strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240426_153123
0 mx_opt1_absdef_500_v2 42.45 19.86 136.73 81.38 234.30 105.52 432.24
1 multin_zz1000_61002_idxctrl_zz1000_pv 15.71 -6.89 109.99 54.64 207.56 78.78 405.50
2 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 15.07 -7.52 109.36 54.00 206.93 78.14 404.86
3 multin_zz1000_61004_idxctrl_zz1000_pv 14.98 -7.61 109.26 53.91 206.84 78.05 404.77
4 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 14.36 -8.24 108.64 53.29 206.21 77.43 404.14
5 multin_zz1000_61001_idxctrl_zz1000_pv 13.87 -8.72 108.15 52.80 205.73 76.94 403.66
6 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 13.03 -9.56 107.31 51.96 204.88 76.10 402.82
7 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 5.41 -17.18 99.69 44.34 197.26 68.48 395.20
8 mx_opt1_absdef_1000_v2 5.31 -17.28 99.59 44.24 197.16 68.38 395.10
9 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 3.44 -19.15 97.73 42.37 195.30 66.51 393.23
10 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 0.90 -21.69 95.18 39.83 192.76 63.97 390.69
11 multin_zz1000_61002_idxctrl_pv 0.24 -22.35 94.52 39.17 192.10 63.31 390.03
12 multin_zz1000_61004_idxctrl_pv 0.24 -22.35 94.52 39.17 192.10 63.31 390.03
13 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -1.00 -23.60 93.28 37.93 190.85 62.07 388.78
14 multin_zz1000_61002_idxctrl_pv_rm_blc -2.08 -24.68 92.20 36.84 189.77 60.98 387.70
15 multin_zz1000_61004_idxctrl_pv_rm_blc -2.08 -24.68 92.20 36.84 189.77 60.98 387.70
16 multin_zz1000_61001_idxctrl_pv -2.26 -24.85 92.02 36.67 189.60 60.81 387.53
17 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -2.73 -25.32 91.55 36.20 189.13 60.34 387.06
18 multin_zz1000_61001_idxctrl_pv_rm_blc -4.77 -27.37 89.51 34.15 187.08 58.29 385.01
19 multin_zz500_61002_idxctrl_zz500_pv -4.82 -27.42 89.46 34.11 187.03 58.25 384.97
20 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -5.92 -28.51 88.36 33.01 185.93 57.15 383.87
21 multin_zz500_61004_idxctrl_zz500_pv -6.55 -29.14 87.74 32.38 185.31 56.52 383.24
22 multin_zz500_61001_idxctrl_zz500_pv -8.22 -30.82 86.06 30.71 183.63 54.85 381.56
23 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -9.17 -31.76 85.11 29.76 182.69 53.90 380.62
24 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -10.84 -33.43 83.44 28.09 181.02 52.23 378.95
25 mx_opt2_dyna_1000_v2 -11.53 -34.12 82.76 27.40 180.33 51.54 378.26
26 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -12.07 -34.66 82.21 26.86 179.78 51.00 377.72
27 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -12.37 -34.96 81.91 26.56 179.49 50.70 377.42
28 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -12.80 -35.39 81.48 26.13 179.06 50.27 376.99
29 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -14.04 -36.63 80.25 24.89 177.82 49.03 375.75
30 multin_zz1000_61002_idxctrl_pv_rm_fnd -15.59 -38.18 78.69 23.34 176.26 47.48 374.20
31 multin_zz1000_61004_idxctrl_pv_rm_fnd -15.59 -38.18 78.69 23.34 176.26 47.48 374.20
32 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -15.67 -38.26 78.61 23.26 176.18 47.40 374.12
33 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -16.03 -38.62 78.25 22.90 175.83 47.04 373.76
34 mx_opt3_usual_1000_v2 -16.19 -38.78 78.09 22.74 175.67 46.88 373.60
35 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -17.92 -40.52 76.36 21.01 173.93 45.15 371.87
36 multin_zz1000_61001_idxctrl_pv_rm_fnd -18.30 -40.89 75.99 20.63 173.56 44.77 371.49
37 multin_zz1000_61002_overnight_pv_rm_fnd_blc -18.32 -40.91 75.96 20.61 173.54 44.75 371.47
38 multin_zz1000_61004_overnight_pv_rm_fnd_blc -18.32 -40.91 75.96 20.61 173.54 44.75 371.47
39 multin_zz1000_61001_overnight_pv_rm_fnd_blc -19.20 -41.79 75.08 19.73 172.66 43.87 370.59
40 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -19.80 -42.39 74.49 19.13 172.06 43.27 369.99
41 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -19.80 -42.39 74.49 19.13 172.06 43.27 369.99
42 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -22.69 -45.29 71.59 16.24 169.16 40.38 367.09
43 mx_opt3_usual_1000_v1 -25.16 -47.75 69.13 13.77 166.70 37.91 364.63
44 multin_zz1000_61003_overnight_pv_rm_fnd_blc -25.76 -48.35 68.53 13.17 166.10 37.31 364.03
45 multin1_real2_overnight -25.76 -48.35 68.53 13.17 166.10 37.31 364.03
46 multin_zz1000_61001_pv_rm_fnd_blc -25.86 -48.46 68.42 13.07 165.99 37.21 363.92
47 multin_zz1000_61002_pv_rm_fnd_blc -26.11 -48.70 68.18 12.82 165.75 36.96 363.68
48 multin_zz1000_61004_pv_rm_fnd_blc -26.11 -48.70 68.18 12.82 165.75 36.96 363.68
49 mx_opt2_dyna_500_v2 -26.74 -49.33 67.54 12.19 165.12 36.33 363.05
50 multin_zz1000_61001_overnight_pv_rm_fnd -29.24 -51.83 65.04 9.69 162.62 33.83 360.55
51 multin_zz1000_61003_pv_rm_fnd_blc -32.61 -55.20 61.67 6.32 159.25 30.46 357.18
52 multin1_real2 -32.61 -55.20 61.67 6.32 159.25 30.46 357.18
53 mx_opt3_usual_500_v1 -33.16 -55.76 61.12 5.77 158.69 29.91 356.62
54 multin_zz1000_61003_overnight_pv_rm_fnd -33.65 -56.24 60.63 5.28 158.21 29.42 356.14
55 multin_zz1000_61001_pv_rm_fnd -36.76 -59.35 57.52 2.17 155.09 26.31 353.03
56 multin_zz1000_61002_overnight_pv_rm_fnd -39.59 -62.18 54.69 -0.66 152.27 23.48 350.20
57 multin_zz1000_61004_overnight_pv_rm_fnd -39.59 -62.18 54.69 -0.66 152.27 23.48 350.20
58 mx_opt3_usual_500_v2 -40.72 -63.31 53.56 -1.79 151.14 22.35 349.07
59 multin_zz1000_61003_pv_rm_fnd -41.42 -64.01 52.86 -2.49 150.43 21.65 348.37
60 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -42.32 -64.92 51.96 -3.39 149.53 20.75 347.46
61 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -42.32 -64.92 51.96 -3.39 149.53 20.75 347.46
62 multin_zz1000_61004_idscapctrl_pv_rm_blc -43.08 -65.67 51.20 -4.15 148.77 19.99 346.71
63 multin_zz1000_61002_idscapctrl_pv_rm_blc -43.08 -65.67 51.20 -4.15 148.77 19.99 346.71
64 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -45.21 -67.80 49.07 -6.28 146.65 17.86 344.58
65 multin_zz1000_61001_idscapctrl_pv_rm_blc -45.51 -68.10 48.77 -6.58 146.35 17.56 344.28
66 multin_zz1000_61004_pv_rm_fnd -47.75 -70.35 46.53 -8.83 144.10 15.31 342.03
67 multin_zz1000_61002_pv_rm_fnd -47.75 -70.35 46.53 -8.83 144.10 15.31 342.03
68 multin1_real0 -57.46 -80.05 36.82 -18.53 134.39 5.61 332.33
69 multin_zz1000_61002_idscapctrl_pv_rm_fnd -57.78 -80.37 36.50 -18.85 134.08 5.29 332.01
70 multin_zz1000_61004_idscapctrl_pv_rm_fnd -57.78 -80.37 36.50 -18.85 134.08 5.29 332.01
71 multin1_real0_overnight -57.90 -80.50 36.38 -18.98 133.95 5.16 331.88
72 multin_zz1000_21001_tp1000_rm_blc -59.05 -81.64 35.23 -20.12 132.81 4.02 330.74
73 mx_capability_primitive -60.04 -82.63 34.24 -21.11 131.82 3.03 329.75
74 mx_capability -60.04 -82.63 34.24 -21.11 131.82 3.03 329.75
75 multin_zz1000_61001_idscapctrl_pv_rm_fnd -60.21 -82.80 34.08 -21.28 131.65 2.86 329.58
76 multin_zz1000_21001_tp1000 -60.47 -83.06 33.81 -21.54 131.39 2.60 329.32
77 multin_zz500_21001_tp500 -61.11 -83.70 33.17 -22.18 130.74 1.96 328.68
78 multin_zz500_21001_tp500_rm_blc -66.58 -89.18 27.70 -27.66 125.27 -3.52 323.20
79 multin_zz1000_61002_idscapctrl_pv -66.86 -89.45 27.42 -27.93 125.00 -3.79 322.93
80 multin_zz1000_61004_idscapctrl_pv -66.86 -89.45 27.42 -27.93 125.00 -3.79 322.93
81 multin_zz1000_61001_idscapctrl_pv -68.75 -91.34 25.53 -29.82 123.11 -5.68 321.04
82 multin_zz1000_61003_pv_rm_blc -69.14 -91.73 25.14 -30.21 122.72 -6.07 320.65
83 multin1_real1 -69.14 -91.73 25.14 -30.21 122.72 -6.07 320.65
84 multin1_real1_overnight -70.12 -92.71 24.16 -31.19 121.74 -7.05 319.67
85 multin_zz1000_61003_overnight_pv_rm_blc -70.12 -92.71 24.16 -31.19 121.74 -7.05 319.67
86 mx_adaptability_v2 -74.05 -96.65 20.23 -35.12 117.80 -10.98 315.73
87 multin_zz1000_61001_pv_rm_blc -74.98 -97.57 19.30 -36.05 116.87 -11.91 314.81
88 multin_zz1000_61001_overnight_pv_rm_blc -75.84 -98.44 18.44 -36.92 116.01 -12.78 313.94
89 multin_zz1000_61004_pv_rm_blc -76.01 -98.60 18.28 -37.08 115.85 -12.94 313.78
90 multin_zz1000_61002_pv_rm_blc -76.01 -98.60 18.28 -37.08 115.85 -12.94 313.78
91 multin_zz1000_61002_overnight_pv_rm_blc -77.09 -99.69 17.19 -38.16 114.76 -14.02 312.69
92 multin_zz1000_61004_overnight_pv_rm_blc -77.09 -99.69 17.19 -38.16 114.76 -14.02 312.69
93 multin_zz500_21001_tp200 -80.95 -103.54 13.33 -42.02 110.91 -17.88 308.84
94 multin_zz500_21001_tp200_rm_blc -88.24 -110.84 6.04 -49.31 103.61 -25.17 301.55
95 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -89.09 -111.69 5.19 -50.16 102.76 -26.02 300.70
96 mx_resilience_inthandsctrl_amtctrl_capctrl -94.03 -116.62 0.25 -55.10 97.82 -30.96 295.76
97 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -94.03 -116.62 0.25 -55.10 97.82 -30.96 295.76
98 mx_resilience_inthandsctrl -98.17 -120.76 -3.89 -59.24 93.69 -35.10 291.62
99 mx_resilience_inthandsctrl_amtctrl -98.17 -120.76 -3.89 -59.24 93.69 -35.10 291.62
100 mx_resilience -98.76 -121.35 -4.48 -59.83 93.10 -35.69 291.03
101 multin_zz1000_61003_pv -118.53 -141.13 -24.25 -79.61 73.32 -55.47 271.25
102 multin_zz1000_61001_pv -132.87 -155.46 -38.59 -93.94 58.99 -69.80 256.92
103 multin_zz1000_61004_pv -135.12 -157.71 -40.84 -96.19 56.74 -72.05 254.67
104 multin_zz1000_61002_pv -135.12 -157.71 -40.84 -96.19 56.74 -72.05 254.67
105 mx_gentleness -136.05 -158.64 -41.77 -97.12 55.81 -72.98 253.74
106 mx_tenacity_ctrlonly -138.95 -161.55 -44.67 -100.02 52.90 -75.88 250.83
107 mx_2023_gen_merge1_filtered_no_idsctrl -138.98 -161.57 -44.70 -100.05 52.88 -75.91 250.81
108 mx_tenacity_morecapa_ctrlonly -140.76 -163.35 -46.48 -101.83 51.09 -77.69 249.03
109 mx_2023_gen_merge2_filtered_idsctrl -155.44 -178.04 -61.16 -116.51 36.41 -92.37 234.34
110 mx_tenacity_morecapa -157.32 -179.91 -63.04 -118.39 34.53 -94.25 232.47
111 mx_tenacity_morecapa_primitive -157.32 -179.91 -63.04 -118.39 34.53 -94.25 232.47
112 mx_adaptability -157.32 -179.91 -63.04 -118.39 34.53 -94.25 232.47
113 mx_tenacity -171.49 -194.08 -77.20 -132.56 20.37 -108.42 218.30
114 mx_tenacity_primitive -171.49 -194.08 -77.20 -132.56 20.37 -108.42 218.30
115 mx_tenacity_restrict -176.92 -199.51 -82.63 -137.99 14.94 -113.85 212.87
116 mx_tenacity_restrict_primitive -176.92 -199.51 -82.63 -137.99 14.94 -113.85 212.87