strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240321
0 mx_resilience_inthandsctrl_amtctrl 97.42 146.09 31.57 107.85 95.87 35.71 -10.91
1 mx_resilience 95.83 144.50 29.98 106.26 94.29 34.12 -12.50
2 mx_resilience_inthandsctrl 95.42 144.09 29.56 105.85 93.87 33.70 -12.92
3 mx_resilience_inthandsctrl_amtctrl_capctrl 94.76 143.43 28.91 105.19 93.21 33.05 -13.58
4 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 94.76 143.43 28.91 105.19 93.21 33.05 -13.58
5 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 93.78 142.45 27.93 104.21 92.24 32.07 -14.55
6 multin_zz1000_61004_pv_rm_blc 86.93 135.60 21.08 97.36 85.38 25.22 -21.40
7 multin_zz1000_61002_pv_rm_blc 86.93 135.60 21.08 97.36 85.38 25.22 -21.40
8 multin_zz1000_61002_overnight_pv_rm_blc 86.63 135.30 20.78 97.06 85.09 24.92 -21.70
9 multin_zz1000_61004_overnight_pv_rm_blc 86.63 135.30 20.78 97.06 85.09 24.92 -21.70
10 multin1_real0_overnight 86.63 135.30 20.78 97.06 85.09 24.92 -21.70
11 mx_2023_gen_merge1_filtered_no_idsctrl 84.86 133.53 19.01 95.29 83.31 23.14 -23.48
12 mx_gentleness 84.86 133.53 19.01 95.29 83.31 23.14 -23.48
13 multin_zz1000_61003_pv_rm_blc 83.50 132.17 17.65 93.93 81.95 21.79 -24.84
14 multin1_real1 83.50 132.17 17.65 93.93 81.95 21.79 -24.84
15 mx_tenacity_primitive 83.46 132.13 17.61 93.89 81.91 21.75 -24.88
16 mx_tenacity 83.46 132.13 17.61 93.89 81.91 21.75 -24.88
17 multin_zz1000_61003_overnight_pv_rm_blc 83.16 131.83 17.31 93.59 81.61 21.45 -25.18
18 multin1_real1_overnight 83.16 131.83 17.31 93.59 81.61 21.45 -25.18
19 multin_zz1000_61001_pv_rm_blc 82.83 131.50 16.98 93.26 81.29 21.12 -25.50
20 multin_zz1000_61001_overnight_pv_rm_blc 82.52 131.19 16.67 92.95 80.97 20.81 -25.82
21 multin_zz1000_61004_pv 82.25 130.92 16.40 92.68 80.70 20.54 -26.09
22 multin_zz1000_61002_pv 82.25 130.92 16.40 92.68 80.70 20.54 -26.09
23 multin_zz1000_61001_pv 78.73 127.40 12.87 89.16 77.18 17.01 -29.61
24 multin_zz1000_61003_pv 78.22 126.89 12.37 88.65 76.67 16.51 -30.12
25 mx_capability 75.73 124.40 9.88 86.16 74.19 14.02 -32.60
26 mx_capability_primitive 75.73 124.40 9.88 86.16 74.19 14.02 -32.60
27 mx_tenacity_morecapa 70.52 119.19 4.67 80.95 68.97 8.81 -37.82
28 mx_adaptability 70.52 119.19 4.67 80.95 68.97 8.81 -37.82
29 mx_tenacity_morecapa_primitive 70.52 119.19 4.67 80.95 68.97 8.81 -37.82
30 mx_tenacity_restrict_primitive 69.15 117.82 3.30 79.58 67.61 7.44 -39.18
31 mx_tenacity_restrict 69.15 117.82 3.30 79.58 67.61 7.44 -39.18
32 multin_zz1000_61002_pv_rm_fnd_blc 62.71 111.38 -3.14 73.14 61.16 1.00 -45.63
33 multin_zz1000_61004_pv_rm_fnd_blc 62.71 111.38 -3.14 73.14 61.16 1.00 -45.63
34 multin_zz1000_61002_overnight_pv_rm_fnd_blc 62.45 111.12 -3.40 72.88 60.90 0.74 -45.88
35 multin_zz1000_61004_overnight_pv_rm_fnd_blc 62.45 111.12 -3.40 72.88 60.90 0.74 -45.88
36 multin_zz1000_61002_pv_rm_fnd 60.78 109.45 -5.07 71.21 59.24 -0.93 -47.55
37 multin_zz1000_61004_pv_rm_fnd 60.78 109.45 -5.07 71.21 59.24 -0.93 -47.55
38 multin_zz1000_61001_pv_rm_fnd_blc 60.74 109.41 -5.11 71.17 59.20 -0.97 -47.59
39 mx_tenacity_ctrlonly 60.73 109.40 -5.13 71.16 59.18 -0.99 -47.61
40 multin_zz1000_61001_overnight_pv_rm_fnd_blc 60.54 109.21 -5.32 70.97 58.99 -1.18 -47.80
41 multin_zz1000_61002_overnight_pv_rm_fnd 60.42 109.09 -5.43 70.85 58.87 -1.29 -47.91
42 multin_zz1000_61004_overnight_pv_rm_fnd 60.42 109.09 -5.43 70.85 58.87 -1.29 -47.91
43 multin_zz1000_61001_pv_rm_fnd 59.13 107.80 -6.73 69.56 57.58 -2.59 -49.21
44 multin_zz1000_61001_overnight_pv_rm_fnd 59.07 107.74 -6.78 69.50 57.53 -2.64 -49.26
45 mx_adaptability_v2 57.33 106.00 -8.52 67.76 55.79 -4.38 -51.00
46 multin1_real2_overnight 54.04 102.71 -11.81 64.47 52.50 -7.67 -54.29
47 multin_zz1000_61003_overnight_pv_rm_fnd_blc 54.04 102.71 -11.81 64.47 52.50 -7.67 -54.29
48 multin_zz1000_61003_pv_rm_fnd_blc 53.63 102.30 -12.22 64.06 52.08 -8.08 -54.71
49 multin1_real2 53.63 102.30 -12.22 64.06 52.08 -8.08 -54.71
50 multin_zz1000_61003_overnight_pv_rm_fnd 52.21 100.88 -13.64 62.64 50.67 -9.50 -56.12
51 multin_zz1000_61003_pv_rm_fnd 51.72 100.40 -14.13 62.15 50.18 -9.99 -56.61
52 mx_2023_gen_merge2_filtered_idsctrl 49.71 98.38 -16.14 60.14 48.17 -12.00 -58.62
53 multin1_real0 46.73 95.40 -19.13 57.16 45.18 -14.99 -61.61
54 mx_tenacity_morecapa_ctrlonly 46.32 94.99 -19.53 56.75 44.77 -15.39 -62.02
55 multin_zz500_21001_tp500 38.54 87.21 -27.31 48.97 37.00 -23.17 -69.79
56 multin_zz500_21001_tp500_rm_blc 38.31 86.98 -27.55 48.74 36.76 -23.41 -70.03
57 multin_zz1000_21001_tp1000_rm_blc 35.05 83.72 -30.80 45.48 33.50 -26.66 -73.29
58 multin_zz1000_21001_tp1000 34.95 83.62 -30.91 45.38 33.40 -26.77 -73.39
59 multin_zz500_21001_tp200 34.83 83.50 -31.02 45.26 33.28 -26.88 -73.50
60 multin_zz500_21001_tp200_rm_blc 34.22 82.89 -31.63 44.65 32.68 -27.49 -74.11
61 mx_opt3_usual_500_v2 27.27 75.94 -38.58 37.70 25.72 -34.44 -81.07
62 mx_opt3_usual_500_v1 23.72 72.39 -42.13 34.15 22.18 -37.99 -84.61
63 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 23.68 72.35 -42.17 34.11 22.14 -38.03 -84.65
64 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 23.68 72.35 -42.17 34.11 22.14 -38.03 -84.65
65 mx_opt2_dyna_500_v2 23.67 72.34 -42.18 34.10 22.13 -38.04 -84.66
66 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 23.16 71.83 -42.70 33.59 21.61 -38.56 -85.18
67 multin_zz1000_61002_idscapctrl_pv_rm_fnd 22.87 71.54 -42.98 33.30 21.32 -38.85 -85.47
68 multin_zz1000_61004_idscapctrl_pv_rm_fnd 22.87 71.54 -42.98 33.30 21.32 -38.85 -85.47
69 mx_opt3_usual_1000_v1 22.83 71.50 -43.02 33.26 21.28 -38.89 -85.51
70 multin_zz1000_61001_idscapctrl_pv_rm_fnd 22.54 71.21 -43.31 32.97 21.00 -39.17 -85.79
71 multin_zz1000_61002_idscapctrl_pv_rm_blc 18.23 66.90 -47.62 28.66 16.69 -43.48 -90.10
72 multin_zz1000_61004_idscapctrl_pv_rm_blc 18.23 66.90 -47.62 28.66 16.69 -43.48 -90.10
73 multin_zz1000_61004_idscapctrl_pv 18.02 66.69 -47.83 28.45 16.47 -43.69 -90.32
74 multin_zz1000_61002_idscapctrl_pv 18.02 66.69 -47.83 28.45 16.47 -43.69 -90.32
75 multin_zz1000_61001_idscapctrl_pv_rm_blc 17.01 65.68 -48.85 27.44 15.46 -44.71 -91.33
76 multin_zz1000_61001_idscapctrl_pv 16.94 65.61 -48.91 27.37 15.39 -44.77 -91.40
77 mx_opt2_dyna_1000_v2 13.37 62.04 -52.48 23.80 11.83 -48.34 -94.96
78 mx_opt3_usual_1000_v2 8.27 56.94 -57.58 18.70 6.73 -53.44 -100.06
79 mx_opt1_absdef_1000_v2 4.65 53.32 -61.21 15.08 3.10 -57.07 -103.69
80 mx_opt1_absdef_500_v2 -44.76 3.91 -110.61 -34.33 -46.30 -106.47 -153.09