strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240411
0 mx_opt3_usual_500_v1 62.38 36.42 68.29 87.67 86.35 62.16 67.95
1 mx_opt3_usual_500_v2 62.04 36.08 67.95 87.33 86.01 61.82 67.61
2 mx_opt2_dyna_500_v2 61.40 35.44 67.31 86.69 85.37 61.18 66.97
3 mx_opt3_usual_1000_v1 45.04 19.09 50.95 70.33 69.01 44.82 50.62
4 multin_zz1000_61002_overnight_pv_rm_fnd_blc 44.67 18.71 50.58 69.96 68.64 44.45 50.24
5 multin_zz1000_61004_overnight_pv_rm_fnd_blc 44.67 18.71 50.58 69.96 68.64 44.45 50.24
6 multin_zz1000_61002_pv_rm_fnd_blc 42.85 16.90 48.76 68.14 66.82 42.63 48.42
7 multin_zz1000_61004_pv_rm_fnd_blc 42.85 16.90 48.76 68.14 66.82 42.63 48.42
8 multin1_real2_overnight 42.68 16.72 48.59 67.97 66.64 42.46 48.25
9 multin_zz1000_61003_overnight_pv_rm_fnd_blc 42.68 16.72 48.59 67.97 66.64 42.46 48.25
10 multin_zz1000_61001_overnight_pv_rm_fnd_blc 42.13 16.18 48.04 67.43 66.10 41.91 47.71
11 multin1_real0_overnight 42.08 16.13 47.99 67.37 66.05 41.86 47.65
12 multin1_real0 42.08 16.13 47.99 67.37 66.05 41.86 47.65
13 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 42.08 16.13 47.99 67.37 66.05 41.86 47.65
14 multin_zz1000_61001_idscapctrl_pv_rm_fnd 41.02 15.06 46.93 66.31 64.99 40.80 46.59
15 multin_zz1000_61003_pv_rm_fnd_blc 40.87 14.91 46.78 66.16 64.84 40.65 46.44
16 multin1_real2 40.87 14.91 46.78 66.16 64.84 40.65 46.44
17 multin_zz500_21001_tp200_rm_blc 40.68 14.72 46.59 65.97 64.65 40.46 46.25
18 multin_zz1000_61004_overnight_pv_rm_fnd 40.59 14.63 46.50 65.88 64.56 40.37 46.16
19 multin_zz1000_61002_overnight_pv_rm_fnd 40.59 14.63 46.50 65.88 64.56 40.37 46.16
20 multin_zz1000_61002_pv_rm_fnd 40.53 14.58 46.44 65.82 64.50 40.31 46.10
21 multin_zz1000_61004_pv_rm_fnd 40.53 14.58 46.44 65.82 64.50 40.31 46.10
22 mx_tenacity_ctrlonly 40.41 14.46 46.32 65.71 64.38 40.19 45.99
23 multin_zz1000_61001_pv_rm_fnd_blc 40.36 14.41 46.27 65.65 64.33 40.14 45.94
24 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 40.28 14.33 46.20 65.58 64.25 40.06 45.86
25 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 40.28 14.33 46.20 65.58 64.25 40.06 45.86
26 mx_opt3_usual_1000_v2 39.97 14.02 45.88 65.27 63.94 39.75 45.55
27 mx_opt2_dyna_1000_v2 39.68 13.72 45.59 64.97 63.64 39.46 45.25
28 multin_zz1000_61002_idscapctrl_pv_rm_fnd 39.16 13.21 45.08 64.46 63.13 38.94 44.74
29 multin_zz1000_61004_idscapctrl_pv_rm_fnd 39.16 13.21 45.08 64.46 63.13 38.94 44.74
30 multin_zz1000_61003_overnight_pv_rm_fnd 38.83 12.88 44.75 64.13 62.80 38.61 44.41
31 multin_zz1000_61003_pv_rm_fnd 38.63 12.68 44.54 63.92 62.60 38.41 44.21
32 multin_zz1000_61001_overnight_pv_rm_fnd 38.58 12.63 44.49 63.88 62.55 38.36 44.16
33 multin_zz1000_61001_pv_rm_fnd 38.54 12.58 44.45 63.83 62.50 38.32 44.11
34 multin_zz500_21001_tp200 38.07 12.11 43.98 63.36 62.03 37.85 43.64
35 multin_zz500_21001_tp500_rm_blc 38.06 12.11 43.97 63.35 62.03 37.84 43.63
36 mx_tenacity_restrict_primitive 37.34 11.39 43.25 62.63 61.31 37.12 42.91
37 mx_tenacity_restrict 37.34 11.39 43.25 62.63 61.31 37.12 42.91
38 multin_zz1000_61002_overnight_pv_rm_blc 36.42 10.46 42.33 61.71 60.39 36.20 41.99
39 multin_zz1000_61004_overnight_pv_rm_blc 36.42 10.46 42.33 61.71 60.39 36.20 41.99
40 multin_zz500_21001_tp500 36.16 10.21 42.07 61.45 60.13 35.94 41.74
41 mx_opt1_absdef_500_v2 35.63 9.67 41.54 60.92 59.60 35.41 41.20
42 multin1_real1_overnight 35.26 9.31 41.17 60.55 59.23 35.04 40.83
43 multin_zz1000_61003_overnight_pv_rm_blc 35.26 9.31 41.17 60.55 59.23 35.04 40.83
44 mx_adaptability_v2 35.05 9.09 40.96 60.34 59.02 34.83 40.62
45 mx_resilience 35.02 9.06 40.93 60.31 58.99 34.80 40.59
46 mx_resilience_inthandsctrl 34.98 9.02 40.89 60.27 58.94 34.76 40.55
47 mx_tenacity_primitive 34.91 8.96 40.83 60.21 58.88 34.69 40.49
48 mx_tenacity 34.91 8.96 40.83 60.21 58.88 34.69 40.49
49 mx_resilience_inthandsctrl_amtctrl 34.08 8.13 39.99 59.37 58.05 33.86 39.66
50 mx_tenacity_morecapa 33.76 7.80 39.67 59.05 57.72 33.53 39.33
51 mx_adaptability 33.76 7.80 39.67 59.05 57.72 33.53 39.33
52 mx_tenacity_morecapa_primitive 33.76 7.80 39.67 59.05 57.72 33.53 39.33
53 multin_zz1000_21001_tp1000_rm_blc 33.63 7.68 39.54 58.92 57.60 33.41 39.20
54 multin_zz1000_61001_overnight_pv_rm_blc 33.43 7.47 39.34 58.72 57.40 33.21 39.00
55 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 32.84 6.88 38.75 58.13 56.80 32.62 38.41
56 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 32.83 6.87 38.74 58.12 56.80 32.61 38.40
57 mx_resilience_inthandsctrl_amtctrl_capctrl 32.83 6.87 38.74 58.12 56.80 32.61 38.40
58 multin_zz1000_21001_tp1000 32.19 6.24 38.10 57.48 56.16 31.97 37.76
59 multin_zz1000_61004_pv_rm_blc 32.07 6.11 37.98 57.36 56.03 31.85 37.64
60 multin_zz1000_61002_pv_rm_blc 32.07 6.11 37.98 57.36 56.03 31.85 37.64
61 mx_capability_primitive 31.56 5.60 37.47 56.85 55.53 31.34 37.13
62 mx_capability 31.56 5.60 37.47 56.85 55.53 31.34 37.13
63 multin1_real1 31.21 5.26 37.12 56.50 55.18 30.99 36.78
64 multin_zz1000_61003_pv_rm_blc 31.21 5.26 37.12 56.50 55.18 30.99 36.78
65 multin_zz1000_61002_pv 30.01 4.06 35.92 55.30 53.98 29.79 35.58
66 multin_zz1000_61004_pv 30.01 4.06 35.92 55.30 53.98 29.79 35.58
67 multin_zz1000_61001_pv_rm_blc 29.47 3.52 35.39 54.77 53.44 29.25 35.05
68 multin_zz1000_61001_pv 29.31 3.35 35.22 54.60 53.27 29.09 34.88
69 mx_2023_gen_merge2_filtered_idsctrl 28.22 2.27 34.13 53.51 52.19 28.00 33.80
70 multin_zz1000_61003_pv 27.31 1.35 33.22 52.60 51.28 27.09 32.88
71 mx_tenacity_morecapa_ctrlonly 24.70 -1.25 30.62 50.00 48.67 24.48 30.28
72 multin_zz1000_61001_idscapctrl_pv_rm_blc 23.77 -2.18 29.68 49.06 47.74 23.55 29.34
73 multin_zz1000_61001_idscapctrl_pv 23.09 -2.86 29.01 48.39 47.06 22.87 28.67
74 multin_zz1000_61002_idscapctrl_pv_rm_blc 22.32 -3.63 28.23 47.62 46.29 22.10 27.90
75 multin_zz1000_61004_idscapctrl_pv_rm_blc 22.32 -3.63 28.23 47.62 46.29 22.10 27.90
76 multin_zz1000_61004_idscapctrl_pv 21.54 -4.42 27.45 46.83 45.51 21.32 27.11
77 multin_zz1000_61002_idscapctrl_pv 21.54 -4.42 27.45 46.83 45.51 21.32 27.11
78 mx_gentleness 20.68 -5.27 26.59 45.97 44.65 20.46 26.25
79 mx_2023_gen_merge1_filtered_no_idsctrl 15.55 -10.41 21.46 40.84 39.52 15.33 21.12
80 mx_opt1_absdef_1000_v2 7.13 -18.83 13.04 32.42 31.10 6.91 12.70