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_20260403_170056
2 mt_962_use2020_best_save_rnk500_idxctrl 89.53 68.26 195.52 60.84 -22.27 263.94 608.71 597.93 549.15
4 mt_962_use2022_best_save_rnk500_idxctrl 67.36 46.09 173.35 38.67 -44.44 241.77 586.54 575.76 526.98
5 mt_962_use2020_last_save_rnk500_idxctrl 66.30 45.02 172.29 37.60 -45.51 240.70 585.47 574.69 525.92
6 mt_962_use2015_best_save_rnk500_idxctrl 61.69 40.42 167.68 33.00 -50.11 236.10 580.87 570.09 521.31
7 mt_962_use2021_best_save_rnk500_idxctrl 57.16 35.89 163.15 28.47 -54.64 231.57 576.34 565.56 516.78
9 mt_962_use2024_last_save_rnk500_idxctrl 53.96 32.69 159.95 25.27 -57.84 228.37 573.14 562.36 513.58
10 mt_962_use2022_last_save_rnk500_idxctrl 53.75 32.48 159.75 25.06 -58.05 228.16 572.93 562.15 513.37
12 mt_961_use2019_last_save_rnk500_idxctrl 51.65 30.37 157.64 22.96 -60.16 226.06 570.83 560.05 511.27
14 mt_962_use2024_best_save_rnk500_idxctrl 47.42 26.15 153.41 18.73 -64.38 221.83 566.60 555.82 507.04
16 mt_962_use2019_best_save_rnk500_idxctrl 46.55 25.28 152.54 17.86 -65.25 220.96 565.73 554.95 506.17
18 mt_961_use2019_best_save_rnk500_idxctrl 45.41 24.13 151.40 16.71 -66.40 219.81 564.59 553.80 505.03
19 mt_962_use2019_last_save_rnk500_idxctrl 42.58 21.31 148.57 13.89 -69.22 216.99 561.76 550.98 502.20
21 mt_962_use2017_best_save_rnk500_idxctrl 38.24 16.97 144.23 9.55 -73.56 212.65 557.42 546.64 497.86
27 mt_961_use2013_best_save_rnk500_idxctrl 31.92 10.65 137.91 3.23 -79.88 206.33 551.10 540.32 491.54
31 mt_961_use2015_last_save_rnk500_idxctrl 25.27 4.00 131.27 -3.42 -86.53 199.68 544.45 533.67 484.90
32 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 20.72 -0.55 126.71 -7.97 -91.08 195.13 539.90 529.12 480.34
33 mt_961_use2020_last_save_rnk500_idxctrl 19.81 -1.46 125.80 -8.88 -91.99 194.22 538.99 528.21 479.43
34 multin_zz500_61001_idxctrl_zz500_pv 19.76 -1.52 125.75 -8.94 -92.05 194.16 538.93 528.15 479.38
35 mt_962_use2023_best_save_rnk500_idxctrl 18.90 -2.38 124.89 -9.80 -92.91 193.30 538.07 527.29 478.52
36 mt_962_use2023_last_save_rnk500_idxctrl 17.86 -3.42 123.85 -10.84 -93.95 192.26 537.03 526.25 477.48
39 mt_961_use2020_best_save_rnk500_idxctrl 17.50 -3.77 123.49 -11.19 -94.30 191.91 536.68 525.90 477.12
40 mt_962_use2018_best_save_rnk500_idxctrl 17.49 -3.78 123.48 -11.20 -94.31 191.90 536.67 525.89 477.11
41 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 16.83 -4.45 122.82 -11.87 -94.98 191.23 536.00 525.22 476.45
44 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 16.36 -4.91 122.35 -12.33 -95.44 190.77 535.54 524.76 475.98
45 multin_zz500_61002_idxctrl_zz500_pv 15.78 -5.50 121.77 -12.92 -96.03 190.18 534.96 524.17 475.40
46 mt_962_use2017_last_save_rnk500_idxctrl 15.45 -5.82 121.44 -13.24 -96.35 189.86 534.63 523.85 475.07
48 multin_zz500_61004_idxctrl_zz500_pv 15.32 -5.95 121.32 -13.37 -96.48 189.73 534.50 523.72 474.95
49 mt_961_use2016_last_save_rnk500_idxctrl 13.44 -7.83 119.43 -15.25 -98.36 187.85 532.62 521.84 473.06
52 mt_962_use2015_last_save_rnk500_idxctrl 11.55 -9.72 117.54 -17.14 -100.25 185.96 530.73 519.95 471.17
53 mt_961_use2017_best_save_rnk500_idxctrl 11.49 -9.78 117.48 -17.20 -100.31 185.90 530.67 519.89 471.11
54 mt_961_use2024_last_save_rnk500_idxctrl 11.34 -9.93 117.33 -17.35 -100.47 185.75 530.52 519.74 470.96
56 mt_961_use2015_best_save_rnk500_idxctrl 10.58 -10.69 116.57 -18.11 -101.22 184.99 529.76 518.98 470.20
57 mt_962_use2016_last_save_rnk500_idxctrl 7.93 -13.34 113.92 -20.76 -103.87 182.34 527.11 516.33 467.55
58 mt_961_use2016_best_save_rnk500_idxctrl 5.77 -15.51 111.76 -22.93 -106.04 180.17 524.94 514.16 465.39
59 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 3.72 -17.55 109.71 -24.97 -108.08 178.13 522.90 512.12 463.34
61 mt_962_use2021_last_save_rnk500_idxctrl 2.94 -18.34 108.93 -25.75 -108.87 177.34 522.12 511.34 462.56
62 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 2.65 -18.62 108.64 -26.04 -109.15 177.06 521.83 511.05 462.27
64 mt_962_use2012_best_save_rnk500_idxctrl 0.91 -20.37 106.90 -27.79 -110.90 175.31 520.09 509.30 460.53
65 mt_961_use2017_last_save_rnk500_idxctrl 0.20 -21.07 106.19 -28.49 -111.61 174.61 519.38 508.60 459.82
66 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -0.18 -21.45 105.81 -28.87 -111.98 174.23 519.00 508.22 459.44
67 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -1.08 -22.35 104.91 -29.77 -112.88 173.33 518.10 507.32 458.54
68 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -1.35 -22.62 104.64 -30.04 -113.15 173.06 517.83 507.05 458.27
69 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -2.22 -23.50 103.77 -30.92 -114.03 172.18 516.96 506.17 457.40
71 mt_961_use2018_last_save_rnk500_idxctrl -3.15 -24.42 102.84 -31.84 -114.95 171.26 516.03 505.25 456.47
75 mt_961_use2024_best_save_rnk500_idxctrl -8.04 -29.32 97.95 -36.73 -119.85 166.36 511.14 500.35 451.58
77 mt_961_use2014_best_save_rnk500_idxctrl -10.99 -32.26 95.00 -39.68 -122.79 163.42 508.19 497.41 448.63
78 mt_962_use2013_best_save_rnk500_idxctrl -11.26 -32.53 94.73 -39.95 -123.06 163.15 507.92 497.14 448.36
80 multin_zz1000_61001_idxctrl_pv_rm_blc -13.77 -35.04 92.22 -42.46 -125.57 160.64 505.41 494.63 445.85
83 multin_zz1000_61001_idxctrl_pv -15.60 -36.87 90.40 -44.29 -127.40 158.81 503.58 492.80 444.02
84 multin_zz1000_61004_idxctrl_pv_rm_blc -18.02 -39.30 87.97 -46.72 -129.83 156.38 501.16 490.37 441.60
85 multin_zz1000_61002_idxctrl_pv_rm_blc -18.02 -39.30 87.97 -46.72 -129.83 156.38 501.16 490.37 441.60
86 mt_961_use2014_last_save_rnk500_idxctrl -18.38 -39.66 87.61 -47.08 -130.19 156.02 500.80 490.01 441.24
88 mt_961_use2018_best_save_rnk500_idxctrl -18.70 -39.97 87.29 -47.39 -130.50 155.71 500.48 489.70 440.92
89 mt_961_use2011_best_save_rnk500_idxctrl -18.86 -40.13 87.14 -47.55 -130.66 155.55 500.32 489.54 440.77
90 multin_zz1000_61004_idxctrl_pv -19.95 -41.23 86.04 -48.64 -131.76 154.46 499.23 488.45 439.67
91 multin_zz1000_61002_idxctrl_pv -19.95 -41.23 86.04 -48.64 -131.76 154.46 499.23 488.45 439.67
92 mt_961_use2013_last_save_rnk500_idxctrl -20.61 -41.88 85.38 -49.30 -132.41 153.80 498.57 487.79 439.01
93 mt_962_use2018_last_save_rnk500_idxctrl -20.74 -42.01 85.25 -49.43 -132.54 153.67 498.44 487.66 438.88
94 mt_961_use2010_best_save_rnk500_idxctrl -20.99 -42.26 85.01 -49.68 -132.79 153.42 498.19 487.41 438.64
95 mt_961_use2010_last_save_rnk500_idxctrl -22.61 -43.88 83.38 -51.30 -134.41 151.80 496.57 485.79 437.01
97 mt_962_use2013_last_save_rnk500_idxctrl -24.33 -45.60 81.66 -53.02 -136.13 150.08 494.85 484.07 435.29
105 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -29.98 -51.25 76.01 -58.67 -141.79 144.43 489.20 478.42 429.64
107 mt_961_use2012_best_save_rnk500_idxctrl -30.78 -52.05 75.21 -59.47 -142.58 143.63 488.40 477.62 428.84
109 multin_zz1000_61001_idxctrl_pv_rm_fnd -31.20 -52.47 74.80 -59.89 -143.00 143.21 487.98 477.20 428.42
110 mt_962_use2010_last_save_rnk500_idxctrl -31.86 -53.13 74.14 -60.55 -143.66 142.55 487.32 476.54 427.77
111 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -33.56 -54.84 72.43 -62.26 -145.37 140.84 485.61 474.83 426.06
112 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -33.56 -54.84 72.43 -62.26 -145.37 140.84 485.61 474.83 426.06
113 mt_961_use2012_last_save_rnk500_idxctrl -33.77 -55.04 72.22 -62.46 -145.58 140.64 485.41 474.63 425.85
115 mt_961_use2021_best_save_rnk500_idxctrl -33.92 -55.19 72.07 -62.61 -145.72 140.49 485.26 474.48 425.70
116 mt_962_use2012_last_save_rnk500_idxctrl -34.48 -55.76 71.51 -63.18 -146.29 139.92 484.69 473.91 425.14
119 multin_zz1000_61002_idxctrl_pv_rm_fnd -34.90 -56.17 71.10 -63.59 -146.70 139.51 484.28 473.50 424.73
120 multin_zz1000_61004_idxctrl_pv_rm_fnd -34.90 -56.17 71.10 -63.59 -146.70 139.51 484.28 473.50 424.73
121 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -35.23 -56.50 70.76 -63.92 -147.03 139.18 483.95 473.17 424.39
122 mt_962_use2014_best_save_rnk500_idxctrl -35.63 -56.90 70.36 -64.32 -147.43 138.78 483.55 472.77 423.99
125 multin_zz1000_61001_idxctrl_zz1000_pv -37.55 -58.82 68.44 -66.24 -149.35 136.86 481.63 470.85 422.07
128 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -39.44 -60.72 66.55 -68.14 -151.25 134.96 479.73 468.95 420.18
130 mt_962_use2014_last_save_rnk500_idxctrl -40.21 -61.48 65.78 -68.90 -152.01 134.20 478.97 468.19 419.41
132 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -40.63 -61.90 65.36 -69.32 -152.43 133.78 478.55 467.77 418.99
133 mt_962_use2011_last_save_rnk500_idxctrl -41.29 -62.56 64.70 -69.98 -153.09 133.12 477.89 467.11 418.33
134 multin_zz1000_61002_idxctrl_zz1000_pv -41.84 -63.11 64.15 -70.53 -153.65 132.57 477.34 466.56 417.78
135 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -43.01 -64.28 62.98 -71.70 -154.81 131.40 476.17 465.39 416.61
136 multin_zz1000_61004_idxctrl_zz1000_pv -43.03 -64.30 62.97 -71.72 -154.83 131.38 476.15 465.37 416.59
139 mt_961_use2011_last_save_rnk500_idxctrl -43.54 -64.82 62.45 -72.24 -155.35 130.86 475.63 464.85 416.08
142 multin_zz1000_61001_idxctrl_top3800_pv -43.93 -65.20 62.07 -72.62 -155.73 130.48 475.25 464.47 415.70
144 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -46.87 -68.15 59.12 -75.56 -158.68 127.54 472.31 461.53 412.75
146 multin_zz1000_61001_idxctrl_50010002000_pv -47.59 -68.86 58.40 -76.28 -159.39 126.82 471.59 460.81 412.03
147 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -48.59 -69.87 57.40 -77.29 -160.40 125.81 470.58 459.80 411.03
148 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -49.89 -71.17 56.10 -78.58 -161.70 124.52 469.29 458.51 409.73
150 mt_961_use2009_last_save_rnk500_idxctrl -50.77 -72.04 55.22 -79.46 -162.57 123.64 468.41 457.63 408.85
154 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -51.81 -73.08 54.18 -80.50 -163.61 122.60 467.37 456.59 407.81
155 mt_961_use2009_best_save_rnk500_idxctrl -52.46 -73.74 53.53 -81.16 -164.27 121.94 466.71 455.93 407.16
156 mt_962_use2016_best_save_rnk500_idxctrl -52.60 -73.88 53.39 -81.30 -164.41 121.80 466.58 455.79 407.02
158 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -53.06 -74.34 52.93 -81.76 -164.87 121.34 466.11 455.33 406.56
159 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -53.18 -74.46 52.81 -81.88 -164.99 121.22 466.00 455.21 406.44
161 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -54.42 -75.70 51.57 -83.11 -166.23 119.99 464.76 453.98 405.20
163 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -54.88 -76.16 51.11 -83.58 -166.69 119.52 464.29 453.51 404.74
164 mt_961_use2021_last_save_rnk500_idxctrl -55.10 -76.38 50.89 -83.80 -166.91 119.30 464.07 453.29 404.52
167 multin_zz1000_61002_idxctrl_top3800_pv -55.68 -76.96 50.31 -84.38 -167.49 118.72 463.49 452.71 403.94
169 mt_961_use2022_last_save_rnk500_idxctrl -56.63 -77.90 49.36 -85.32 -168.44 117.78 462.55 451.77 402.99
172 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -58.60 -79.87 47.39 -87.29 -170.40 115.81 460.58 449.80 401.02
174 mt_961_use2022_best_save_rnk500_idxctrl -59.12 -80.39 46.87 -87.81 -170.92 115.29 460.06 449.28 400.50
175 multin_zz1000_61002_idxctrl_50010002000_pv -59.20 -80.47 46.80 -87.89 -171.00 115.21 459.98 449.20 400.42
176 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -59.38 -80.65 46.61 -88.07 -171.19 115.03 459.80 449.02 400.24
177 multin_zz1000_61004_idxctrl_top3800_pv -59.93 -81.21 46.06 -88.63 -171.74 114.47 459.24 448.46 399.69
178 mt_961_use2008_best_save_rnk500_idxctrl -60.01 -81.28 45.98 -88.70 -171.81 114.40 459.17 448.39 399.61
181 mt_962_use2010_best_save_rnk500_idxctrl -62.25 -83.52 43.74 -90.94 -174.05 112.16 456.93 446.15 397.37
183 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -62.47 -83.74 43.52 -91.16 -174.27 111.94 456.71 445.93 397.15
185 mt_962_use2011_best_save_rnk500_idxctrl -62.67 -83.95 43.32 -91.37 -174.48 111.73 456.50 445.72 396.95
186 multin_zz1000_61004_idxctrl_50010002000_pv -62.92 -84.19 43.07 -91.61 -174.72 111.49 456.26 445.48 396.70
187 mt_961_use2008_last_save_rnk500_idxctrl -63.04 -84.32 42.95 -91.74 -174.85 111.36 456.13 445.35 396.58
191 mt_962_use2008_last_save_rnk500_idxctrl -65.50 -86.77 40.49 -94.19 -177.30 108.91 453.68 442.90 394.12
195 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -68.98 -90.25 37.01 -97.67 -180.78 105.43 450.20 439.42 390.64
196 mt_962_use2008_best_save_rnk500_idxctrl -69.00 -90.27 36.99 -97.69 -180.80 105.41 450.18 439.40 390.62
198 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -70.33 -91.60 35.66 -99.02 -182.13 104.08 448.85 438.07 389.29
199 mt_961_use2023_best_save_rnk500_idxctrl -71.01 -92.28 34.98 -99.70 -182.82 103.40 448.17 437.39 388.61
202 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -72.18 -93.45 33.81 -100.87 -183.98 102.23 447.00 436.22 387.44
206 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -73.33 -94.60 32.66 -102.02 -185.14 101.08 445.85 435.07 386.29
207 mt_962_use2009_last_save_rnk500_idxctrl -73.64 -94.91 32.35 -102.33 -185.44 100.77 445.54 434.76 385.98
211 mt_962_use2009_best_save_rnk500_idxctrl -74.71 -95.98 31.28 -103.40 -186.51 99.70 444.47 433.69 384.91
212 mt_961_use2023_last_save_rnk500_idxctrl -75.92 -97.20 30.07 -104.62 -187.73 98.48 443.26 432.47 383.70
218 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -79.33 -100.60 26.66 -108.02 -191.13 95.08 439.85 429.07 380.29
222 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -80.89 -102.16 25.10 -109.58 -192.69 93.52 438.29 427.51 378.73
226 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -82.54 -103.82 23.45 -111.24 -194.35 91.86 436.63 425.85 377.08
227 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -82.60 -103.87 23.39 -111.29 -194.40 91.81 436.58 425.80 377.02
229 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -84.03 -105.30 21.96 -112.72 -195.83 90.38 435.15 424.37 375.59
230 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -84.12 -105.40 21.87 -112.82 -195.93 90.28 435.05 424.27 375.50
238 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -85.88 -107.16 20.11 -114.57 -197.69 88.53 433.30 422.52 373.74
241 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -87.16 -108.44 18.83 -115.85 -198.97 87.25 432.02 421.24 372.46