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_20260331_151536
10 mt_961_use2018_best_save_rnk500_idxctrl 122.19 105.28 -60.46 19.80 -60.46 74.78 8.51 -61.30 56.68
18 mt_962_use2008_best_save_rnk500_idxctrl 111.13 94.21 -71.52 8.74 -71.52 63.72 -2.55 -72.36 45.62
24 mt_961_use2011_last_save_rnk500_idxctrl 107.54 90.63 -75.11 5.15 -75.11 60.13 -6.14 -75.95 42.03
25 mt_961_use2020_best_save_rnk500_idxctrl 107.52 90.60 -75.13 5.12 -75.13 60.11 -6.16 -75.97 42.01
27 mt_961_use2020_last_save_rnk500_idxctrl 107.32 90.41 -75.33 4.93 -75.33 59.92 -6.36 -76.17 41.82
29 mt_961_use2012_best_save_rnk500_idxctrl 106.82 89.91 -75.83 4.43 -75.83 59.41 -6.86 -76.67 41.31
34 mt_962_use2008_last_save_rnk500_idxctrl 104.54 87.62 -78.11 2.15 -78.11 57.13 -9.14 -78.95 39.03
53 mt_961_use2008_best_save_rnk500_idxctrl 97.58 80.66 -85.07 -4.82 -85.07 50.17 -16.10 -85.91 32.07
56 mt_961_use2013_last_save_rnk500_idxctrl 97.27 80.35 -85.38 -5.12 -85.38 49.86 -16.41 -86.22 31.76
65 mt_961_use2012_last_save_rnk500_idxctrl 94.71 77.80 -87.94 -7.68 -87.94 47.30 -18.97 -88.78 29.20
68 mt_961_use2023_best_save_rnk500_idxctrl 94.15 77.24 -88.50 -8.24 -88.50 46.74 -19.53 -89.34 28.64
74 mt_962_use2009_best_save_rnk500_idxctrl 91.34 74.43 -91.31 -11.05 -91.31 43.93 -22.34 -92.15 25.83
93 mt_962_use2009_last_save_rnk500_idxctrl 85.20 68.29 -97.45 -17.19 -97.45 37.79 -28.48 -98.29 19.69
103 mt_961_use2022_last_save_rnk500_idxctrl 82.69 65.77 -99.96 -19.70 -99.96 35.28 -30.99 -100.80 17.18
107 mt_961_use2011_best_save_rnk500_idxctrl 82.20 65.28 -100.45 -20.20 -100.45 34.79 -31.48 -101.29 16.69
132 mt_961_use2024_best_save_rnk500_idxctrl 76.66 59.75 -105.99 -25.73 -105.99 29.26 -37.02 -106.83 11.16
133 mt_962_use2018_last_save_rnk500_idxctrl 76.55 59.64 -106.10 -25.84 -106.10 29.14 -37.13 -106.94 11.05
134 mt_961_use2010_best_save_rnk500_idxctrl 76.50 59.58 -106.15 -25.89 -106.15 29.09 -37.18 -106.99 10.99
157 mt_961_use2021_last_save_rnk500_idxctrl 71.52 54.61 -111.13 -30.87 -111.13 24.12 -42.16 -111.97 6.02
166 mt_961_use2022_best_save_rnk500_idxctrl 70.79 53.88 -111.85 -31.60 -111.86 23.39 -42.88 -112.70 5.29
174 mt_961_use2019_last_save_rnk500_idxctrl 68.81 51.90 -113.83 -33.58 -113.83 21.41 -44.86 -114.67 3.31
179 mt_961_use2023_last_save_rnk500_idxctrl 68.25 51.34 -114.40 -34.14 -114.40 20.84 -45.43 -115.24 2.74
182 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 67.87 50.96 -114.78 -34.52 -114.78 20.46 -45.81 -115.62 2.36
185 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 67.63 50.72 -115.02 -34.76 -115.02 20.22 -46.05 -115.86 2.12
188 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 67.28 50.37 -115.37 -35.11 -115.37 19.87 -46.40 -116.21 1.77
189 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 67.06 50.14 -115.59 -35.33 -115.59 19.65 -46.62 -116.43 1.55
190 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 66.94 50.03 -115.71 -35.45 -115.71 19.54 -46.74 -116.55 1.44
191 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 66.91 50.00 -115.73 -35.48 -115.74 19.51 -46.76 -116.57 1.41
192 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 66.64 49.73 -116.01 -35.75 -116.01 19.23 -47.04 -116.85 1.13
194 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 66.50 49.59 -116.15 -35.89 -116.15 19.09 -47.18 -116.99 0.99
195 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 66.47 49.55 -116.18 -35.92 -116.18 19.06 -47.21 -117.02 0.96
196 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 66.44 49.53 -116.21 -35.95 -116.21 19.03 -47.24 -117.05 0.93
197 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 66.35 49.43 -116.30 -36.04 -116.30 18.94 -47.33 -117.14 0.84
198 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 66.19 49.28 -116.45 -36.20 -116.46 18.79 -47.48 -117.30 0.69
200 mt_961_use2018_last_save_rnk500_idxctrl 66.05 49.14 -116.60 -36.34 -116.60 18.64 -47.63 -117.44 0.54
201 mt_961_use2008_last_save_rnk500_idxctrl 65.95 49.04 -116.70 -36.44 -116.70 18.54 -47.73 -117.54 0.44
212 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 64.48 47.57 -118.17 -37.91 -118.17 17.07 -49.20 -119.01 -1.03
213 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 64.32 47.41 -118.33 -38.07 -118.33 16.92 -49.35 -119.17 -1.18
219 mt_962_use2016_best_save_rnk500_idxctrl 64.06 47.15 -118.59 -38.33 -118.59 16.65 -49.62 -119.43 -1.45
220 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 63.78 46.87 -118.86 -38.61 -118.86 16.38 -49.89 -119.70 -1.72
222 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 63.38 46.47 -119.27 -39.01 -119.27 15.98 -50.29 -120.11 -2.12
226 mt_961_use2010_last_save_rnk500_idxctrl 62.54 45.62 -120.11 -39.85 -120.11 15.13 -51.14 -120.95 -2.97
227 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 62.32 45.41 -120.33 -40.07 -120.33 14.91 -51.36 -121.17 -3.19
228 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 62.31 45.40 -120.34 -40.08 -120.34 14.91 -51.36 -121.18 -3.19
242 multin_zz1000_61002_idxctrl_pv_rm_fnd 58.80 41.89 -123.84 -43.59 -123.84 11.40 -54.87 -124.68 -6.70
243 multin_zz1000_61004_idxctrl_pv_rm_fnd 58.80 41.89 -123.84 -43.59 -123.84 11.40 -54.87 -124.68 -6.70
248 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 58.15 41.24 -124.50 -44.24 -124.50 10.74 -55.53 -125.34 -7.36
249 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 58.15 41.24 -124.50 -44.24 -124.50 10.74 -55.53 -125.34 -7.36
255 multin_zz1000_61001_idxctrl_pv_rm_fnd 57.24 40.33 -125.41 -45.15 -125.41 9.83 -56.44 -126.25 -8.27
259 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 56.54 39.63 -126.11 -45.85 -126.11 9.13 -57.14 -126.95 -8.97
273 mt_962_use2011_best_save_rnk500_idxctrl 52.47 35.55 -130.18 -49.92 -130.18 5.06 -61.21 -131.02 -13.04
280 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 50.42 33.50 -132.23 -51.98 -132.23 3.01 -63.26 -133.07 -15.09
281 multin_zz1000_61004_idxctrl_top3800_pv 50.33 33.42 -132.32 -52.06 -132.32 2.92 -63.35 -133.16 -15.18
282 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 50.30 33.38 -132.35 -52.09 -132.35 2.89 -63.38 -133.19 -15.21
284 mt_961_use2017_best_save_rnk500_idxctrl 50.07 33.16 -132.57 -52.32 -132.58 2.67 -63.60 -133.42 -15.43
285 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 50.05 33.14 -132.60 -52.34 -132.60 2.65 -63.63 -133.44 -15.45
287 multin_zz1000_61002_idxctrl_50010002000_pv 50.00 33.09 -132.65 -52.39 -132.65 2.59 -63.68 -133.49 -15.51
288 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 49.76 32.85 -132.89 -52.63 -132.89 2.36 -63.92 -133.73 -15.74
289 multin_zz1000_61002_idxctrl_top3800_pv 49.72 32.81 -132.93 -52.67 -132.93 2.31 -63.96 -133.77 -15.79
290 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 49.70 32.79 -132.95 -52.69 -132.95 2.29 -63.98 -133.79 -15.81
292 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 49.06 32.14 -133.59 -53.33 -133.59 1.65 -64.62 -134.43 -16.45
293 multin_zz1000_61004_idxctrl_50010002000_pv 49.04 32.13 -133.61 -53.35 -133.61 1.64 -64.64 -134.45 -16.46
294 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 48.95 32.04 -133.70 -53.44 -133.70 1.55 -64.73 -134.54 -16.55
296 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 48.38 31.47 -134.27 -54.01 -134.27 0.97 -65.30 -135.11 -17.13
301 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 47.79 30.88 -134.86 -54.60 -134.86 0.38 -65.89 -135.70 -17.72
304 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 46.44 29.53 -136.21 -55.95 -136.21 -0.96 -67.24 -137.05 -19.06
307 mt_961_use2009_last_save_rnk500_idxctrl 45.59 28.68 -137.06 -56.80 -137.06 -1.82 -68.09 -137.90 -19.92
314 mt_961_use2019_best_save_rnk500_idxctrl 44.34 27.43 -138.31 -58.05 -138.31 -3.06 -69.34 -139.15 -21.16
321 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 43.05 26.14 -139.60 -59.34 -139.60 -4.36 -70.63 -140.44 -22.46
325 multin_zz500_61002_idxctrl_zz500_pv 42.82 25.91 -139.83 -59.57 -139.83 -4.59 -70.86 -140.67 -22.68
326 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 42.82 25.91 -139.83 -59.57 -139.83 -4.59 -70.86 -140.67 -22.69
327 mt_961_use2009_best_save_rnk500_idxctrl 42.79 25.88 -139.86 -59.60 -139.86 -4.61 -70.89 -140.70 -22.71
329 multin_zz1000_61004_idxctrl_pv 42.66 25.75 -139.99 -59.73 -139.99 -4.75 -71.02 -140.83 -22.84
330 multin_zz1000_61002_idxctrl_pv 42.66 25.75 -139.99 -59.73 -139.99 -4.75 -71.02 -140.83 -22.84
331 multin_zz1000_61001_idxctrl_50010002000_pv 42.64 25.73 -140.01 -59.75 -140.01 -4.77 -71.04 -140.85 -22.87
332 multin_zz1000_61001_idxctrl_top3800_pv 42.61 25.70 -140.03 -59.78 -140.04 -4.79 -71.06 -140.88 -22.89
336 multin_zz500_61004_idxctrl_zz500_pv 42.41 25.49 -140.24 -59.98 -140.24 -5.00 -71.27 -141.08 -23.10
344 mt_961_use2017_last_save_rnk500_idxctrl 41.28 24.37 -141.37 -61.11 -141.37 -6.13 -72.40 -142.21 -24.23
345 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 41.28 24.37 -141.37 -61.11 -141.37 -6.13 -72.40 -142.21 -24.23
347 multin_zz1000_61002_idxctrl_pv_rm_blc 41.00 24.09 -141.65 -61.39 -141.65 -6.41 -72.68 -142.49 -24.51
348 multin_zz1000_61001_idxctrl_pv 41.00 24.09 -141.64 -61.39 -141.65 -6.40 -72.67 -142.49 -24.50
349 multin_zz1000_61004_idxctrl_pv_rm_blc 41.00 24.09 -141.65 -61.39 -141.65 -6.41 -72.68 -142.49 -24.51
350 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 40.88 23.97 -141.76 -61.51 -141.77 -6.52 -72.79 -142.61 -24.62
357 multin_zz500_61001_idxctrl_zz500_pv 39.85 22.94 -142.80 -62.54 -142.80 -7.56 -73.83 -143.64 -25.66
359 multin_zz1000_61001_idxctrl_pv_rm_blc 39.31 22.40 -143.34 -63.08 -143.34 -8.10 -74.37 -144.18 -26.19
363 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 38.29 21.37 -144.36 -64.10 -144.36 -9.12 -75.39 -145.20 -27.22
366 mt_962_use2011_last_save_rnk500_idxctrl 37.73 20.82 -144.92 -64.66 -144.92 -9.67 -75.95 -145.76 -27.77
375 multin_zz1000_61002_idxctrl_zz1000_pv 36.15 19.24 -146.50 -66.24 -146.50 -11.26 -77.53 -147.34 -29.36
380 multin_zz1000_61004_idxctrl_zz1000_pv 35.36 18.45 -147.29 -67.03 -147.29 -12.05 -78.32 -148.13 -30.15
381 mt_961_use2024_last_save_rnk500_idxctrl 34.85 17.94 -147.80 -67.54 -147.80 -12.55 -78.83 -148.64 -30.65
383 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 34.25 17.34 -148.40 -68.14 -148.40 -13.16 -79.43 -149.24 -31.26
384 mt_962_use2010_best_save_rnk500_idxctrl 34.22 17.31 -148.43 -68.17 -148.43 -13.19 -79.46 -149.27 -31.29
387 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 33.42 16.51 -149.23 -68.97 -149.23 -13.99 -80.26 -150.07 -32.09
388 multin_zz1000_61001_idxctrl_zz1000_pv 33.34 16.43 -149.31 -69.05 -149.31 -14.07 -80.34 -150.15 -32.17
394 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 31.35 14.44 -151.29 -71.04 -151.30 -16.05 -82.32 -152.14 -34.15
403 mt_961_use2013_best_save_rnk500_idxctrl 27.43 10.51 -155.22 -74.96 -155.22 -19.98 -86.25 -156.06 -38.08
409 mt_962_use2018_best_save_rnk500_idxctrl 25.23 8.32 -157.42 -77.16 -157.42 -22.18 -88.45 -158.26 -40.28
411 mt_962_use2016_last_save_rnk500_idxctrl 25.16 8.25 -157.49 -77.23 -157.49 -22.25 -88.52 -158.33 -40.35
425 mt_962_use2010_last_save_rnk500_idxctrl 22.27 5.36 -160.38 -80.12 -160.38 -25.14 -91.41 -161.22 -43.24
426 mt_961_use2021_best_save_rnk500_idxctrl 22.03 5.12 -160.62 -80.36 -160.62 -25.38 -91.65 -161.46 -43.48
434 mt_961_use2016_last_save_rnk500_idxctrl 17.91 1.00 -164.74 -84.48 -164.74 -29.50 -95.77 -165.58 -47.60
435 mt_962_use2013_last_save_rnk500_idxctrl 17.83 0.92 -164.82 -84.56 -164.82 -29.58 -95.85 -165.66 -47.68
436 mt_961_use2014_last_save_rnk500_idxctrl 17.77 0.86 -164.87 -84.62 -164.88 -29.63 -95.90 -165.72 -47.73
444 mt_961_use2016_best_save_rnk500_idxctrl 15.72 -1.19 -166.93 -86.67 -166.93 -31.69 -97.96 -167.77 -49.79
447 mt_962_use2019_last_save_rnk500_idxctrl 14.71 -2.20 -167.94 -87.68 -167.94 -32.70 -98.97 -168.78 -50.80
454 mt_961_use2014_best_save_rnk500_idxctrl 9.45 -7.47 -173.20 -92.94 -173.20 -37.96 -104.23 -174.04 -56.06
462 mt_962_use2017_last_save_rnk500_idxctrl 6.83 -10.09 -175.82 -95.57 -175.82 -40.58 -106.85 -176.66 -58.68
470 mt_962_use2013_best_save_rnk500_idxctrl 2.01 -14.90 -180.64 -100.38 -180.64 -45.40 -111.67 -181.48 -63.50
471 mt_962_use2014_last_save_rnk500_idxctrl 0.75 -16.16 -181.90 -101.64 -181.90 -46.66 -112.93 -182.74 -64.76
472 mt_962_use2015_last_save_rnk500_idxctrl 0.72 -16.19 -181.93 -101.67 -181.93 -46.68 -112.96 -182.77 -64.78
478 mt_961_use2015_best_save_rnk500_idxctrl -2.88 -19.80 -185.53 -105.28 -185.53 -50.29 -116.56 -186.37 -68.39
482 mt_962_use2021_last_save_rnk500_idxctrl -8.40 -25.31 -191.05 -110.79 -191.05 -55.80 -122.08 -191.89 -73.90
483 mt_962_use2023_last_save_rnk500_idxctrl -9.19 -26.10 -191.84 -111.58 -191.84 -56.60 -122.87 -192.68 -74.70
484 mt_962_use2019_best_save_rnk500_idxctrl -9.21 -26.12 -191.86 -111.60 -191.86 -56.62 -122.89 -192.70 -74.72
487 mt_962_use2017_best_save_rnk500_idxctrl -10.79 -27.70 -193.44 -113.18 -193.44 -58.19 -124.47 -194.28 -76.29
490 mt_962_use2014_best_save_rnk500_idxctrl -12.13 -29.04 -194.78 -114.52 -194.78 -59.54 -125.81 -195.62 -77.64
498 mt_962_use2012_last_save_rnk500_idxctrl -22.01 -38.92 -204.65 -124.40 -204.66 -69.41 -135.68 -205.50 -87.51
500 mt_962_use2020_last_save_rnk500_idxctrl -23.70 -40.62 -206.35 -126.09 -206.35 -71.11 -137.38 -207.19 -89.21
502 mt_961_use2015_last_save_rnk500_idxctrl -24.35 -41.26 -207.00 -126.74 -207.00 -71.76 -138.03 -207.84 -89.86
503 mt_962_use2015_best_save_rnk500_idxctrl -26.46 -43.37 -209.11 -128.85 -209.11 -73.87 -140.14 -209.95 -91.97
504 mt_962_use2021_best_save_rnk500_idxctrl -26.81 -43.72 -209.46 -129.20 -209.46 -74.22 -140.49 -210.30 -92.32
506 mt_962_use2022_last_save_rnk500_idxctrl -28.89 -45.81 -211.54 -131.28 -211.54 -76.30 -142.57 -212.38 -94.40
516 mt_962_use2012_best_save_rnk500_idxctrl -36.44 -53.36 -219.09 -138.83 -219.09 -83.85 -150.12 -219.93 -101.95
517 mt_962_use2022_best_save_rnk500_idxctrl -37.05 -53.96 -219.69 -139.44 -219.70 -84.45 -150.72 -220.54 -102.55
518 mt_962_use2023_best_save_rnk500_idxctrl -41.63 -58.55 -224.28 -144.02 -224.28 -89.04 -155.31 -225.12 -107.14
520 mt_962_use2024_last_save_rnk500_idxctrl -44.89 -61.81 -227.54 -147.28 -227.54 -92.30 -158.57 -228.38 -110.40
522 mt_962_use2024_best_save_rnk500_idxctrl -49.08 -65.99 -231.73 -151.47 -231.73 -96.49 -162.76 -232.57 -114.59
526 mt_962_use2020_best_save_rnk500_idxctrl -59.99 -76.90 -242.64 -162.38 -242.64 -107.40 -173.67 -243.48 -125.50