strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240419_151513
0 mx_opt3_usual_500_v2 60.82 83.95 83.59 97.41 18.58 67.57 156.59
1 mx_opt3_usual_500_v1 45.63 68.76 68.40 82.22 3.40 52.38 141.40
2 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 34.66 57.78 57.42 71.25 -7.58 41.40 130.42
3 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 33.98 57.11 56.75 70.57 -8.26 40.72 129.75
4 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 33.98 57.11 56.75 70.57 -8.26 40.72 129.75
5 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 31.26 54.39 54.03 67.85 -10.98 38.01 127.03
6 mx_opt2_dyna_500_v2 30.98 54.10 53.74 67.57 -11.26 37.72 126.74
7 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 29.76 52.88 52.52 66.35 -12.48 36.50 125.52
8 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 29.59 52.72 52.36 66.18 -12.65 36.33 125.36
9 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 28.94 52.06 51.70 65.53 -13.30 35.68 124.70
10 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 28.15 51.27 50.91 64.74 -14.09 34.89 123.91
11 multin_zz1000_61001_idscapctrl_pv_rm_fnd 27.75 50.88 50.52 64.34 -14.49 34.49 123.52
12 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 27.26 50.39 50.03 63.85 -14.98 34.01 123.03
13 multin_zz1000_61004_idscapctrl_pv_rm_fnd 27.13 50.26 49.90 63.72 -15.10 33.88 122.90
14 multin_zz1000_61002_idscapctrl_pv_rm_fnd 27.13 50.26 49.90 63.72 -15.10 33.88 122.90
15 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 21.00 44.13 43.77 57.59 -21.24 27.74 116.77
16 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 19.91 43.04 42.68 56.50 -22.33 26.65 115.68
17 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 19.91 43.04 42.68 56.50 -22.33 26.65 115.68
18 multin1_real0_overnight 18.02 41.15 40.79 54.61 -24.22 24.77 113.79
19 mx_opt1_absdef_1000_v2 18.02 41.15 40.79 54.61 -24.22 24.77 113.79
20 multin1_real0 18.02 41.15 40.79 54.61 -24.22 24.77 113.79
21 multin_zz1000_61001_idxctrl_pv_rm_fnd 17.15 40.27 39.91 53.74 -25.09 23.89 112.91
22 multin_zz1000_61004_idxctrl_pv_rm_fnd 16.03 39.16 38.80 52.62 -26.20 22.78 111.80
23 multin_zz1000_61002_idxctrl_pv_rm_fnd 16.03 39.16 38.80 52.62 -26.20 22.78 111.80
24 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 12.80 35.93 35.56 49.39 -29.44 19.54 108.56
25 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 12.55 35.68 35.32 49.14 -29.69 19.30 108.32
26 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 11.79 34.92 34.56 48.38 -30.44 18.54 107.56
27 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 11.06 34.19 33.83 47.65 -31.17 17.81 106.83
28 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 9.93 33.05 32.69 46.52 -32.31 16.67 105.69
29 mx_resilience_inthandsctrl_amtctrl_capctrl 9.93 33.05 32.69 46.52 -32.31 16.67 105.69
30 mx_opt3_usual_1000_v2 9.41 32.54 32.18 46.00 -32.83 16.16 105.18
31 multin_zz1000_21001_tp1000_rm_blc 8.10 31.23 30.87 44.69 -34.13 14.85 103.87
32 multin_zz500_21001_tp200_rm_blc 7.82 30.95 30.59 44.41 -34.41 14.57 103.59
33 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 6.99 30.12 29.76 43.58 -35.25 13.74 102.76
34 multin_zz500_21001_tp200 6.81 29.93 29.57 43.40 -35.43 13.55 102.57
35 mx_resilience 6.62 29.75 29.39 43.21 -35.61 13.37 102.39
36 mx_resilience_inthandsctrl 6.31 29.43 29.07 42.90 -35.93 13.05 102.07
37 mx_resilience_inthandsctrl_amtctrl 6.31 29.43 29.07 42.90 -35.93 13.05 102.07
38 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 6.23 29.36 29.00 42.82 -36.01 12.97 102.00
39 multin_zz500_21001_tp500_rm_blc 5.75 28.88 28.52 42.34 -36.48 12.50 101.52
40 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 5.59 28.72 28.35 42.18 -36.65 12.33 101.35
41 multin_zz1000_21001_tp1000 5.47 28.60 28.24 42.06 -36.77 12.21 101.24
42 mx_opt3_usual_1000_v1 4.47 27.60 27.24 41.06 -37.77 11.22 100.24
43 multin_zz500_21001_tp500 4.12 27.25 26.89 40.71 -38.12 10.87 99.89
44 mx_opt2_dyna_1000_v2 2.92 26.05 25.69 39.51 -39.32 9.67 98.69
45 multin_zz500_61001_idxctrl_zz500_pv 2.35 25.48 25.12 38.94 -39.88 9.10 98.12
46 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 1.53 24.66 24.30 38.12 -40.70 8.28 97.30
47 multin_zz500_61004_idxctrl_zz500_pv 0.42 23.55 23.19 37.01 -41.81 7.17 96.19
48 multin_zz500_61002_idxctrl_zz500_pv 0.03 23.16 22.80 36.62 -42.20 6.78 95.80
49 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -0.62 22.50 22.14 35.96 -42.86 6.12 95.14
50 multin_zz1000_61001_idscapctrl_pv_rm_blc -0.66 22.47 22.11 35.93 -42.90 6.09 95.11
51 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -0.99 22.14 21.78 35.60 -43.22 5.76 94.78
52 multin_zz1000_61002_idscapctrl_pv_rm_blc -2.05 21.08 20.72 34.54 -44.28 4.70 93.72
53 multin_zz1000_61004_idscapctrl_pv_rm_blc -2.05 21.08 20.72 34.54 -44.28 4.70 93.72
54 multin_zz1000_61001_idscapctrl_pv -5.03 18.10 17.74 31.56 -47.27 1.72 90.74
55 multin_zz1000_61004_idscapctrl_pv -6.33 16.80 16.44 30.26 -48.56 0.42 89.44
56 multin_zz1000_61002_idscapctrl_pv -6.33 16.80 16.44 30.26 -48.56 0.42 89.44
57 multin_zz1000_61001_idxctrl_pv_rm_blc -7.91 15.22 14.86 28.68 -50.15 -1.17 87.86
58 multin_zz1000_61004_idxctrl_pv_rm_blc -8.26 14.87 14.50 28.33 -50.50 -1.52 87.50
59 multin_zz1000_61002_idxctrl_pv_rm_blc -8.26 14.87 14.50 28.33 -50.50 -1.52 87.50
60 multin_zz1000_61001_idxctrl_pv -8.44 14.69 14.33 28.15 -50.67 -1.69 87.33
61 multin_zz1000_61004_idxctrl_pv -8.98 14.15 13.79 27.61 -51.21 -2.23 86.79
62 multin_zz1000_61002_idxctrl_pv -8.98 14.15 13.79 27.61 -51.21 -2.23 86.79
63 mx_opt1_absdef_500_v2 -10.92 12.21 11.85 25.67 -53.16 -4.17 84.85
64 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -12.10 11.03 10.67 24.49 -54.34 -5.35 83.67
65 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -12.15 10.98 10.61 24.44 -54.39 -5.41 83.61
66 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -12.66 10.47 10.11 23.93 -54.90 -5.91 83.11
67 multin_zz1000_61001_idxctrl_zz1000_pv -13.62 9.51 9.15 22.97 -55.86 -6.88 82.15
68 multin_zz1000_61002_idxctrl_zz1000_pv -13.91 9.21 8.85 22.67 -56.15 -7.17 81.85
69 multin_zz1000_61004_idxctrl_zz1000_pv -14.39 8.74 8.38 22.20 -56.63 -7.64 81.38
70 multin1_real2 -14.48 8.65 8.29 22.11 -56.72 -7.74 81.29
71 multin_zz1000_61003_pv_rm_fnd_blc -14.48 8.65 8.29 22.11 -56.72 -7.74 81.29
72 mx_tenacity_morecapa -16.40 6.72 6.36 20.18 -58.64 -9.66 79.36
73 mx_tenacity_morecapa_ctrlonly -16.40 6.72 6.36 20.18 -58.64 -9.66 79.36
74 mx_gentleness -16.88 6.24 5.88 19.71 -59.12 -10.14 78.88
75 multin_zz1000_61003_overnight_pv_rm_fnd -17.15 5.98 5.62 19.44 -59.39 -10.40 78.62
76 multin1_real2_overnight -17.83 5.30 4.94 18.76 -60.06 -11.08 77.94
77 multin_zz1000_61003_overnight_pv_rm_fnd_blc -17.83 5.30 4.94 18.76 -60.06 -11.08 77.94
78 mx_2023_gen_merge2_filtered_idsctrl -18.16 4.97 4.61 18.43 -60.40 -11.41 77.61
79 multin_zz1000_61003_pv_rm_fnd -18.89 4.23 3.87 17.69 -61.13 -12.15 76.87
80 mx_tenacity_restrict -19.24 3.88 3.52 17.35 -61.48 -12.50 76.52
81 multin_zz1000_61002_pv_rm_fnd_blc -22.55 0.58 0.22 14.04 -64.79 -15.80 73.22
82 multin_zz1000_61004_pv_rm_fnd_blc -22.55 0.58 0.22 14.04 -64.79 -15.80 73.22
83 mx_tenacity_ctrlonly -22.73 0.40 0.04 13.86 -64.97 -15.98 73.04
84 mx_tenacity -22.73 0.40 0.04 13.86 -64.97 -15.98 73.04
85 mx_tenacity_primitive -22.73 0.40 0.04 13.86 -64.97 -15.98 73.04
86 multin_zz1000_61001_pv_rm_fnd_blc -24.09 -0.96 -1.32 12.50 -66.33 -17.34 71.68
87 multin_zz1000_61002_overnight_pv_rm_fnd -25.31 -2.18 -2.54 11.28 -67.55 -18.57 70.46
88 multin_zz1000_61004_overnight_pv_rm_fnd -25.31 -2.18 -2.54 11.28 -67.55 -18.57 70.46
89 multin_zz1000_61004_overnight_pv_rm_fnd_blc -25.40 -2.27 -2.63 11.19 -67.64 -18.66 70.37
90 multin_zz1000_61002_overnight_pv_rm_fnd_blc -25.40 -2.27 -2.63 11.19 -67.64 -18.66 70.37
91 mx_adaptability_v2 -26.23 -3.11 -3.47 10.36 -68.47 -19.49 69.53
92 mx_tenacity_morecapa_primitive -26.46 -3.33 -3.69 10.13 -68.69 -19.71 69.31
93 mx_adaptability -26.51 -3.38 -3.74 10.08 -68.75 -19.76 69.26
94 multin_zz1000_61001_overnight_pv_rm_fnd -26.69 -3.56 -3.92 9.90 -68.93 -19.94 69.08
95 mx_tenacity_restrict_primitive -26.93 -3.80 -4.16 9.66 -69.17 -20.18 68.84
96 multin_zz1000_61004_pv_rm_fnd -27.27 -4.15 -4.51 9.32 -69.51 -20.53 68.49
97 multin_zz1000_61002_pv_rm_fnd -27.27 -4.15 -4.51 9.32 -69.51 -20.53 68.49
98 multin_zz1000_61001_overnight_pv_rm_fnd_blc -27.30 -4.17 -4.53 9.29 -69.53 -20.55 68.47
99 multin_zz1000_61001_pv_rm_fnd -28.46 -5.33 -5.69 8.13 -70.70 -21.71 67.31
100 mx_capability_primitive -36.16 -13.03 -13.39 0.43 -78.40 -29.42 59.61
101 mx_capability -36.16 -13.03 -13.39 0.43 -78.40 -29.42 59.61
102 multin_zz1000_61003_pv -40.53 -17.40 -17.76 -3.94 -82.76 -33.78 55.24
103 mx_2023_gen_merge1_filtered_no_idsctrl -40.60 -17.47 -17.83 -4.01 -82.83 -33.85 55.17
104 multin1_real1 -41.16 -18.04 -18.40 -4.57 -83.40 -34.42 54.60
105 multin_zz1000_61003_pv_rm_blc -41.16 -18.04 -18.40 -4.57 -83.40 -34.42 54.60
106 multin1_real1_overnight -41.51 -18.38 -18.75 -4.92 -83.75 -34.77 54.25
107 multin_zz1000_61003_overnight_pv_rm_blc -41.51 -18.38 -18.75 -4.92 -83.75 -34.77 54.25
108 multin_zz1000_61001_pv -44.54 -21.41 -21.77 -7.95 -86.78 -37.79 51.23
109 multin_zz1000_61002_pv -45.54 -22.42 -22.78 -8.96 -87.78 -38.80 50.22
110 multin_zz1000_61004_pv -45.54 -22.42 -22.78 -8.96 -87.78 -38.80 50.22
111 multin_zz1000_61004_pv_rm_blc -48.66 -25.53 -25.89 -12.07 -90.89 -41.91 47.11
112 multin_zz1000_61002_pv_rm_blc -48.66 -25.53 -25.89 -12.07 -90.89 -41.91 47.11
113 multin_zz1000_61002_overnight_pv_rm_blc -48.99 -25.86 -26.22 -12.40 -91.23 -42.24 46.78
114 multin_zz1000_61004_overnight_pv_rm_blc -48.99 -25.86 -26.22 -12.40 -91.23 -42.24 46.78
115 multin_zz1000_61001_pv_rm_blc -50.02 -26.89 -27.25 -13.43 -92.26 -43.27 45.75
116 multin_zz1000_61001_overnight_pv_rm_blc -50.22 -27.09 -27.45 -13.63 -92.46 -43.47 45.55