strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd
_20240229
0 multin_zz1000_61002_pv_rm_blc 31.90 91.71 0.02 214.87 405.64
1 multin_zz1000_61002_overnight_pv_rm_blc 31.78 91.59 -0.10 214.75 405.52
2 multin_zz1000_61002_pv 31.50 91.31 -0.38 214.47 405.25
3 multin_zz1000_61003_overnight_pv_rm_blc 21.36 81.16 -10.53 204.32 395.10
4 multin1_real1_overnight 21.36 81.16 -10.53 204.32 395.10
5 multin_zz1000_61003_pv_rm_blc 21.30 81.11 -10.58 204.27 395.04
6 multin1_real1 21.30 81.11 -10.58 204.27 395.04
7 multin_zz1000_61003_pv 18.43 78.23 -13.46 201.39 392.17
8 mx_capability_primitive 17.83 77.63 -14.05 200.79 391.57
9 mx_capability 17.83 77.63 -14.05 200.79 391.57
10 mx_tenacity_restrict_primitive 14.31 74.11 -17.58 197.27 388.05
11 multin_zz1000_61001_pv 13.65 73.45 -18.23 196.61 387.39
12 multin_zz1000_61001_pv_rm_blc 13.18 72.99 -18.70 196.15 386.92
13 mx_tenacity_morecapa_primitive 12.99 72.80 -18.89 195.96 386.73
14 mx_adaptability 12.99 72.80 -18.89 195.96 386.73
15 multin_zz1000_61001_overnight_pv_rm_blc 12.98 72.79 -18.90 195.95 386.72
16 mx_opt1_absdef_1000_v2 12.45 72.25 -19.44 195.41 386.19
17 multin_zz1000_61001_overnight_pv_rm_fnd_blc 7.33 67.14 -24.55 190.30 381.07
18 multin_zz1000_61001_overnight_pv_rm_fnd 5.90 65.70 -25.98 188.86 379.64
19 multin_zz1000_61001_pv_rm_fnd_blc 4.13 63.94 -27.75 187.10 377.87
20 mx_2023_gen_merge1_filtered_no_idsctrl 3.74 63.54 -28.15 186.70 377.48
21 multin_zz1000_61001_pv_rm_fnd 3.09 62.90 -28.79 186.06 376.83
22 multin_zz1000_61002_overnight_pv_rm_fnd_blc 1.35 61.15 -30.53 184.31 375.09
23 multin_zz1000_61002_overnight_pv_rm_fnd 0.03 59.83 -31.85 182.99 373.77
24 multin_zz1000_61002_pv_rm_fnd_blc -2.65 57.15 -34.53 180.31 371.09
25 multin_zz1000_61002_pv_rm_fnd -3.58 56.22 -35.47 179.38 370.16
26 multin_zz1000_61003_overnight_pv_rm_fnd_blc -5.81 53.99 -37.70 177.15 367.93
27 multin1_real2_overnight -5.81 53.99 -37.70 177.15 367.93
28 multin_zz1000_61003_overnight_pv_rm_fnd -7.52 52.29 -39.40 175.45 366.22
29 multin_zz1000_61003_pv_rm_fnd_blc -8.43 51.38 -40.31 174.54 365.31
30 multin1_real2 -8.43 51.38 -40.31 174.54 365.31
31 multin_zz1000_61003_pv_rm_fnd -9.85 49.96 -41.73 173.12 363.89
32 mx_tenacity_primitive -12.07 47.74 -43.95 170.90 361.67
33 mx_tenacity_ctrlonly -12.07 47.74 -43.95 170.90 361.67
34 mx_tenacity -12.07 47.74 -43.95 170.90 361.67
35 mx_tenacity_restrict -18.18 41.62 -50.06 164.78 355.56
36 mx_adaptability_v2 -20.33 39.48 -52.21 162.64 353.41
37 mx_opt3_usual_1000_v2 -21.03 38.78 -52.91 161.94 352.71
38 mx_2023_gen_merge2_filtered_idsctrl -23.16 36.65 -55.04 159.81 350.58
39 mx_opt2_dyna_1000_v2 -23.52 36.28 -55.40 159.44 350.22
40 mx_opt3_usual_1000_v1 -27.04 32.77 -58.92 155.93 346.70
41 mx_tenacity_morecapa -27.91 31.90 -59.79 155.06 345.84
42 mx_tenacity_morecapa_ctrlonly -27.91 31.90 -59.79 155.06 345.84
43 mx_gentleness -27.92 31.89 -59.80 155.05 345.82
44 mx_resilience -35.47 24.34 -67.35 147.50 338.27
45 mx_resilience_inthandsctrl_amtctrl -35.80 24.00 -67.69 147.16 337.94
46 mx_resilience_inthandsctrl -35.80 24.00 -67.69 147.16 337.94
47 mx_resilience_inthandsctrl_amtctrl_capctrl -36.66 23.14 -68.54 146.30 337.08
48 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -36.66 23.14 -68.54 146.30 337.08
49 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -41.69 18.12 -73.57 141.28 332.06
50 multin_zz1000_21001_tp1000_rm_blc -52.46 7.35 -84.34 130.51 321.28
51 multin_zz1000_61001_idscapctrl_pv_rm_blc -55.25 4.56 -87.13 127.72 318.49
52 multin_zz1000_61002_idscapctrl_pv_rm_blc -56.09 3.71 -87.97 126.87 317.65
53 multin_zz1000_21001_tp1000 -56.23 3.57 -88.11 126.73 317.51
54 multin_zz1000_61001_idscapctrl_pv -57.33 2.47 -89.21 125.63 316.41
55 multin_zz1000_61002_idscapctrl_pv -58.42 1.39 -90.30 124.55 315.32
56 mx_opt1_absdef_500_v2 -61.10 -1.29 -92.98 121.87 312.64
57 multin_zz500_21001_tp200_rm_blc -64.65 -4.85 -96.53 118.31 309.09
58 multin_zz500_21001_tp200 -65.55 -5.74 -97.43 117.42 308.19
59 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -66.28 -6.47 -98.16 116.69 307.46
60 multin_zz500_21001_tp500_rm_blc -66.50 -6.69 -98.38 116.47 307.24
61 multin_zz500_21001_tp500 -67.67 -7.87 -99.55 115.29 306.07
62 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -68.02 -8.21 -99.90 114.95 305.72
63 multin_zz1000_61001_idscapctrl_pv_rm_fnd -68.32 -8.51 -100.20 114.65 305.42
64 multin_zz1000_61002_idscapctrl_pv_rm_fnd -70.35 -10.54 -102.23 112.62 303.39
65 mx_opt3_usual_500_v1 -90.36 -30.55 -122.24 92.61 283.38
66 multin1_real0 -91.97 -32.16 -123.85 91.00 281.77
67 multin1_real0_overnight -93.60 -33.80 -125.49 89.36 280.14
68 mx_opt2_dyna_500_v2 -106.84 -47.03 -138.72 76.12 266.90
69 mx_opt3_usual_500_v2 -116.51 -56.71 -148.39 66.45 257.23