strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd
_20240308
0 mx_opt1_absdef_500_v2 23.67 13.19 54.00 107.15 150.18
1 mx_adaptability_v2 18.63 8.15 48.96 102.11 145.15
2 multin1_real0 10.20 -0.27 40.54 93.69 136.72
3 multin1_real0_overnight 10.20 -0.27 40.54 93.69 136.72
4 mx_opt1_absdef_1000_v2 10.20 -0.27 40.54 93.69 136.72
5 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 8.74 -1.73 39.08 92.23 135.26
6 mx_resilience_inthandsctrl_amtctrl_capctrl 8.74 -1.73 39.08 92.23 135.26
7 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 7.92 -2.56 38.25 91.40 134.43
8 mx_resilience_inthandsctrl_amtctrl 6.89 -3.59 37.22 90.37 133.40
9 mx_resilience_inthandsctrl 6.89 -3.59 37.22 90.37 133.40
10 mx_resilience 6.89 -3.59 37.22 90.37 133.40
11 mx_opt2_dyna_1000_v2 4.26 -6.22 34.59 87.74 130.78
12 mx_opt3_usual_1000_v2 4.06 -6.42 34.39 87.54 130.58
13 mx_tenacity_morecapa_primitive 3.67 -6.81 34.01 87.15 130.19
14 mx_adaptability 3.67 -6.81 34.01 87.15 130.19
15 mx_tenacity_restrict_primitive 2.53 -7.95 32.87 86.01 129.05
16 mx_tenacity_restrict -0.47 -10.94 29.87 83.01 126.05
17 mx_opt2_dyna_500_v2 -2.52 -13.00 27.81 80.96 123.99
18 mx_opt3_usual_1000_v1 -2.80 -13.28 27.53 80.68 123.71
19 mx_tenacity_morecapa_ctrlonly -4.80 -15.28 25.53 78.68 121.72
20 mx_tenacity_morecapa -4.80 -15.28 25.53 78.68 121.72
21 mx_gentleness -4.91 -15.39 25.42 78.57 121.61
22 mx_2023_gen_merge2_filtered_idsctrl -7.73 -18.21 22.60 75.75 118.78
23 mx_tenacity_primitive -11.21 -21.69 19.12 72.27 115.30
24 mx_tenacity_ctrlonly -11.21 -21.69 19.12 72.27 115.30
25 mx_tenacity -11.21 -21.69 19.12 72.27 115.30
26 multin_zz1000_61001_overnight_pv_rm_fnd_blc -11.34 -21.82 18.99 72.14 115.17
27 mx_opt3_usual_500_v2 -12.90 -23.38 17.43 70.58 113.61
28 mx_opt3_usual_500_v1 -14.41 -24.89 15.92 69.07 112.10
29 multin_zz1000_61001_overnight_pv_rm_fnd -15.63 -26.11 14.70 67.85 110.88
30 mx_capability_primitive -16.70 -27.17 13.64 66.78 109.82
31 mx_capability -16.70 -27.17 13.64 66.78 109.82
32 multin_zz1000_61001_overnight_pv_rm_blc -17.94 -28.42 12.39 65.54 108.58
33 multin_zz1000_61001_pv_rm_blc -18.00 -28.48 12.33 65.48 108.51
34 multin_zz1000_61001_idscapctrl_pv_rm_blc -19.78 -30.25 10.56 63.71 106.74
35 multin_zz1000_61002_overnight_pv_rm_fnd_blc -20.54 -31.02 9.79 62.94 105.98
36 multin_zz1000_61001_pv -21.44 -31.92 8.89 62.04 105.08
37 multin_zz1000_61002_overnight_pv_rm_blc -21.47 -31.95 8.86 62.01 105.04
38 multin_zz1000_61002_pv_rm_blc -21.58 -32.05 8.76 61.90 104.94
39 multin_zz1000_61001_idscapctrl_pv -23.10 -33.58 7.23 60.38 103.41
40 multin_zz1000_61002_idscapctrl_pv_rm_blc -23.64 -34.12 6.69 59.84 102.88
41 multin_zz1000_61002_overnight_pv_rm_fnd -25.72 -36.20 4.61 57.76 100.79
42 multin_zz1000_61002_pv -26.93 -37.41 3.40 56.55 99.58
43 multin_zz1000_61002_idscapctrl_pv -27.20 -37.68 3.13 56.28 99.32
44 multin_zz1000_61001_pv_rm_fnd_blc -27.37 -37.85 2.96 56.11 99.15
45 multin1_real2_overnight -29.46 -39.94 0.88 54.02 97.06
46 multin_zz1000_61003_overnight_pv_rm_fnd_blc -29.46 -39.94 0.88 54.02 97.06
47 multin1_real1_overnight -32.40 -42.88 -2.07 51.08 94.12
48 multin_zz1000_61003_overnight_pv_rm_blc -32.40 -42.88 -2.07 51.08 94.12
49 multin1_real1 -32.52 -42.99 -2.18 50.96 94.00
50 multin_zz1000_61003_pv_rm_blc -32.52 -42.99 -2.18 50.96 94.00
51 multin_zz1000_61001_pv_rm_fnd -32.68 -43.16 -2.35 50.80 93.84
52 multin_zz1000_61003_overnight_pv_rm_fnd -34.51 -44.98 -4.17 48.98 92.01
53 multin_zz1000_61002_pv_rm_fnd_blc -36.23 -46.71 -5.90 47.25 90.28
54 multin_zz1000_61003_pv -36.93 -47.40 -6.59 46.56 89.59
55 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -37.18 -47.66 -6.85 46.30 89.34
56 multin_zz1000_61001_idscapctrl_pv_rm_fnd -40.79 -51.27 -10.46 42.69 85.73
57 multin_zz1000_61003_pv_rm_fnd_blc -40.81 -51.28 -10.47 42.68 85.71
58 multin1_real2 -40.81 -51.28 -10.47 42.68 85.71
59 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -41.08 -51.56 -10.75 42.40 85.44
60 multin_zz1000_61002_pv_rm_fnd -42.20 -52.68 -11.87 41.28 84.32
61 multin_zz1000_61002_idscapctrl_pv_rm_fnd -44.78 -55.26 -14.44 38.70 81.74
62 multin_zz1000_61003_pv_rm_fnd -46.47 -56.95 -16.14 37.01 80.04
63 mx_2023_gen_merge1_filtered_no_idsctrl -49.18 -59.66 -18.85 34.30 77.33
64 multin_zz1000_21001_tp1000_rm_blc -54.50 -64.97 -24.16 28.99 72.02
65 multin_zz1000_21001_tp1000 -56.87 -67.35 -26.53 26.61 69.65
66 multin_zz500_21001_tp500_rm_blc -60.85 -71.33 -30.52 22.63 65.66
67 multin_zz500_21001_tp500 -63.69 -74.17 -33.36 19.79 62.82
68 multin_zz500_21001_tp200_rm_blc -70.53 -81.01 -40.20 12.95 55.98
69 multin_zz500_21001_tp200 -73.63 -84.11 -43.30 9.85 52.89