strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240328
0 mx_tenacity_primitive 52.51 142.63 8.24 220.90 272.79 -19.77 -26.51
1 mx_tenacity 52.51 142.63 8.24 220.90 272.79 -19.77 -26.51
2 multin_zz1000_61002_overnight_pv_rm_blc 37.79 127.91 -6.48 206.17 258.07 -34.49 -41.24
3 multin_zz1000_61004_overnight_pv_rm_blc 37.79 127.91 -6.48 206.17 258.07 -34.49 -41.24
4 multin_zz1000_61004_pv_rm_blc 37.70 127.81 -6.58 206.08 257.98 -34.59 -41.33
5 multin_zz1000_61002_pv_rm_blc 37.70 127.81 -6.58 206.08 257.98 -34.59 -41.33
6 mx_resilience_inthandsctrl_amtctrl 33.90 124.02 -10.37 202.29 254.18 -38.38 -45.12
7 mx_resilience_inthandsctrl_amtctrl_capctrl 33.54 123.66 -10.73 201.93 253.82 -38.74 -45.48
8 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 33.54 123.66 -10.73 201.93 253.82 -38.74 -45.48
9 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 33.23 123.35 -11.04 201.61 253.51 -39.05 -45.80
10 multin_zz1000_61002_pv 33.20 123.32 -11.07 201.59 253.48 -39.08 -45.82
11 multin_zz1000_61004_pv 33.20 123.32 -11.07 201.59 253.48 -39.08 -45.82
12 multin_zz1000_61001_pv_rm_blc 32.57 122.68 -11.71 200.95 252.85 -39.72 -46.46
13 multin_zz1000_61001_overnight_pv_rm_blc 32.50 122.62 -11.77 200.89 252.79 -39.78 -46.52
14 mx_opt1_absdef_1000_v2 30.47 120.59 -13.80 198.86 250.75 -41.81 -48.55
15 multin_zz1000_61001_pv 28.61 118.73 -15.66 196.99 248.89 -43.67 -50.42
16 multin1_real1_overnight 24.66 114.78 -19.61 193.05 244.95 -47.62 -54.36
17 multin_zz1000_61003_overnight_pv_rm_blc 24.66 114.78 -19.61 193.05 244.95 -47.62 -54.36
18 multin_zz1000_61003_pv_rm_blc 24.40 114.52 -19.87 192.79 244.69 -47.88 -54.62
19 multin1_real1 24.40 114.52 -19.87 192.79 244.69 -47.88 -54.62
20 mx_resilience_inthandsctrl 22.82 112.94 -21.45 191.20 243.10 -49.46 -56.21
21 mx_resilience 22.71 112.83 -21.56 191.10 242.99 -49.57 -56.31
22 mx_capability_primitive 21.56 111.68 -22.71 189.95 241.85 -50.72 -57.46
23 mx_capability 21.56 111.68 -22.71 189.95 241.85 -50.72 -57.46
24 multin_zz1000_61003_pv 17.89 108.00 -26.39 186.27 238.17 -54.40 -61.14
25 multin_zz1000_61004_pv_rm_fnd_blc 14.15 104.27 -30.12 182.54 234.44 -58.13 -64.87
26 multin_zz1000_61002_pv_rm_fnd_blc 14.15 104.27 -30.12 182.54 234.44 -58.13 -64.87
27 multin_zz1000_61002_overnight_pv_rm_fnd_blc 13.11 103.23 -31.16 181.50 233.39 -59.17 -65.91
28 multin_zz1000_61004_overnight_pv_rm_fnd_blc 13.11 103.23 -31.16 181.50 233.39 -59.17 -65.91
29 mx_2023_gen_merge1_filtered_no_idsctrl 11.76 101.88 -32.51 180.15 232.04 -60.52 -67.26
30 mx_gentleness 11.76 101.88 -32.51 180.15 232.04 -60.52 -67.26
31 multin_zz1000_61001_pv_rm_fnd_blc 10.66 100.78 -33.61 179.05 230.94 -61.62 -68.36
32 multin_zz1000_61002_pv_rm_fnd 9.62 99.73 -34.66 178.00 229.90 -62.67 -69.41
33 multin_zz1000_61004_pv_rm_fnd 9.62 99.73 -34.66 178.00 229.90 -62.67 -69.41
34 multin_zz1000_61004_overnight_pv_rm_fnd 8.90 99.02 -35.37 177.29 229.18 -63.38 -70.12
35 multin_zz1000_61002_overnight_pv_rm_fnd 8.90 99.02 -35.37 177.29 229.18 -63.38 -70.12
36 mx_tenacity_morecapa_primitive 8.58 98.70 -35.69 176.97 228.86 -63.70 -70.44
37 mx_tenacity_morecapa 8.58 98.70 -35.69 176.97 228.86 -63.70 -70.44
38 mx_adaptability 8.57 98.69 -35.70 176.96 228.86 -63.71 -70.45
39 multin_zz1000_61001_overnight_pv_rm_fnd_blc 8.14 98.26 -36.13 176.53 228.42 -64.14 -70.88
40 multin_zz1000_61001_pv_rm_fnd 6.74 96.86 -37.53 175.13 227.02 -65.54 -72.28
41 multin_zz1000_61001_overnight_pv_rm_fnd 4.61 94.73 -39.66 173.00 224.89 -67.67 -74.41
42 mx_tenacity_restrict 4.12 94.23 -40.16 172.50 224.40 -68.17 -74.91
43 mx_tenacity_restrict_primitive 4.12 94.23 -40.16 172.50 224.40 -68.17 -74.91
44 multin_zz1000_61003_pv_rm_fnd_blc 0.70 90.82 -43.57 169.09 220.98 -71.58 -78.32
45 multin1_real2 0.70 90.82 -43.57 169.09 220.98 -71.58 -78.32
46 multin1_real2_overnight 0.23 90.35 -44.04 168.62 220.51 -72.05 -78.79
47 multin_zz1000_61003_overnight_pv_rm_fnd_blc 0.23 90.35 -44.04 168.62 220.51 -72.05 -78.79
48 mx_adaptability_v2 -2.85 87.27 -47.12 165.54 217.43 -75.13 -81.87
49 multin_zz1000_61003_pv_rm_fnd -4.57 85.55 -48.84 163.82 215.72 -76.85 -83.59
50 multin_zz1000_61003_overnight_pv_rm_fnd -4.73 85.38 -49.01 163.65 215.55 -77.02 -83.76
51 multin_zz1000_21001_tp1000_rm_blc -15.03 75.08 -59.31 153.35 205.25 -87.32 -94.06
52 mx_opt3_usual_1000_v1 -16.01 74.11 -60.28 152.38 204.28 -88.29 -95.03
53 multin_zz1000_21001_tp1000 -17.67 72.45 -61.94 150.72 202.62 -89.95 -96.69
54 mx_opt3_usual_1000_v2 -19.73 70.38 -64.01 148.65 200.55 -92.02 -98.76
55 multin_zz500_21001_tp500_rm_blc -21.99 68.13 -66.26 146.40 198.30 -94.27 -101.01
56 mx_opt2_dyna_1000_v2 -23.45 66.67 -67.72 144.94 196.83 -95.73 -102.47
57 multin_zz500_21001_tp500 -24.31 65.81 -68.58 144.08 195.97 -96.59 -103.33
58 mx_2023_gen_merge2_filtered_idsctrl -27.38 62.74 -71.65 141.01 192.91 -99.66 -106.40
59 multin1_real0 -28.64 61.48 -72.91 139.75 191.65 -100.92 -107.66
60 multin1_real0_overnight -29.86 60.26 -74.13 138.53 190.42 -102.14 -108.88
61 mx_tenacity_ctrlonly -31.51 58.61 -75.78 136.87 188.77 -103.79 -110.53
62 multin_zz500_21001_tp200_rm_blc -32.09 58.03 -76.36 136.30 188.20 -104.37 -111.11
63 mx_tenacity_morecapa_ctrlonly -33.04 57.08 -77.31 135.35 187.24 -105.32 -112.06
64 multin_zz500_21001_tp200 -35.08 55.03 -79.36 133.30 185.20 -107.37 -114.11
65 multin_zz1000_61002_idscapctrl_pv_rm_blc -52.38 37.73 -96.66 116.00 167.90 -124.67 -131.41
66 multin_zz1000_61004_idscapctrl_pv_rm_blc -52.38 37.73 -96.66 116.00 167.90 -124.67 -131.41
67 multin_zz1000_61002_idscapctrl_pv -53.16 36.95 -97.44 115.22 167.12 -125.45 -132.19
68 multin_zz1000_61004_idscapctrl_pv -53.16 36.95 -97.44 115.22 167.12 -125.45 -132.19
69 multin_zz1000_61001_idscapctrl_pv_rm_blc -55.56 34.56 -99.83 112.83 164.73 -127.84 -134.58
70 multin_zz1000_61001_idscapctrl_pv -56.08 34.03 -100.36 112.30 164.20 -128.37 -135.11
71 mx_opt3_usual_500_v1 -64.04 26.08 -108.31 104.35 156.25 -136.32 -143.06
72 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -64.67 25.45 -108.94 103.72 155.61 -136.95 -143.69
73 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -64.67 25.45 -108.94 103.72 155.61 -136.95 -143.69
74 multin_zz1000_61002_idscapctrl_pv_rm_fnd -65.18 24.94 -109.45 103.21 155.10 -137.46 -144.20
75 multin_zz1000_61004_idscapctrl_pv_rm_fnd -65.18 24.94 -109.45 103.21 155.10 -137.46 -144.20
76 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -66.67 23.44 -110.95 101.71 153.61 -138.96 -145.70
77 multin_zz1000_61001_idscapctrl_pv_rm_fnd -66.87 23.25 -111.14 101.51 153.41 -139.15 -145.90
78 mx_opt2_dyna_500_v2 -71.75 18.36 -116.03 96.63 148.53 -144.04 -150.78
79 mx_opt3_usual_500_v2 -78.31 11.80 -122.59 90.07 141.97 -150.60 -157.34
80 mx_opt1_absdef_500_v2 -81.77 8.34 -126.05 86.61 138.51 -154.06 -160.80