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_20260327_151815
10 mt_962_use2021_best_save_rnk500_idxctrl 47.51 62.39 190.13 130.01 190.13 30.70 91.97 140.35 144.81
13 mt_962_use2015_best_save_rnk500_idxctrl 45.46 60.34 188.08 127.95 188.08 28.65 89.91 138.30 142.76
18 mt_961_use2010_last_save_rnk500_idxctrl 41.38 56.26 184.00 123.87 184.00 24.56 85.83 134.22 138.67
23 mt_962_use2020_best_save_rnk500_idxctrl 35.93 50.81 178.55 118.42 178.55 19.11 80.38 128.77 133.22
56 mt_962_use2019_best_save_rnk500_idxctrl 19.37 34.25 161.99 101.87 161.99 2.56 63.83 112.21 116.67
60 mt_962_use2010_last_save_rnk500_idxctrl 18.60 33.48 161.22 101.10 161.22 1.79 63.06 111.44 115.90
65 mt_961_use2013_best_save_rnk500_idxctrl 16.67 31.55 159.29 99.16 159.29 -0.15 61.12 109.51 113.96
66 mt_961_use2010_best_save_rnk500_idxctrl 15.64 30.52 158.26 98.13 158.26 -1.18 60.09 108.48 112.93
71 mt_962_use2023_best_save_rnk500_idxctrl 14.66 29.54 157.28 97.15 157.28 -2.15 59.11 107.50 111.95
74 mt_962_use2022_best_save_rnk500_idxctrl 14.03 28.91 156.65 96.52 156.65 -2.79 58.48 106.87 111.32
84 mt_962_use2022_last_save_rnk500_idxctrl 10.48 25.37 153.10 92.98 153.11 -6.33 54.94 103.32 107.78
90 mt_962_use2021_last_save_rnk500_idxctrl 9.00 23.88 151.62 91.49 151.62 -7.81 53.45 101.84 106.29
115 mt_961_use2021_best_save_rnk500_idxctrl 4.73 19.62 147.36 87.23 147.36 -12.08 49.19 97.57 102.03
117 mt_962_use2019_last_save_rnk500_idxctrl 3.97 18.85 146.59 86.47 146.59 -12.84 48.43 96.81 101.27
120 mt_961_use2019_last_save_rnk500_idxctrl 3.42 18.30 146.04 85.91 146.04 -13.40 47.87 96.25 100.71
145 multin_zz1000_61004_idxctrl_50010002000_pv 0.75 15.63 143.37 83.25 143.37 -16.06 45.21 93.59 98.05
146 multin_zz1000_61002_idxctrl_50010002000_pv 0.67 15.55 143.29 83.16 143.29 -16.15 45.12 93.50 97.96
149 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 0.09 14.97 142.71 82.58 142.71 -16.72 44.54 92.93 97.39
150 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -0.01 14.87 142.61 82.48 142.61 -16.83 44.44 92.83 97.28
152 multin_zz1000_61002_idxctrl_top3800_pv -0.47 14.41 142.15 82.03 142.15 -17.28 43.99 92.37 96.83
154 multin_zz1000_61001_idxctrl_50010002000_pv -0.51 14.37 142.11 81.98 142.11 -17.33 43.94 92.33 96.78
160 multin_zz1000_61004_idxctrl_top3800_pv -0.97 13.91 141.65 81.53 141.65 -17.78 43.49 91.87 96.33
161 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -1.00 13.88 141.62 81.49 141.62 -17.82 43.45 91.84 96.29
162 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -1.17 13.71 141.45 81.32 141.45 -17.98 43.28 91.67 96.12
163 mt_962_use2023_last_save_rnk500_idxctrl -1.39 13.49 141.23 81.11 141.23 -18.20 43.07 91.45 95.91
168 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -1.68 13.20 140.94 80.81 140.94 -18.50 42.77 91.15 95.61
175 mt_962_use2012_best_save_rnk500_idxctrl -2.16 12.72 140.46 80.34 140.46 -18.97 42.30 90.68 95.14
176 multin_zz1000_61001_idxctrl_top3800_pv -2.23 12.65 140.39 80.27 140.39 -19.04 42.23 90.61 95.07
185 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -2.97 11.91 139.65 79.52 139.65 -19.79 41.48 89.87 94.32
209 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.58 10.30 138.04 77.92 138.04 -21.39 39.88 88.26 92.72
211 multin_zz1000_61004_idxctrl_zz1000_pv -5.03 9.85 137.59 77.46 137.59 -21.84 39.42 87.81 92.26
212 mt_962_use2020_last_save_rnk500_idxctrl -5.07 9.81 137.55 77.43 137.55 -21.88 39.39 87.77 92.23
213 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -5.23 9.65 137.39 77.26 137.39 -22.04 39.22 87.61 92.07
218 multin_zz1000_61002_idxctrl_zz1000_pv -5.68 9.20 136.94 76.82 136.94 -22.49 38.78 87.16 91.62
222 mt_961_use2019_best_save_rnk500_idxctrl -6.31 8.57 136.31 76.19 136.31 -23.12 38.15 86.53 90.99
223 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -6.31 8.57 136.31 76.18 136.31 -23.13 38.14 86.52 90.98
226 multin_zz1000_61001_idxctrl_zz1000_pv -6.78 8.10 135.84 75.71 135.84 -23.60 37.67 86.06 90.51
234 mt_962_use2010_best_save_rnk500_idxctrl -8.12 6.76 134.50 74.38 134.50 -24.93 36.34 84.72 89.18
237 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -8.51 6.37 134.11 73.98 134.11 -25.33 35.94 84.33 88.78
246 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -9.65 5.23 132.97 72.85 132.97 -26.46 34.81 83.19 87.65
250 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -10.28 4.60 132.34 72.21 132.34 -27.09 34.17 82.56 87.02
252 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -10.55 4.33 132.07 71.95 132.07 -27.36 33.91 82.29 86.75
260 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -11.39 3.49 131.23 71.11 131.23 -28.20 33.07 81.45 85.91
262 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -11.55 3.33 131.07 70.95 131.08 -28.36 32.91 81.29 85.75
267 mt_962_use2018_best_save_rnk500_idxctrl -12.35 2.53 130.27 70.15 130.27 -29.16 32.11 80.49 84.95
268 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -12.45 2.43 130.17 70.05 130.17 -29.26 32.01 80.39 84.85
272 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -12.93 1.95 129.69 69.56 129.69 -29.74 31.52 79.91 84.36
275 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -13.11 1.77 129.51 69.39 129.51 -29.92 31.35 79.73 84.19
276 mt_962_use2017_best_save_rnk500_idxctrl -13.65 1.23 128.97 68.85 128.98 -30.46 30.81 79.19 83.65
279 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -13.77 1.11 128.85 68.73 128.85 -30.58 30.69 79.07 83.53
281 mt_961_use2009_best_save_rnk500_idxctrl -13.85 1.03 128.77 68.64 128.77 -30.67 30.60 78.99 83.44
284 mt_962_use2024_best_save_rnk500_idxctrl -14.20 0.68 128.42 68.30 128.42 -31.01 30.26 78.64 83.10
286 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -14.30 0.58 128.32 68.19 128.32 -31.11 30.15 78.54 83.00
296 mt_961_use2021_last_save_rnk500_idxctrl -15.25 -0.37 127.37 67.24 127.37 -32.07 29.20 77.59 82.04
299 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -15.69 -0.81 126.93 66.80 126.93 -32.51 28.76 77.15 81.60
301 mt_961_use2009_last_save_rnk500_idxctrl -16.05 -1.17 126.57 66.44 126.57 -32.87 28.40 76.78 81.24
304 mt_961_use2022_best_save_rnk500_idxctrl -16.40 -1.52 126.22 66.09 126.22 -33.22 28.05 76.44 80.89
310 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -17.34 -2.46 125.28 65.16 125.28 -34.15 27.12 75.50 79.96
312 mt_961_use2020_best_save_rnk500_idxctrl -17.51 -2.63 125.11 64.99 125.11 -34.32 26.95 75.33 79.79
314 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -17.66 -2.77 124.96 64.84 124.97 -34.47 26.80 75.18 79.64
317 multin_zz1000_61002_idxctrl_pv_rm_blc -18.20 -3.32 124.42 64.29 124.42 -35.01 26.25 74.64 79.10
318 multin_zz1000_61004_idxctrl_pv_rm_blc -18.20 -3.32 124.42 64.29 124.42 -35.01 26.25 74.64 79.10
319 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -18.21 -3.33 124.41 64.28 124.41 -35.03 26.24 74.62 79.08
320 mt_961_use2017_last_save_rnk500_idxctrl -18.22 -3.33 124.40 64.28 124.41 -35.03 26.24 74.62 79.08
326 mt_961_use2020_last_save_rnk500_idxctrl -19.09 -4.21 123.53 63.40 123.53 -35.91 25.36 73.75 78.20
327 multin_zz1000_61004_idxctrl_pv -19.19 -4.31 123.43 63.31 123.43 -36.00 25.27 73.65 78.11
328 multin_zz1000_61002_idxctrl_pv -19.19 -4.31 123.43 63.31 123.43 -36.00 25.27 73.65 78.11
332 mt_961_use2018_last_save_rnk500_idxctrl -19.44 -4.56 123.18 63.05 123.18 -36.26 25.01 73.39 77.85
335 mt_962_use2015_last_save_rnk500_idxctrl -19.62 -4.73 123.00 62.88 123.01 -36.43 24.84 73.22 77.68
336 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -19.78 -4.90 122.84 62.71 122.84 -36.59 24.67 73.06 77.51
338 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -20.16 -5.28 122.46 62.33 122.46 -36.98 24.29 72.68 77.13
339 multin_zz1000_61001_idxctrl_pv_rm_blc -20.26 -5.38 122.36 62.23 122.36 -37.08 24.19 72.58 77.03
340 multin_zz500_61002_idxctrl_zz500_pv -20.40 -5.52 122.22 62.09 122.22 -37.22 24.05 72.43 76.89
341 mt_962_use2024_last_save_rnk500_idxctrl -20.68 -5.80 121.94 61.81 121.94 -37.49 23.77 72.16 76.62
342 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -20.71 -5.83 121.91 61.78 121.91 -37.53 23.74 72.13 76.58
344 multin_zz500_61004_idxctrl_zz500_pv -20.74 -5.86 121.88 61.76 121.88 -37.55 23.72 72.10 76.56
345 mt_961_use2015_last_save_rnk500_idxctrl -20.77 -5.88 121.85 61.73 121.86 -37.58 23.69 72.07 76.53
347 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -21.08 -6.20 121.54 61.42 121.54 -37.89 23.38 71.76 76.22
348 multin_zz1000_61001_idxctrl_pv -21.31 -6.43 121.31 61.19 121.31 -38.12 23.15 71.53 75.99
349 multin_zz500_61001_idxctrl_zz500_pv -21.38 -6.50 121.24 61.11 121.24 -38.19 23.07 71.46 75.92
350 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -21.46 -6.58 121.16 61.03 121.16 -38.28 22.99 71.37 75.83
358 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -22.39 -7.51 120.23 60.11 120.23 -39.20 22.07 70.45 74.91
371 mt_961_use2012_last_save_rnk500_idxctrl -26.05 -11.17 116.57 56.44 116.57 -42.86 18.40 66.79 71.25
372 mt_961_use2015_best_save_rnk500_idxctrl -26.10 -11.22 116.52 56.40 116.52 -42.91 18.36 66.74 71.20
373 mt_961_use2022_last_save_rnk500_idxctrl -26.46 -11.58 116.16 56.03 116.16 -43.28 17.99 66.37 70.83
375 mt_961_use2011_best_save_rnk500_idxctrl -26.68 -11.80 115.94 55.82 115.94 -43.49 17.78 66.16 70.62
385 mt_962_use2016_last_save_rnk500_idxctrl -28.41 -13.53 114.21 54.08 114.21 -45.23 16.04 64.43 68.88
406 mt_961_use2011_last_save_rnk500_idxctrl -32.75 -17.87 109.87 49.74 109.87 -49.57 11.70 60.09 64.54
412 mt_961_use2023_last_save_rnk500_idxctrl -34.38 -19.49 108.24 48.12 108.25 -51.19 10.08 58.46 62.92
413 mt_962_use2009_last_save_rnk500_idxctrl -34.48 -19.60 108.14 48.01 108.14 -51.29 9.97 58.36 62.81
414 mt_962_use2017_last_save_rnk500_idxctrl -34.76 -19.88 107.86 47.73 107.86 -51.58 9.69 58.07 62.53
415 mt_961_use2012_best_save_rnk500_idxctrl -34.85 -19.97 107.77 47.65 107.77 -51.66 9.61 57.99 62.45
418 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -35.74 -20.86 106.88 46.76 106.88 -52.55 8.72 57.10 61.56
419 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -35.74 -20.86 106.88 46.76 106.88 -52.55 8.72 57.10 61.56
422 mt_961_use2017_best_save_rnk500_idxctrl -36.87 -21.99 105.75 45.62 105.75 -53.69 7.58 55.97 60.42
423 mt_962_use2011_last_save_rnk500_idxctrl -37.05 -22.16 105.57 45.45 105.58 -53.86 7.41 55.79 60.25
424 multin_zz1000_61004_idxctrl_pv_rm_fnd -37.10 -22.22 105.52 45.40 105.53 -53.91 7.36 55.74 60.20
425 multin_zz1000_61002_idxctrl_pv_rm_fnd -37.10 -22.22 105.52 45.40 105.53 -53.91 7.36 55.74 60.20
427 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -37.86 -22.98 104.76 44.64 104.76 -54.67 6.60 54.98 59.44
428 mt_962_use2018_last_save_rnk500_idxctrl -38.36 -23.48 104.26 44.14 104.26 -55.17 6.10 54.48 58.94
429 mt_961_use2016_last_save_rnk500_idxctrl -38.73 -23.85 103.89 43.76 103.89 -55.55 5.72 54.11 58.56
434 mt_962_use2009_best_save_rnk500_idxctrl -38.98 -24.10 103.64 43.52 103.64 -55.79 5.48 53.86 58.32
435 multin_zz1000_61001_idxctrl_pv_rm_fnd -39.28 -24.40 103.34 43.21 103.34 -56.10 5.17 53.56 58.01
444 mt_962_use2013_best_save_rnk500_idxctrl -44.04 -29.16 98.58 38.46 98.58 -60.85 0.42 48.80 53.26
450 mt_962_use2013_last_save_rnk500_idxctrl -45.57 -30.69 97.05 36.92 97.05 -62.38 -1.12 47.27 51.72
452 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -46.02 -31.14 96.60 36.47 96.60 -62.84 -1.57 46.82 51.27
455 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -46.35 -31.47 96.27 36.15 96.27 -63.16 -1.89 46.49 50.95
456 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -46.59 -31.71 96.03 35.91 96.03 -63.40 -2.13 46.25 50.71
462 mt_961_use2013_last_save_rnk500_idxctrl -48.22 -33.34 94.40 34.27 94.40 -65.03 -3.77 44.62 49.07
466 mt_961_use2023_best_save_rnk500_idxctrl -49.09 -34.21 93.53 33.40 93.53 -65.91 -4.64 43.74 48.20
467 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -49.48 -34.60 93.14 33.02 93.14 -66.29 -5.02 43.36 47.82
468 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -49.85 -34.97 92.77 32.65 92.77 -66.66 -5.39 42.99 47.45
469 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -50.24 -35.36 92.38 32.26 92.38 -67.05 -5.78 42.60 47.06
484 mt_962_use2011_best_save_rnk500_idxctrl -59.19 -44.31 83.43 23.31 83.43 -76.00 -14.73 33.65 38.11
487 mt_962_use2016_best_save_rnk500_idxctrl -59.58 -44.70 83.04 22.91 83.04 -76.40 -15.13 33.25 37.71
493 mt_961_use2016_best_save_rnk500_idxctrl -62.92 -48.04 79.70 19.57 79.70 -79.74 -18.47 29.92 34.37
495 mt_961_use2018_best_save_rnk500_idxctrl -63.36 -48.48 79.26 19.13 79.26 -80.18 -18.91 29.48 33.93
502 mt_961_use2024_last_save_rnk500_idxctrl -67.81 -52.93 74.81 14.69 74.81 -84.62 -23.35 25.03 29.49
504 mt_962_use2012_last_save_rnk500_idxctrl -69.04 -54.16 73.58 13.45 73.58 -85.85 -24.59 23.80 28.26
509 mt_961_use2014_last_save_rnk500_idxctrl -72.85 -57.97 69.77 9.64 69.77 -89.67 -28.40 19.98 24.44
512 mt_962_use2008_last_save_rnk500_idxctrl -74.43 -59.55 68.19 8.06 68.19 -91.25 -29.98 18.40 22.86
514 mt_961_use2024_best_save_rnk500_idxctrl -76.54 -61.66 66.08 5.96 66.08 -93.35 -32.08 16.30 20.76
516 mt_962_use2008_best_save_rnk500_idxctrl -77.40 -62.51 65.22 5.10 65.23 -94.21 -32.94 15.44 19.90
518 mt_961_use2008_best_save_rnk500_idxctrl -78.15 -63.27 64.47 4.34 64.47 -94.96 -33.70 14.69 19.15
519 mt_961_use2008_last_save_rnk500_idxctrl -78.63 -63.75 63.99 3.86 63.99 -95.44 -34.18 14.21 18.66
520 mt_961_use2014_best_save_rnk500_idxctrl -82.41 -67.53 60.21 0.08 60.21 -99.23 -37.96 10.43 14.88
522 mt_962_use2014_best_save_rnk500_idxctrl -91.59 -76.71 51.03 -9.09 51.03 -108.40 -47.13 1.25 5.71
528 mt_962_use2014_last_save_rnk500_idxctrl -99.29 -84.41 43.33 -16.79 43.33 -116.10 -54.83 -6.45 -1.99