strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240318
0 mx_tenacity_primitive 85.52 115.55 27.27 157.85 251.78 5.02 -66.42
1 mx_tenacity 85.52 115.55 27.27 157.85 251.78 5.02 -66.42
2 mx_resilience 71.65 101.68 13.40 143.97 237.91 -8.86 -80.29
3 mx_resilience_inthandsctrl 71.11 101.14 12.86 143.43 237.37 -9.40 -80.83
4 multin_zz1000_61001_pv_rm_blc 69.05 99.08 10.80 141.37 235.30 -11.46 -82.89
5 multin_zz1000_61002_pv_rm_blc 68.75 98.78 10.50 141.07 235.01 -11.75 -83.19
6 multin_zz1000_61001_overnight_pv_rm_blc 68.48 98.51 10.23 140.80 234.74 -12.03 -83.46
7 multin_zz1000_61002_overnight_pv_rm_blc 68.36 98.39 10.11 140.68 234.62 -12.15 -83.58
8 mx_resilience_inthandsctrl_amtctrl 62.89 92.92 4.65 135.22 229.15 -17.61 -89.05
9 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 61.10 91.13 2.86 133.43 227.36 -19.40 -90.83
10 mx_resilience_inthandsctrl_amtctrl_capctrl 61.10 91.13 2.86 133.43 227.36 -19.40 -90.83
11 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 61.01 91.04 2.76 133.33 227.27 -19.49 -90.93
12 multin_zz1000_61001_pv 58.59 88.62 0.34 130.91 224.84 -21.92 -93.35
13 multin_zz1000_61002_pv 54.52 84.55 -3.73 126.84 220.78 -25.98 -97.42
14 multin1_real1 52.32 82.36 -5.92 124.65 218.58 -28.18 -99.61
15 multin_zz1000_61003_pv_rm_blc 52.32 82.36 -5.92 124.65 218.58 -28.18 -99.61
16 multin1_real0 52.32 82.36 -5.92 124.65 218.58 -28.18 -99.61
17 multin1_real0_overnight 51.96 81.99 -6.28 124.29 218.22 -28.54 -99.97
18 multin1_real1_overnight 51.96 81.99 -6.28 124.29 218.22 -28.54 -99.97
19 multin_zz1000_61003_overnight_pv_rm_blc 51.96 81.99 -6.28 124.29 218.22 -28.54 -99.97
20 mx_capability_primitive 44.81 74.84 -13.44 117.13 211.06 -35.70 -107.13
21 mx_capability 44.81 74.84 -13.44 117.13 211.06 -35.70 -107.13
22 mx_2023_gen_merge1_filtered_no_idsctrl 42.02 72.06 -16.22 114.35 208.28 -38.48 -109.91
23 mx_gentleness 42.02 72.06 -16.22 114.35 208.28 -38.48 -109.91
24 multin_zz1000_61003_pv 36.42 66.45 -21.82 108.75 202.68 -44.08 -115.52
25 mx_tenacity_restrict 34.85 64.88 -23.40 107.17 201.11 -45.66 -117.09
26 mx_tenacity_restrict_primitive 34.85 64.88 -23.40 107.17 201.11 -45.66 -117.09
27 multin_zz1000_61002_overnight_pv_rm_fnd_blc 28.66 58.70 -29.58 100.99 194.92 -51.84 -123.27
28 multin_zz1000_61001_overnight_pv_rm_fnd_blc 28.62 58.65 -29.63 100.94 194.88 -51.88 -123.32
29 multin_zz1000_61001_pv_rm_fnd_blc 27.66 57.69 -30.59 99.98 193.92 -52.84 -124.28
30 multin_zz1000_61002_pv_rm_fnd_blc 26.91 56.95 -31.33 99.24 193.17 -53.59 -125.02
31 multin_zz1000_61001_overnight_pv_rm_fnd 22.94 52.97 -35.31 95.26 189.20 -57.56 -129.00
32 multin_zz1000_61002_overnight_pv_rm_fnd 22.33 52.36 -35.92 94.65 188.59 -58.17 -129.61
33 multin_zz1000_61001_pv_rm_fnd 22.02 52.05 -36.23 94.34 188.28 -58.49 -129.92
34 mx_adaptability 21.01 51.04 -37.24 93.33 187.26 -59.50 -130.93
35 mx_tenacity_morecapa_primitive 21.01 51.04 -37.24 93.33 187.26 -59.50 -130.93
36 mx_tenacity_morecapa 21.01 51.04 -37.24 93.33 187.26 -59.50 -130.93
37 multin_zz1000_61002_pv_rm_fnd 20.80 50.83 -37.45 93.13 187.06 -59.70 -131.14
38 multin_zz1000_61003_overnight_pv_rm_fnd_blc 15.38 45.42 -42.86 87.71 181.64 -65.12 -136.55
39 multin1_real2_overnight 15.38 45.42 -42.86 87.71 181.64 -65.12 -136.55
40 multin1_real2 13.93 43.96 -44.32 86.25 180.19 -66.58 -138.01
41 multin_zz1000_61003_pv_rm_fnd_blc 13.93 43.96 -44.32 86.25 180.19 -66.58 -138.01
42 mx_opt1_absdef_1000_v2 11.44 41.47 -46.81 83.76 177.70 -69.07 -140.50
43 multin_zz1000_61003_overnight_pv_rm_fnd 9.55 39.58 -48.70 81.87 175.81 -70.96 -142.39
44 mx_adaptability_v2 8.56 38.59 -49.69 80.88 174.82 -71.94 -143.38
45 multin_zz1000_61003_pv_rm_fnd 8.28 38.31 -49.96 80.61 174.54 -72.22 -143.66
46 multin_zz1000_21001_tp1000_rm_blc -3.83 26.20 -62.08 68.49 162.43 -84.34 -155.77
47 multin_zz1000_21001_tp1000 -6.58 23.45 -64.83 65.74 159.68 -87.08 -158.52
48 mx_opt3_usual_1000_v2 -15.21 14.82 -73.46 57.11 151.05 -95.71 -167.15
49 multin_zz500_21001_tp500_rm_blc -17.22 12.81 -75.47 55.10 149.04 -97.72 -169.16
50 mx_opt3_usual_1000_v1 -18.21 11.82 -76.46 54.11 148.05 -98.72 -170.15
51 mx_opt1_absdef_500_v2 -18.98 11.05 -77.23 53.34 147.28 -99.48 -170.92
52 multin_zz500_21001_tp500 -19.36 10.67 -77.61 52.96 146.90 -99.86 -171.30
53 mx_opt2_dyna_1000_v2 -22.70 7.34 -80.94 49.63 143.56 -103.20 -174.63
54 mx_2023_gen_merge2_filtered_idsctrl -23.91 6.12 -82.16 48.41 142.35 -104.42 -175.85
55 multin_zz500_21001_tp200_rm_blc -26.71 3.32 -84.96 45.61 139.55 -107.21 -178.65
56 mx_tenacity_morecapa_ctrlonly -26.94 3.09 -85.19 45.38 139.32 -107.45 -178.88
57 multin_zz1000_61002_idscapctrl_pv_rm_blc -30.22 -0.19 -88.47 42.10 136.04 -110.72 -182.16
58 multin_zz500_21001_tp200 -30.39 -0.36 -88.64 41.93 135.87 -110.90 -182.33
59 mx_tenacity_ctrlonly -31.01 -0.98 -89.25 41.32 135.25 -111.51 -182.94
60 multin_zz1000_61001_idscapctrl_pv_rm_blc -31.17 -1.14 -89.42 41.15 135.09 -111.68 -183.11
61 multin_zz1000_61002_idscapctrl_pv -34.05 -4.02 -92.30 38.27 132.20 -114.56 -185.99
62 multin_zz1000_61001_idscapctrl_pv -34.79 -4.76 -93.04 37.53 131.47 -115.30 -186.73
63 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -37.65 -7.62 -95.90 34.67 128.61 -118.16 -189.59
64 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -37.91 -7.88 -96.16 34.42 128.35 -118.41 -189.85
65 multin_zz1000_61001_idscapctrl_pv_rm_fnd -40.39 -10.36 -98.64 31.93 125.87 -120.89 -192.33
66 multin_zz1000_61002_idscapctrl_pv_rm_fnd -40.88 -10.85 -99.13 31.44 125.38 -121.38 -192.82
67 mx_opt2_dyna_500_v2 -41.93 -11.90 -100.17 30.40 124.33 -122.43 -193.86
68 mx_opt3_usual_500_v2 -49.88 -19.84 -108.12 22.45 116.38 -130.38 -201.81
69 mx_opt3_usual_500_v1 -51.19 -21.16 -109.44 21.13 115.07 -131.70 -203.13