strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240315
0 mx_gentleness 132.28 145.14 69.41 166.68 104.69 72.13 -10.09
1 mx_2023_gen_merge1_filtered_no_idsctrl 132.28 145.14 69.41 166.68 104.69 72.13 -10.09
2 mx_tenacity_primitive 127.82 140.68 64.95 162.22 100.23 67.67 -14.55
3 mx_tenacity 127.82 140.68 64.95 162.22 100.23 67.67 -14.55
4 multin_zz1000_61002_pv 106.12 118.97 43.24 140.51 78.52 45.97 -36.26
5 multin_zz1000_61003_pv 106.08 118.94 43.21 140.48 78.49 45.94 -36.29
6 mx_resilience 105.38 118.24 42.51 139.78 77.79 45.24 -36.99
7 mx_resilience_inthandsctrl 104.91 117.77 42.03 139.30 77.32 44.76 -37.46
8 multin_zz1000_61002_overnight_pv_rm_blc 103.04 115.90 40.16 137.43 75.45 42.89 -39.34
9 multin_zz1000_61002_pv_rm_blc 103.04 115.90 40.16 137.43 75.45 42.89 -39.34
10 multin1_real1_overnight 101.63 114.49 38.76 136.03 74.04 41.48 -40.74
11 multin1_real1 101.63 114.49 38.76 136.03 74.04 41.48 -40.74
12 multin1_real0_overnight 101.63 114.49 38.76 136.03 74.04 41.48 -40.74
13 multin_zz1000_61003_pv_rm_blc 101.63 114.49 38.76 136.03 74.04 41.48 -40.74
14 multin_zz1000_61003_overnight_pv_rm_blc 101.63 114.49 38.76 136.03 74.04 41.48 -40.74
15 multin1_real0 101.63 114.49 38.76 136.03 74.04 41.48 -40.74
16 multin_zz1000_61001_pv 99.80 112.66 36.93 134.20 72.21 39.66 -42.57
17 mx_tenacity_restrict 99.19 112.04 36.31 133.58 71.60 39.04 -43.19
18 mx_tenacity_restrict_primitive 99.19 112.04 36.31 133.58 71.60 39.04 -43.19
19 mx_resilience_inthandsctrl_amtctrl 98.07 110.93 35.20 132.47 70.48 37.93 -44.30
20 multin_zz1000_61001_overnight_pv_rm_blc 97.28 110.14 34.41 131.68 69.69 37.13 -45.09
21 multin_zz1000_61001_pv_rm_blc 97.28 110.14 34.41 131.68 69.69 37.13 -45.09
22 mx_resilience_inthandsctrl_amtctrl_capctrl 95.16 108.02 32.29 129.56 67.57 35.01 -47.21
23 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 95.16 108.02 32.29 129.56 67.57 35.01 -47.21
24 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 94.68 107.54 31.81 129.08 67.09 34.54 -47.69
25 mx_adaptability 85.75 98.61 22.87 120.14 58.16 25.60 -56.62
26 mx_tenacity_morecapa_primitive 85.75 98.61 22.87 120.14 58.16 25.60 -56.62
27 mx_tenacity_morecapa 85.75 98.61 22.87 120.14 58.16 25.60 -56.62
28 mx_capability_primitive 84.19 97.05 21.31 118.59 56.60 24.04 -58.18
29 mx_capability 84.19 97.05 21.31 118.59 56.60 24.04 -58.18
30 multin_zz1000_61002_overnight_pv_rm_fnd 76.35 89.21 13.47 110.74 48.76 16.20 -66.03
31 multin_zz1000_61003_overnight_pv_rm_fnd 73.67 86.53 10.79 108.06 46.08 13.52 -68.71
32 multin_zz1000_61002_overnight_pv_rm_fnd_blc 73.63 86.49 10.76 108.03 46.04 13.49 -68.74
33 multin_zz1000_61001_overnight_pv_rm_fnd 70.93 83.79 8.05 105.32 43.34 10.78 -71.45
34 multin_zz1000_61003_overnight_pv_rm_fnd_blc 70.85 83.70 7.97 105.24 43.25 10.70 -71.53
35 multin1_real2_overnight 70.85 83.70 7.97 105.24 43.25 10.70 -71.53
36 multin_zz1000_61001_overnight_pv_rm_fnd_blc 68.65 81.51 5.78 103.05 41.06 8.51 -73.72
37 multin_zz1000_61002_pv_rm_fnd 67.71 80.57 4.83 102.11 40.12 7.56 -74.66
38 multin_zz1000_61002_pv_rm_fnd_blc 65.36 78.22 2.49 99.76 37.77 5.21 -77.01
39 multin_zz1000_61003_pv_rm_fnd 64.94 77.80 2.07 99.34 37.35 4.80 -77.43
40 mx_tenacity_ctrlonly 63.75 76.61 0.87 98.15 36.16 3.60 -78.62
41 multin_zz1000_61001_pv_rm_fnd 63.18 76.04 0.31 97.58 35.59 3.03 -79.19
42 mx_2023_gen_merge2_filtered_idsctrl 62.64 75.50 -0.24 97.04 35.05 2.49 -79.73
43 multin_zz1000_61003_pv_rm_fnd_blc 62.58 75.44 -0.29 96.98 34.99 2.44 -79.79
44 multin1_real2 62.58 75.44 -0.29 96.98 34.99 2.44 -79.79
45 mx_adaptability_v2 61.28 74.14 -1.60 95.67 33.69 1.13 -81.09
46 multin_zz1000_61001_pv_rm_fnd_blc 60.74 73.60 -2.13 95.14 33.15 0.60 -81.63
47 mx_tenacity_morecapa_ctrlonly 48.81 61.66 -14.07 83.20 21.21 -11.34 -93.57
48 multin_zz500_21001_tp500_rm_blc 45.88 58.73 -17.00 80.27 18.28 -14.27 -96.50
49 multin_zz500_21001_tp500 45.60 58.46 -17.27 80.00 18.01 -14.54 -96.77
50 multin_zz500_21001_tp200_rm_blc 43.97 56.82 -18.91 78.36 16.37 -16.18 -98.41
51 multin_zz1000_21001_tp1000 43.74 56.59 -19.14 78.13 16.14 -16.41 -98.64
52 multin_zz500_21001_tp200 43.67 56.53 -19.20 78.07 16.08 -16.48 -98.70
53 multin_zz1000_21001_tp1000_rm_blc 43.42 56.28 -19.46 77.81 15.83 -16.73 -98.96
54 multin_zz1000_61002_idscapctrl_pv_rm_fnd 26.27 39.12 -36.61 60.66 -1.33 -33.88 -116.11
55 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 24.86 37.71 -38.02 59.25 -2.74 -35.29 -117.52
56 multin_zz1000_61001_idscapctrl_pv_rm_fnd 24.58 37.44 -38.29 58.98 -3.01 -35.57 -117.79
57 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 23.10 35.96 -39.78 57.49 -4.49 -37.05 -119.28
58 mx_opt3_usual_1000_v1 21.07 33.93 -41.81 55.46 -6.52 -39.08 -121.30
59 multin_zz1000_61002_idscapctrl_pv 20.72 33.58 -42.15 55.12 -6.87 -39.42 -121.65
60 multin_zz1000_61001_idscapctrl_pv 18.73 31.59 -44.14 53.13 -8.86 -41.42 -123.64
61 multin_zz1000_61002_idscapctrl_pv_rm_blc 17.71 30.56 -45.17 52.10 -9.89 -42.44 -124.67
62 multin_zz1000_61001_idscapctrl_pv_rm_blc 15.73 28.59 -47.15 50.12 -11.86 -44.42 -126.65
63 mx_opt2_dyna_1000_v2 11.51 24.36 -51.37 45.90 -16.09 -48.64 -130.87
64 mx_opt3_usual_1000_v2 10.76 23.62 -52.11 45.16 -16.83 -49.38 -131.61
65 mx_opt3_usual_500_v1 3.44 16.30 -59.44 37.83 -24.15 -56.71 -138.94
66 mx_opt3_usual_500_v2 -0.64 12.21 -63.52 33.75 -28.23 -60.79 -143.02
67 mx_opt1_absdef_1000_v2 -4.05 8.81 -66.92 30.35 -31.64 -64.19 -146.42
68 mx_opt2_dyna_500_v2 -8.22 4.64 -71.09 26.18 -35.81 -68.37 -150.59
69 mx_opt1_absdef_500_v2 -9.94 2.92 -72.82 24.45 -37.53 -70.09 -152.32