strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240417_150951
0 mx_resilience_inthandsctrl_amtctrl 369.68 520.01 54.92 650.84 805.46 -53.40 -122.18
1 mx_resilience_inthandsctrl_amtctrl_capctrl 360.95 511.29 46.20 642.12 796.73 -62.12 -130.90
2 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 360.95 511.29 46.20 642.12 796.73 -62.12 -130.90
3 multin_zz1000_61004_overnight_pv_rm_blc 358.63 508.97 43.88 639.80 794.42 -64.44 -133.22
4 multin_zz1000_61002_overnight_pv_rm_blc 358.63 508.97 43.88 639.80 794.42 -64.44 -133.22
5 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 358.37 508.71 43.62 639.54 794.16 -64.70 -133.48
6 multin_zz1000_61002_pv_rm_blc 356.03 506.36 41.27 637.19 791.81 -67.04 -135.82
7 multin_zz1000_61004_pv_rm_blc 356.03 506.36 41.27 637.19 791.81 -67.04 -135.82
8 mx_tenacity_primitive 350.72 501.06 35.97 631.89 786.51 -72.35 -141.13
9 mx_tenacity 350.72 501.06 35.97 631.89 786.51 -72.35 -141.13
10 multin_zz1000_61002_pv 337.26 487.59 22.50 618.42 773.04 -85.82 -154.60
11 multin_zz1000_61004_pv 337.26 487.59 22.50 618.42 773.04 -85.82 -154.60
12 mx_resilience 325.20 475.54 10.45 606.37 760.99 -97.87 -166.65
13 mx_resilience_inthandsctrl 323.82 474.16 9.07 604.99 759.61 -99.25 -168.03
14 multin_zz1000_61001_overnight_pv_rm_blc 312.48 462.82 -2.27 593.65 748.27 -110.59 -179.37
15 multin_zz1000_61001_pv_rm_blc 310.49 460.82 -4.27 591.65 746.27 -112.58 -181.36
16 mx_gentleness 300.99 451.32 -13.77 582.15 736.77 -122.08 -190.86
17 mx_2023_gen_merge1_filtered_no_idsctrl 300.99 451.32 -13.77 582.15 736.77 -122.08 -190.86
18 multin_zz1000_61003_overnight_pv_rm_blc 297.80 448.13 -16.96 578.96 733.58 -125.27 -194.05
19 multin1_real1_overnight 297.80 448.13 -16.96 578.96 733.58 -125.27 -194.05
20 multin_zz1000_61001_pv 297.45 447.78 -17.31 578.61 733.23 -125.62 -194.40
21 multin1_real1 295.01 445.34 -19.75 576.17 730.79 -128.07 -196.85
22 multin_zz1000_61003_pv_rm_blc 295.01 445.34 -19.75 576.17 730.79 -128.07 -196.85
23 multin_zz1000_61003_pv 281.07 431.40 -33.69 562.23 716.85 -142.01 -210.78
24 mx_capability 273.92 424.26 -40.83 555.09 709.71 -149.15 -217.93
25 mx_capability_primitive 273.92 424.26 -40.83 555.09 709.71 -149.15 -217.93
26 multin_zz1000_61002_overnight_pv_rm_fnd_blc 260.34 410.67 -54.42 541.51 696.12 -162.73 -231.51
27 multin_zz1000_61004_overnight_pv_rm_fnd_blc 260.34 410.67 -54.42 541.51 696.12 -162.73 -231.51
28 multin_zz1000_61004_pv_rm_fnd_blc 246.86 397.19 -67.90 528.02 682.64 -176.22 -245.00
29 multin_zz1000_61002_pv_rm_fnd_blc 246.86 397.19 -67.90 528.02 682.64 -176.22 -245.00
30 multin_zz1000_61004_overnight_pv_rm_fnd 243.36 393.69 -71.40 524.52 679.14 -179.71 -248.49
31 multin_zz1000_61002_overnight_pv_rm_fnd 243.36 393.69 -71.40 524.52 679.14 -179.71 -248.49
32 multin_zz1000_61001_overnight_pv_rm_fnd_blc 242.91 393.24 -71.85 524.07 678.69 -180.16 -248.94
33 multin_zz1000_61003_overnight_pv_rm_fnd_blc 236.62 386.96 -78.13 517.79 672.41 -186.45 -255.23
34 multin1_real2_overnight 236.62 386.96 -78.13 517.79 672.41 -186.45 -255.23
35 multin_zz1000_61002_pv_rm_fnd 235.16 385.49 -79.60 516.32 670.94 -187.92 -256.69
36 multin_zz1000_61004_pv_rm_fnd 235.16 385.49 -79.60 516.32 670.94 -187.92 -256.69
37 multin_zz500_21001_tp200_rm_blc 231.08 381.41 -83.68 512.24 666.86 -191.99 -260.77
38 multin_zz1000_61001_pv_rm_fnd_blc 229.68 380.01 -85.08 510.84 665.46 -193.39 -262.17
39 multin_zz500_21001_tp500_rm_blc 229.05 379.38 -85.71 510.21 664.83 -194.03 -262.81
40 multin_zz1000_61001_overnight_pv_rm_fnd 228.27 378.60 -86.49 509.43 664.05 -194.81 -263.58
41 multin1_real2 223.12 373.46 -91.63 504.29 658.91 -199.95 -268.73
42 multin_zz1000_61003_pv_rm_fnd_blc 223.12 373.46 -91.63 504.29 658.91 -199.95 -268.73
43 multin_zz500_21001_tp200 222.30 372.63 -92.46 503.46 658.08 -200.77 -269.55
44 multin_zz1000_61003_overnight_pv_rm_fnd 222.19 372.52 -92.57 503.35 657.97 -200.89 -269.66
45 multin_zz500_21001_tp500 221.39 371.72 -93.37 502.55 657.17 -201.69 -270.47
46 multin_zz1000_61001_pv_rm_fnd 219.70 370.03 -95.06 500.86 655.48 -203.37 -272.15
47 multin_zz1000_61003_pv_rm_fnd 213.11 363.44 -101.65 494.28 648.89 -209.96 -278.74
48 multin_zz1000_21001_tp1000_rm_blc 204.10 354.43 -110.66 485.26 639.88 -218.98 -287.76
49 multin_zz1000_21001_tp1000 201.22 351.55 -113.54 482.38 637.00 -221.85 -290.63
50 mx_tenacity_ctrlonly 67.09 217.42 -247.67 348.25 502.87 -355.98 -424.76
51 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 61.79 212.13 -252.96 342.96 497.58 -361.28 -430.06
52 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 59.94 210.27 -254.82 341.10 495.72 -363.13 -431.91
53 mx_opt3_usual_1000_v1 55.03 205.37 -259.72 336.20 490.82 -368.04 -436.82
54 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 51.78 202.12 -262.97 332.95 487.57 -371.29 -440.07
55 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 50.36 200.70 -264.39 331.53 486.15 -372.71 -441.49
56 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 49.91 200.24 -264.85 331.07 485.69 -373.17 -441.95
57 multin_zz1000_61004_idxctrl_zz1000_pv 48.46 198.79 -266.30 329.62 484.24 -374.61 -443.39
58 multin_zz1000_61002_idxctrl_zz1000_pv 46.27 196.60 -268.49 327.43 482.05 -376.80 -445.58
59 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 41.89 192.22 -272.87 323.06 477.67 -381.18 -449.96
60 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 40.17 190.51 -274.58 321.34 475.96 -382.90 -451.68
61 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 39.63 189.96 -275.13 320.79 475.41 -383.44 -452.22
62 mx_tenacity_restrict 36.55 186.89 -278.20 317.72 472.34 -386.52 -455.30
63 mx_tenacity_restrict_primitive 36.55 186.89 -278.20 317.72 472.34 -386.52 -455.30
64 multin_zz1000_61001_idxctrl_zz1000_pv 34.66 184.99 -280.10 315.82 470.44 -388.41 -457.19
65 mx_tenacity_morecapa 33.83 184.16 -280.93 314.99 469.61 -389.24 -458.02
66 mx_adaptability 33.83 184.16 -280.93 314.99 469.61 -389.24 -458.02
67 mx_tenacity_morecapa_primitive 33.83 184.16 -280.93 314.99 469.61 -389.24 -458.02
68 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 27.87 178.20 -286.89 309.03 463.65 -395.21 -463.99
69 mx_opt2_dyna_1000_v2 25.95 176.28 -288.81 307.11 461.73 -397.13 -465.91
70 mx_2023_gen_merge2_filtered_idsctrl 24.39 174.72 -290.37 305.55 460.17 -398.69 -467.46
71 mx_opt3_usual_1000_v2 22.50 172.83 -292.26 303.67 458.28 -400.57 -469.35
72 multin1_real0_overnight 7.15 157.48 -307.61 288.31 442.93 -415.93 -484.71
73 multin1_real0 -7.05 143.29 -321.80 274.12 428.73 -430.12 -498.90
74 mx_opt1_absdef_1000_v2 -7.05 143.29 -321.80 274.12 428.73 -430.12 -498.90
75 multin_zz1000_61004_idscapctrl_pv -8.15 142.18 -322.91 273.02 427.63 -431.22 -500.00
76 multin_zz1000_61002_idscapctrl_pv -8.15 142.18 -322.91 273.02 427.63 -431.22 -500.00
77 multin_zz1000_61004_idscapctrl_pv_rm_fnd -10.61 139.72 -325.36 270.56 425.17 -433.68 -502.46
78 multin_zz1000_61002_idscapctrl_pv_rm_fnd -10.61 139.72 -325.36 270.56 425.17 -433.68 -502.46
79 mx_adaptability_v2 -11.09 139.24 -325.85 270.07 424.69 -434.17 -502.95
80 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -15.67 134.66 -330.43 265.49 420.11 -438.74 -507.52
81 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -15.67 134.66 -330.43 265.49 420.11 -438.74 -507.52
82 multin_zz1000_61004_idscapctrl_pv_rm_blc -15.85 134.49 -330.60 265.32 419.94 -438.92 -507.70
83 multin_zz1000_61002_idscapctrl_pv_rm_blc -15.85 134.49 -330.60 265.32 419.94 -438.92 -507.70
84 mx_tenacity_morecapa_ctrlonly -17.11 133.23 -331.86 264.06 418.68 -440.18 -508.96
85 multin_zz1000_61001_idscapctrl_pv -18.27 132.06 -333.03 262.89 417.51 -441.35 -510.13
86 multin_zz1000_61001_idscapctrl_pv_rm_fnd -19.30 131.03 -334.06 261.86 416.48 -442.37 -511.15
87 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -24.79 125.54 -339.55 256.37 410.99 -447.86 -516.64
88 multin_zz1000_61001_idscapctrl_pv_rm_blc -26.10 124.24 -340.85 255.07 409.69 -449.17 -517.95
89 multin_zz1000_61002_idxctrl_pv_rm_fnd -50.84 99.49 -365.60 230.32 384.94 -473.91 -542.69
90 multin_zz1000_61004_idxctrl_pv_rm_fnd -50.84 99.49 -365.60 230.32 384.94 -473.91 -542.69
91 multin_zz1000_61004_idxctrl_pv -55.82 94.51 -370.58 225.34 379.96 -478.90 -547.68
92 multin_zz1000_61002_idxctrl_pv -55.82 94.51 -370.58 225.34 379.96 -478.90 -547.68
93 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -58.42 91.91 -373.18 222.74 377.36 -481.50 -550.28
94 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -58.42 91.91 -373.18 222.74 377.36 -481.50 -550.28
95 multin_zz1000_61001_idxctrl_pv_rm_fnd -60.45 89.89 -375.20 220.72 375.34 -483.52 -552.30
96 multin_zz1000_61002_idxctrl_pv_rm_blc -62.25 88.08 -377.01 218.91 373.53 -485.32 -554.10
97 multin_zz1000_61004_idxctrl_pv_rm_blc -62.25 88.08 -377.01 218.91 373.53 -485.32 -554.10
98 multin_zz1000_61001_idxctrl_pv -66.41 83.92 -381.17 214.75 369.37 -489.48 -558.26
99 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -68.38 81.96 -383.13 212.79 367.41 -491.45 -560.23
100 multin_zz1000_61001_idxctrl_pv_rm_blc -73.02 77.31 -387.78 208.14 362.76 -496.09 -564.87
101 mx_opt3_usual_500_v1 -84.54 65.79 -399.30 196.62 351.24 -507.62 -576.40
102 mx_opt3_usual_500_v2 -114.23 36.10 -428.99 166.93 321.55 -537.31 -606.09
103 mx_opt2_dyna_500_v2 -119.57 30.76 -434.33 161.59 316.21 -542.64 -611.42
104 mx_opt1_absdef_500_v2 -156.65 -6.32 -471.41 124.52 279.13 -579.72 -648.50
105 multin_zz500_61004_idxctrl_zz500_pv -192.32 -41.99 -507.08 88.84 243.46 -615.40 -684.18
106 multin_zz500_61002_idxctrl_zz500_pv -193.43 -43.10 -508.19 87.73 242.35 -616.50 -685.28
107 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -195.05 -44.72 -509.81 86.11 240.73 -618.12 -686.90
108 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -196.28 -45.94 -511.03 84.89 239.50 -619.35 -688.13
109 multin_zz500_61001_idxctrl_zz500_pv -200.09 -49.76 -514.85 81.07 235.69 -623.16 -691.94
110 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -203.06 -52.72 -517.81 78.11 232.73 -626.13 -694.91
111 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -208.47 -58.13 -523.22 72.70 227.32 -631.54 -700.32
112 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -208.67 -58.34 -523.43 72.49 227.11 -631.74 -700.52
113 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -210.62 -60.28 -525.37 70.55 225.16 -633.69 -702.47
114 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -210.71 -60.38 -525.47 70.45 225.07 -633.79 -702.57
115 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -218.81 -68.48 -533.57 62.35 216.97 -641.89 -710.67
116 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -219.16 -68.83 -533.92 62.00 216.62 -642.23 -711.01