strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd
_20240307
0 mx_2023_gen_merge1_filtered_no_idsctrl 212.19 202.98 92.07 126.97 66.91
1 multin1_real1_overnight 185.56 176.36 65.45 100.35 40.28
2 multin_zz1000_61003_overnight_pv_rm_blc 185.56 176.36 65.45 100.35 40.28
3 multin1_real1 185.51 176.31 65.40 100.29 40.23
4 multin_zz1000_61003_pv_rm_blc 185.51 176.31 65.40 100.29 40.23
5 multin_zz1000_61003_pv 185.43 176.23 65.32 100.21 40.15
6 multin_zz1000_61002_pv 183.26 174.06 63.15 98.04 37.98
7 multin_zz1000_61002_overnight_pv_rm_blc 183.03 173.82 62.91 97.81 37.75
8 multin_zz1000_61002_pv_rm_blc 182.96 173.76 62.85 97.75 37.68
9 multin_zz1000_61001_overnight_pv_rm_blc 182.49 173.29 62.38 97.28 37.21
10 multin_zz1000_61001_pv_rm_blc 182.43 173.23 62.32 97.22 37.15
11 multin_zz1000_61001_pv 182.27 173.07 62.16 97.05 36.99
12 mx_capability_primitive 150.63 141.42 30.51 65.41 5.34
13 mx_capability 150.63 141.42 30.51 65.41 5.34
14 multin_zz1000_61003_pv_rm_fnd 147.20 138.00 27.09 61.98 1.92
15 multin_zz1000_61002_pv_rm_fnd 147.05 137.84 26.93 61.83 1.77
16 multin_zz1000_61003_pv_rm_fnd_blc 144.77 135.57 24.66 59.55 -0.51
17 multin1_real2 144.77 135.57 24.66 59.55 -0.51
18 multin_zz1000_61002_pv_rm_fnd_blc 144.31 135.11 24.20 59.09 -0.97
19 multin_zz1000_61001_pv_rm_fnd 143.98 134.77 23.86 58.76 -1.31
20 multin_zz1000_61003_overnight_pv_rm_fnd 143.55 134.34 23.43 58.33 -1.73
21 multin_zz1000_61002_overnight_pv_rm_fnd 143.26 134.06 23.15 58.04 -2.02
22 multin_zz1000_61003_overnight_pv_rm_fnd_blc 140.93 131.73 20.82 55.71 -4.35
23 multin1_real2_overnight 140.93 131.73 20.82 55.71 -4.35
24 multin_zz1000_61001_pv_rm_fnd_blc 140.91 131.71 20.80 55.70 -4.37
25 multin_zz1000_61002_overnight_pv_rm_fnd_blc 140.26 131.06 20.15 55.04 -5.02
26 multin_zz1000_61001_overnight_pv_rm_fnd 137.42 128.22 17.31 52.21 -7.86
27 multin_zz1000_61001_overnight_pv_rm_fnd_blc 134.40 125.19 14.28 49.18 -10.88
28 mx_tenacity_restrict_primitive 120.45 111.25 0.34 35.24 -24.83
29 mx_adaptability 114.87 105.67 -5.24 29.65 -30.41
30 mx_tenacity_morecapa_primitive 114.87 105.67 -5.24 29.65 -30.41
31 mx_tenacity 107.08 97.88 -13.03 21.87 -38.20
32 mx_tenacity_ctrlonly 107.08 97.88 -13.03 21.87 -38.20
33 mx_tenacity_primitive 107.08 97.88 -13.03 21.87 -38.20
34 mx_2023_gen_merge2_filtered_idsctrl 105.99 96.79 -14.12 20.77 -39.29
35 mx_gentleness 105.78 96.57 -14.34 20.56 -39.51
36 mx_tenacity_restrict 101.21 92.01 -18.90 16.00 -44.07
37 mx_opt3_usual_500_v1 99.66 90.46 -20.45 14.44 -45.62
38 multin_zz1000_61002_idscapctrl_pv_rm_fnd 97.63 88.43 -22.48 12.42 -47.65
39 mx_resilience 94.11 84.91 -26.00 8.89 -51.17
40 mx_resilience_inthandsctrl 94.09 84.89 -26.02 8.87 -51.19
41 mx_resilience_inthandsctrl_amtctrl 94.09 84.89 -26.02 8.87 -51.19
42 mx_tenacity_morecapa 93.77 84.57 -26.34 8.55 -51.51
43 mx_tenacity_morecapa_ctrlonly 93.77 84.57 -26.34 8.55 -51.51
44 multin_zz1000_61001_idscapctrl_pv_rm_fnd 92.70 83.50 -27.41 7.49 -52.58
45 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 92.67 83.47 -27.44 7.45 -52.61
46 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 92.30 83.10 -27.81 7.09 -52.98
47 mx_resilience_inthandsctrl_amtctrl_capctrl 89.87 80.67 -30.24 4.65 -55.41
48 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 89.87 80.67 -30.24 4.65 -55.41
49 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 87.71 78.50 -32.41 2.49 -57.58
50 mx_opt2_dyna_500_v2 86.11 76.91 -34.00 0.89 -59.17
51 mx_opt3_usual_500_v2 84.74 75.54 -35.37 -0.47 -60.54
52 multin_zz1000_61002_idscapctrl_pv 82.61 73.40 -37.51 -2.61 -62.67
53 multin_zz1000_61001_idscapctrl_pv 78.02 68.82 -42.09 -7.20 -67.26
54 multin_zz1000_61002_idscapctrl_pv_rm_blc 77.96 68.76 -42.15 -7.25 -67.32
55 multin_zz1000_61001_idscapctrl_pv_rm_blc 73.74 64.54 -46.37 -11.48 -71.54
56 multin_zz1000_21001_tp1000 68.00 58.80 -52.11 -17.21 -77.28
57 mx_opt3_usual_1000_v1 59.53 50.33 -60.58 -25.68 -85.75
58 multin_zz500_21001_tp500 57.63 48.43 -62.48 -27.59 -87.65
59 mx_opt2_dyna_1000_v2 45.26 36.05 -74.86 -39.96 -100.02
60 mx_opt3_usual_1000_v2 43.25 34.05 -76.86 -41.97 -102.03
61 mx_adaptability_v2 34.96 25.76 -85.15 -50.25 -110.32
62 multin_zz500_21001_tp200 23.33 14.13 -96.78 -61.89 -121.95
63 mx_opt1_absdef_500_v2 11.77 2.56 -108.35 -73.45 -133.52
64 multin_zz1000_21001_tp1000_rm_blc 0.41 -8.79 -119.70 -84.81 -144.87
65 mx_opt1_absdef_1000_v2 -3.51 -12.71 -123.62 -88.73 -148.79
66 multin1_real0_overnight -3.51 -12.71 -123.62 -88.73 -148.79
67 multin1_real0 -3.51 -12.71 -123.62 -88.73 -148.79
68 multin_zz500_21001_tp500_rm_blc -16.60 -25.80 -136.71 -101.82 -161.88
69 multin_zz500_21001_tp200_rm_blc -20.63 -29.83 -140.74 -105.85 -165.91