strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240418_181343
0 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 31.27 10.98 69.00 17.54 29.88 86.17 116.02
1 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 30.48 10.19 68.20 16.75 29.09 85.38 115.23
2 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 30.28 10.00 68.01 16.55 28.89 85.19 115.03
3 mx_opt1_absdef_500_v2 27.17 6.88 64.89 13.44 25.77 82.07 111.92
4 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 25.74 5.45 63.46 12.01 24.34 80.64 110.48
5 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 24.78 4.49 62.51 11.05 23.39 79.68 109.53
6 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 24.65 4.36 62.37 10.92 23.25 79.55 109.39
7 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 15.62 -4.66 53.35 1.89 14.23 70.53 100.37
8 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 15.37 -4.92 53.09 1.63 13.97 70.27 100.11
9 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 14.82 -5.47 52.55 1.09 13.43 69.72 99.57
10 multin1_real0 12.19 -8.10 49.92 -1.54 10.80 67.09 96.94
11 mx_opt1_absdef_1000_v2 12.19 -8.10 49.92 -1.54 10.80 67.09 96.94
12 multin1_real0_overnight 12.19 -8.10 49.92 -1.54 10.80 67.09 96.94
13 multin_zz500_61001_idxctrl_zz500_pv 10.98 -9.31 48.71 -2.75 9.59 65.88 95.73
14 multin_zz500_61002_idxctrl_zz500_pv 10.64 -9.65 48.36 -3.09 9.24 65.54 95.39
15 multin_zz500_61004_idxctrl_zz500_pv 10.15 -10.14 47.88 -3.58 8.76 65.05 94.90
16 multin_zz500_21001_tp200_rm_blc -5.11 -25.39 32.62 -18.84 -6.50 49.80 79.64
17 multin_zz500_21001_tp200 -5.96 -26.25 31.76 -19.70 -7.36 48.94 78.78
18 multin_zz1000_61001_idscapctrl_pv_rm_blc -6.73 -27.02 31.00 -20.46 -8.12 48.17 78.02
19 multin_zz1000_61004_idscapctrl_pv_rm_blc -7.15 -27.44 30.57 -20.89 -8.55 47.75 77.59
20 multin_zz1000_61002_idscapctrl_pv_rm_blc -7.15 -27.44 30.57 -20.89 -8.55 47.75 77.59
21 multin_zz500_21001_tp500_rm_blc -8.21 -28.50 29.51 -21.95 -9.61 46.69 76.53
22 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -8.33 -28.62 29.39 -22.07 -9.73 46.57 76.41
23 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -9.24 -29.53 28.49 -22.97 -10.63 45.66 75.51
24 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -9.24 -29.53 28.49 -22.97 -10.63 45.66 75.51
25 mx_opt2_dyna_500_v2 -9.80 -30.09 27.92 -23.53 -11.19 45.10 74.95
26 multin_zz1000_61001_idscapctrl_pv -9.84 -30.13 27.89 -23.57 -11.23 45.06 74.91
27 multin_zz500_21001_tp500 -10.03 -30.32 27.69 -23.76 -11.43 44.87 74.71
28 multin_zz1000_61004_idscapctrl_pv -10.44 -30.73 27.28 -24.17 -11.84 44.46 74.30
29 multin_zz1000_61002_idscapctrl_pv -10.44 -30.73 27.28 -24.17 -11.84 44.46 74.30
30 multin_zz1000_61001_idxctrl_pv_rm_blc -10.85 -31.14 26.88 -24.58 -12.24 44.05 73.90
31 multin_zz1000_61001_idxctrl_pv_rm_fnd -11.39 -31.68 26.33 -25.13 -12.79 43.51 73.35
32 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -11.51 -31.80 26.21 -25.24 -12.90 43.39 73.24
33 multin_zz1000_61004_idxctrl_pv_rm_blc -11.73 -32.02 25.99 -25.47 -13.13 43.17 73.01
34 multin_zz1000_61002_idxctrl_pv_rm_blc -11.73 -32.02 25.99 -25.47 -13.13 43.17 73.01
35 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -12.16 -32.45 25.56 -25.89 -13.56 42.74 72.59
36 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -12.16 -32.45 25.56 -25.89 -13.56 42.74 72.59
37 multin_zz1000_61002_idxctrl_pv_rm_fnd -12.24 -32.53 25.48 -25.97 -13.64 42.66 72.51
38 multin_zz1000_61004_idxctrl_pv_rm_fnd -12.24 -32.53 25.48 -25.97 -13.64 42.66 72.51
39 multin_zz1000_61001_idxctrl_pv -12.48 -32.77 25.25 -26.21 -13.87 42.42 72.27
40 mx_opt3_usual_500_v2 -12.83 -33.12 24.89 -26.56 -14.22 42.07 71.92
41 multin_zz1000_61004_idxctrl_pv -13.37 -33.66 24.36 -27.10 -14.76 41.53 71.38
42 multin_zz1000_61002_idxctrl_pv -13.37 -33.66 24.36 -27.10 -14.76 41.53 71.38
43 multin_zz1000_61001_idscapctrl_pv_rm_fnd -13.37 -33.66 24.35 -27.11 -14.77 41.53 71.37
44 multin_zz1000_61004_idscapctrl_pv_rm_fnd -14.06 -34.35 23.66 -27.79 -15.46 40.84 70.69
45 multin_zz1000_61002_idscapctrl_pv_rm_fnd -14.06 -34.35 23.66 -27.79 -15.46 40.84 70.69
46 multin_zz1000_21001_tp1000_rm_blc -14.21 -34.50 23.52 -27.94 -15.60 40.69 70.54
47 mx_opt3_usual_1000_v2 -15.08 -35.37 22.65 -28.81 -16.47 39.82 69.67
48 multin_zz1000_21001_tp1000 -16.59 -36.87 21.14 -30.32 -17.98 38.32 68.16
49 mx_opt3_usual_500_v1 -19.08 -39.37 18.64 -32.82 -20.48 35.82 65.66
50 mx_opt2_dyna_1000_v2 -22.43 -42.72 15.30 -36.16 -23.82 32.47 62.32
51 mx_opt3_usual_1000_v1 -26.72 -47.01 11.01 -40.45 -28.11 28.18 58.03
52 mx_tenacity_morecapa -27.14 -47.43 10.58 -40.87 -28.53 27.76 57.61
53 mx_tenacity_morecapa_ctrlonly -27.14 -47.43 10.58 -40.87 -28.53 27.76 57.61
54 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -27.83 -48.12 9.90 -41.56 -29.22 27.07 56.92
55 multin_zz1000_61001_idxctrl_zz1000_pv -28.43 -48.72 9.29 -42.16 -29.83 26.47 56.31
56 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -28.89 -49.18 8.84 -42.62 -30.28 26.01 55.86
57 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -29.07 -49.36 8.65 -42.81 -30.47 25.83 55.67
58 multin_zz1000_61004_idxctrl_zz1000_pv -29.31 -49.60 8.41 -43.04 -30.71 25.59 55.43
59 multin_zz1000_61002_idxctrl_zz1000_pv -29.69 -49.98 8.03 -43.42 -31.09 25.21 55.05
60 mx_tenacity_restrict -32.40 -52.68 5.33 -46.13 -33.79 22.51 52.35
61 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -32.78 -53.07 4.95 -46.51 -34.17 22.12 51.97
62 mx_adaptability_v2 -32.80 -53.09 4.93 -46.53 -34.19 22.10 51.95
63 mx_2023_gen_merge2_filtered_idsctrl -33.06 -53.35 4.66 -46.79 -34.46 21.84 51.69
64 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -33.43 -53.72 4.30 -47.16 -34.82 21.47 51.32
65 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -33.62 -53.91 4.10 -47.35 -35.01 21.28 51.13
66 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -34.95 -55.24 2.77 -48.69 -36.35 19.95 49.79
67 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -35.43 -55.71 2.30 -49.16 -36.82 19.48 49.32
68 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -35.67 -55.96 2.06 -49.40 -37.06 19.23 49.08
69 mx_tenacity_restrict_primitive -37.57 -57.86 0.16 -51.30 -38.96 17.33 47.18
70 mx_adaptability -37.70 -57.98 0.03 -51.43 -39.09 17.21 47.05
71 mx_tenacity_morecapa_primitive -37.70 -57.98 0.03 -51.43 -39.09 17.21 47.05
72 mx_tenacity_ctrlonly -42.74 -63.03 -5.02 -56.47 -44.13 12.16 42.01
73 mx_tenacity -42.74 -63.03 -5.02 -56.47 -44.13 12.16 42.01
74 mx_tenacity_primitive -42.74 -63.03 -5.02 -56.47 -44.13 12.16 42.01
75 multin_zz1000_61001_overnight_pv_rm_fnd_blc -56.74 -77.03 -19.02 -70.47 -58.13 -1.84 28.01
76 multin_zz1000_61002_overnight_pv_rm_fnd_blc -58.15 -78.44 -20.43 -71.89 -59.55 -3.25 26.59
77 multin_zz1000_61004_overnight_pv_rm_fnd_blc -58.15 -78.44 -20.43 -71.89 -59.55 -3.25 26.59
78 multin_zz1000_61003_overnight_pv_rm_fnd_blc -58.36 -78.65 -20.63 -72.09 -59.75 -3.46 26.39
79 multin1_real2_overnight -58.36 -78.65 -20.63 -72.09 -59.75 -3.46 26.39
80 multin_zz1000_61001_pv_rm_fnd -60.31 -80.60 -22.59 -74.04 -61.70 -5.41 24.44
81 multin_zz1000_61001_pv_rm_fnd_blc -60.54 -80.83 -22.81 -74.27 -61.93 -5.64 24.21
82 multin_zz1000_61001_overnight_pv_rm_fnd -60.82 -81.11 -23.10 -74.56 -62.22 -5.92 23.92
83 multin1_real2 -61.58 -81.87 -23.86 -75.31 -62.98 -6.68 23.16
84 multin_zz1000_61003_pv_rm_fnd_blc -61.58 -81.87 -23.86 -75.31 -62.98 -6.68 23.16
85 multin_zz1000_61004_overnight_pv_rm_fnd -61.68 -81.97 -23.95 -75.41 -63.07 -6.78 23.07
86 multin_zz1000_61002_overnight_pv_rm_fnd -61.68 -81.97 -23.95 -75.41 -63.07 -6.78 23.07
87 multin_zz1000_61003_pv_rm_fnd -61.72 -82.01 -24.00 -75.46 -63.12 -6.82 23.02
88 multin_zz1000_61002_pv_rm_fnd -61.85 -82.14 -24.13 -75.59 -63.25 -6.95 22.89
89 multin_zz1000_61004_pv_rm_fnd -61.85 -82.14 -24.13 -75.59 -63.25 -6.95 22.89
90 multin_zz1000_61003_overnight_pv_rm_fnd -61.89 -82.18 -24.17 -75.63 -63.29 -6.99 22.85
91 multin_zz1000_61004_pv_rm_fnd_blc -62.56 -82.85 -24.83 -76.29 -63.95 -7.66 22.19
92 multin_zz1000_61002_pv_rm_fnd_blc -62.56 -82.85 -24.83 -76.29 -63.95 -7.66 22.19
93 mx_resilience_inthandsctrl -72.69 -92.98 -34.97 -86.42 -74.09 -17.79 12.05
94 mx_resilience -72.76 -93.05 -35.03 -86.49 -74.15 -17.86 11.99
95 mx_resilience_inthandsctrl_amtctrl_capctrl -76.37 -96.66 -38.65 -90.10 -77.77 -21.47 8.37
96 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -76.37 -96.66 -38.65 -90.10 -77.77 -21.47 8.37
97 mx_resilience_inthandsctrl_amtctrl -76.99 -97.28 -39.26 -90.72 -78.38 -22.09 7.76
98 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -79.06 -99.35 -41.34 -92.79 -80.46 -24.16 5.68
99 mx_capability -79.07 -99.35 -41.34 -92.80 -80.46 -24.16 5.68
100 mx_capability_primitive -79.07 -99.35 -41.34 -92.80 -80.46 -24.16 5.68
101 multin_zz1000_61001_pv_rm_blc -89.98 -110.26 -52.25 -103.71 -91.37 -35.07 -5.23
102 multin_zz1000_61001_overnight_pv_rm_blc -91.70 -111.99 -53.98 -105.44 -93.10 -36.80 -6.96
103 mx_gentleness -94.46 -114.75 -56.74 -108.19 -95.85 -39.56 -9.71
104 multin_zz1000_61001_pv -96.60 -116.89 -58.87 -110.33 -97.99 -41.70 -11.85
105 multin_zz1000_61004_pv_rm_blc -101.33 -121.62 -63.60 -115.06 -102.72 -46.43 -16.58
106 multin_zz1000_61002_pv_rm_blc -101.33 -121.62 -63.60 -115.06 -102.72 -46.43 -16.58
107 multin_zz1000_61003_pv_rm_blc -102.35 -122.64 -64.62 -116.08 -103.74 -47.45 -17.60
108 multin1_real1 -102.35 -122.64 -64.62 -116.08 -103.74 -47.45 -17.60
109 multin_zz1000_61002_overnight_pv_rm_blc -102.71 -123.00 -64.98 -116.44 -104.10 -47.81 -17.96
110 multin_zz1000_61004_overnight_pv_rm_blc -102.71 -123.00 -64.98 -116.44 -104.10 -47.81 -17.96
111 multin1_real1_overnight -104.25 -124.53 -66.52 -117.98 -105.64 -49.34 -19.50
112 multin_zz1000_61003_overnight_pv_rm_blc -104.25 -124.53 -66.52 -117.98 -105.64 -49.34 -19.50
113 multin_zz1000_61002_pv -107.22 -127.51 -69.49 -120.95 -108.61 -52.32 -22.47
114 multin_zz1000_61004_pv -107.22 -127.51 -69.49 -120.95 -108.61 -52.32 -22.47
115 multin_zz1000_61003_pv -108.56 -128.85 -70.84 -122.30 -109.96 -53.66 -23.82
116 mx_2023_gen_merge1_filtered_no_idsctrl -133.99 -154.28 -96.27 -147.72 -135.39 -79.09 -49.24