strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd
_20240228
0 mx_opt1_absdef_500_v2 223.37 7.92 514.72 -97.83 -225.24
1 mx_opt3_usual_500_v2 197.47 -17.98 488.81 -123.73 -251.15
2 mx_opt2_dyna_500_v2 188.24 -27.21 479.58 -132.96 -260.38
3 mx_opt3_usual_500_v1 121.74 -93.71 413.09 -199.46 -326.87
4 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 45.63 -169.82 336.98 -275.57 -402.98
5 multin_zz1000_61002_idscapctrl_pv_rm_fnd 44.58 -170.87 335.93 -276.62 -404.03
6 multin_zz1000_61002_idscapctrl_pv 43.10 -172.35 334.45 -278.10 -405.51
7 multin_zz1000_61002_idscapctrl_pv_rm_blc 42.59 -172.86 333.94 -278.61 -406.02
8 multin_zz1000_61001_idscapctrl_pv 41.34 -174.11 332.69 -279.86 -407.27
9 multin_zz1000_61001_idscapctrl_pv_rm_blc 41.17 -174.28 332.52 -280.03 -407.44
10 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 40.56 -174.89 331.91 -280.63 -408.05
11 multin_zz1000_61001_idscapctrl_pv_rm_fnd 39.05 -176.40 330.40 -282.15 -409.56
12 mx_opt3_usual_1000_v2 34.14 -181.31 325.49 -287.06 -414.47
13 mx_opt2_dyna_1000_v2 28.61 -186.84 319.96 -292.59 -420.00
14 mx_opt1_absdef_1000_v2 18.09 -197.36 309.44 -303.11 -430.52
15 multin1_real0 18.09 -197.36 309.44 -303.11 -430.52
16 mx_opt3_usual_1000_v1 -3.36 -218.81 287.99 -324.56 -451.98
17 multin_zz500_21001_tp200 -5.75 -221.20 285.60 -326.95 -454.36
18 multin_zz500_21001_tp200_rm_blc -9.52 -224.97 281.83 -330.72 -458.13
19 multin_zz500_21001_tp500 -18.51 -233.96 272.84 -339.71 -467.12
20 multin_zz500_21001_tp500_rm_blc -20.68 -236.13 270.67 -341.88 -469.29
21 multin_zz1000_21001_tp1000 -37.48 -252.93 253.87 -358.68 -486.09
22 multin_zz1000_21001_tp1000_rm_blc -42.79 -258.24 248.56 -363.99 -491.40
23 mx_adaptability_v2 -99.12 -314.57 192.23 -420.32 -547.73
24 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -104.41 -319.86 186.94 -425.61 -553.02
25 mx_resilience_inthandsctrl_amtctrl_capctrl -104.41 -319.86 186.94 -425.61 -553.02
26 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -107.21 -322.66 184.14 -428.41 -555.82
27 mx_resilience -115.74 -331.19 175.61 -436.94 -564.35
28 mx_resilience_inthandsctrl -116.16 -331.61 175.19 -437.36 -564.77
29 mx_resilience_inthandsctrl_amtctrl -116.16 -331.61 175.19 -437.36 -564.77
30 mx_tenacity_morecapa -121.61 -337.06 169.74 -442.81 -570.22
31 mx_tenacity_morecapa_ctrlonly -121.61 -337.06 169.74 -442.81 -570.22
32 mx_gentleness -143.96 -359.41 147.39 -465.16 -592.57
33 mx_2023_gen_merge2_filtered_idsctrl -145.81 -361.26 145.54 -467.01 -594.42
34 mx_tenacity_restrict -149.50 -364.95 141.85 -470.70 -598.11
35 mx_tenacity -188.88 -404.33 102.47 -510.07 -637.49
36 mx_tenacity_primitive -188.88 -404.33 102.47 -510.07 -637.49
37 mx_tenacity_ctrlonly -188.88 -404.33 102.47 -510.07 -637.49
38 mx_adaptability -234.94 -450.39 56.41 -556.14 -683.55
39 mx_tenacity_morecapa_primitive -234.94 -450.39 56.41 -556.14 -683.55
40 multin_zz1000_61003_overnight_pv_rm_fnd -241.79 -457.24 49.56 -562.99 -690.40
41 mx_tenacity_restrict_primitive -245.07 -460.52 46.28 -566.27 -693.69
42 multin_zz1000_61003_overnight_pv_rm_fnd_blc -246.91 -462.36 44.44 -568.11 -695.52
43 multin1_real2_overnight -246.91 -462.36 44.44 -568.11 -695.52
44 multin_zz1000_61003_pv_rm_fnd -247.46 -462.91 43.89 -568.66 -696.07
45 multin1_real2 -254.24 -469.69 37.11 -575.44 -702.85
46 multin_zz1000_61003_pv_rm_fnd_blc -254.24 -469.69 37.11 -575.44 -702.85
47 multin_zz1000_61002_overnight_pv_rm_fnd -284.85 -500.30 6.50 -606.05 -733.46
48 multin_zz1000_61002_overnight_pv_rm_fnd_blc -291.09 -506.54 0.26 -612.29 -739.70
49 multin_zz1000_61002_pv_rm_fnd -291.23 -506.68 0.12 -612.43 -739.84
50 multin_zz1000_61002_pv_rm_fnd_blc -299.53 -514.98 -8.18 -620.73 -748.14
51 multin_zz1000_61001_overnight_pv_rm_fnd -307.39 -522.84 -16.04 -628.59 -756.00
52 multin_zz1000_61001_overnight_pv_rm_fnd_blc -312.47 -527.92 -21.12 -633.67 -761.08
53 multin_zz1000_61001_pv_rm_fnd -312.91 -528.36 -21.56 -634.11 -761.52
54 multin_zz1000_61001_pv_rm_fnd_blc -320.20 -535.65 -28.85 -641.40 -768.81
55 mx_2023_gen_merge1_filtered_no_idsctrl -343.48 -558.93 -52.14 -664.68 -792.10
56 multin_zz1000_61003_pv -349.48 -564.93 -58.13 -670.68 -798.09
57 multin_zz1000_61003_overnight_pv_rm_blc -361.12 -576.57 -69.77 -682.32 -809.73
58 multin1_real0_overnight -361.12 -576.57 -69.77 -682.32 -809.73
59 multin1_real1_overnight -361.12 -576.57 -69.77 -682.32 -809.73
60 multin_zz1000_61003_pv_rm_blc -361.61 -577.06 -70.26 -682.81 -810.23
61 multin1_real1 -361.61 -577.06 -70.26 -682.81 -810.23
62 mx_capability_primitive -387.76 -603.21 -96.41 -708.96 -836.37
63 mx_capability -387.76 -603.21 -96.41 -708.96 -836.37
64 multin_zz1000_61001_pv -392.46 -607.91 -101.11 -713.66 -841.07
65 multin_zz1000_61001_pv_rm_blc -399.59 -615.04 -108.24 -720.79 -848.20
66 multin_zz1000_61001_overnight_pv_rm_blc -400.11 -615.56 -108.76 -721.31 -848.72
67 multin_zz1000_61002_pv -403.59 -619.04 -112.24 -724.79 -852.20
68 multin_zz1000_61002_pv_rm_blc -414.34 -629.79 -122.99 -735.54 -862.95
69 multin_zz1000_61002_overnight_pv_rm_blc -414.82 -630.27 -123.47 -736.02 -863.43