strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240425_150840
0 mx_2023_gen_merge1_filtered_no_idsctrl 92.91 115.74 38.05 84.11 108.70 -12.39 -18.97
1 multin_zz1000_61002_pv 85.34 108.17 30.49 76.55 101.14 -19.95 -26.53
2 multin_zz1000_61004_pv 85.34 108.17 30.49 76.55 101.14 -19.95 -26.53
3 multin1_real0_overnight 81.25 104.08 26.39 72.45 97.04 -24.05 -30.63
4 multin_zz1000_61002_overnight_pv_rm_blc 81.25 104.08 26.39 72.45 97.04 -24.05 -30.63
5 multin_zz1000_61004_overnight_pv_rm_blc 81.25 104.08 26.39 72.45 97.04 -24.05 -30.63
6 multin1_real0 81.15 103.98 26.30 72.36 96.95 -24.14 -30.72
7 multin_zz1000_61004_pv_rm_blc 81.15 103.98 26.30 72.36 96.95 -24.14 -30.72
8 multin_zz1000_61002_pv_rm_blc 81.15 103.98 26.30 72.36 96.95 -24.14 -30.72
9 multin_zz1000_61003_pv 78.77 101.60 23.91 69.97 94.56 -26.53 -33.10
10 multin_zz1000_61003_pv_rm_blc 76.99 99.83 22.14 68.20 92.79 -28.30 -34.88
11 multin1_real1 76.99 99.83 22.14 68.20 92.79 -28.30 -34.88
12 multin1_real1_overnight 76.85 99.68 21.99 68.05 92.64 -28.45 -35.02
13 multin_zz1000_61003_overnight_pv_rm_blc 76.85 99.68 21.99 68.05 92.64 -28.45 -35.02
14 multin_zz1000_61001_pv 73.94 96.77 19.08 65.14 89.73 -31.36 -37.94
15 multin_zz1000_61001_pv_rm_blc 68.90 91.73 14.04 60.10 84.69 -36.40 -42.97
16 multin_zz1000_61001_overnight_pv_rm_blc 68.76 91.59 13.91 59.97 84.56 -36.53 -43.11
17 multin_zz1000_61002_pv_rm_fnd 68.64 91.47 13.78 59.84 84.43 -36.66 -43.24
18 multin_zz1000_61004_pv_rm_fnd 68.64 91.47 13.78 59.84 84.43 -36.66 -43.24
19 mx_capability 68.56 91.39 13.71 59.77 84.36 -36.73 -43.31
20 mx_capability_primitive 68.56 91.39 13.71 59.77 84.36 -36.73 -43.31
21 multin_zz1000_61004_overnight_pv_rm_fnd 65.43 88.26 10.57 56.63 81.22 -39.87 -46.45
22 multin_zz1000_61002_overnight_pv_rm_fnd 65.43 88.26 10.57 56.63 81.22 -39.87 -46.45
23 multin_zz1000_61003_overnight_pv_rm_fnd 65.08 87.91 10.22 56.28 80.87 -40.22 -46.80
24 multin_zz1000_61001_pv_rm_fnd 65.03 87.86 10.17 56.23 80.82 -40.27 -46.85
25 multin_zz1000_61003_pv_rm_fnd 64.87 87.70 10.01 56.08 80.66 -40.43 -47.00
26 multin_zz1000_61003_overnight_pv_rm_fnd_blc 63.52 86.35 8.66 54.72 79.31 -41.78 -48.35
27 multin1_real2_overnight 63.52 86.35 8.66 54.72 79.31 -41.78 -48.35
28 multin_zz1000_61002_pv_rm_fnd_blc 62.62 85.45 7.76 53.82 78.41 -42.68 -49.26
29 multin_zz1000_61004_pv_rm_fnd_blc 62.62 85.45 7.76 53.82 78.41 -42.68 -49.26
30 multin_zz1000_61001_overnight_pv_rm_fnd 62.54 85.37 7.68 53.74 78.33 -42.76 -49.34
31 multin_zz1000_61002_overnight_pv_rm_fnd_blc 62.34 85.17 7.49 53.55 78.14 -42.95 -49.53
32 multin_zz1000_61004_overnight_pv_rm_fnd_blc 62.34 85.17 7.49 53.55 78.14 -42.95 -49.53
33 multin1_real2 60.10 82.93 5.24 51.31 75.89 -45.20 -51.77
34 multin_zz1000_61003_pv_rm_fnd_blc 60.10 82.93 5.24 51.31 75.89 -45.20 -51.77
35 mx_tenacity_restrict_primitive 59.44 82.27 4.59 50.65 75.24 -45.85 -52.43
36 mx_tenacity 58.54 81.37 3.69 49.75 74.34 -46.75 -53.33
37 mx_tenacity_primitive 58.54 81.37 3.69 49.75 74.34 -46.75 -53.33
38 mx_tenacity_ctrlonly 58.54 81.37 3.69 49.75 74.34 -46.75 -53.33
39 multin_zz1000_61001_overnight_pv_rm_fnd_blc 58.45 81.28 3.59 49.65 74.24 -46.85 -53.43
40 multin_zz1000_61001_pv_rm_fnd_blc 57.81 80.64 2.95 49.01 73.60 -47.49 -54.07
41 mx_gentleness 57.43 80.26 2.57 48.63 73.22 -47.87 -54.45
42 mx_2023_gen_merge2_filtered_idsctrl 53.54 76.37 -1.32 44.74 69.33 -51.76 -58.33
43 multin_zz500_21001_tp200 53.39 76.22 -1.46 44.60 69.19 -51.90 -58.48
44 multin_zz500_21001_tp500 52.67 75.50 -2.18 43.88 68.47 -52.62 -59.20
45 mx_tenacity_morecapa_primitive 51.55 74.38 -3.31 42.76 67.34 -53.75 -60.32
46 mx_adaptability 51.45 74.28 -3.41 42.65 67.24 -53.85 -60.43
47 multin_zz500_21001_tp200_rm_blc 51.12 73.95 -3.74 42.32 66.91 -54.18 -60.76
48 multin_zz500_21001_tp500_rm_blc 49.77 72.60 -5.09 40.97 65.56 -55.53 -62.11
49 multin_zz1000_21001_tp1000 49.42 72.25 -5.43 40.63 65.22 -55.87 -62.45
50 mx_tenacity_restrict 47.30 70.13 -7.56 38.50 63.09 -58.00 -64.58
51 multin_zz1000_21001_tp1000_rm_blc 45.85 68.68 -9.00 37.06 61.65 -59.44 -66.02
52 mx_tenacity_morecapa 40.31 63.14 -14.55 31.51 56.10 -64.99 -71.57
53 mx_tenacity_morecapa_ctrlonly 40.31 63.14 -14.55 31.51 56.10 -64.99 -71.57
54 mx_resilience_inthandsctrl 32.42 55.25 -22.44 23.62 48.21 -72.88 -79.46
55 mx_resilience_inthandsctrl_amtctrl 32.42 55.25 -22.44 23.62 48.21 -72.88 -79.46
56 mx_resilience 31.93 54.76 -22.92 23.14 47.73 -73.36 -79.94
57 mx_resilience_inthandsctrl_amtctrl_capctrl 23.46 46.29 -31.39 14.67 39.26 -81.83 -88.41
58 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 23.46 46.29 -31.39 14.67 39.26 -81.83 -88.41
59 mx_adaptability_v2 21.54 44.37 -33.32 12.74 37.33 -83.76 -90.34
60 multin_zz1000_61002_idscapctrl_pv_rm_fnd 21.16 43.99 -33.70 12.36 36.95 -84.14 -90.72
61 multin_zz1000_61004_idscapctrl_pv_rm_fnd 21.16 43.99 -33.70 12.36 36.95 -84.14 -90.72
62 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 20.02 42.85 -34.83 11.23 35.82 -85.27 -91.85
63 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 20.02 42.85 -34.83 11.23 35.82 -85.27 -91.85
64 multin_zz1000_61001_idscapctrl_pv_rm_fnd 19.36 42.19 -35.50 10.56 35.15 -85.94 -92.51
65 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 18.17 41.01 -36.68 9.38 33.97 -87.12 -93.70
66 multin_zz1000_61002_idscapctrl_pv 15.92 38.75 -38.93 7.13 31.72 -89.37 -95.95
67 multin_zz1000_61004_idscapctrl_pv 15.92 38.75 -38.93 7.13 31.72 -89.37 -95.95
68 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 14.94 37.77 -39.92 6.14 30.73 -90.36 -96.93
69 multin_zz1000_61001_idscapctrl_pv 13.66 36.49 -41.19 4.87 29.46 -91.63 -98.21
70 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 12.52 35.35 -42.34 3.72 28.31 -92.78 -99.35
71 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 12.36 35.19 -42.50 3.56 28.15 -92.94 -99.52
72 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 12.17 35.00 -42.69 3.37 27.96 -93.13 -99.70
73 mx_opt3_usual_1000_v1 12.05 34.88 -42.81 3.25 27.84 -93.25 -99.83
74 multin_zz1000_61004_idscapctrl_pv_rm_blc 12.00 34.83 -42.85 3.21 27.80 -93.29 -99.87
75 multin_zz1000_61002_idscapctrl_pv_rm_blc 12.00 34.83 -42.85 3.21 27.80 -93.29 -99.87
76 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 11.99 34.83 -42.86 3.20 27.79 -93.30 -99.88
77 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 9.72 32.55 -45.14 0.92 25.51 -95.58 -102.16
78 multin_zz1000_61001_idscapctrl_pv_rm_blc 9.71 32.54 -45.14 0.92 25.51 -95.58 -102.16
79 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 9.60 32.43 -45.26 0.80 25.39 -95.70 -102.28
80 multin_zz1000_61002_idxctrl_pv_rm_fnd 2.19 25.02 -52.66 -6.60 17.99 -103.10 -109.68
81 multin_zz1000_61004_idxctrl_pv_rm_fnd 2.19 25.02 -52.66 -6.60 17.99 -103.10 -109.68
82 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 0.97 23.81 -53.88 -7.82 16.77 -104.32 -110.90
83 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 0.97 23.81 -53.88 -7.82 16.77 -104.32 -110.90
84 multin_zz1000_61001_idxctrl_pv_rm_fnd -0.21 22.62 -55.07 -9.01 15.58 -105.51 -112.09
85 multin_zz500_61004_idxctrl_zz500_pv -0.49 22.34 -55.34 -9.28 15.31 -105.78 -112.36
86 multin_zz500_61002_idxctrl_zz500_pv -0.72 22.11 -55.58 -9.51 15.07 -106.02 -112.59
87 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -1.42 21.41 -56.28 -10.22 14.37 -106.72 -113.30
88 mx_opt3_usual_1000_v2 -1.94 20.89 -56.80 -10.73 13.85 -107.24 -113.81
89 mx_opt2_dyna_500_v2 -2.39 20.44 -57.25 -11.19 13.40 -107.69 -114.27
90 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -2.39 20.44 -57.24 -11.18 13.41 -107.68 -114.26
91 mx_opt2_dyna_1000_v2 -2.60 20.23 -57.46 -11.40 13.19 -107.90 -114.47
92 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -2.64 20.19 -57.50 -11.44 13.15 -107.94 -114.52
93 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -2.70 20.13 -57.56 -11.49 13.09 -108.00 -114.57
94 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -3.50 19.33 -58.35 -12.29 12.30 -108.79 -115.37
95 multin_zz500_61001_idxctrl_zz500_pv -3.89 18.94 -58.74 -12.68 11.91 -109.18 -115.76
96 mx_opt3_usual_500_v2 -4.50 18.33 -59.36 -13.30 11.29 -109.80 -116.38
97 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -5.09 17.74 -59.94 -13.88 10.71 -110.38 -116.96
98 multin_zz1000_61004_idxctrl_pv -5.34 17.49 -60.20 -14.14 10.45 -110.64 -117.22
99 multin_zz1000_61002_idxctrl_pv -5.34 17.49 -60.20 -14.14 10.45 -110.64 -117.22
100 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -5.68 17.15 -60.53 -14.47 10.12 -110.97 -117.55
101 mx_opt1_absdef_1000_v2 -5.84 16.99 -60.70 -14.64 9.95 -111.14 -117.72
102 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -5.93 16.90 -60.79 -14.73 9.86 -111.23 -117.80
103 multin_zz1000_61002_idxctrl_pv_rm_blc -6.07 16.76 -60.93 -14.87 9.72 -111.37 -117.95
104 multin_zz1000_61004_idxctrl_pv_rm_blc -6.07 16.76 -60.93 -14.87 9.72 -111.37 -117.95
105 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -6.85 15.98 -61.71 -15.65 8.94 -112.15 -118.73
106 multin_zz1000_61004_idxctrl_zz1000_pv -7.34 15.49 -62.20 -16.14 8.45 -112.64 -119.22
107 multin_zz1000_61001_idxctrl_pv -7.56 15.27 -62.41 -16.35 8.24 -112.85 -119.43
108 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -7.97 14.86 -62.83 -16.77 7.82 -113.27 -119.84
109 multin_zz1000_61002_idxctrl_zz1000_pv -8.15 14.68 -63.01 -16.95 7.64 -113.45 -120.02
110 multin_zz1000_61001_idxctrl_pv_rm_blc -8.37 14.46 -63.23 -17.17 7.42 -113.67 -120.25
111 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -8.73 14.10 -63.59 -17.53 7.06 -114.03 -120.60
112 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -9.33 13.50 -64.19 -18.13 6.46 -114.63 -121.21
113 multin_zz1000_61001_idxctrl_zz1000_pv -10.68 12.15 -65.53 -19.47 5.12 -115.97 -122.55
114 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -11.54 11.29 -66.40 -20.34 4.25 -116.84 -123.42
115 mx_opt3_usual_500_v1 -12.25 10.58 -67.10 -21.04 3.55 -117.54 -124.12
116 mx_opt1_absdef_500_v2 -27.22 -4.39 -82.08 -36.02 -11.43 -132.52 -139.10