strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240319
0 mx_2023_gen_merge1_filtered_no_idsctrl 87.62 101.58 25.39 94.18 94.93 -17.29 4.81
1 mx_gentleness 87.62 101.58 25.39 94.18 94.93 -17.29 4.81
2 multin_zz1000_61002_pv 81.89 95.84 19.66 88.44 89.19 -23.03 -0.93
3 multin_zz1000_61002_pv_rm_blc 79.65 93.61 17.43 86.21 86.96 -25.26 -3.16
4 multin_zz1000_61002_overnight_pv_rm_blc 79.37 93.33 17.14 85.93 86.68 -25.55 -3.44
5 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 77.21 91.17 14.98 83.77 84.52 -27.71 -5.61
6 mx_resilience_inthandsctrl_amtctrl_capctrl 77.21 91.17 14.98 83.77 84.52 -27.71 -5.61
7 mx_resilience_inthandsctrl_amtctrl 77.21 91.16 14.98 83.77 84.52 -27.71 -5.61
8 mx_tenacity_primitive 76.78 90.74 14.55 83.34 84.09 -28.14 -6.03
9 mx_tenacity 76.78 90.74 14.55 83.34 84.09 -28.14 -6.03
10 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 74.84 88.80 12.61 81.40 82.15 -30.08 -7.98
11 multin_zz1000_61003_pv 74.52 88.47 12.29 81.07 81.82 -30.40 -8.30
12 multin_zz1000_61003_pv_rm_blc 73.21 87.17 10.99 79.77 80.52 -31.70 -9.60
13 multin1_real0 73.21 87.17 10.99 79.77 80.52 -31.70 -9.60
14 multin1_real1 73.21 87.17 10.99 79.77 80.52 -31.70 -9.60
15 mx_resilience 73.10 87.05 10.87 79.66 80.40 -31.82 -9.72
16 mx_resilience_inthandsctrl 72.96 86.92 10.74 79.52 80.27 -31.95 -9.85
17 multin1_real0_overnight 72.95 86.91 10.72 79.51 80.26 -31.97 -9.87
18 multin1_real1_overnight 72.95 86.91 10.72 79.51 80.26 -31.97 -9.87
19 multin_zz1000_61003_overnight_pv_rm_blc 72.95 86.91 10.72 79.51 80.26 -31.97 -9.87
20 multin_zz1000_61001_pv 72.49 86.45 10.26 79.05 79.80 -32.43 -10.32
21 mx_capability_primitive 70.25 84.21 8.02 76.81 77.56 -34.66 -12.56
22 mx_capability 70.25 84.21 8.02 76.81 77.56 -34.66 -12.56
23 multin_zz1000_61001_pv_rm_blc 69.91 83.87 7.69 76.47 77.22 -35.00 -12.90
24 multin_zz1000_61001_overnight_pv_rm_blc 69.66 83.62 7.43 76.22 76.97 -35.25 -13.15
25 mx_tenacity_restrict 69.34 83.30 7.11 75.90 76.65 -35.58 -13.47
26 mx_tenacity_restrict_primitive 69.34 83.30 7.11 75.90 76.65 -35.58 -13.47
27 mx_adaptability 64.74 78.70 2.51 71.30 72.05 -40.18 -18.08
28 mx_tenacity_morecapa_primitive 64.74 78.70 2.51 71.30 72.05 -40.18 -18.08
29 mx_tenacity_morecapa 64.74 78.70 2.51 71.30 72.05 -40.18 -18.08
30 multin_zz1000_61001_overnight_pv_rm_fnd 59.85 73.81 -2.38 66.41 67.16 -45.07 -22.96
31 multin_zz1000_61002_overnight_pv_rm_fnd 59.08 73.04 -3.15 65.64 66.39 -45.83 -23.73
32 multin_zz1000_61001_overnight_pv_rm_fnd_blc 58.00 71.96 -4.22 64.56 65.31 -46.91 -24.81
33 multin_zz1000_61002_overnight_pv_rm_fnd_blc 57.06 71.01 -5.17 63.61 64.36 -47.86 -25.76
34 multin_zz1000_61001_pv_rm_fnd 56.62 70.58 -5.61 63.18 63.93 -48.30 -26.20
35 multin_zz1000_61002_pv_rm_fnd 56.01 69.96 -6.22 62.56 63.31 -48.91 -26.81
36 multin_zz1000_61001_pv_rm_fnd_blc 55.67 69.62 -6.56 62.23 62.98 -49.25 -27.15
37 multin_zz1000_61002_pv_rm_fnd_blc 54.95 68.90 -7.28 61.50 62.25 -49.97 -27.87
38 multin_zz1000_61003_overnight_pv_rm_fnd 52.40 66.36 -9.83 58.96 59.71 -52.52 -30.41
39 multin_zz1000_61003_overnight_pv_rm_fnd_blc 50.29 64.25 -11.94 56.85 57.60 -54.62 -32.52
40 multin1_real2_overnight 50.29 64.25 -11.94 56.85 57.60 -54.62 -32.52
41 multin_zz1000_61003_pv_rm_fnd 49.23 63.19 -12.99 55.79 56.54 -55.68 -33.58
42 mx_adaptability_v2 49.16 63.11 -13.07 55.71 56.46 -55.76 -33.66
43 mx_2023_gen_merge2_filtered_idsctrl 48.68 62.63 -13.55 55.24 55.99 -56.24 -34.14
44 multin1_real2 47.98 61.94 -14.25 54.54 55.29 -56.93 -34.83
45 multin_zz1000_61003_pv_rm_fnd_blc 47.98 61.94 -14.25 54.54 55.29 -56.93 -34.83
46 mx_tenacity_ctrlonly 41.92 55.88 -20.31 48.48 49.23 -63.00 -40.89
47 mx_tenacity_morecapa_ctrlonly 39.85 53.81 -22.38 46.41 47.16 -65.07 -42.96
48 multin_zz500_21001_tp200 39.01 52.96 -23.22 45.57 46.32 -65.91 -43.81
49 multin_zz500_21001_tp200_rm_blc 37.64 51.60 -24.59 44.20 44.95 -67.27 -45.17
50 multin_zz1000_21001_tp1000 34.98 48.94 -27.24 41.54 42.29 -69.93 -47.83
51 multin_zz500_21001_tp500 34.86 48.81 -27.37 41.41 42.16 -70.06 -47.96
52 multin_zz1000_21001_tp1000_rm_blc 34.15 48.10 -28.08 40.70 41.45 -70.77 -48.67
53 multin_zz500_21001_tp500_rm_blc 34.03 47.98 -28.20 40.59 41.34 -70.89 -48.79
54 multin_zz1000_61002_idscapctrl_pv 17.41 31.37 -44.82 23.97 24.72 -87.51 -65.41
55 mx_opt3_usual_1000_v1 17.08 31.04 -45.14 23.64 24.39 -87.83 -65.73
56 multin_zz1000_61002_idscapctrl_pv_rm_fnd 16.43 30.39 -45.80 22.99 23.74 -88.49 -66.38
57 multin_zz1000_61001_idscapctrl_pv 15.64 29.60 -46.59 22.20 22.95 -89.28 -67.18
58 multin_zz1000_61001_idscapctrl_pv_rm_fnd 15.23 29.19 -46.99 21.79 22.54 -89.68 -67.58
59 multin_zz1000_61002_idscapctrl_pv_rm_blc 13.55 27.51 -48.68 20.11 20.86 -91.36 -69.26
60 multin_zz1000_61001_idscapctrl_pv_rm_blc 12.13 26.08 -50.10 18.68 19.43 -92.79 -70.69
61 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 12.10 26.06 -50.13 18.66 19.41 -92.81 -70.71
62 mx_opt3_usual_500_v1 12.03 25.99 -50.19 18.59 19.34 -92.88 -70.78
63 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 11.23 25.19 -51.00 17.79 18.54 -93.69 -71.59
64 mx_opt2_dyna_1000_v2 9.49 23.44 -52.74 16.04 16.79 -95.43 -73.33
65 mx_opt3_usual_1000_v2 7.76 21.72 -54.46 14.32 15.07 -97.15 -75.05
66 mx_opt3_usual_500_v2 3.15 17.10 -59.08 9.71 10.46 -101.77 -79.67
67 mx_opt1_absdef_1000_v2 1.45 15.40 -60.78 8.01 8.76 -103.47 -81.37
68 mx_opt2_dyna_500_v2 0.53 14.48 -61.70 7.08 7.83 -104.39 -82.29
69 mx_opt1_absdef_500_v2 -14.76 -0.80 -76.99 -8.20 -7.45 -119.68 -97.57