strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240326
0 mx_2023_gen_merge1_filtered_no_idsctrl 91.09 77.09 41.17 6.58 57.59 -13.78 29.01
1 mx_gentleness 91.09 77.09 41.17 6.58 57.59 -13.78 29.01
2 multin_zz500_21001_tp200 75.00 61.00 25.08 -9.51 41.50 -29.87 12.92
3 multin_zz500_21001_tp200_rm_blc 73.51 59.51 23.59 -11.00 40.01 -31.36 11.43
4 mx_tenacity_ctrlonly 60.35 46.36 10.43 -24.16 26.85 -44.52 -1.73
5 multin_zz1000_61003_pv 59.58 45.58 9.66 -24.93 26.08 -45.29 -2.50
6 multin_zz1000_61003_pv_rm_fnd 58.63 44.63 8.71 -25.88 25.13 -46.24 -3.45
7 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 56.47 42.47 6.55 -28.04 22.96 -48.41 -5.61
8 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 56.47 42.47 6.55 -28.04 22.96 -48.41 -5.61
9 multin_zz1000_61003_pv_rm_fnd_blc 56.46 42.46 6.53 -28.05 22.95 -48.42 -5.63
10 multin1_real2 56.46 42.46 6.53 -28.05 22.95 -48.42 -5.63
11 multin_zz1000_61003_overnight_pv_rm_fnd 56.21 42.22 6.29 -28.29 22.71 -48.66 -5.87
12 mx_2023_gen_merge2_filtered_idsctrl 56.15 42.15 6.23 -28.36 22.65 -48.72 -5.93
13 multin_zz500_21001_tp500 55.86 41.86 5.94 -28.65 22.36 -49.01 -6.22
14 mx_resilience 55.45 41.45 5.53 -29.06 21.95 -49.42 -6.63
15 mx_resilience_inthandsctrl 55.41 41.41 5.49 -29.10 21.91 -49.46 -6.67
16 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 55.33 41.33 5.40 -29.18 21.82 -49.55 -6.76
17 multin_zz1000_61004_idscapctrl_pv_rm_fnd 55.24 41.24 5.32 -29.27 21.74 -49.63 -6.84
18 multin_zz1000_61002_idscapctrl_pv_rm_fnd 55.24 41.24 5.32 -29.27 21.74 -49.63 -6.84
19 multin_zz1000_61003_pv_rm_blc 55.20 41.20 5.28 -29.31 21.70 -49.67 -6.88
20 multin1_real1 55.20 41.20 5.28 -29.31 21.70 -49.67 -6.88
21 multin_zz1000_61003_overnight_pv_rm_blc 54.82 40.82 4.90 -29.69 21.32 -50.05 -7.26
22 multin_zz1000_61001_idscapctrl_pv_rm_fnd 54.24 40.24 4.32 -30.27 20.73 -50.63 -7.84
23 multin_zz1000_61003_overnight_pv_rm_fnd_blc 54.06 40.06 4.13 -30.45 20.55 -50.82 -8.03
24 multin_zz500_21001_tp500_rm_blc 53.97 39.97 4.04 -30.54 20.46 -50.91 -8.12
25 multin_zz1000_61004_pv_rm_fnd 51.66 37.66 1.73 -32.85 18.15 -53.22 -10.43
26 multin_zz1000_61002_pv_rm_fnd 51.66 37.66 1.73 -32.85 18.15 -53.22 -10.43
27 multin1_real0 51.32 37.32 1.40 -33.19 17.82 -53.55 -10.76
28 mx_capability_primitive 50.77 36.77 0.84 -33.74 17.26 -54.11 -11.32
29 mx_capability 50.77 36.77 0.84 -33.74 17.26 -54.11 -11.32
30 multin_zz1000_61002_pv 50.62 36.63 0.70 -33.88 17.12 -54.25 -11.46
31 multin_zz1000_61004_pv 50.62 36.63 0.70 -33.88 17.12 -54.25 -11.46
32 mx_tenacity_morecapa_ctrlonly 50.28 36.28 0.36 -34.23 16.77 -54.60 -11.80
33 mx_resilience_inthandsctrl_amtctrl 49.58 35.58 -0.35 -34.93 16.07 -55.30 -12.51
34 multin_zz1000_61004_overnight_pv_rm_fnd 49.06 35.06 -0.86 -35.45 15.56 -55.81 -13.02
35 multin_zz1000_61002_overnight_pv_rm_fnd 49.06 35.06 -0.86 -35.45 15.56 -55.81 -13.02
36 multin_zz1000_61004_pv_rm_fnd_blc 49.05 35.05 -0.87 -35.46 15.55 -55.82 -13.03
37 multin_zz1000_61002_pv_rm_fnd_blc 49.05 35.05 -0.87 -35.46 15.55 -55.82 -13.03
38 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 48.84 34.84 -1.09 -35.67 15.33 -56.04 -13.25
39 mx_resilience_inthandsctrl_amtctrl_capctrl 48.84 34.84 -1.09 -35.67 15.33 -56.04 -13.25
40 multin_zz1000_61004_idscapctrl_pv_rm_blc 48.68 34.69 -1.24 -35.82 15.18 -56.19 -13.40
41 multin_zz1000_61002_idscapctrl_pv_rm_blc 48.68 34.69 -1.24 -35.82 15.18 -56.19 -13.40
42 multin_zz1000_61001_pv_rm_fnd 48.28 34.28 -1.64 -36.23 14.78 -56.59 -13.80
43 multin_zz1000_61002_idscapctrl_pv 48.13 34.13 -1.80 -36.38 14.62 -56.75 -13.96
44 multin_zz1000_61004_idscapctrl_pv 48.13 34.13 -1.80 -36.38 14.62 -56.75 -13.96
45 mx_tenacity_restrict_primitive 47.39 33.39 -2.54 -37.12 13.88 -57.49 -14.70
46 mx_tenacity_restrict 47.39 33.39 -2.54 -37.12 13.88 -57.49 -14.70
47 multin_zz1000_61004_pv_rm_blc 47.00 33.01 -2.92 -37.51 13.50 -57.87 -15.08
48 multin_zz1000_61002_pv_rm_blc 47.00 33.01 -2.92 -37.51 13.50 -57.87 -15.08
49 multin_zz1000_61001_idscapctrl_pv_rm_blc 46.69 32.69 -3.23 -37.82 13.19 -58.18 -15.39
50 multin_zz1000_61002_overnight_pv_rm_blc 46.67 32.67 -3.25 -37.84 13.17 -58.20 -15.41
51 multin_zz1000_61004_overnight_pv_rm_blc 46.67 32.67 -3.25 -37.84 13.17 -58.20 -15.41
52 multin_zz1000_61002_overnight_pv_rm_fnd_blc 46.49 32.49 -3.44 -38.02 12.98 -58.39 -15.60
53 multin_zz1000_61004_overnight_pv_rm_fnd_blc 46.49 32.49 -3.44 -38.02 12.98 -58.39 -15.60
54 multin_zz1000_61001_overnight_pv_rm_fnd 46.43 32.43 -3.49 -38.08 12.93 -58.44 -15.65
55 multin_zz1000_61001_idscapctrl_pv 46.22 32.22 -3.71 -38.29 12.71 -58.66 -15.87
56 mx_adaptability 45.90 31.90 -4.02 -38.61 12.40 -58.97 -16.18
57 mx_tenacity_morecapa 45.90 31.90 -4.02 -38.61 12.40 -58.97 -16.18
58 mx_tenacity_morecapa_primitive 45.90 31.90 -4.02 -38.61 12.40 -58.97 -16.18
59 multin_zz1000_61001_pv_rm_fnd_blc 45.56 31.56 -4.37 -38.95 12.05 -59.32 -16.53
60 multin_zz1000_61001_overnight_pv_rm_fnd_blc 43.76 29.77 -6.16 -40.74 10.26 -61.11 -18.32
61 mx_adaptability_v2 43.45 29.45 -6.47 -41.06 9.95 -61.42 -18.63
62 multin_zz1000_21001_tp1000 43.21 29.21 -6.72 -41.30 9.70 -61.67 -18.88
63 multin_zz1000_21001_tp1000_rm_blc 42.21 28.21 -7.71 -42.30 8.71 -62.66 -19.87
64 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 41.27 27.27 -8.65 -43.24 7.77 -63.60 -20.81
65 multin_zz1000_61001_pv 37.77 23.77 -12.15 -46.74 4.27 -67.10 -24.31
66 multin_zz1000_61001_pv_rm_blc 34.78 20.78 -15.14 -49.73 1.28 -70.09 -27.30
67 multin_zz1000_61001_overnight_pv_rm_blc 34.57 20.57 -15.35 -49.94 1.07 -70.30 -27.51
68 mx_opt3_usual_500_v1 34.08 20.09 -15.84 -50.43 0.58 -70.79 -28.00
69 mx_opt3_usual_500_v2 28.93 14.93 -20.99 -55.58 -4.57 -75.94 -33.15
70 mx_opt2_dyna_500_v2 22.69 8.69 -27.24 -61.82 -10.82 -82.19 -39.40
71 mx_opt3_usual_1000_v2 18.72 4.72 -31.20 -65.79 -14.78 -86.15 -43.36
72 mx_opt3_usual_1000_v1 17.27 3.27 -32.65 -67.24 -16.23 -87.60 -44.81
73 mx_tenacity 16.26 2.26 -33.67 -68.25 -17.25 -88.62 -45.83
74 mx_tenacity_primitive 16.26 2.26 -33.67 -68.25 -17.25 -88.62 -45.83
75 mx_opt1_absdef_500_v2 12.24 -1.76 -37.69 -72.27 -21.27 -92.64 -49.85
76 mx_opt2_dyna_1000_v2 10.40 -3.60 -39.52 -74.11 -23.11 -94.48 -51.69
77 mx_opt1_absdef_1000_v2 -4.80 -18.79 -54.72 -89.31 -38.30 -109.67 -66.88