strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240322
0 mx_opt3_usual_500_v2 35.20 73.60 71.80 25.70 -75.07 91.04 96.46
1 mx_opt3_usual_500_v1 33.72 72.12 70.32 24.22 -76.56 89.55 94.98
2 mx_opt2_dyna_500_v2 31.13 69.53 67.73 21.63 -79.14 86.96 92.39
3 mx_opt1_absdef_1000_v2 14.60 53.00 51.20 5.10 -95.68 70.43 75.86
4 mx_opt3_usual_1000_v1 8.26 46.66 44.86 -1.24 -102.01 64.09 69.52
5 mx_opt2_dyna_1000_v2 0.20 38.61 36.80 -9.29 -110.07 56.04 61.46
6 mx_opt3_usual_1000_v2 -1.43 36.97 35.17 -10.93 -111.70 54.40 59.83
7 multin_zz1000_61001_idscapctrl_pv_rm_blc -5.29 33.11 31.31 -14.79 -115.57 50.54 55.97
8 multin_zz1000_61001_idscapctrl_pv -7.32 31.08 29.27 -16.82 -117.60 48.51 53.94
9 multin_zz1000_61004_idscapctrl_pv_rm_blc -8.62 29.78 27.98 -18.12 -118.89 47.22 52.64
10 multin_zz1000_61002_idscapctrl_pv_rm_blc -8.62 29.78 27.98 -18.12 -118.89 47.22 52.64
11 multin_zz1000_61002_idscapctrl_pv -10.69 27.72 25.91 -20.18 -120.96 45.15 50.57
12 multin_zz1000_61004_idscapctrl_pv -10.69 27.72 25.91 -20.18 -120.96 45.15 50.57
13 multin_zz500_21001_tp200 -15.80 22.60 20.80 -25.30 -126.07 40.04 45.46
14 multin_zz1000_61001_overnight_pv_rm_fnd -16.44 21.97 20.16 -25.93 -126.71 39.40 44.82
15 multin_zz1000_61001_pv_rm_fnd -16.73 21.68 19.87 -26.22 -127.00 39.11 44.53
16 multin_zz1000_61001_overnight_pv_rm_fnd_blc -17.28 21.12 19.32 -26.78 -127.55 38.55 43.98
17 multin_zz1000_61001_pv_rm_fnd_blc -17.34 21.06 19.26 -26.84 -127.61 38.49 43.92
18 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -17.54 20.86 19.06 -27.04 -127.81 38.30 43.72
19 multin_zz500_21001_tp500 -18.16 20.25 18.44 -27.66 -128.43 37.68 43.10
20 multin_zz1000_61001_idscapctrl_pv_rm_fnd -19.47 18.94 17.13 -28.97 -129.74 36.37 41.79
21 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -19.70 18.71 16.90 -29.19 -129.97 36.14 41.56
22 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -19.70 18.71 16.90 -29.19 -129.97 36.14 41.56
23 mx_tenacity_ctrlonly -20.03 18.37 16.57 -29.53 -130.30 35.81 41.23
24 mx_tenacity_morecapa_ctrlonly -20.43 17.97 16.17 -29.93 -130.70 35.41 40.83
25 multin_zz1000_61002_overnight_pv_rm_fnd -20.72 17.68 15.88 -30.22 -131.00 35.11 40.54
26 multin_zz1000_61004_overnight_pv_rm_fnd -20.72 17.68 15.88 -30.22 -131.00 35.11 40.54
27 multin_zz1000_61002_pv_rm_fnd -20.75 17.65 15.85 -30.25 -131.02 35.08 40.51
28 multin_zz1000_61004_pv_rm_fnd -20.75 17.65 15.85 -30.25 -131.02 35.08 40.51
29 multin_zz1000_61004_pv_rm_fnd_blc -21.31 17.10 15.29 -30.80 -131.58 34.53 39.95
30 multin_zz1000_61002_pv_rm_fnd_blc -21.31 17.10 15.29 -30.80 -131.58 34.53 39.95
31 multin_zz1000_61002_overnight_pv_rm_fnd_blc -21.52 16.89 15.08 -31.02 -131.79 34.32 39.74
32 multin_zz1000_61004_overnight_pv_rm_fnd_blc -21.52 16.89 15.08 -31.02 -131.79 34.32 39.74
33 multin_zz1000_61002_idscapctrl_pv_rm_fnd -21.54 16.86 15.06 -31.04 -131.81 34.30 39.72
34 multin_zz1000_61004_idscapctrl_pv_rm_fnd -21.54 16.86 15.06 -31.04 -131.81 34.30 39.72
35 multin_zz500_21001_tp500_rm_blc -21.80 16.60 14.80 -31.30 -132.07 34.04 39.46
36 multin_zz1000_61003_pv_rm_fnd -22.29 16.11 14.31 -31.79 -132.56 33.55 38.97
37 multin_zz1000_61003_overnight_pv_rm_fnd -22.35 16.05 14.25 -31.85 -132.62 33.49 38.91
38 multin_zz1000_61003_pv_rm_fnd_blc -22.93 15.47 13.67 -32.43 -133.20 32.90 38.33
39 multin1_real2 -22.93 15.47 13.67 -32.43 -133.20 32.90 38.33
40 multin_zz500_21001_tp200_rm_blc -23.09 15.32 13.51 -32.58 -133.36 32.75 38.17
41 multin1_real2_overnight -23.22 15.18 13.38 -32.72 -133.49 32.62 38.04
42 multin_zz1000_61003_overnight_pv_rm_fnd_blc -23.22 15.18 13.38 -32.72 -133.49 32.62 38.04
43 mx_adaptability_v2 -24.99 13.41 11.61 -34.49 -135.26 30.85 36.27
44 multin_zz1000_21001_tp1000 -28.68 9.72 7.92 -38.18 -138.95 27.16 32.58
45 mx_capability -29.23 9.17 7.37 -38.73 -139.50 26.60 32.03
46 mx_capability_primitive -29.23 9.17 7.37 -38.73 -139.50 26.60 32.03
47 multin_zz1000_21001_tp1000_rm_blc -30.62 7.79 5.98 -40.11 -140.89 25.22 30.64
48 mx_tenacity_morecapa_primitive -31.28 7.12 5.31 -40.78 -141.56 24.55 29.98
49 mx_adaptability -31.28 7.12 5.31 -40.78 -141.56 24.55 29.98
50 mx_tenacity_morecapa -31.28 7.12 5.31 -40.78 -141.56 24.55 29.98
51 mx_2023_gen_merge2_filtered_idsctrl -32.89 5.52 3.71 -42.39 -143.16 22.95 28.37
52 mx_opt1_absdef_500_v2 -33.48 4.92 3.12 -42.98 -143.75 22.36 27.78
53 multin_zz1000_61001_pv -38.75 -0.34 -2.15 -48.24 -149.02 17.09 22.51
54 multin_zz1000_61003_pv -39.89 -1.49 -3.30 -49.39 -150.17 15.94 21.37
55 multin_zz1000_61001_pv_rm_blc -40.13 -1.72 -3.53 -49.63 -150.40 15.71 21.13
56 multin_zz1000_61001_overnight_pv_rm_blc -40.41 -2.01 -3.81 -49.91 -150.69 15.42 20.85
57 mx_tenacity_restrict -42.85 -4.45 -6.25 -52.35 -153.12 12.98 18.41
58 mx_tenacity_restrict_primitive -42.85 -4.45 -6.25 -52.35 -153.12 12.98 18.41
59 multin_zz1000_61004_pv -43.29 -4.89 -6.69 -52.79 -153.57 12.54 17.97
60 multin_zz1000_61002_pv -43.29 -4.89 -6.69 -52.79 -153.57 12.54 17.97
61 multin1_real1 -43.77 -5.37 -7.17 -53.27 -154.04 12.07 17.49
62 multin_zz1000_61003_pv_rm_blc -43.77 -5.37 -7.17 -53.27 -154.04 12.07 17.49
63 multin1_real1_overnight -44.31 -5.90 -7.71 -53.80 -154.58 11.53 16.95
64 multin_zz1000_61003_overnight_pv_rm_blc -44.31 -5.90 -7.71 -53.80 -154.58 11.53 16.95
65 mx_resilience_inthandsctrl_amtctrl_capctrl -45.28 -6.87 -8.68 -54.77 -155.55 10.56 15.98
66 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -45.28 -6.87 -8.68 -54.77 -155.55 10.56 15.98
67 multin_zz1000_61002_pv_rm_blc -46.05 -7.65 -9.45 -55.55 -156.32 9.79 15.21
68 multin1_real0 -46.05 -7.65 -9.45 -55.55 -156.32 9.79 15.21
69 multin_zz1000_61004_pv_rm_blc -46.05 -7.65 -9.45 -55.55 -156.32 9.79 15.21
70 multin1_real0_overnight -46.35 -7.95 -9.75 -55.85 -156.62 9.48 14.91
71 multin_zz1000_61002_overnight_pv_rm_blc -46.35 -7.95 -9.75 -55.85 -156.62 9.48 14.91
72 multin_zz1000_61004_overnight_pv_rm_blc -46.35 -7.95 -9.75 -55.85 -156.62 9.48 14.91
73 mx_resilience_inthandsctrl_amtctrl -48.55 -10.14 -11.95 -58.05 -158.82 7.29 12.71
74 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -49.86 -11.46 -13.26 -59.36 -160.13 5.97 11.40
75 mx_2023_gen_merge1_filtered_no_idsctrl -53.01 -14.60 -16.41 -62.51 -163.28 2.83 8.25
76 mx_gentleness -53.01 -14.60 -16.41 -62.51 -163.28 2.83 8.25
77 mx_tenacity -58.54 -20.14 -21.94 -68.04 -168.81 -2.71 2.72
78 mx_tenacity_primitive -58.54 -20.14 -21.94 -68.04 -168.81 -2.71 2.72
79 mx_resilience_inthandsctrl -60.03 -21.62 -23.43 -69.53 -170.30 -4.19 1.23
80 mx_resilience -60.50 -22.10 -23.90 -70.00 -170.77 -4.67 0.76