strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240403
0 mx_opt3_usual_500_v2 80.18 38.04 121.41 61.67 25.72 89.86 138.97
1 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 74.56 32.42 115.78 56.04 20.09 84.23 133.34
2 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 73.99 31.85 115.22 55.48 19.53 83.66 132.77
3 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 73.99 31.85 115.22 55.48 19.53 83.66 132.77
4 multin_zz1000_61001_idscapctrl_pv_rm_fnd 71.00 28.86 112.22 52.48 16.53 80.67 129.78
5 multin_zz1000_61004_idscapctrl_pv_rm_fnd 70.08 27.94 111.30 51.56 15.61 79.75 128.86
6 multin_zz1000_61002_idscapctrl_pv_rm_fnd 70.08 27.94 111.30 51.56 15.61 79.75 128.86
7 mx_opt3_usual_500_v1 68.31 26.17 109.53 49.79 13.84 77.98 127.09
8 mx_opt2_dyna_500_v2 65.51 23.38 106.74 47.00 11.05 75.19 124.30
9 mx_tenacity_ctrlonly 59.17 17.03 100.40 40.66 4.71 68.85 117.96
10 mx_tenacity_morecapa_ctrlonly 55.43 13.29 96.65 36.91 0.96 65.10 114.21
11 mx_2023_gen_merge2_filtered_idsctrl 54.98 12.84 96.20 36.46 0.51 64.65 113.76
12 multin1_real0_overnight 50.46 8.32 91.68 31.94 -4.01 60.13 109.24
13 mx_opt1_absdef_500_v2 48.18 6.05 89.41 29.67 -6.28 57.86 106.97
14 multin_zz500_21001_tp200_rm_blc 47.75 5.61 88.97 29.23 -6.72 57.42 106.53
15 multin_zz1000_61001_idscapctrl_pv_rm_blc 46.38 4.24 87.60 27.87 -8.09 56.05 105.16
16 multin_zz1000_61002_idscapctrl_pv_rm_blc 45.77 3.63 86.99 27.25 -8.70 55.44 104.55
17 multin_zz1000_61004_idscapctrl_pv_rm_blc 45.77 3.63 86.99 27.25 -8.70 55.44 104.55
18 multin_zz1000_61001_idscapctrl_pv 44.23 2.09 85.46 25.72 -10.23 53.90 103.02
19 multin_zz1000_61002_idscapctrl_pv 43.36 1.22 84.58 24.84 -11.11 53.03 102.14
20 multin_zz1000_61004_idscapctrl_pv 43.36 1.22 84.58 24.84 -11.11 53.03 102.14
21 multin_zz500_21001_tp200 41.81 -0.33 83.03 23.29 -12.66 51.48 100.59
22 mx_resilience 39.84 -2.30 81.06 21.32 -14.63 49.51 98.62
23 mx_resilience_inthandsctrl 39.74 -2.40 80.96 21.22 -14.73 49.41 98.52
24 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 39.19 -2.94 80.42 20.68 -15.27 48.87 97.98
25 multin1_real0 34.49 -7.65 75.71 15.98 -19.98 44.16 93.27
26 mx_resilience_inthandsctrl_amtctrl 32.98 -9.16 74.20 14.46 -21.49 42.65 91.76
27 mx_resilience_inthandsctrl_amtctrl_capctrl 32.42 -9.72 73.64 13.90 -22.05 42.09 91.20
28 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 32.42 -9.72 73.64 13.90 -22.05 42.09 91.20
29 multin_zz500_21001_tp500_rm_blc 32.11 -10.03 73.33 13.59 -22.36 41.78 90.89
30 mx_gentleness 30.38 -11.76 71.61 11.87 -24.08 40.05 89.17
31 multin_zz500_21001_tp500 28.55 -13.59 69.77 10.04 -25.92 38.22 87.33
32 multin_zz1000_21001_tp1000_rm_blc 27.71 -14.43 68.93 9.19 -26.76 37.38 86.49
33 multin_zz1000_21001_tp1000 25.82 -16.32 67.04 7.30 -28.65 35.49 84.60
34 multin_zz1000_61003_overnight_pv_rm_fnd_blc 22.08 -20.06 63.30 3.56 -32.39 31.75 80.86
35 multin1_real2_overnight 22.08 -20.06 63.30 3.56 -32.39 31.75 80.86
36 multin_zz1000_61003_overnight_pv_rm_fnd 20.34 -21.80 61.56 1.82 -34.13 30.01 79.12
37 mx_adaptability_v2 20.22 -21.92 61.45 1.71 -34.24 29.89 79.01
38 multin_zz1000_61003_pv_rm_fnd_blc 19.93 -22.21 61.15 1.41 -34.54 29.60 78.71
39 multin1_real2 19.93 -22.21 61.15 1.41 -34.54 29.60 78.71
40 multin_zz1000_61004_overnight_pv_rm_fnd_blc 19.57 -22.57 60.80 1.06 -34.89 29.24 78.36
41 multin_zz1000_61002_overnight_pv_rm_fnd_blc 19.57 -22.57 60.80 1.06 -34.89 29.24 78.36
42 multin_zz1000_61001_overnight_pv_rm_fnd_blc 18.92 -23.21 60.15 0.41 -35.54 28.60 77.71
43 multin_zz1000_61003_pv_rm_fnd 18.40 -23.74 59.62 -0.12 -36.07 28.07 77.18
44 multin_zz1000_61002_overnight_pv_rm_fnd 18.01 -24.13 59.23 -0.51 -36.46 27.68 76.79
45 multin_zz1000_61004_overnight_pv_rm_fnd 18.01 -24.13 59.23 -0.51 -36.46 27.68 76.79
46 multin_zz1000_61001_overnight_pv_rm_fnd 17.69 -24.45 58.91 -0.83 -36.78 27.36 76.47
47 multin_zz1000_61002_pv_rm_fnd_blc 17.53 -24.61 58.75 -0.98 -36.94 27.20 76.31
48 multin_zz1000_61004_pv_rm_fnd_blc 17.53 -24.61 58.75 -0.98 -36.94 27.20 76.31
49 multin_zz1000_61001_pv_rm_fnd_blc 16.96 -25.18 58.19 -1.55 -37.50 26.63 75.75
50 multin_zz1000_61004_pv_rm_fnd 16.16 -25.98 57.38 -2.36 -38.31 25.83 74.94
51 multin_zz1000_61002_pv_rm_fnd 16.16 -25.98 57.38 -2.36 -38.31 25.83 74.94
52 mx_adaptability 16.15 -25.99 57.37 -2.37 -38.32 25.82 74.93
53 mx_tenacity_morecapa_primitive 16.12 -26.02 57.34 -2.40 -38.35 25.79 74.90
54 mx_tenacity_morecapa 16.12 -26.02 57.34 -2.40 -38.35 25.79 74.90
55 multin_zz1000_61001_pv_rm_fnd 15.89 -26.25 57.11 -2.63 -38.58 25.56 74.67
56 multin1_real1_overnight 12.07 -30.07 53.29 -6.45 -42.40 21.74 70.85
57 multin1_real1 12.07 -30.07 53.29 -6.45 -42.40 21.74 70.85
58 multin_zz1000_61003_overnight_pv_rm_blc 12.07 -30.07 53.29 -6.45 -42.40 21.74 70.85
59 multin_zz1000_61003_pv_rm_blc 12.07 -30.07 53.29 -6.45 -42.40 21.74 70.85
60 mx_opt3_usual_1000_v1 7.36 -34.78 48.59 -11.15 -47.10 17.03 66.15
61 multin_zz1000_61004_pv_rm_blc 6.98 -35.16 48.20 -11.54 -47.49 16.65 65.76
62 multin_zz1000_61002_pv_rm_blc 6.98 -35.16 48.20 -11.54 -47.49 16.65 65.76
63 multin_zz1000_61004_overnight_pv_rm_blc 6.95 -35.19 48.17 -11.57 -47.52 16.62 65.73
64 multin_zz1000_61002_overnight_pv_rm_blc 6.95 -35.19 48.17 -11.57 -47.52 16.62 65.73
65 multin_zz1000_61003_pv 6.92 -35.22 48.14 -11.60 -47.55 16.59 65.70
66 mx_capability 6.36 -35.78 47.59 -12.15 -48.10 16.03 65.15
67 mx_capability_primitive 6.36 -35.78 47.59 -12.15 -48.10 16.03 65.15
68 mx_tenacity_restrict_primitive 6.21 -35.93 47.43 -12.30 -48.25 15.88 64.99
69 mx_tenacity_restrict 6.21 -35.93 47.43 -12.30 -48.25 15.88 64.99
70 mx_opt2_dyna_1000_v2 5.46 -36.68 46.69 -13.05 -49.00 15.13 64.25
71 multin_zz1000_61001_pv_rm_blc 5.45 -36.69 46.67 -13.07 -49.02 15.12 64.23
72 multin_zz1000_61001_overnight_pv_rm_blc 5.42 -36.72 46.65 -13.09 -49.04 15.09 64.20
73 mx_opt3_usual_1000_v2 4.58 -37.56 45.80 -13.93 -49.89 14.25 63.36
74 multin_zz1000_61002_pv 3.10 -39.04 44.32 -15.42 -51.37 12.77 61.88
75 multin_zz1000_61004_pv 3.10 -39.04 44.32 -15.42 -51.37 12.77 61.88
76 multin_zz1000_61001_pv 2.60 -39.54 43.82 -15.92 -51.87 12.27 61.38
77 mx_2023_gen_merge1_filtered_no_idsctrl 2.30 -39.84 43.52 -16.22 -52.17 11.97 61.08
78 mx_opt1_absdef_1000_v2 -5.61 -47.75 35.62 -24.12 -60.07 4.06 53.18
79 mx_tenacity -16.19 -58.33 25.04 -34.70 -70.65 -6.52 42.60
80 mx_tenacity_primitive -16.19 -58.33 25.04 -34.70 -70.65 -6.52 42.60