961_use2013_last_save_rnk500_idxctrl 57.96 72.09 -84.93 42.98 -84.93 82.58 235.92 213.69 207.04
48 mt_962_use2018_last_save_rnk500_idxctrl 56.76 70.88 -86.14 41.77 -86.14 81.38 234.72 212.48 205.84
53 mt_961_use2021_best_save_rnk500_idxctrl 52.41 66.54 -90.48 37.42 -90.48 77.03 230.37 208.14 201.49
54 mt_961_use2011_last_save_rnk500_idxctrl 51.37 65.49 -91.53 36.38 -91.53 75.98 229.33 207.09 200.44
55 mt_961_use2018_last_save_rnk500_idxctrl 50.91 65.03 -91.99 35.92 -91.99 75.53 228.87 206.63 199.99
56 mt_962_use2011_best_save_rnk500_idxctrl 50.61 64.74 -92.28 35.63 -92.28 75.23 228.58 206.34 199.69
58 mt_961_use2023_last_save_rnk500_idxctrl 49.95 64.07 -92.95 34.96 -92.95 74.56 227.91 205.67 199.02
59 mt_962_use2016_best_save_rnk500_idxctrl 49.35 63.48 -93.54 34.37 -93.54 73.97 227.32 205.08 198.43
62 mt_961_use2019_best_save_rnk500_idxctrl 47.84 61.96 -95.06 32.85 -95.06 72.46 225.80 203.56 196.92
64 mt_961_use2014_last_save_rnk500_idxctrl 46.97 61.09 -95.93 31.98 -95.93 71.58 224.93 202.69 196.04
66 mt_961_use2011_best_save_rnk500_idxctrl 46.84 60.97 -96.05 31.86 -96.05 71.46 224.80 202.57 195.92
83 mt_961_use2009_last_save_rnk500_idxctrl 43.91 58.04 -98.99 28.92 -98.99 68.53 221.87 199.64 192.99
84 mt_962_use2009_best_save_rnk500_idxctrl 43.83 57.96 -99.06 28.85 -99.06 68.45 221.80 199.56 192.91
93 mt_961_use2009_best_save_rnk500_idxctrl 41.41 55.54 -101.48 26.43 -101.48 66.03 219.38 197.14 190.49
94 mt_961_use2016_best_save_rnk500_idxctrl 41.35 55.48 -101.54 26.37 -101.54 65.97 219.31 197.08 190.43
100 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 39.65 53.77 -103.25 24.66 -103.25 64.26 217.61 195.37 188.72
102 mt_962_use2009_last_save_rnk500_idxctrl 39.31 53.44 -103.58 24.32 -103.58 63.93 217.27 195.04 188.39
103 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 39.12 53.25 -103.77 24.14 -103.77 63.74 217.09 194.85 188.20
107 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 38.64 52.76 -104.26 23.65 -104.26 63.26 216.60 194.36 187.71
109 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 38.00 52.12 -104.90 23.01 -104.90 62.62 215.96 193.72 187.08
113 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 37.48 51.61 -105.41 22.50 -105.41 62.10 215.45 193.21 186.56
115 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 37.40 51.52 -105.50 22.41 -105.50 62.01 215.36 193.12 186.47
116 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 37.35 51.48 -105.54 22.37 -105.54 61.97 215.32 193.08 186.43
117 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 37.35 51.48 -105.54 22.37 -105.54 61.97 215.32 193.08 186.43
119 mt_961_use2015_last_save_rnk500_idxctrl 37.16 51.29 -105.73 22.18 -105.73 61.78 215.13 192.89 186.24
120 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 37.12 51.25 -105.77 22.14 -105.77 61.74 215.09 192.85 186.20
124 multin_zz1000_61001_idxctrl_pv_rm_fnd 36.68 50.80 -106.22 21.69 -106.22 61.30 214.64 192.40 185.75
125 multin_zz1000_61004_idxctrl_pv_rm_fnd 36.54 50.67 -106.35 21.56 -106.35 61.16 214.51 192.27 185.62
126 multin_zz1000_61002_idxctrl_pv_rm_fnd 36.54 50.67 -106.35 21.56 -106.35 61.16 214.51 192.27 185.62
128 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 36.03 50.16 -106.87 21.04 -106.87 60.65 213.99 191.76 185.11
129 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 35.89 50.01 -107.01 20.90 -107.01 60.51 213.85 191.61 184.97
131 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 35.42 49.55 -107.47 20.43 -107.47 60.04 213.38 191.15 184.50
133 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 35.27 49.40 -107.62 20.29 -107.62 59.89 213.23 191.00 184.35
135 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 34.99 49.11 -107.91 20.00 -107.91 59.61 212.95 190.71 184.07
138 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 34.37 48.49 -108.53 19.38 -108.53 58.99 212.33 190.09 183.44
139 mt_961_use2016_last_save_rnk500_idxctrl 34.23 48.35 -108.67 19.24 -108.67 58.85 212.19 189.95 183.31
141 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 33.96 48.08 -108.94 18.97 -108.94 58.57 211.92 189.68 183.03
143 mt_961_use2015_best_save_rnk500_idxctrl 33.26 47.39 -109.63 18.28 -109.63 57.88 211.22 188.99 182.34
144 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 33.26 47.38 -109.64 18.27 -109.64 57.88 211.22 188.98 182.33
150 mt_961_use2019_last_save_rnk500_idxctrl 32.78 46.91 -110.11 17.80 -110.11 57.40 210.74 188.51 181.86
152 mt_961_use2010_best_save_rnk500_idxctrl 32.55 46.68 -110.34 17.57 -110.34 57.17 210.51 188.28 181.63
155 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 32.33 46.45 -110.57 17.34 -110.57 56.95 210.29 188.05 181.41
158 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 31.64 45.76 -111.26 16.65 -111.26 56.26 209.60 187.36 180.71
159 mt_962_use2023_last_save_rnk500_idxctrl 31.26 45.39 -111.63 16.28 -111.63 55.88 209.23 186.99 180.34
166 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 30.58 44.71 -112.31 15.60 -112.31 55.20 208.55 186.31 179.66
168 mt_962_use2020_last_save_rnk500_idxctrl 29.33 43.46 -113.56 14.35 -113.56 53.95 207.29 185.06 178.41
169 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 29.05 43.17 -113.85 14.06 -113.85 53.67 207.01 184.77 178.13
170 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 29.03 43.16 -113.86 14.05 -113.86 53.65 207.00 184.76 178.11
172 mt_961_use2013_best_save_rnk500_idxctrl 28.62 42.75 -114.27 13.64 -114.27 53.24 206.59 184.35 177.70
181 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 27.52 41.65 -115.37 12.54 -115.37 52.14 205.49 183.25 176.60
185 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 26.65 40.77 -116.25 11.66 -116.25 51.27 204.61 182.37 175.73
189 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 26.12 40.25 -116.77 11.14 -116.77 50.74 204.09 181.85 175.20
195 mt_962_use2021_last_save_rnk500_idxctrl 25.72 39.85 -117.17 10.74 -117.17 50.34 203.69 181.45 174.80
197 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 25.50 39.62 -117.40 10.51 -117.40 50.12 203.46 181.22 174.58
199 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 25.18 39.30 -117.72 10.19 -117.72 49.79 203.14 180.90 174.25
201 multin_zz1000_61004_idxctrl_pv_rm_blc 24.80 38.92 -118.10 9.81 -118.10 49.42 202.76 180.52 173.87
202 multin_zz1000_61002_idxctrl_pv_rm_blc 24.80 38.92 -118.10 9.81 -118.10 49.42 202.76 180.52 173.87
203 multin_zz1000_61001_idxctrl_pv_rm_blc 24.73 38.85 -118.17 9.74 -118.17 49.35 202.69 180.45 173.81
205 multin_zz1000_61004_idxctrl_zz1000_pv 24.56 38.68 -118.34 9.57 -118.34 49.17 202.52 180.28 173.63
213 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 24.24 38.37 -118.65 9.26 -118.65 48.86 202.21 179.97 173.32
215 multin_zz1000_61002_idxctrl_zz1000_pv 24.04 38.16 -118.86 9.05 -118.86 48.66 202.00 179.76 173.11
217 multin_zz1000_61001_idxctrl_pv 23.80 37.93 -119.09 8.82 -119.09 48.42 201.76 179.53 172.88
218 multin_zz1000_61004_idxctrl_pv 23.77 37.90 -119.12 8.79 -119.12 48.39 201.73 179.50 172.85
219 multin_zz1000_61002_idxctrl_pv 23.77 37.90 -119.12 8.79 -119.12 48.39 201.73 179.50 172.85
220 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 23.46 37.59 -119.43 8.48 -119.43 48.08 201.43 179.19 172.54
222 mt_961_use2020_last_save_rnk500_idxctrl 23.30 37.43 -119.59 8.32 -119.59 47.92 201.27 179.03 172.38
223 multin_zz1000_61001_idxctrl_zz1000_pv 23.20 37.32 -119.70 8.21 -119.70 47.81 201.16 178.92 172.27
227 mt_962_use2016_last_save_rnk500_idxctrl 22.39 36.51 -120.51 7.40 -120.51 47.00 200.35 178.11 171.46
229 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 21.99 36.12 -120.91 7.00 -120.91 46.61 199.95 177.72 171.07
230 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 21.84 35.97 -121.05 6.86 -121.05 46.46 199.81 177.57 170.92
231 mt_962_use2023_best_save_rnk500_idxctrl 21.83 35.95 -121.07 6.84 -121.07 46.44 199.79 177.55 170.90
235 mt_962_use2022_last_save_rnk500_idxctrl 21.31 35.43 -121.59 6.32 -121.59 45.92 199.27 177.03 170.38
236 mt_961_use2020_best_save_rnk500_idxctrl 21.03 35.16 -121.86 6.05 -121.86 45.65 199.00 176.76 170.11
239 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 20.69 34.81 -122.21 5.70 -122.21 45.30 198.65 176.41 169.76
240 multin_zz1000_61004_idxctrl_top3800_pv 20.53 34.65 -122.37 5.54 -122.37 45.14 198.49 176.25 169.60
251 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 19.30 33.43 -123.59 4.32 -123.59 43.92 197.27 175.03 168.38
252 mt_962_use2017_last_save_rnk500_idxctrl 19.20 33.32 -123.70 4.21 -123.70 43.81 197.16 174.92 168.27
253 multin_zz1000_61002_idxctrl_top3800_pv 19.10 33.22 -123.80 4.11 -123.80 43.71 197.06 174.82 168.17
257 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 18.58 32.71 -124.32 3.59 -124.32 43.20 196.54 174.31 167.66
258 mt_962_use2018_best_save_rnk500_idxctrl 18.56 32.69 -124.33 3.58 -124.33 43.18 196.53 174.29 167.64
261 mt_962_use2015_last_save_rnk500_idxctrl 17.81 31.93 -125.09 2.82 -125.09 42.43 195.77 173.53 166.88
266 mt_962_use2024_last_save_rnk500_idxctrl 17.39 31.52 -125.50 2.41 -125.50 42.01 195.36 173.12 166.47
267 multin_zz500_61001_idxctrl_zz500_pv 17.39 31.51 -125.51 2.40 -125.51 42.00 195.35 173.11 166.46
268 multin_zz500_61004_idxctrl_zz500_pv 17.34 31.46 -125.56 2.35 -125.56 41.96 195.30 173.06 166.42
269 mt_962_use2013_best_save_rnk500_idxctrl 17.16 31.28 -125.74 2.17 -125.74 41.78 195.12 172.88 166.24
272 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 16.75 30.87 -126.15 1.76 -126.15 41.37 194.71 172.47 165.82
273 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 16.65 30.78 -126.24 1.67 -126.24 41.27 194.62 172.38 165.73
274 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 16.59 30.72 -126.30 1.61 -126.30 41.21 194.56 172.32 165.67
275 multin_zz500_61002_idxctrl_zz500_pv 16.58 30.71 -126.31 1.60 -126.31 41.20 194.54 172.31 165.66
276 multin_zz1000_61004_idxctrl_50010002000_pv 16.52 30.65 -126.37 1.54 -126.37 41.14 194.49 172.25 165.60
278 mt_962_use2013_last_save_rnk500_idxctrl 16.04 30.17 -126.85 1.06 -126.85 40.66 194.01 171.77 165.12
279 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 15.91 30.03 -126.99 0.92 -126.99 40.52 193.87 171.63 164.98
280 multin_zz1000_61002_idxctrl_50010002000_pv 15.81 29.93 -127.09 0.82 -127.09 40.43 193.77 171.53 164.89
285 mt_962_use2019_last_save_rnk500_idxctrl 14.60 28.72 -128.30 -0.39 -128.30 39.22 192.56 170.32 163.68
288 multin_zz1000_61001_idxctrl_top3800_pv 14.03 28.16 -128.86 -0.95 -128.86 38.65 191.99 169.76 163.11
292 mt_962_use2024_best_save_rnk500_idxctrl 13.48 27.61 -129.41 -1.50 -129.41 38.10 191.45 169.21 162.56
294 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 13.16 27.29 -129.73 -1.82 -129.73 37.78 191.12 168.89 162.24
300 mt_961_use2010_last_save_rnk500_idxctrl 12.35 26.48 -130.54 -2.63 -130.54 36.97 190.32 168.08 161.43
302 mt_962_use2014_last_save_rnk500_idxctrl 11.62 25.75 -131.27 -3.36 -131.27 36.24 189.59 167.35 160.70
304 multin_zz1000_61001_idxctrl_50010002000_pv 10.73 24.85 -132.17 -4.26 -132.17 35.35 188.69 166.45 159.81
312 mt_962_use2021_best_save_rnk500_idxctrl 10.20 24.32 -132.70 -4.79 -132.70 34.81 188.16 165.92 159.27
338 mt_962_use2019_best_save_rnk500_idxctrl 6.15 20.28 -136.74 -8.83 -136.74 30.77 184.12 161.88 155.23
343 mt_962_use2017_best_save_rnk500_idxctrl 5.75 19.87 -137.15 -9.24 -137.15 30.36 183.71 161.47 154.82
358 mt_962_use2011_last_save_rnk500_idxctrl 2.33 16.45 -140.57 -12.66 -140.57 26.95 180.29 158.05 151.41
372 mt_962_use2022_best_save_rnk500_idxctrl 0.09 14.21 -142.81 -14.90 -142.81 24.71 178.05 155.81 149.17
393 mt_962_use2014_best_save_rnk500_idxctrl -2.46 11.67 -145.36 -17.45 -145.36 22.16 175.50 153.27 146.62
403 mt_962_use2012_best_save_rnk500_idxctrl -4.03 10.09 -146.93 -19.02 -146.93 20.58 173.93 151.69 145.04
417 mt_962_use2020_best_save_rnk500_idxctrl -5.94 8.19 -148.83 -20.92 -148.83 18.68 172.02 149.79 143.14
437 mt_962_use2012_last_save_rnk500_idxctrl -9.42 4.70 -152.32 -24.41 -152.32 15.20 168.54 146.30 139.66
458 mt_962_use2010_best_save_rnk500_idxctrl -14.42 -0.30 -157.32 -29.41 -157.32 10.20 163.54 141.30 134.66
476 mt_962_use2015_best_save_rnk500_idxctrl -20.79 -6.66 -163.68 -35.77 -163.68 3.83 157.18 134.94 128.29
506 mt_962_use2010_last_save_rnk500_idxctrl -33.22 -19.10 -176.12 -48.21 -176.12 -8.61 144.74 122.50 115.85