strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240402
0 mx_2023_gen_merge1_filtered_no_idsctrl 190.81 177.45 122.45 182.07 140.43 78.84 64.87
1 mx_gentleness 190.81 177.45 122.45 182.07 140.43 78.84 64.87
2 mx_resilience 168.33 154.98 99.97 159.59 117.96 56.37 42.39
3 mx_resilience_inthandsctrl 168.25 154.89 99.89 159.51 117.87 56.28 42.31
4 mx_resilience_inthandsctrl_amtctrl 147.50 134.15 79.14 138.76 97.13 35.54 21.56
5 multin_zz1000_61004_overnight_pv_rm_blc 145.29 131.94 76.93 136.55 94.92 33.33 19.35
6 multin_zz1000_61002_overnight_pv_rm_blc 145.29 131.94 76.93 136.55 94.92 33.33 19.35
7 multin_zz1000_61002_pv_rm_blc 145.24 131.89 76.88 136.50 94.87 33.28 19.30
8 multin_zz1000_61004_pv_rm_blc 145.24 131.89 76.88 136.50 94.87 33.28 19.30
9 multin_zz1000_61002_pv 144.46 131.10 76.10 135.72 94.08 32.49 18.52
10 multin_zz1000_61004_pv 144.46 131.10 76.10 135.72 94.08 32.49 18.52
11 multin_zz1000_61003_pv 142.69 129.33 74.33 133.95 92.31 30.72 16.75
12 multin1_real1_overnight 142.59 129.24 74.23 133.85 92.22 30.63 16.65
13 multin_zz1000_61003_overnight_pv_rm_blc 142.59 129.24 74.23 133.85 92.22 30.63 16.65
14 multin_zz1000_61003_pv_rm_blc 142.55 129.20 74.19 133.82 92.18 30.59 16.62
15 multin1_real1 142.55 129.20 74.19 133.82 92.18 30.59 16.62
16 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 141.65 128.29 73.29 132.91 91.27 29.68 15.71
17 mx_resilience_inthandsctrl_amtctrl_capctrl 141.65 128.29 73.29 132.91 91.27 29.68 15.71
18 mx_tenacity 130.73 117.38 62.37 121.99 80.36 18.77 4.79
19 mx_tenacity_primitive 130.73 117.38 62.37 121.99 80.36 18.77 4.79
20 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 129.59 116.24 61.23 120.85 79.22 17.63 3.65
21 multin_zz1000_61001_overnight_pv_rm_blc 127.25 113.90 58.89 118.51 76.88 15.29 1.31
22 multin_zz1000_61001_pv_rm_blc 127.21 113.85 58.85 118.47 76.83 15.24 1.27
23 multin_zz1000_61001_pv 126.62 113.27 58.26 117.89 76.25 14.66 0.69
24 mx_capability_primitive 117.17 103.81 48.81 108.43 66.79 5.20 -8.77
25 mx_capability 117.17 103.81 48.81 108.43 66.79 5.20 -8.77
26 mx_tenacity_morecapa 114.55 101.20 46.19 105.82 64.18 2.59 -11.38
27 mx_tenacity_morecapa_primitive 114.55 101.20 46.19 105.82 64.18 2.59 -11.38
28 mx_adaptability 114.49 101.14 46.14 105.76 64.12 2.53 -11.44
29 mx_tenacity_restrict 114.25 100.89 45.89 105.51 63.87 2.28 -11.69
30 mx_tenacity_restrict_primitive 114.25 100.89 45.89 105.51 63.87 2.28 -11.69
31 multin_zz1000_61003_overnight_pv_rm_fnd 97.98 84.62 29.62 89.24 47.60 -13.99 -27.96
32 multin_zz1000_61003_pv_rm_fnd 97.79 84.44 29.43 89.05 47.42 -14.17 -28.15
33 multin_zz1000_61002_pv_rm_fnd 95.53 82.18 27.17 86.79 45.16 -16.43 -30.40
34 multin_zz1000_61004_pv_rm_fnd 95.53 82.18 27.17 86.79 45.16 -16.43 -30.40
35 multin1_real2_overnight 95.18 81.83 26.82 86.44 44.80 -16.78 -30.76
36 multin_zz1000_61003_overnight_pv_rm_fnd_blc 95.18 81.83 26.82 86.44 44.80 -16.78 -30.76
37 multin_zz1000_61004_overnight_pv_rm_fnd 95.08 81.72 26.72 86.34 44.70 -16.89 -30.86
38 multin_zz1000_61002_overnight_pv_rm_fnd 95.08 81.72 26.72 86.34 44.70 -16.89 -30.86
39 multin1_real2 94.84 81.49 26.48 86.10 44.47 -17.12 -31.09
40 multin_zz1000_61003_pv_rm_fnd_blc 94.84 81.49 26.48 86.10 44.47 -17.12 -31.09
41 multin_zz1000_61002_pv_rm_fnd_blc 92.81 79.46 24.45 84.07 42.44 -19.15 -33.13
42 multin_zz1000_61004_pv_rm_fnd_blc 92.81 79.46 24.45 84.07 42.44 -19.15 -33.13
43 multin_zz1000_61002_overnight_pv_rm_fnd_blc 92.51 79.15 24.15 83.77 42.13 -19.46 -33.43
44 multin_zz1000_61004_overnight_pv_rm_fnd_blc 92.51 79.15 24.15 83.77 42.13 -19.46 -33.43
45 multin_zz1000_61001_pv_rm_fnd 90.53 77.18 22.17 81.79 40.16 -21.43 -35.41
46 multin_zz1000_61001_overnight_pv_rm_fnd 90.49 77.13 22.13 81.75 40.11 -21.48 -35.45
47 multin_zz1000_61001_overnight_pv_rm_fnd_blc 88.50 75.14 20.14 79.76 38.12 -23.47 -37.44
48 multin_zz1000_61001_pv_rm_fnd_blc 88.36 75.01 20.00 79.62 37.99 -23.60 -37.58
49 mx_adaptability_v2 87.93 74.57 19.57 79.19 37.55 -24.04 -38.01
50 multin_zz500_21001_tp200 86.22 72.87 17.86 77.48 35.85 -25.74 -39.72
51 mx_2023_gen_merge2_filtered_idsctrl 80.52 67.17 12.16 71.78 30.15 -31.44 -45.42
52 multin_zz500_21001_tp200_rm_blc 79.96 66.61 11.60 71.22 29.59 -32.00 -45.97
53 multin_zz500_21001_tp500 79.41 66.06 11.05 70.67 29.04 -32.55 -46.53
54 multin1_real0_overnight 77.92 64.57 9.56 69.18 27.55 -34.04 -48.02
55 multin_zz1000_21001_tp1000 77.35 63.99 8.99 68.61 26.97 -34.62 -48.59
56 multin_zz500_21001_tp500_rm_blc 75.18 61.83 6.82 66.44 24.81 -36.78 -50.76
57 multin_zz1000_21001_tp1000_rm_blc 74.45 61.10 6.09 65.71 24.08 -37.51 -51.49
58 mx_tenacity_ctrlonly 74.17 60.81 5.81 65.43 23.79 -37.80 -51.77
59 mx_opt3_usual_500_v1 73.79 60.44 5.43 65.05 23.42 -38.17 -52.15
60 mx_tenacity_morecapa_ctrlonly 73.25 59.90 4.89 64.51 22.88 -38.71 -52.69
61 multin_zz1000_61002_idscapctrl_pv_rm_fnd 69.16 55.81 0.80 60.43 18.79 -42.80 -56.77
62 multin_zz1000_61004_idscapctrl_pv_rm_fnd 69.16 55.81 0.80 60.43 18.79 -42.80 -56.77
63 multin_zz1000_61001_idscapctrl_pv_rm_fnd 67.53 54.18 -0.83 58.79 17.16 -44.43 -58.40
64 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 64.47 51.12 -3.89 55.73 14.09 -47.49 -61.47
65 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 64.47 51.12 -3.89 55.73 14.09 -47.49 -61.47
66 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 63.33 49.98 -5.03 54.59 12.96 -48.63 -62.61
67 multin1_real0 62.91 49.56 -5.45 54.17 12.54 -49.05 -63.03
68 mx_opt3_usual_500_v2 53.41 40.06 -14.95 44.67 3.04 -58.55 -72.52
69 mx_opt2_dyna_500_v2 44.71 31.35 -23.65 35.97 -5.67 -67.26 -81.23
70 mx_opt3_usual_1000_v1 44.30 30.95 -24.06 35.56 -6.07 -67.66 -81.63
71 multin_zz1000_61002_idscapctrl_pv 42.17 28.82 -26.19 33.43 -8.21 -69.79 -83.77
72 multin_zz1000_61004_idscapctrl_pv 42.17 28.82 -26.19 33.43 -8.21 -69.79 -83.77
73 multin_zz1000_61001_idscapctrl_pv 39.70 26.35 -28.66 30.96 -10.68 -72.26 -86.24
74 multin_zz1000_61004_idscapctrl_pv_rm_blc 38.65 25.29 -29.71 29.91 -11.73 -73.31 -87.29
75 multin_zz1000_61002_idscapctrl_pv_rm_blc 38.65 25.29 -29.71 29.91 -11.73 -73.31 -87.29
76 mx_opt2_dyna_1000_v2 38.30 24.95 -30.06 29.56 -12.07 -73.66 -87.63
77 multin_zz1000_61001_idscapctrl_pv_rm_blc 36.62 23.26 -31.74 27.88 -13.76 -75.35 -89.32
78 mx_opt3_usual_1000_v2 33.06 19.71 -35.30 24.32 -17.31 -78.90 -92.87
79 mx_opt1_absdef_500_v2 14.81 1.46 -53.55 6.07 -35.56 -97.15 -111.13
80 mx_opt1_absdef_1000_v2 -7.61 -20.97 -75.97 -16.35 -57.99 -119.58 -133.55