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_20260401_151648
3 mt_962_use2015_best_save_rnk500_idxctrl 97.05 115.53 106.30 119.58 289.78 146.78 5.58 -7.17 20.54
6 mt_962_use2019_best_save_rnk500_idxctrl 82.78 101.27 92.04 105.31 275.52 132.51 -8.69 -21.43 6.27
7 mt_961_use2013_best_save_rnk500_idxctrl 82.50 100.99 91.76 105.03 275.24 132.23 -8.97 -21.71 5.99
9 mt_962_use2020_best_save_rnk500_idxctrl 78.98 97.46 88.23 101.51 271.71 128.71 -12.49 -25.24 2.47
11 mt_962_use2015_last_save_rnk500_idxctrl 64.70 83.19 73.96 87.24 257.44 114.44 -26.76 -39.51 -11.80
12 mt_962_use2022_best_save_rnk500_idxctrl 62.27 80.75 71.52 84.80 255.01 112.00 -29.20 -41.95 -14.24
13 mt_962_use2021_best_save_rnk500_idxctrl 61.26 79.75 70.52 83.79 254.00 110.99 -30.21 -42.95 -15.25
16 mt_962_use2020_last_save_rnk500_idxctrl 57.24 75.73 66.50 79.77 249.98 106.97 -34.23 -46.97 -19.27
18 mt_962_use2019_last_save_rnk500_idxctrl 53.38 71.86 62.63 75.91 246.12 103.11 -38.09 -50.84 -23.13
24 mt_961_use2019_last_save_rnk500_idxctrl 45.19 63.68 54.45 67.73 237.93 94.93 -46.28 -59.02 -31.32
25 mt_961_use2015_best_save_rnk500_idxctrl 44.38 62.86 53.63 66.91 237.11 94.11 -47.09 -59.84 -32.13
26 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 43.44 61.92 52.69 65.97 236.18 93.17 -48.03 -60.78 -33.07
28 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 41.98 60.47 51.24 64.52 234.72 91.72 -49.48 -62.23 -34.52
30 multin_zz1000_61001_idxctrl_top3800_pv 40.81 59.30 50.07 63.34 233.55 90.54 -50.66 -63.40 -35.70
31 mt_961_use2019_best_save_rnk500_idxctrl 40.69 59.18 49.95 63.23 233.43 90.43 -50.77 -63.52 -35.82
35 multin_zz1000_61001_idxctrl_50010002000_pv 40.15 58.64 49.41 62.68 232.89 89.88 -51.32 -64.07 -36.36
36 mt_961_use2010_last_save_rnk500_idxctrl 39.60 58.08 48.85 62.13 232.34 89.33 -51.87 -64.62 -36.91
37 mt_962_use2010_last_save_rnk500_idxctrl 36.31 54.80 45.57 58.84 229.05 86.05 -55.16 -67.90 -40.20
38 mt_962_use2018_best_save_rnk500_idxctrl 35.78 54.26 45.03 58.31 228.52 85.51 -55.69 -68.44 -40.73
43 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 33.89 52.38 43.15 56.43 226.63 83.63 -57.58 -70.32 -42.62
44 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 33.70 52.19 42.96 56.24 226.44 83.44 -57.77 -70.51 -42.81
46 multin_zz1000_61002_idxctrl_50010002000_pv 31.91 50.40 41.16 54.44 224.65 81.64 -59.56 -72.31 -44.60
47 multin_zz1000_61002_idxctrl_top3800_pv 31.77 50.26 41.03 54.30 224.51 81.50 -59.70 -72.44 -44.74
50 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 29.28 47.77 38.54 51.81 222.02 79.01 -62.19 -74.93 -47.23
51 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 28.97 47.45 38.22 51.50 221.70 78.70 -62.50 -75.25 -47.54
53 mt_962_use2022_last_save_rnk500_idxctrl 27.32 45.81 36.58 49.86 220.06 77.06 -64.14 -76.89 -49.18
54 multin_zz1000_61004_idxctrl_top3800_pv 26.78 45.26 36.03 49.31 219.51 76.51 -64.69 -77.44 -49.73
55 multin_zz1000_61004_idxctrl_50010002000_pv 26.44 44.93 35.70 48.98 219.18 76.18 -65.03 -77.77 -50.07
61 mt_961_use2015_last_save_rnk500_idxctrl 23.09 41.57 32.34 45.62 215.83 72.82 -68.38 -81.13 -53.42
62 mt_961_use2010_best_save_rnk500_idxctrl 23.03 41.52 32.29 45.56 215.77 72.76 -68.44 -81.18 -53.48
65 mt_962_use2017_best_save_rnk500_idxctrl 21.24 39.73 30.50 43.77 213.98 70.97 -70.23 -82.97 -55.27
66 mt_962_use2016_last_save_rnk500_idxctrl 19.04 37.52 28.29 41.57 211.78 68.77 -72.43 -85.18 -57.47
67 mt_962_use2021_last_save_rnk500_idxctrl 16.17 34.66 25.43 38.70 208.91 65.90 -75.30 -88.04 -60.34
69 mt_961_use2021_best_save_rnk500_idxctrl 12.61 31.10 21.87 35.14 205.35 62.35 -78.86 -91.60 -63.90
70 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 12.46 30.94 21.71 34.99 205.20 62.19 -79.01 -91.76 -64.05
73 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 11.33 29.81 20.58 33.86 204.07 61.06 -80.14 -92.89 -65.18
75 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 10.98 29.46 20.23 33.51 203.72 60.71 -80.49 -93.24 -65.53
79 mt_961_use2013_last_save_rnk500_idxctrl 9.43 27.92 18.69 31.96 202.17 59.16 -82.04 -94.78 -67.08
80 mt_962_use2013_best_save_rnk500_idxctrl 9.28 27.76 18.53 31.81 202.01 59.01 -82.19 -94.94 -67.23
81 multin_zz1000_61001_idxctrl_zz1000_pv 8.61 27.10 17.87 31.14 201.35 58.34 -82.86 -95.60 -67.90
82 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 8.50 26.99 17.76 31.03 201.24 58.23 -82.97 -95.71 -68.01
83 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 7.99 26.47 17.24 30.52 200.73 57.72 -83.48 -96.23 -68.52
87 mt_962_use2013_last_save_rnk500_idxctrl 7.21 25.70 16.47 29.74 199.95 56.95 -84.26 -97.00 -69.30
89 multin_zz1000_61002_idxctrl_zz1000_pv 6.67 25.16 15.93 29.20 199.41 56.40 -84.80 -97.54 -69.84
92 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 6.16 24.64 15.41 28.69 198.90 55.89 -85.31 -98.06 -70.35
93 multin_zz1000_61004_idxctrl_zz1000_pv 5.55 24.04 14.81 28.08 198.29 55.29 -85.92 -98.66 -70.96
96 mt_961_use2016_last_save_rnk500_idxctrl 5.31 23.80 14.57 27.84 198.05 55.04 -86.16 -98.90 -71.20
97 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 5.03 23.51 14.28 27.56 197.77 54.76 -86.44 -99.19 -71.48
98 mt_961_use2011_best_save_rnk500_idxctrl 4.96 23.44 14.21 27.49 197.69 54.69 -86.51 -99.26 -71.55
99 mt_962_use2023_best_save_rnk500_idxctrl 4.82 23.31 14.08 27.35 197.56 54.55 -86.65 -99.39 -71.69
100 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 4.03 22.52 13.29 26.56 196.77 53.76 -87.44 -100.18 -72.48
101 mt_962_use2012_best_save_rnk500_idxctrl 3.67 22.15 12.92 26.20 196.41 53.40 -87.80 -100.55 -72.84
103 mt_961_use2018_last_save_rnk500_idxctrl 2.51 21.00 11.77 25.04 195.25 52.24 -88.96 -101.70 -74.00
104 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 2.23 20.71 11.48 24.76 194.97 51.96 -89.24 -101.99 -74.28
106 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 1.64 20.13 10.90 24.17 194.38 51.37 -89.83 -102.57 -74.87
108 mt_962_use2024_last_save_rnk500_idxctrl 1.62 20.10 10.87 24.15 194.36 51.35 -89.85 -102.60 -74.89
109 mt_962_use2024_best_save_rnk500_idxctrl 1.26 19.74 10.51 23.79 194.00 50.99 -90.21 -102.96 -75.25
111 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -0.01 18.47 9.24 22.52 192.73 49.72 -91.48 -104.23 -76.52
114 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -0.96 17.53 8.30 21.57 191.78 48.78 -92.43 -105.17 -77.47
115 mt_961_use2016_best_save_rnk500_idxctrl -1.17 17.32 8.09 21.36 191.57 48.56 -92.64 -105.38 -77.68
117 mt_961_use2020_best_save_rnk500_idxctrl -1.97 16.51 7.28 20.56 190.76 47.76 -93.44 -106.19 -78.48
119 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -2.55 15.94 6.71 19.99 190.19 47.19 -94.01 -106.76 -79.05
123 mt_962_use2011_last_save_rnk500_idxctrl -3.54 14.95 5.72 18.99 189.20 46.19 -95.01 -107.75 -80.05
125 multin_zz1000_61001_idxctrl_pv_rm_blc -3.62 14.86 5.63 18.91 189.11 46.11 -95.09 -107.84 -80.13
126 multin_zz1000_61001_idxctrl_pv -3.88 14.60 5.37 18.65 188.86 45.85 -95.35 -108.10 -80.39
127 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -3.95 14.53 5.30 18.58 188.79 45.78 -95.42 -108.17 -80.46
128 mt_962_use2012_last_save_rnk500_idxctrl -4.36 14.13 4.90 18.17 188.38 45.37 -95.83 -108.58 -80.87
129 multin_zz1000_61004_idxctrl_pv_rm_blc -5.03 13.45 4.22 17.50 187.71 44.70 -96.50 -109.25 -81.54
130 multin_zz1000_61002_idxctrl_pv_rm_blc -5.03 13.45 4.22 17.50 187.71 44.70 -96.50 -109.25 -81.54
132 mt_961_use2020_last_save_rnk500_idxctrl -5.33 13.15 3.92 17.20 187.41 44.40 -96.80 -109.55 -81.84
133 multin_zz1000_61002_idxctrl_pv -5.36 13.13 3.90 17.17 187.38 44.37 -96.83 -109.58 -81.87
134 multin_zz1000_61004_idxctrl_pv -5.36 13.13 3.90 17.17 187.38 44.37 -96.83 -109.58 -81.87
136 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -5.44 13.04 3.81 17.09 187.30 44.29 -96.91 -109.66 -81.95
141 mt_962_use2010_best_save_rnk500_idxctrl -6.32 12.16 2.93 16.21 186.41 43.41 -97.79 -110.54 -82.83
144 mt_961_use2009_best_save_rnk500_idxctrl -7.67 10.81 1.58 14.86 185.07 42.06 -99.14 -111.89 -84.18
148 mt_961_use2009_last_save_rnk500_idxctrl -9.27 9.22 -0.01 13.26 183.47 40.46 -100.74 -113.48 -85.78
152 mt_962_use2018_last_save_rnk500_idxctrl -9.78 8.71 -0.52 12.75 182.96 39.95 -101.25 -113.99 -86.29
155 mt_962_use2017_last_save_rnk500_idxctrl -10.62 7.87 -1.36 11.91 182.12 39.11 -102.09 -114.83 -87.13
157 mt_961_use2017_last_save_rnk500_idxctrl -11.30 7.18 -2.05 11.23 181.44 38.43 -102.77 -115.52 -87.81
158 mt_961_use2012_last_save_rnk500_idxctrl -11.47 7.02 -2.21 11.07 181.27 38.27 -102.94 -115.68 -87.98
174 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -16.53 1.96 -7.27 6.00 176.21 33.20 -108.00 -120.74 -93.04
176 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -17.23 1.25 -7.98 5.30 175.51 32.50 -108.70 -121.45 -93.74
177 mt_961_use2012_best_save_rnk500_idxctrl -17.40 1.08 -8.15 5.13 175.33 32.33 -108.87 -121.62 -93.91
179 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -17.54 0.94 -8.29 4.99 175.19 32.19 -109.01 -121.76 -94.05
182 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -17.88 0.61 -8.62 4.65 174.86 31.85 -109.35 -122.09 -94.39
185 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -18.44 0.05 -9.18 4.10 174.30 31.30 -109.90 -122.65 -94.95
186 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -18.96 -0.47 -9.70 3.58 173.78 30.78 -110.43 -123.17 -95.47
187 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -19.00 -0.51 -9.74 3.53 173.74 30.73 -110.47 -123.22 -95.51
188 mt_961_use2017_best_save_rnk500_idxctrl -19.22 -0.73 -9.96 3.31 173.52 30.52 -110.69 -123.43 -95.73
192 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -19.86 -1.38 -10.61 2.67 172.88 29.87 -111.33 -124.08 -96.37
193 multin_zz500_61001_idxctrl_zz500_pv -20.05 -1.57 -10.80 2.48 172.68 29.68 -111.52 -124.27 -96.56
194 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -20.38 -1.90 -11.13 2.15 172.36 29.35 -111.85 -124.60 -96.89
197 mt_961_use2011_last_save_rnk500_idxctrl -21.42 -2.93 -12.17 1.11 171.32 28.31 -112.89 -125.64 -97.93
206 multin_zz500_61002_idxctrl_zz500_pv -21.93 -3.45 -12.68 0.60 170.81 27.80 -113.40 -126.15 -98.44
209 multin_zz500_61004_idxctrl_zz500_pv -23.26 -4.77 -14.00 -0.72 169.48 26.48 -114.73 -127.47 -99.77
229 mt_961_use2014_best_save_rnk500_idxctrl -27.14 -8.65 -17.88 -4.60 165.60 22.60 -118.61 -131.35 -103.65
230 mt_962_use2023_last_save_rnk500_idxctrl -27.22 -8.73 -17.96 -4.68 165.52 22.52 -118.69 -131.43 -103.73
254 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -31.89 -13.40 -22.63 -9.36 160.85 17.84 -123.36 -136.10 -108.40
261 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -32.80 -14.32 -23.55 -10.27 159.94 16.93 -124.27 -137.02 -109.31
262 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -32.80 -14.32 -23.55 -10.27 159.94 16.93 -124.27 -137.02 -109.31
263 multin_zz1000_61001_idxctrl_pv_rm_fnd -32.96 -14.48 -23.71 -10.43 159.78 16.77 -124.43 -137.18 -109.47
266 multin_zz1000_61004_idxctrl_pv_rm_fnd -33.96 -15.48 -24.71 -11.43 158.77 15.77 -125.43 -138.18 -110.47
267 multin_zz1000_61002_idxctrl_pv_rm_fnd -33.96 -15.48 -24.71 -11.43 158.77 15.77 -125.43 -138.18 -110.47
280 mt_961_use2022_best_save_rnk500_idxctrl -35.29 -16.81 -26.04 -12.76 157.45 14.44 -126.76 -139.51 -111.80
298 mt_961_use2018_best_save_rnk500_idxctrl -40.11 -21.62 -30.85 -17.58 152.63 9.62 -131.58 -144.32 -116.62
311 mt_961_use2021_last_save_rnk500_idxctrl -43.62 -25.13 -34.36 -21.08 149.12 6.12 -135.08 -147.83 -120.12
318 mt_962_use2016_best_save_rnk500_idxctrl -45.46 -26.97 -36.20 -22.93 147.28 4.27 -136.93 -149.67 -121.97
329 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -47.05 -28.56 -37.79 -24.52 145.69 2.69 -138.52 -151.26 -123.56
336 mt_961_use2014_last_save_rnk500_idxctrl -48.51 -30.02 -39.25 -25.97 144.23 1.23 -139.98 -152.72 -125.02
338 mt_962_use2009_last_save_rnk500_idxctrl -48.65 -30.16 -39.39 -26.11 144.09 1.09 -140.12 -152.86 -125.16
341 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -48.80 -30.31 -39.54 -26.27 143.94 0.93 -140.27 -153.01 -125.31
343 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -48.89 -30.41 -39.64 -26.36 143.84 0.84 -140.36 -153.11 -125.40
351 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -50.12 -31.63 -40.86 -27.58 142.62 -0.38 -141.58 -154.33 -126.62
357 mt_962_use2014_best_save_rnk500_idxctrl -50.57 -32.09 -41.32 -28.04 142.17 -0.84 -142.04 -154.79 -127.08
358 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -50.77 -32.29 -41.52 -28.24 141.97 -1.04 -142.24 -154.99 -127.28
364 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -52.05 -33.57 -42.80 -29.52 140.69 -2.32 -143.52 -156.27 -128.56
365 mt_962_use2009_best_save_rnk500_idxctrl -52.19 -33.70 -42.93 -29.65 140.55 -2.45 -143.66 -156.40 -128.70
370 mt_961_use2024_last_save_rnk500_idxctrl -53.14 -34.65 -43.88 -30.61 139.60 -3.41 -144.61 -157.35 -129.65
378 mt_961_use2022_last_save_rnk500_idxctrl -56.36 -37.88 -47.11 -33.83 136.38 -6.63 -147.83 -160.58 -132.87
397 mt_962_use2014_last_save_rnk500_idxctrl -59.96 -41.47 -50.70 -37.43 132.78 -10.23 -151.43 -164.17 -136.47
409 mt_961_use2008_last_save_rnk500_idxctrl -62.17 -43.68 -52.91 -39.63 130.57 -12.43 -153.64 -166.38 -138.68
419 mt_962_use2011_best_save_rnk500_idxctrl -65.15 -46.66 -55.89 -42.61 127.59 -15.41 -156.61 -169.36 -141.65
451 mt_961_use2008_best_save_rnk500_idxctrl -77.36 -58.88 -68.11 -54.83 115.38 -27.63 -168.83 -181.58 -153.87
462 mt_961_use2024_best_save_rnk500_idxctrl -82.47 -63.98 -73.21 -59.94 110.27 -32.74 -173.94 -186.68 -158.98
473 mt_962_use2008_last_save_rnk500_idxctrl -85.99 -67.50 -76.73 -63.45 106.75 -36.25 -177.45 -190.20 -162.49
486 mt_961_use2023_last_save_rnk500_idxctrl -92.16 -73.67 -82.90 -69.62 100.58 -42.42 -183.62 -196.37 -168.67
488 mt_962_use2008_best_save_rnk500_idxctrl -95.71 -77.22 -86.45 -73.18 97.03 -45.98 -187.18 -199.92 -172.22
495 mt_961_use2023_best_save_rnk500_idxctrl -102.14 -83.65 -92.88 -79.61 90.60 -52.41 -193.61 -206.36 -178.65