strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240320
0 mx_tenacity_primitive 141.82 206.25 72.90 212.31 233.98 32.81 6.30
1 mx_tenacity 141.82 206.25 72.90 212.31 233.98 32.81 6.30
2 mx_gentleness 121.26 185.69 52.34 191.75 213.42 12.25 -14.26
3 mx_2023_gen_merge1_filtered_no_idsctrl 121.26 185.69 52.34 191.75 213.42 12.25 -14.26
4 multin_zz1000_61004_pv 114.32 178.75 45.40 184.81 206.48 5.31 -21.20
5 multin_zz1000_61002_pv 114.32 178.75 45.40 184.81 206.48 5.31 -21.20
6 multin_zz1000_61002_pv_rm_blc 112.06 176.49 43.14 182.55 204.22 3.05 -23.46
7 multin_zz1000_61004_pv_rm_blc 112.06 176.49 43.14 182.55 204.22 3.05 -23.46
8 multin_zz1000_61002_overnight_pv_rm_blc 112.03 176.46 43.11 182.52 204.19 3.02 -23.49
9 multin_zz1000_61004_overnight_pv_rm_blc 112.03 176.46 43.11 182.52 204.19 3.02 -23.49
10 mx_tenacity_restrict_primitive 105.52 169.95 36.60 176.01 197.68 -3.49 -30.00
11 mx_tenacity_restrict 105.52 169.95 36.60 176.01 197.68 -3.49 -30.00
12 mx_resilience 104.27 168.70 35.34 174.75 196.43 -4.74 -31.25
13 mx_resilience_inthandsctrl 103.81 168.25 34.89 174.30 195.97 -5.20 -31.71
14 mx_resilience_inthandsctrl_amtctrl 101.55 165.99 32.63 172.04 193.71 -7.46 -33.97
15 multin_zz1000_61001_pv 100.16 164.59 31.24 170.65 192.32 -8.85 -35.36
16 multin_zz1000_61003_pv 97.90 162.34 28.98 168.39 190.06 -11.11 -37.62
17 multin_zz1000_61001_overnight_pv_rm_blc 96.86 161.29 27.94 167.35 189.02 -12.15 -38.66
18 multin_zz1000_61001_pv_rm_blc 96.81 161.24 27.89 167.30 188.97 -12.20 -38.71
19 mx_resilience_inthandsctrl_amtctrl_capctrl 96.68 161.11 27.76 167.17 188.84 -12.33 -38.84
20 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 96.68 161.11 27.76 167.17 188.84 -12.33 -38.84
21 multin1_real1_overnight 96.45 160.88 27.53 166.94 188.61 -12.56 -39.07
22 multin_zz1000_61003_overnight_pv_rm_blc 96.45 160.88 27.53 166.94 188.61 -12.56 -39.07
23 multin_zz1000_61003_pv_rm_blc 96.34 160.77 27.42 166.82 188.50 -12.67 -39.18
24 multin1_real0 96.34 160.77 27.42 166.82 188.50 -12.67 -39.18
25 multin1_real1 96.34 160.77 27.42 166.82 188.50 -12.67 -39.18
26 mx_adaptability 90.54 154.98 21.62 161.03 182.70 -18.47 -44.98
27 mx_tenacity_morecapa_primitive 90.54 154.98 21.62 161.03 182.70 -18.47 -44.98
28 mx_tenacity_morecapa 90.54 154.98 21.62 161.03 182.70 -18.47 -44.98
29 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 88.01 152.44 19.09 158.50 180.17 -21.00 -47.51
30 mx_capability 83.37 147.81 14.45 153.86 175.53 -25.64 -52.14
31 mx_capability_primitive 83.37 147.81 14.45 153.86 175.53 -25.64 -52.14
32 mx_adaptability_v2 65.20 129.63 -3.72 135.69 157.36 -43.81 -70.32
33 multin_zz1000_61002_pv_rm_fnd_blc 59.89 124.32 -9.03 130.38 152.05 -49.12 -75.63
34 multin_zz1000_61004_pv_rm_fnd_blc 59.89 124.32 -9.03 130.38 152.05 -49.12 -75.63
35 multin_zz1000_61002_pv_rm_fnd 59.09 123.52 -9.83 129.58 151.25 -49.92 -76.43
36 multin_zz1000_61004_pv_rm_fnd 59.09 123.52 -9.83 129.58 151.25 -49.92 -76.43
37 multin_zz1000_61001_pv_rm_fnd_blc 58.96 123.39 -9.96 129.45 151.12 -50.05 -76.56
38 multin_zz1000_61001_pv_rm_fnd 58.41 122.85 -10.51 128.90 150.57 -50.60 -77.11
39 multin_zz1000_61004_overnight_pv_rm_fnd_blc 58.01 122.44 -10.91 128.50 150.17 -51.00 -77.51
40 multin_zz1000_61002_overnight_pv_rm_fnd_blc 58.01 122.44 -10.91 128.50 150.17 -51.00 -77.51
41 multin_zz1000_61004_overnight_pv_rm_fnd 57.70 122.14 -11.22 128.19 149.86 -51.31 -77.82
42 multin_zz1000_61002_overnight_pv_rm_fnd 57.70 122.14 -11.22 128.19 149.86 -51.31 -77.82
43 multin_zz1000_61001_overnight_pv_rm_fnd_blc 56.78 121.22 -12.14 127.27 148.94 -52.23 -78.74
44 multin_zz1000_61001_overnight_pv_rm_fnd 56.71 121.14 -12.21 127.20 148.87 -52.30 -78.81
45 multin1_real0_overnight 52.38 116.82 -16.54 122.87 144.54 -56.62 -83.13
46 multin_zz1000_61003_pv_rm_fnd_blc 47.16 111.60 -21.76 117.65 139.32 -61.85 -88.36
47 multin1_real2 47.16 111.60 -21.76 117.65 139.32 -61.85 -88.36
48 multin_zz1000_61003_pv_rm_fnd 46.51 110.95 -22.41 117.00 138.67 -62.50 -89.00
49 multin1_real2_overnight 45.43 109.86 -23.50 115.91 137.59 -63.58 -90.09
50 multin_zz1000_61003_overnight_pv_rm_fnd_blc 45.43 109.86 -23.50 115.91 137.59 -63.58 -90.09
51 multin_zz1000_61003_overnight_pv_rm_fnd 45.20 109.63 -23.73 115.68 137.36 -63.81 -90.32
52 mx_2023_gen_merge2_filtered_idsctrl 44.03 108.46 -24.89 114.52 136.19 -64.98 -91.49
53 mx_tenacity_ctrlonly 43.44 107.88 -25.48 113.93 135.60 -65.56 -92.07
54 mx_tenacity_morecapa_ctrlonly 34.80 99.23 -34.12 105.29 126.96 -74.21 -100.72
55 multin_zz1000_21001_tp1000_rm_blc 15.12 79.55 -53.80 85.61 107.28 -93.89 -120.40
56 multin_zz500_21001_tp500_rm_blc 13.66 78.09 -55.26 84.15 105.82 -95.35 -121.86
57 multin_zz1000_21001_tp1000 13.34 77.77 -55.58 83.82 105.50 -95.67 -122.18
58 multin_zz500_21001_tp500 12.40 76.83 -56.52 82.88 104.56 -96.61 -123.12
59 multin_zz500_21001_tp200_rm_blc 11.00 75.43 -57.92 81.49 103.16 -98.01 -124.52
60 multin_zz500_21001_tp200 8.97 73.40 -59.95 79.46 101.13 -100.04 -126.55
61 mx_opt1_absdef_1000_v2 3.86 68.29 -65.06 74.35 96.02 -105.15 -131.66
62 mx_opt3_usual_1000_v1 0.17 64.60 -68.75 70.65 92.33 -108.84 -135.35
63 multin_zz1000_61002_idscapctrl_pv_rm_blc -3.36 61.07 -72.28 67.13 88.80 -112.37 -138.88
64 multin_zz1000_61004_idscapctrl_pv_rm_blc -3.36 61.07 -72.28 67.13 88.80 -112.37 -138.88
65 multin_zz1000_61004_idscapctrl_pv -3.73 60.71 -72.65 66.76 88.43 -112.74 -139.25
66 multin_zz1000_61002_idscapctrl_pv -3.73 60.71 -72.65 66.76 88.43 -112.74 -139.25
67 mx_opt2_dyna_1000_v2 -3.80 60.64 -72.72 66.69 88.36 -112.81 -139.32
68 multin_zz1000_61001_idscapctrl_pv_rm_blc -5.38 59.06 -74.30 65.11 86.78 -114.39 -140.90
69 multin_zz1000_61001_idscapctrl_pv -5.58 58.85 -74.50 64.91 86.58 -114.59 -141.10
70 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -6.02 58.41 -74.94 64.47 86.14 -115.03 -141.54
71 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -6.02 58.41 -74.94 64.47 86.14 -115.03 -141.54
72 multin_zz1000_61002_idscapctrl_pv_rm_fnd -6.60 57.84 -75.52 63.89 85.56 -115.60 -142.11
73 multin_zz1000_61004_idscapctrl_pv_rm_fnd -6.60 57.84 -75.52 63.89 85.56 -115.60 -142.11
74 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -6.91 57.52 -75.84 63.57 85.25 -115.92 -142.43
75 multin_zz1000_61001_idscapctrl_pv_rm_fnd -7.25 57.18 -76.17 63.24 84.91 -116.26 -142.77
76 mx_opt3_usual_1000_v2 -10.05 54.39 -78.97 60.44 82.11 -119.05 -145.56
77 mx_opt2_dyna_500_v2 -41.33 23.10 -110.25 29.16 50.83 -150.34 -176.85
78 mx_opt3_usual_500_v2 -43.72 20.72 -112.64 26.77 48.44 -152.73 -179.24
79 mx_opt3_usual_500_v1 -44.02 20.42 -112.94 26.47 48.14 -153.03 -179.54
80 mx_opt1_absdef_500_v2 -65.32 -0.89 -134.24 5.16 26.84 -174.33 -200.84