strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd
core_20240313
0 mx_opt1_absdef_1000_v2 1.24 63.37 29.88 117.36 47.50
1 multin_zz1000_61001_overnight_pv_rm_fnd_blc -8.46 53.67 20.18 107.67 37.80
2 mx_adaptability_v2 -10.98 51.15 17.66 105.15 35.29
3 mx_capability -11.91 50.22 16.73 104.22 34.36
4 mx_capability_primitive -11.91 50.22 16.73 104.22 34.36
5 multin_zz1000_61001_overnight_pv_rm_fnd -13.22 48.91 15.42 102.90 33.04
6 multin_zz1000_61001_pv_rm_fnd_blc -13.92 48.21 14.72 102.20 32.34
7 mx_opt3_usual_1000_v2 -14.76 47.38 13.88 101.37 31.51
8 mx_adaptability -14.96 47.17 13.68 101.17 31.30
9 mx_tenacity_morecapa_primitive -14.96 47.17 13.68 101.17 31.30
10 mx_tenacity_morecapa -14.96 47.17 13.68 101.17 31.30
11 mx_opt3_usual_500_v2 -16.43 45.70 12.21 99.69 29.83
12 mx_2023_gen_merge2_filtered_idsctrl -16.78 45.35 11.86 99.34 29.48
13 multin_zz1000_61002_overnight_pv_rm_fnd_blc -17.23 44.90 11.41 98.89 29.03
14 mx_tenacity_morecapa_ctrlonly -18.03 44.10 10.61 98.10 28.23
15 multin_zz1000_61001_pv_rm_fnd -18.72 43.41 9.92 97.41 27.55
16 mx_opt2_dyna_500_v2 -20.00 42.13 8.64 96.12 26.26
17 mx_opt3_usual_1000_v1 -20.10 42.03 8.54 96.02 26.16
18 mx_tenacity_restrict_primitive -20.31 41.82 8.33 95.82 25.96
19 mx_tenacity_restrict -20.31 41.82 8.33 95.82 25.96
20 multin_zz1000_61001_pv_rm_blc -20.33 41.80 8.31 95.80 25.93
21 multin_zz1000_61001_overnight_pv_rm_blc -20.34 41.79 8.30 95.78 25.92
22 mx_opt2_dyna_1000_v2 -20.73 41.40 7.91 95.40 25.53
23 multin_zz1000_61002_pv_rm_fnd_blc -21.86 40.27 6.78 94.27 24.41
24 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -22.13 40.00 6.51 94.00 24.13
25 mx_resilience_inthandsctrl_amtctrl_capctrl -22.13 40.00 6.51 94.00 24.13
26 mx_tenacity_ctrlonly -22.22 39.91 6.42 93.91 24.05
27 multin_zz1000_61003_overnight_pv_rm_fnd_blc -22.31 39.82 6.33 93.82 23.95
28 multin1_real2_overnight -22.31 39.82 6.33 93.82 23.95
29 multin_zz1000_61002_overnight_pv_rm_fnd -22.68 39.45 5.96 93.44 23.58
30 multin_zz1000_61001_pv -25.15 36.98 3.49 90.98 21.11
31 mx_resilience_inthandsctrl_amtctrl -25.68 36.46 2.96 90.45 20.59
32 multin1_real2 -26.26 35.87 2.38 89.87 20.00
33 multin_zz1000_61003_pv_rm_fnd_blc -26.26 35.87 2.38 89.87 20.00
34 multin_zz1000_61002_pv_rm_fnd -27.28 34.85 1.36 88.85 18.99
35 multin_zz1000_61003_overnight_pv_rm_fnd -27.53 34.61 1.11 88.60 18.74
36 multin_zz1000_61002_pv_rm_blc -27.70 34.43 0.94 88.42 18.56
37 multin_zz1000_61002_overnight_pv_rm_blc -27.71 34.43 0.93 88.42 18.56
38 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -29.77 32.36 -1.14 86.35 16.49
39 multin_zz1000_61003_pv_rm_fnd -31.61 30.52 -2.97 84.51 14.65
40 mx_resilience_inthandsctrl -32.03 30.11 -3.39 84.10 14.24
41 mx_resilience -32.03 30.10 -3.39 84.10 14.23
42 mx_opt3_usual_500_v1 -33.68 28.45 -5.04 82.45 12.59
43 multin_zz1000_61002_pv -34.37 27.76 -5.73 81.76 11.90
44 multin1_real0 -37.53 24.60 -8.89 78.60 8.73
45 multin1_real1 -37.53 24.60 -8.89 78.60 8.73
46 multin1_real1_overnight -37.53 24.60 -8.89 78.59 8.73
47 multin1_real0_overnight -37.53 24.60 -8.89 78.59 8.73
48 multin_zz1000_61003_pv_rm_blc -37.53 24.60 -8.89 78.60 8.73
49 multin_zz1000_61003_overnight_pv_rm_blc -37.53 24.60 -8.89 78.59 8.73
50 multin_zz1000_61001_idscapctrl_pv_rm_blc -38.15 23.98 -9.51 77.97 8.11
51 mx_tenacity_primitive -38.52 23.61 -9.88 77.60 7.74
52 mx_tenacity -38.52 23.61 -9.88 77.60 7.74
53 multin_zz1000_61002_idscapctrl_pv_rm_blc -39.20 22.93 -10.56 76.92 7.06
54 multin_zz1000_61001_idscapctrl_pv -39.84 22.29 -11.20 76.28 6.42
55 multin_zz1000_61002_idscapctrl_pv -41.11 21.03 -12.47 75.02 5.16
56 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -43.59 18.54 -14.95 72.53 2.67
57 multin_zz1000_61003_pv -44.28 17.85 -15.64 71.84 1.98
58 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -45.09 17.04 -16.45 71.04 1.17
59 multin_zz1000_61001_idscapctrl_pv_rm_fnd -46.87 15.27 -18.23 69.26 -0.60
60 multin_zz1000_21001_tp1000_rm_blc -47.64 14.49 -19.00 68.48 -1.38
61 multin_zz1000_61002_idscapctrl_pv_rm_fnd -48.47 13.67 -19.83 67.66 -2.20
62 multin_zz1000_21001_tp1000 -50.72 11.42 -22.08 65.41 -4.45
63 multin_zz500_21001_tp200_rm_blc -56.22 5.91 -27.58 59.90 -9.96
64 multin_zz500_21001_tp500_rm_blc -57.13 5.00 -28.49 58.99 -10.87
65 mx_opt1_absdef_500_v2 -60.51 1.62 -31.87 55.62 -14.24
66 multin_zz500_21001_tp500 -60.75 1.38 -32.11 55.37 -14.49
67 multin_zz500_21001_tp200 -60.96 1.17 -32.32 55.17 -14.69
68 mx_2023_gen_merge1_filtered_no_idsctrl -68.87 -6.74 -40.23 47.26 -22.60
69 mx_gentleness -68.87 -6.74 -40.23 47.26 -22.60