strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240329
0 multin_zz500_21001_tp200_rm_blc 60.80 51.10 45.26 123.55 170.46 39.68 -6.75
1 multin_zz500_21001_tp200 53.78 44.07 38.23 116.52 163.44 32.65 -13.77
2 multin_zz500_21001_tp500_rm_blc 49.97 40.27 34.43 112.72 159.64 28.85 -17.57
3 mx_capability 47.45 37.75 31.91 110.20 157.11 26.33 -20.10
4 mx_capability_primitive 47.45 37.75 31.91 110.20 157.11 26.33 -20.10
5 multin_zz500_21001_tp500 46.10 36.40 30.56 108.85 155.77 24.98 -21.45
6 multin_zz1000_61002_overnight_pv_rm_fnd_blc 42.80 33.10 27.26 105.55 152.47 21.68 -24.75
7 multin_zz1000_61004_overnight_pv_rm_fnd_blc 42.80 33.10 27.26 105.55 152.47 21.68 -24.75
8 multin_zz1000_61001_overnight_pv_rm_fnd_blc 42.18 32.48 26.64 104.93 151.84 21.06 -25.37
9 multin_zz1000_21001_tp1000_rm_blc 41.71 32.01 26.17 104.46 151.37 20.59 -25.84
10 multin1_real0_overnight 41.19 31.49 25.65 103.94 150.85 20.07 -26.36
11 multin_zz1000_61003_overnight_pv_rm_fnd_blc 40.77 31.07 25.23 103.52 150.43 19.65 -26.78
12 multin1_real2_overnight 40.77 31.07 25.23 103.52 150.43 19.65 -26.78
13 multin_zz1000_61002_pv_rm_fnd_blc 40.09 30.39 24.55 102.84 149.76 18.97 -27.45
14 multin_zz1000_61004_pv_rm_fnd_blc 40.09 30.39 24.55 102.84 149.76 18.97 -27.45
15 multin_zz1000_61001_pv_rm_fnd_blc 39.60 29.89 24.05 102.34 149.26 18.47 -27.95
16 multin_zz1000_61002_overnight_pv_rm_blc 39.20 29.49 23.65 101.94 148.86 18.07 -28.35
17 multin_zz1000_61004_overnight_pv_rm_blc 39.20 29.49 23.65 101.94 148.86 18.07 -28.35
18 multin_zz1000_61004_pv_rm_blc 39.15 29.45 23.61 101.90 148.82 18.03 -28.40
19 multin_zz1000_61002_pv_rm_blc 39.15 29.45 23.61 101.90 148.82 18.03 -28.40
20 multin_zz1000_21001_tp1000 39.06 29.35 23.51 101.80 148.72 17.93 -28.49
21 mx_resilience_inthandsctrl_amtctrl 37.54 27.83 22.00 100.28 147.20 16.41 -30.01
22 multin1_real2 37.25 27.55 21.71 100.00 146.92 16.13 -30.29
23 multin_zz1000_61003_pv_rm_fnd_blc 37.25 27.55 21.71 100.00 146.92 16.13 -30.29
24 multin_zz1000_61002_overnight_pv_rm_fnd 36.81 27.11 21.27 99.56 146.48 15.69 -30.73
25 multin_zz1000_61004_overnight_pv_rm_fnd 36.81 27.11 21.27 99.56 146.48 15.69 -30.73
26 mx_resilience_inthandsctrl_amtctrl_capctrl 36.65 26.95 21.11 99.40 146.31 15.53 -30.90
27 multin_zz1000_61001_overnight_pv_rm_fnd 36.65 26.94 21.10 99.39 146.31 15.52 -30.90
28 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 36.65 26.95 21.11 99.40 146.31 15.53 -30.90
29 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 36.19 26.49 20.65 98.94 145.85 15.07 -31.36
30 multin_zz1000_61001_overnight_pv_rm_blc 35.51 25.81 19.97 98.26 145.17 14.39 -32.04
31 multin1_real1_overnight 35.50 25.79 19.95 98.24 145.16 14.37 -32.05
32 multin_zz1000_61003_overnight_pv_rm_blc 35.50 25.79 19.95 98.24 145.16 14.37 -32.05
33 multin_zz1000_61001_pv_rm_blc 35.48 25.77 19.93 98.22 145.14 14.35 -32.07
34 multin_zz1000_61003_pv_rm_blc 35.24 25.54 19.70 97.99 144.91 14.12 -32.30
35 multin1_real1 35.24 25.54 19.70 97.99 144.91 14.12 -32.30
36 multin_zz1000_61003_overnight_pv_rm_fnd 34.82 25.12 19.28 97.57 144.49 13.70 -32.73
37 mx_tenacity_ctrlonly 34.75 25.05 19.21 97.50 144.41 13.63 -32.80
38 multin_zz1000_61002_pv 34.59 24.89 19.05 97.34 144.26 13.47 -32.95
39 multin_zz1000_61004_pv 34.59 24.89 19.05 97.34 144.26 13.47 -32.95
40 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 34.51 24.81 18.97 97.26 144.18 13.39 -33.04
41 multin_zz1000_61004_pv_rm_fnd 34.20 24.49 18.65 96.94 143.86 13.07 -33.35
42 multin_zz1000_61002_pv_rm_fnd 34.20 24.49 18.65 96.94 143.86 13.07 -33.35
43 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 34.19 24.49 18.65 96.94 143.86 13.07 -33.36
44 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 34.19 24.49 18.65 96.94 143.86 13.07 -33.36
45 multin_zz1000_61001_pv_rm_fnd 34.14 24.43 18.59 96.88 143.80 13.01 -33.41
46 mx_tenacity_morecapa_ctrlonly 33.97 24.27 18.43 96.72 143.64 12.85 -33.57
47 multin_zz1000_61001_idscapctrl_pv_rm_fnd 33.40 23.70 17.86 96.15 143.06 12.28 -34.15
48 mx_resilience 32.63 22.92 17.08 95.37 142.29 11.50 -34.92
49 mx_resilience_inthandsctrl 32.53 22.83 16.99 95.28 142.20 11.41 -35.01
50 mx_opt3_usual_500_v2 31.82 22.12 16.28 94.57 141.49 10.70 -35.73
51 mx_2023_gen_merge2_filtered_idsctrl 31.80 22.09 16.25 94.54 141.46 10.67 -35.75
52 multin_zz1000_61003_pv_rm_fnd 31.44 21.74 15.90 94.19 141.11 10.32 -36.11
53 multin_zz1000_61002_idscapctrl_pv_rm_fnd 31.23 21.53 15.69 93.98 140.89 10.11 -36.32
54 multin_zz1000_61004_idscapctrl_pv_rm_fnd 31.23 21.53 15.69 93.98 140.89 10.11 -36.32
55 multin_zz1000_61001_pv 30.84 21.14 15.30 93.59 140.51 9.72 -36.70
56 mx_opt3_usual_500_v1 28.99 19.28 13.45 91.73 138.65 7.86 -38.56
57 multin_zz1000_61003_pv 27.71 18.01 12.17 90.46 137.38 6.59 -39.84
58 mx_adaptability 26.78 17.08 11.24 89.53 136.45 5.66 -40.77
59 mx_tenacity_morecapa 26.78 17.07 11.23 89.52 136.44 5.65 -40.77
60 mx_tenacity_morecapa_primitive 26.78 17.07 11.23 89.52 136.44 5.65 -40.77
61 multin1_real0 25.99 16.29 10.45 88.74 135.66 4.87 -41.56
62 mx_tenacity_restrict 25.68 15.98 10.14 88.43 135.35 4.56 -41.87
63 mx_tenacity_restrict_primitive 25.68 15.98 10.14 88.43 135.35 4.56 -41.87
64 mx_opt3_usual_1000_v1 24.19 14.49 8.65 86.94 133.85 3.06 -43.36
65 mx_adaptability_v2 23.59 13.88 8.04 86.33 133.25 2.46 -43.96
66 mx_opt1_absdef_500_v2 22.41 12.70 6.86 85.15 132.07 1.28 -45.14
67 mx_opt3_usual_1000_v2 19.10 9.40 3.56 81.85 128.77 -2.02 -48.44
68 mx_opt2_dyna_1000_v2 17.40 7.69 1.85 80.14 127.06 -3.73 -50.15
69 multin_zz1000_61001_idscapctrl_pv_rm_blc 16.07 6.37 0.53 78.82 125.74 -5.05 -51.48
70 mx_tenacity 15.56 5.86 0.02 78.31 125.22 -5.56 -51.99
71 mx_tenacity_primitive 15.56 5.86 0.02 78.31 125.22 -5.56 -51.99
72 multin_zz1000_61004_idscapctrl_pv_rm_blc 15.28 5.58 -0.26 78.03 124.94 -5.84 -52.27
73 multin_zz1000_61002_idscapctrl_pv_rm_blc 15.28 5.58 -0.26 78.03 124.94 -5.84 -52.27
74 multin_zz1000_61001_idscapctrl_pv 14.60 4.90 -0.94 77.35 124.27 -6.52 -52.94
75 multin_zz1000_61004_idscapctrl_pv 13.69 3.99 -1.85 76.44 123.36 -7.43 -53.86
76 multin_zz1000_61002_idscapctrl_pv 13.69 3.99 -1.85 76.44 123.36 -7.43 -53.86
77 mx_opt2_dyna_500_v2 11.73 2.02 -3.82 74.47 121.39 -9.40 -55.82
78 mx_2023_gen_merge1_filtered_no_idsctrl 10.70 1.00 -4.84 73.45 120.36 -10.42 -56.85
79 mx_gentleness 10.70 1.00 -4.84 73.45 120.36 -10.42 -56.85
80 mx_opt1_absdef_1000_v2 -1.21 -10.91 -16.75 61.54 108.45 -22.33 -68.76