strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd
_20240304
0 multin1_real0 6.00 36.70 48.88 46.20 54.87
1 mx_opt1_absdef_1000_v2 6.00 36.70 48.88 46.20 54.87
2 multin1_real0_overnight 6.00 36.70 48.88 46.20 54.87
3 mx_resilience_inthandsctrl_amtctrl_capctrl -8.34 22.35 34.54 31.86 40.52
4 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -8.34 22.35 34.54 31.86 40.52
5 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -11.05 19.65 31.83 29.15 37.82
6 mx_resilience -12.34 18.36 30.55 27.87 36.53
7 mx_resilience_inthandsctrl_amtctrl -12.43 18.26 30.45 27.77 36.43
8 mx_resilience_inthandsctrl -12.43 18.26 30.45 27.77 36.43
9 mx_opt2_dyna_500_v2 -13.45 17.25 29.43 26.75 35.42
10 multin_zz1000_61001_idscapctrl_pv_rm_blc -18.57 12.13 24.31 21.63 30.30
11 mx_opt3_usual_500_v2 -19.45 11.25 23.43 20.75 29.41
12 multin_zz1000_61002_idscapctrl_pv_rm_blc -22.63 8.06 20.25 17.57 26.23
13 multin_zz1000_61001_idscapctrl_pv -22.63 8.07 20.26 17.58 26.24
14 mx_opt2_dyna_1000_v2 -23.73 6.97 19.15 16.47 25.14
15 mx_opt1_absdef_500_v2 -25.54 5.16 17.34 14.66 23.33
16 mx_opt3_usual_1000_v2 -25.80 4.90 17.08 14.40 23.06
17 mx_opt3_usual_500_v1 -26.55 4.15 16.34 13.66 22.32
18 multin_zz1000_61002_idscapctrl_pv -26.94 3.76 15.94 13.26 21.93
19 mx_tenacity_morecapa_ctrlonly -27.05 3.64 15.83 13.15 21.81
20 mx_tenacity_morecapa -27.05 3.64 15.83 13.15 21.81
21 mx_opt3_usual_1000_v1 -28.59 2.11 14.29 11.61 20.27
22 mx_tenacity_restrict -29.80 0.90 13.08 10.40 19.07
23 mx_adaptability_v2 -35.76 -5.06 7.12 4.44 13.11
24 mx_2023_gen_merge2_filtered_idsctrl -42.29 -11.59 0.59 -2.09 6.58
25 mx_gentleness -43.18 -12.49 -0.30 -2.98 5.68
26 mx_tenacity_primitive -51.58 -20.88 -8.70 -11.38 -2.71
27 mx_tenacity_ctrlonly -51.58 -20.88 -8.70 -11.38 -2.71
28 mx_tenacity -51.58 -20.88 -8.70 -11.38 -2.71
29 mx_tenacity_restrict_primitive -51.70 -21.00 -8.81 -11.49 -2.83
30 multin_zz500_21001_tp200_rm_blc -53.05 -22.35 -10.17 -12.85 -4.19
31 mx_tenacity_morecapa_primitive -53.31 -22.62 -10.43 -13.11 -4.45
32 mx_adaptability -53.31 -22.62 -10.43 -13.11 -4.45
33 multin_zz500_21001_tp200 -53.80 -23.10 -10.92 -13.60 -4.94
34 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -56.34 -25.64 -13.46 -16.14 -7.47
35 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -59.89 -29.19 -17.01 -19.69 -11.02
36 multin_zz1000_61001_idscapctrl_pv_rm_fnd -60.03 -29.34 -17.15 -19.83 -11.17
37 multin_zz1000_61002_idscapctrl_pv_rm_fnd -63.76 -33.06 -20.88 -23.56 -14.90
38 multin_zz1000_61001_pv_rm_fnd_blc -65.42 -34.72 -22.54 -25.22 -16.56
39 mx_capability_primitive -65.53 -34.83 -22.65 -25.33 -16.67
40 mx_capability -65.53 -34.83 -22.65 -25.33 -16.67
41 multin_zz500_21001_tp500_rm_blc -65.89 -35.19 -23.01 -25.69 -17.02
42 multin_zz1000_21001_tp1000_rm_blc -66.25 -35.55 -23.36 -26.04 -17.38
43 multin_zz500_21001_tp500 -66.94 -36.24 -24.06 -26.74 -18.07
44 multin_zz1000_61001_overnight_pv_rm_fnd_blc -67.52 -36.82 -24.64 -27.32 -18.65
45 multin_zz1000_21001_tp1000 -67.76 -37.06 -24.88 -27.56 -18.89
46 multin_zz1000_61001_pv_rm_fnd -68.39 -37.69 -25.51 -28.19 -19.52
47 multin1_real2 -69.08 -38.38 -26.20 -28.88 -20.22
48 multin_zz1000_61003_pv_rm_fnd_blc -69.08 -38.38 -26.20 -28.88 -20.22
49 multin_zz1000_61003_overnight_pv_rm_fnd_blc -70.82 -40.12 -27.93 -30.61 -21.95
50 multin1_real2_overnight -70.82 -40.12 -27.93 -30.61 -21.95
51 multin_zz1000_61001_overnight_pv_rm_fnd -71.67 -40.97 -28.79 -31.47 -22.80
52 multin_zz1000_61002_pv_rm_fnd_blc -72.53 -41.83 -29.65 -32.33 -23.66
53 multin_zz1000_61003_pv_rm_fnd -72.96 -42.26 -30.08 -32.76 -24.09
54 multin_zz1000_61002_overnight_pv_rm_fnd_blc -74.88 -44.18 -31.99 -34.67 -26.01
55 multin_zz1000_61003_overnight_pv_rm_fnd -75.57 -44.87 -32.68 -35.36 -26.70
56 multin_zz1000_61002_pv_rm_fnd -76.11 -45.41 -33.23 -35.91 -27.25
57 multin_zz1000_61002_overnight_pv_rm_fnd -79.62 -48.93 -36.74 -39.42 -30.76
58 multin1_real1 -93.03 -62.33 -50.15 -52.83 -44.16
59 multin1_real1_overnight -93.03 -62.33 -50.15 -52.83 -44.16
60 multin_zz1000_61003_overnight_pv_rm_blc -93.03 -62.33 -50.15 -52.83 -44.16
61 multin_zz1000_61003_pv_rm_blc -93.03 -62.33 -50.15 -52.83 -44.16
62 multin_zz1000_61003_pv -97.02 -66.32 -54.14 -56.82 -48.16
63 multin_zz1000_61001_overnight_pv_rm_blc -99.42 -68.73 -56.54 -59.22 -50.56
64 multin_zz1000_61001_pv_rm_blc -99.42 -68.73 -56.54 -59.22 -50.56
65 multin_zz1000_61002_pv_rm_blc -99.74 -69.04 -56.86 -59.54 -50.88
66 multin_zz1000_61002_overnight_pv_rm_blc -99.74 -69.04 -56.86 -59.54 -50.88
67 multin_zz1000_61001_pv -101.58 -70.88 -58.69 -61.37 -52.71
68 multin_zz1000_61002_pv -103.82 -73.13 -60.94 -63.62 -54.96
69 mx_2023_gen_merge1_filtered_no_idsctrl -117.97 -87.28 -75.09 -77.77 -69.11