strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240412
0 mx_opt2_dyna_500_v2 79.70 49.60 96.69 84.28 3.22 82.13 69.55
1 mx_opt3_usual_500_v2 74.63 44.53 91.63 79.21 -1.85 77.07 64.49
2 mx_opt3_usual_500_v1 64.02 33.92 81.02 68.60 -12.46 66.45 53.87
3 mx_tenacity_ctrlonly 49.99 19.89 66.98 54.57 -26.49 52.42 39.84
4 mx_opt1_absdef_500_v2 44.31 14.21 61.30 48.89 -32.18 46.74 34.16
5 mx_tenacity_morecapa_ctrlonly 41.93 11.83 58.92 46.51 -34.55 44.36 31.78
6 multin_zz1000_61001_idscapctrl_pv_rm_blc 37.84 7.74 54.84 42.42 -38.64 40.28 27.70
7 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 37.49 7.39 54.49 42.07 -38.99 39.93 27.34
8 multin1_real0 37.49 7.39 54.49 42.07 -38.99 39.93 27.34
9 multin1_real0_overnight 37.49 7.39 54.49 42.07 -38.99 39.93 27.34
10 multin_zz1000_61001_idscapctrl_pv 34.79 4.69 51.79 39.37 -41.69 37.22 24.64
11 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 34.06 3.96 51.06 38.64 -42.42 36.49 23.91
12 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 34.06 3.96 51.06 38.64 -42.42 36.49 23.91
13 multin_zz1000_61002_idscapctrl_pv_rm_blc 33.59 3.49 50.59 38.17 -42.89 36.02 23.44
14 multin_zz1000_61004_idscapctrl_pv_rm_blc 33.59 3.49 50.59 38.17 -42.89 36.02 23.44
15 multin_zz1000_61001_idscapctrl_pv_rm_fnd 33.44 3.34 50.43 38.02 -43.04 35.87 23.29
16 mx_adaptability_v2 32.09 1.99 49.08 36.67 -44.39 34.52 21.94
17 multin_zz1000_61004_idscapctrl_pv 30.28 0.18 47.28 34.86 -46.20 32.71 20.13
18 multin_zz1000_61002_idscapctrl_pv 30.28 0.18 47.28 34.86 -46.20 32.71 20.13
19 multin_zz1000_61004_idscapctrl_pv_rm_fnd 29.77 -0.33 46.76 34.35 -46.71 32.20 19.62
20 multin_zz1000_61002_idscapctrl_pv_rm_fnd 29.77 -0.33 46.76 34.35 -46.71 32.20 19.62
21 multin_zz1000_61001_overnight_pv_rm_blc 29.55 -0.55 46.55 34.13 -46.93 31.98 19.40
22 multin_zz1000_61001_pv_rm_blc 29.51 -0.59 46.50 34.09 -46.97 31.94 19.36
23 mx_2023_gen_merge2_filtered_idsctrl 28.22 -1.88 45.21 32.80 -48.27 30.65 18.07
24 mx_adaptability 27.01 -3.09 44.01 31.59 -49.47 29.45 16.87
25 mx_tenacity_morecapa 27.01 -3.09 44.01 31.59 -49.47 29.45 16.87
26 mx_tenacity_morecapa_primitive 27.01 -3.09 44.01 31.59 -49.47 29.45 16.87
27 multin_zz1000_61001_pv_rm_fnd_blc 24.35 -5.75 41.34 28.93 -52.13 26.78 14.20
28 multin_zz1000_61001_overnight_pv_rm_fnd_blc 24.07 -6.03 41.07 28.65 -52.41 26.51 13.93
29 mx_tenacity_restrict_primitive 24.00 -6.10 40.99 28.58 -52.48 26.43 13.85
30 mx_tenacity_restrict 24.00 -6.10 40.99 28.58 -52.48 26.43 13.85
31 multin_zz500_21001_tp200_rm_blc 23.19 -6.91 40.19 27.77 -53.29 25.63 13.04
32 multin_zz1000_61001_pv 21.97 -8.13 38.96 26.55 -54.52 24.40 11.82
33 multin_zz1000_61001_pv_rm_fnd 19.23 -10.87 36.23 23.81 -57.25 21.67 9.08
34 multin_zz1000_61001_overnight_pv_rm_fnd 18.82 -11.28 35.82 23.40 -57.66 21.26 8.68
35 multin_zz500_21001_tp200 18.81 -11.29 35.80 23.39 -57.67 21.24 8.66
36 multin_zz1000_61004_overnight_pv_rm_blc 15.14 -14.96 32.13 19.72 -61.35 17.57 4.99
37 multin_zz1000_61002_overnight_pv_rm_blc 15.14 -14.96 32.13 19.72 -61.35 17.57 4.99
38 multin_zz1000_61004_pv_rm_blc 15.08 -15.02 32.07 19.66 -61.40 17.51 4.93
39 multin_zz1000_61002_pv_rm_blc 15.08 -15.02 32.07 19.66 -61.40 17.51 4.93
40 mx_capability_primitive 13.33 -16.77 30.33 17.91 -63.15 15.76 3.18
41 mx_capability 13.33 -16.77 30.33 17.91 -63.15 15.76 3.18
42 mx_opt3_usual_1000_v1 12.37 -17.73 29.36 16.95 -64.11 14.80 2.22
43 multin_zz1000_61003_pv_rm_blc 12.15 -17.95 29.15 16.73 -64.33 14.59 2.00
44 multin1_real1 12.15 -17.95 29.15 16.73 -64.33 14.59 2.00
45 multin_zz1000_61003_overnight_pv_rm_blc 12.10 -18.00 29.09 16.68 -64.38 14.53 1.95
46 multin1_real1_overnight 12.10 -18.00 29.09 16.68 -64.38 14.53 1.95
47 mx_tenacity 11.69 -18.41 28.68 16.27 -64.79 14.12 1.54
48 mx_tenacity_primitive 11.69 -18.41 28.68 16.27 -64.79 14.12 1.54
49 multin_zz1000_61004_pv_rm_fnd_blc 11.52 -18.58 28.52 16.10 -64.96 13.96 1.38
50 multin_zz1000_61002_pv_rm_fnd_blc 11.52 -18.58 28.52 16.10 -64.96 13.96 1.38
51 multin_zz1000_61002_overnight_pv_rm_fnd_blc 11.31 -18.79 28.30 15.89 -65.17 13.74 1.16
52 multin_zz1000_61004_overnight_pv_rm_fnd_blc 11.31 -18.79 28.30 15.89 -65.17 13.74 1.16
53 mx_opt2_dyna_1000_v2 11.05 -19.05 28.05 15.63 -65.43 13.48 0.90
54 mx_opt3_usual_1000_v2 9.94 -20.16 26.93 14.52 -66.54 12.37 -0.21
55 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 6.86 -23.24 23.85 11.44 -69.62 9.29 -3.29
56 multin_zz500_21001_tp500_rm_blc 5.56 -24.54 22.55 10.14 -70.92 7.99 -4.59
57 multin_zz1000_61001_idxctrl_pv_rm_blc 5.53 -24.57 22.52 10.11 -70.95 7.96 -4.62
58 multin_zz1000_61002_pv_rm_fnd 5.44 -24.66 22.43 10.02 -71.04 7.87 -4.71
59 multin_zz1000_61004_pv_rm_fnd 5.44 -24.66 22.43 10.02 -71.04 7.87 -4.71
60 multin1_real2 5.19 -24.91 22.18 9.77 -71.29 7.62 -4.96
61 multin_zz1000_61003_pv_rm_fnd_blc 5.19 -24.91 22.18 9.77 -71.29 7.62 -4.96
62 multin_zz1000_61002_overnight_pv_rm_fnd 5.09 -25.01 22.08 9.67 -71.39 7.52 -5.06
63 multin_zz1000_61004_overnight_pv_rm_fnd 5.09 -25.01 22.08 9.67 -71.39 7.52 -5.06
64 multin1_real2_overnight 4.61 -25.49 21.60 9.19 -71.88 7.04 -5.54
65 multin_zz1000_61003_overnight_pv_rm_fnd_blc 4.61 -25.49 21.60 9.19 -71.88 7.04 -5.54
66 multin_zz1000_61004_pv 4.59 -25.51 21.59 9.17 -71.89 7.03 -5.55
67 multin_zz1000_61002_pv 4.59 -25.51 21.59 9.17 -71.89 7.03 -5.55
68 multin_zz1000_61001_idxctrl_pv_rm_fnd 4.56 -25.54 21.55 9.14 -71.92 6.99 -5.59
69 multin_zz1000_21001_tp1000_rm_blc 4.29 -25.80 21.29 8.88 -72.19 6.73 -5.85
70 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 3.42 -26.68 20.42 8.00 -73.06 5.86 -6.72
71 multin_zz1000_61001_idxctrl_pv 3.36 -26.74 20.35 7.94 -73.12 5.79 -6.79
72 multin_zz500_21001_tp500 3.06 -27.04 20.05 7.64 -73.42 5.49 -7.09
73 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 2.84 -27.26 19.84 7.42 -73.64 5.28 -7.31
74 mx_resilience_inthandsctrl_amtctrl_capctrl 2.84 -27.26 19.84 7.42 -73.64 5.28 -7.31
75 mx_resilience_inthandsctrl_amtctrl 2.29 -27.81 19.28 6.87 -74.20 4.72 -7.86
76 multin_zz1000_21001_tp1000 1.97 -28.13 18.96 6.55 -74.51 4.40 -8.18
77 multin_zz1000_61004_idxctrl_pv_rm_blc 1.78 -28.32 18.77 6.36 -74.70 4.21 -8.37
78 multin_zz1000_61004_idxctrl_pv_rm_fnd 0.99 -29.11 17.99 5.57 -75.49 3.43 -9.15
79 mx_resilience_inthandsctrl -0.38 -30.48 16.61 4.20 -76.86 2.05 -10.53
80 mx_resilience -0.39 -30.49 16.60 4.19 -76.88 2.04 -10.54
81 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -0.48 -30.58 16.51 4.10 -76.97 1.95 -10.63
82 multin_zz1000_61004_idxctrl_pv -0.53 -30.63 16.46 4.05 -77.01 1.90 -10.68
83 multin_zz1000_61003_pv -0.63 -30.73 16.36 3.95 -77.11 1.80 -10.78
84 mx_opt1_absdef_1000_v2 -0.70 -30.80 16.29 3.88 -77.18 1.73 -10.85
85 multin_zz1000_61003_pv_rm_fnd -0.78 -30.88 16.22 3.80 -77.26 1.66 -10.92
86 multin_zz1000_61003_overnight_pv_rm_fnd -1.49 -31.59 15.50 3.09 -77.98 0.94 -11.64
87 mx_2023_gen_merge1_filtered_no_idsctrl -36.18 -66.28 -19.18 -31.60 -112.66 -33.74 -46.32
88 mx_gentleness -36.18 -66.28 -19.18 -31.60 -112.66 -33.74 -46.32