strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240422_151436
0 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 8.71 62.90 82.96 4.31 -26.07 111.95 184.23
1 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 8.34 62.54 82.60 3.94 -26.43 111.58 183.86
2 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 7.85 62.04 82.11 3.45 -26.92 111.09 183.37
3 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -0.67 53.52 73.58 -5.07 -35.45 102.57 174.84
4 multin_zz1000_61004_idxctrl_zz1000_pv -0.88 53.31 73.37 -5.29 -35.66 102.35 174.63
5 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -0.88 53.32 73.38 -5.28 -35.65 102.36 174.64
6 multin_zz1000_61002_idxctrl_zz1000_pv -1.26 52.93 72.99 -5.66 -36.04 101.98 174.26
7 multin_zz1000_61001_idxctrl_zz1000_pv -1.50 52.70 72.76 -5.90 -36.27 101.74 174.02
8 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -2.00 52.20 72.26 -6.40 -36.77 101.24 173.52
9 multin_zz500_21001_tp200_rm_blc -7.01 47.18 67.24 -11.41 -41.79 96.23 168.50
10 multin_zz500_21001_tp200 -10.38 43.81 63.87 -14.78 -45.16 92.86 165.13
11 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -11.45 42.75 62.81 -15.85 -46.22 91.79 164.07
12 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -11.78 42.42 62.48 -16.18 -46.55 91.46 163.74
13 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -12.84 41.36 61.42 -17.24 -47.61 90.40 162.68
14 multin_zz1000_61002_idxctrl_pv_rm_blc -14.47 39.72 59.78 -18.87 -49.25 88.77 161.05
15 multin_zz1000_61004_idxctrl_pv_rm_blc -14.47 39.72 59.78 -18.87 -49.25 88.77 161.05
16 multin_zz1000_61001_idxctrl_pv_rm_blc -17.02 37.18 57.24 -21.42 -51.79 86.22 158.50
17 multin_zz1000_61002_idxctrl_pv -19.99 34.21 54.27 -24.39 -54.76 83.25 155.53
18 multin_zz1000_61004_idxctrl_pv -19.99 34.21 54.27 -24.39 -54.76 83.25 155.53
19 multin_zz1000_61001_idxctrl_pv -22.28 31.91 51.97 -26.68 -57.06 80.96 153.24
20 mx_opt1_absdef_1000_v2 -25.34 28.85 48.91 -29.74 -60.12 77.90 150.17
21 multin1_real0_overnight -25.34 28.85 48.91 -29.74 -60.12 77.90 150.17
22 multin1_real0 -25.34 28.85 48.91 -29.74 -60.12 77.90 150.17
23 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -27.78 26.42 46.48 -32.18 -62.55 75.46 147.74
24 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -27.78 26.42 46.48 -32.18 -62.55 75.46 147.74
25 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -30.79 23.40 43.46 -35.19 -65.57 72.45 144.72
26 multin_zz1000_61002_idxctrl_pv_rm_fnd -33.13 21.07 41.13 -37.53 -67.90 70.11 142.39
27 multin_zz1000_61004_idxctrl_pv_rm_fnd -33.13 21.07 41.13 -37.53 -67.90 70.11 142.39
28 multin_zz1000_61001_idxctrl_pv_rm_fnd -35.95 18.24 38.30 -40.36 -70.73 67.29 139.56
29 multin_zz500_21001_tp500_rm_blc -38.20 15.99 36.05 -42.61 -72.98 65.03 137.31
30 multin_zz1000_21001_tp1000_rm_blc -39.83 14.37 34.43 -44.23 -74.60 63.41 135.69
31 multin_zz500_21001_tp500 -40.32 13.88 33.94 -44.72 -75.09 62.92 135.20
32 multin_zz1000_21001_tp1000 -41.37 12.83 32.89 -45.77 -76.14 61.87 134.15
33 multin_zz1000_61003_overnight_pv_rm_fnd_blc -45.72 8.47 28.53 -50.12 -80.50 57.52 129.79
34 multin1_real2_overnight -45.72 8.47 28.53 -50.12 -80.50 57.52 129.79
35 multin_zz1000_61001_overnight_pv_rm_fnd_blc -47.31 6.88 26.94 -51.72 -82.09 55.93 128.20
36 multin_zz1000_61003_overnight_pv_rm_fnd -47.92 6.27 26.34 -52.32 -82.69 55.32 127.60
37 multin1_real2 -48.76 5.43 25.49 -53.16 -83.54 54.48 126.75
38 multin_zz1000_61003_pv_rm_fnd_blc -48.76 5.43 25.49 -53.16 -83.54 54.48 126.75
39 multin_zz1000_61001_pv_rm_fnd_blc -51.11 3.08 23.15 -55.51 -85.88 52.13 124.41
40 multin_zz1000_61002_overnight_pv_rm_fnd_blc -51.19 3.00 23.06 -55.60 -85.97 52.04 124.32
41 multin_zz1000_61004_overnight_pv_rm_fnd_blc -51.19 3.00 23.06 -55.60 -85.97 52.04 124.32
42 multin_zz1000_61001_overnight_pv_rm_fnd -51.31 2.88 22.94 -55.72 -86.09 51.93 124.20
43 multin_zz1000_61003_pv_rm_fnd -51.75 2.44 22.51 -56.15 -86.52 51.49 123.77
44 multin_zz1000_61002_overnight_pv_rm_fnd -54.21 -0.01 20.05 -58.61 -88.98 49.03 121.31
45 multin_zz1000_61004_overnight_pv_rm_fnd -54.21 -0.01 20.05 -58.61 -88.98 49.03 121.31
46 multin_zz1000_61004_pv_rm_fnd_blc -54.33 -0.13 19.93 -58.73 -89.10 48.91 121.19
47 multin_zz1000_61002_pv_rm_fnd_blc -54.33 -0.13 19.93 -58.73 -89.10 48.91 121.19
48 multin_zz1000_61001_pv_rm_fnd -55.79 -1.60 18.47 -60.19 -90.56 47.45 119.73
49 multin_zz1000_61002_pv_rm_fnd -58.09 -3.90 16.16 -62.49 -92.87 45.15 117.42
50 multin_zz1000_61004_pv_rm_fnd -58.09 -3.90 16.16 -62.49 -92.87 45.15 117.42
51 mx_opt3_usual_1000_v2 -58.56 -4.37 15.69 -62.96 -93.34 44.68 116.95
52 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -60.74 -6.55 13.51 -65.15 -95.52 42.49 114.77
53 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -60.97 -6.77 13.29 -65.37 -95.74 42.27 114.55
54 mx_opt2_dyna_1000_v2 -61.40 -7.20 12.86 -65.80 -96.17 41.84 114.12
55 multin_zz500_61002_idxctrl_zz500_pv -62.21 -8.02 12.04 -66.62 -96.99 41.02 113.30
56 multin_zz500_61004_idxctrl_zz500_pv -62.42 -8.22 11.84 -66.82 -97.19 40.82 113.10
57 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -63.93 -9.73 10.33 -68.33 -98.70 39.31 111.59
58 multin_zz500_61001_idxctrl_zz500_pv -65.13 -10.93 9.13 -69.53 -99.90 38.11 110.39
59 mx_opt3_usual_1000_v1 -65.76 -11.57 8.49 -70.17 -100.54 37.48 109.75
60 mx_capability_primitive -66.25 -12.05 8.01 -70.65 -101.02 36.99 109.27
61 mx_capability -66.25 -12.05 8.01 -70.65 -101.02 36.99 109.27
62 multin_zz1000_61003_pv_rm_blc -67.54 -13.34 6.72 -71.94 -102.31 35.70 107.98
63 multin1_real1 -67.54 -13.34 6.72 -71.94 -102.31 35.70 107.98
64 multin1_real1_overnight -67.57 -13.38 6.68 -71.97 -102.35 35.67 107.95
65 multin_zz1000_61003_overnight_pv_rm_blc -67.57 -13.38 6.68 -71.97 -102.35 35.67 107.95
66 multin_zz1000_61001_pv_rm_blc -70.90 -16.71 3.36 -75.30 -105.67 32.34 104.62
67 multin_zz1000_61001_overnight_pv_rm_blc -70.92 -16.73 3.33 -75.32 -105.70 32.32 104.60
68 mx_opt1_absdef_500_v2 -72.01 -17.82 2.24 -76.41 -106.79 31.23 103.51
69 multin_zz1000_61003_pv -75.14 -20.95 -0.89 -79.55 -109.92 28.09 100.37
70 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -77.83 -23.64 -3.58 -82.23 -112.61 25.41 97.68
71 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -78.38 -24.18 -4.12 -82.78 -113.15 24.86 97.14
72 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -78.61 -24.42 -4.36 -83.01 -113.39 24.63 96.91
73 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -79.19 -25.00 -4.94 -83.60 -113.97 24.04 96.32
74 multin_zz1000_61001_pv -79.69 -25.50 -5.43 -84.09 -114.46 23.55 95.83
75 multin_zz1000_61004_overnight_pv_rm_blc -80.40 -26.20 -6.14 -84.80 -115.17 22.84 95.12
76 multin_zz1000_61002_overnight_pv_rm_blc -80.40 -26.20 -6.14 -84.80 -115.17 22.84 95.12
77 multin_zz1000_61002_pv_rm_blc -80.44 -26.25 -6.19 -84.84 -115.22 22.80 95.08
78 multin_zz1000_61004_pv_rm_blc -80.44 -26.25 -6.19 -84.84 -115.22 22.80 95.08
79 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -80.90 -26.71 -6.65 -85.31 -115.68 22.34 94.61
80 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -81.96 -27.76 -7.70 -86.36 -116.73 21.28 93.56
81 multin_zz1000_61004_pv -88.36 -34.16 -14.10 -92.76 -123.13 14.88 87.16
82 multin_zz1000_61002_pv -88.36 -34.16 -14.10 -92.76 -123.13 14.88 87.16
83 multin_zz1000_61002_idscapctrl_pv_rm_blc -88.64 -34.45 -14.39 -93.04 -123.42 14.60 86.88
84 multin_zz1000_61004_idscapctrl_pv_rm_blc -88.64 -34.45 -14.39 -93.04 -123.42 14.60 86.88
85 multin_zz1000_61004_idscapctrl_pv -88.70 -34.51 -14.45 -93.10 -123.48 14.54 86.81
86 multin_zz1000_61002_idscapctrl_pv -88.70 -34.51 -14.45 -93.10 -123.48 14.54 86.81
87 multin_zz1000_61001_idscapctrl_pv -89.90 -35.71 -15.65 -94.31 -124.68 13.33 85.61
88 multin_zz1000_61001_idscapctrl_pv_rm_blc -90.05 -35.85 -15.79 -94.45 -124.82 13.19 85.47
89 multin_zz1000_61002_idscapctrl_pv_rm_fnd -90.67 -36.48 -16.42 -95.08 -125.45 12.56 84.84
90 multin_zz1000_61004_idscapctrl_pv_rm_fnd -90.67 -36.48 -16.42 -95.08 -125.45 12.56 84.84
91 multin_zz1000_61001_idscapctrl_pv_rm_fnd -92.33 -38.14 -18.08 -96.74 -127.11 10.91 83.18
92 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -93.25 -39.05 -18.99 -97.65 -128.02 9.99 82.27
93 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -93.25 -39.05 -18.99 -97.65 -128.02 9.99 82.27
94 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -95.11 -40.91 -20.85 -99.51 -129.88 8.13 80.41
95 mx_opt3_usual_500_v1 -97.92 -43.73 -23.66 -102.32 -132.69 5.32 77.60
96 mx_adaptability_v2 -101.53 -47.33 -27.27 -105.93 -136.30 1.71 73.99
97 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -106.81 -52.62 -32.55 -111.21 -141.58 -3.57 68.71
98 mx_2023_gen_merge1_filtered_no_idsctrl -106.94 -52.75 -32.69 -111.34 -141.72 -3.70 68.57
99 mx_resilience_inthandsctrl_amtctrl_capctrl -108.78 -54.58 -34.52 -113.18 -143.55 -5.54 66.74
100 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -108.78 -54.58 -34.52 -113.18 -143.55 -5.54 66.74
101 mx_opt3_usual_500_v2 -109.30 -55.11 -35.05 -113.70 -144.08 -6.06 66.22
102 mx_opt2_dyna_500_v2 -109.65 -55.46 -35.40 -114.05 -144.43 -6.41 65.86
103 mx_resilience_inthandsctrl_amtctrl -111.71 -57.52 -37.45 -116.11 -146.48 -8.47 63.81
104 mx_resilience_inthandsctrl -111.71 -57.52 -37.45 -116.11 -146.48 -8.47 63.81
105 mx_resilience -112.15 -57.96 -37.90 -116.56 -146.93 -8.92 63.36
106 mx_tenacity_morecapa_ctrlonly -122.68 -68.49 -48.43 -127.09 -157.46 -19.45 52.83
107 mx_tenacity_morecapa -122.68 -68.49 -48.43 -127.09 -157.46 -19.45 52.83
108 mx_2023_gen_merge2_filtered_idsctrl -126.27 -72.08 -52.01 -130.67 -161.04 -23.03 49.25
109 mx_tenacity -128.48 -74.29 -54.23 -132.88 -163.26 -25.24 47.03
110 mx_tenacity_ctrlonly -128.48 -74.29 -54.23 -132.88 -163.26 -25.24 47.03
111 mx_tenacity_primitive -128.48 -74.29 -54.23 -132.88 -163.26 -25.24 47.03
112 mx_gentleness -128.78 -74.59 -54.53 -133.18 -163.56 -25.54 46.74
113 mx_tenacity_restrict -129.00 -74.80 -54.74 -133.40 -163.77 -25.76 46.52
114 mx_tenacity_restrict_primitive -130.30 -76.11 -56.04 -134.70 -165.07 -27.06 45.22
115 mx_adaptability -134.10 -79.91 -59.85 -138.50 -168.88 -30.86 41.41
116 mx_tenacity_morecapa_primitive -134.10 -79.91 -59.85 -138.50 -168.88 -30.86 41.41