strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd
core_20240314
0 multin_zz500_21001_tp200 55.13 32.46 32.52 19.87 -8.51
1 multin_zz500_21001_tp200_rm_blc 54.03 31.36 31.42 18.77 -9.61
2 mx_opt2_dyna_500_v2 53.73 31.06 31.12 18.47 -9.91
3 mx_opt3_usual_500_v1 52.86 30.20 30.26 17.61 -10.77
4 multin_zz500_21001_tp500 50.68 28.01 28.07 15.42 -12.96
5 multin_zz500_21001_tp500_rm_blc 49.80 27.13 27.19 14.54 -13.84
6 mx_opt3_usual_500_v2 47.84 25.18 25.24 12.59 -15.79
7 mx_tenacity_ctrlonly 46.65 23.98 24.04 11.39 -16.99
8 mx_tenacity_morecapa_ctrlonly 46.54 23.88 23.94 11.29 -17.09
9 multin_zz1000_61001_idscapctrl_pv_rm_fnd 45.39 22.72 22.78 10.13 -18.25
10 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 45.39 22.72 22.78 10.13 -18.25
11 multin_zz1000_61002_idscapctrl_pv_rm_fnd 45.01 22.34 22.40 9.75 -18.63
12 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 44.95 22.29 22.34 9.70 -18.68
13 mx_2023_gen_merge2_filtered_idsctrl 43.60 20.94 20.99 8.35 -20.03
14 mx_adaptability_v2 41.56 18.89 18.95 6.30 -22.08
15 mx_tenacity_restrict_primitive 41.05 18.39 18.45 5.80 -22.58
16 mx_tenacity_restrict 41.05 18.39 18.45 5.80 -22.58
17 multin_zz1000_21001_tp1000 40.74 18.07 18.13 5.48 -22.90
18 multin_zz1000_21001_tp1000_rm_blc 39.58 16.91 16.97 4.32 -24.06
19 mx_adaptability 39.46 16.80 16.86 4.21 -24.17
20 mx_tenacity_morecapa 39.46 16.80 16.86 4.21 -24.17
21 mx_tenacity_morecapa_primitive 39.46 16.80 16.86 4.21 -24.17
22 multin_zz1000_61003_pv 36.67 14.00 14.06 1.41 -26.97
23 multin_zz1000_61001_idscapctrl_pv 36.19 13.53 13.59 0.94 -27.44
24 multin_zz1000_61002_idscapctrl_pv 35.80 13.13 13.19 0.54 -27.84
25 multin_zz1000_61001_pv_rm_fnd 35.77 13.10 13.16 0.51 -27.87
26 multin_zz1000_61002_pv_rm_fnd 35.37 12.70 12.76 0.11 -28.27
27 multin_zz1000_61001_pv_rm_fnd_blc 35.26 12.59 12.65 0.00 -28.38
28 multin_zz1000_61002_overnight_pv_rm_fnd 35.14 12.47 12.53 -0.12 -28.50
29 multin_zz1000_61003_overnight_pv_rm_fnd 35.13 12.46 12.52 -0.13 -28.51
30 multin_zz1000_61003_pv_rm_fnd 35.13 12.47 12.52 -0.12 -28.50
31 multin_zz1000_61001_overnight_pv_rm_fnd 34.89 12.22 12.28 -0.37 -28.75
32 multin_zz1000_61001_idscapctrl_pv_rm_blc 34.77 12.11 12.17 -0.48 -28.86
33 multin_zz1000_61002_idscapctrl_pv_rm_blc 34.37 11.70 11.76 -0.89 -29.27
34 multin_zz1000_61002_pv_rm_fnd_blc 34.20 11.54 11.60 -1.05 -29.43
35 multin_zz1000_61003_pv_rm_fnd_blc 34.07 11.41 11.46 -1.18 -29.56
36 multin1_real2 34.07 11.41 11.46 -1.18 -29.56
37 multin_zz1000_61001_overnight_pv_rm_fnd_blc 34.05 11.38 11.44 -1.21 -29.59
38 mx_gentleness 33.90 11.24 11.29 -1.35 -29.73
39 mx_2023_gen_merge1_filtered_no_idsctrl 33.90 11.24 11.29 -1.35 -29.73
40 multin1_real2_overnight 33.78 11.12 11.17 -1.47 -29.85
41 multin_zz1000_61003_overnight_pv_rm_fnd_blc 33.78 11.12 11.17 -1.47 -29.85
42 multin_zz1000_61002_overnight_pv_rm_fnd_blc 33.66 10.99 11.05 -1.60 -29.98
43 multin_zz1000_61003_overnight_pv_rm_blc 32.66 10.00 10.05 -2.60 -30.97
44 multin1_real0_overnight 32.66 10.00 10.05 -2.60 -30.97
45 multin1_real1_overnight 32.66 10.00 10.05 -2.60 -30.97
46 multin1_real1 32.53 9.86 9.92 -2.73 -31.11
47 multin1_real0 32.53 9.86 9.92 -2.73 -31.11
48 multin_zz1000_61003_pv_rm_blc 32.53 9.86 9.92 -2.73 -31.11
49 multin_zz1000_61002_pv 31.18 8.51 8.57 -4.08 -32.46
50 mx_capability_primitive 29.91 7.25 7.31 -5.34 -33.72
51 mx_capability 29.91 7.25 7.31 -5.34 -33.72
52 multin_zz1000_61001_pv 27.42 4.75 4.81 -7.84 -36.22
53 multin_zz1000_61002_overnight_pv_rm_blc 27.22 4.56 4.61 -8.03 -36.41
54 multin_zz1000_61002_pv_rm_blc 27.20 4.54 4.60 -8.05 -36.43
55 mx_opt1_absdef_500_v2 26.50 3.84 3.90 -8.75 -37.13
56 multin_zz1000_61001_overnight_pv_rm_blc 25.72 3.05 3.11 -9.54 -37.92
57 multin_zz1000_61001_pv_rm_blc 25.71 3.04 3.10 -9.55 -37.93
58 mx_opt2_dyna_1000_v2 19.01 -3.66 -3.60 -16.25 -44.63
59 mx_opt3_usual_1000_v1 18.97 -3.70 -3.64 -16.29 -44.67
60 mx_resilience_inthandsctrl_amtctrl_capctrl 18.43 -4.24 -4.18 -16.83 -45.21
61 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 18.43 -4.24 -4.18 -16.83 -45.21
62 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 18.34 -4.32 -4.27 -16.92 -45.29
63 mx_tenacity 17.41 -5.26 -5.20 -17.85 -46.23
64 mx_tenacity_primitive 17.41 -5.26 -5.20 -17.85 -46.23
65 mx_opt3_usual_1000_v2 17.13 -5.53 -5.48 -18.12 -46.50
66 mx_resilience_inthandsctrl_amtctrl 15.63 -7.03 -6.98 -19.63 -48.00
67 mx_resilience_inthandsctrl 14.28 -8.39 -8.33 -20.98 -49.36
68 mx_resilience 14.09 -8.57 -8.51 -21.16 -49.54
69 mx_opt1_absdef_1000_v2 -8.44 -31.10 -31.05 -43.69 -72.07