strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240429_151530
0 multin_zz1000_61002_overnight_pv_rm_blc 198.99 239.72 142.85 327.11 437.72 99.23 94.70
1 multin_zz1000_61004_overnight_pv_rm_blc 198.99 239.72 142.85 327.11 437.72 99.23 94.70
2 multin_zz1000_61001_overnight_pv_rm_blc 191.25 231.98 135.11 319.38 429.99 91.50 86.96
3 multin_zz1000_61003_overnight_pv_rm_blc 185.09 225.82 128.95 313.22 423.82 85.33 80.80
4 multin1_real1_overnight 185.09 225.82 128.95 313.22 423.82 85.33 80.80
5 mx_2023_gen_merge1_filtered_no_idsctrl 168.87 209.60 112.73 297.00 407.60 69.11 64.58
6 mx_tenacity 167.60 208.33 111.46 295.73 406.33 67.84 63.31
7 mx_tenacity_primitive 167.60 208.33 111.46 295.73 406.33 67.84 63.31
8 multin_zz1000_61004_overnight_pv_rm_fnd 144.10 184.83 87.96 272.23 382.83 44.34 39.81
9 multin_zz1000_61002_overnight_pv_rm_fnd 144.10 184.83 87.96 272.23 382.83 44.34 39.81
10 multin_zz1000_61001_overnight_pv_rm_fnd 143.25 183.98 87.11 271.38 381.99 43.50 38.97
11 multin_zz1000_61002_overnight_pv_rm_fnd_blc 140.99 181.72 84.85 269.12 379.72 41.23 36.70
12 multin_zz1000_61004_overnight_pv_rm_fnd_blc 140.99 181.72 84.85 269.12 379.72 41.23 36.70
13 multin_zz1000_61003_pv 140.02 180.75 83.88 268.15 378.75 40.27 35.73
14 multin_zz1000_61003_overnight_pv_rm_fnd 139.27 180.00 83.13 267.40 378.00 39.51 34.98
15 multin_zz1000_61001_pv 137.16 177.89 81.02 265.29 375.89 37.40 32.87
16 multin1_real2_overnight 134.63 175.36 78.49 262.76 373.37 34.88 30.35
17 multin_zz1000_61003_overnight_pv_rm_fnd_blc 134.63 175.36 78.49 262.76 373.37 34.88 30.35
18 multin_zz1000_61001_overnight_pv_rm_fnd_blc 130.13 170.86 73.99 258.26 368.86 30.38 25.84
19 multin_zz1000_61004_pv 130.00 170.73 73.86 258.13 368.73 30.25 25.71
20 multin_zz1000_61002_pv 130.00 170.73 73.86 258.13 368.73 30.25 25.71
21 multin_zz1000_61004_pv_rm_fnd 129.28 170.01 73.14 257.41 368.01 29.52 24.99
22 multin_zz1000_61002_pv_rm_fnd 129.28 170.01 73.14 257.41 368.01 29.52 24.99
23 multin_zz1000_61003_pv_rm_fnd 126.85 167.58 70.71 254.98 365.58 27.09 22.56
24 multin_zz1000_61001_pv_rm_blc 122.07 162.80 65.93 250.20 360.81 22.32 17.79
25 multin1_real1 118.46 159.19 62.32 246.59 357.19 18.70 14.17
26 multin_zz1000_61003_pv_rm_blc 118.46 159.19 62.32 246.59 357.19 18.70 14.17
27 multin_zz1000_61001_pv_rm_fnd 117.40 158.13 61.26 245.53 356.14 17.65 13.12
28 multin_zz1000_61004_pv_rm_fnd_blc 114.18 154.91 58.04 242.30 352.91 14.42 9.89
29 multin_zz1000_61002_pv_rm_fnd_blc 114.18 154.91 58.04 242.30 352.91 14.42 9.89
30 multin_zz1000_61004_pv_rm_blc 113.80 154.53 57.66 241.93 352.53 14.04 9.51
31 multin_zz1000_61002_pv_rm_blc 113.80 154.53 57.66 241.93 352.53 14.04 9.51
32 multin_zz1000_61003_pv_rm_fnd_blc 110.95 151.68 54.81 239.08 349.68 11.19 6.66
33 multin1_real2 110.95 151.68 54.81 239.08 349.68 11.19 6.66
34 multin_zz1000_61001_pv_rm_fnd_blc 103.47 144.20 47.33 231.60 342.21 3.72 -0.82
35 multin1_real0_overnight 90.76 131.49 34.63 218.89 329.50 -8.99 -13.52
36 mx_capability 88.68 129.41 32.54 216.80 327.41 -11.08 -15.61
37 mx_capability_primitive 88.68 129.41 32.54 216.80 327.41 -11.08 -15.61
38 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 74.35 115.08 18.21 202.48 313.08 -25.41 -29.94
39 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 73.50 114.23 17.36 201.63 312.23 -26.26 -30.79
40 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 68.14 108.87 12.00 196.27 306.87 -31.62 -36.15
41 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 67.78 108.51 11.64 195.91 306.52 -31.97 -36.50
42 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 67.37 108.10 11.23 195.50 306.11 -32.38 -36.91
43 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 67.15 107.88 11.01 195.28 305.88 -32.61 -37.14
44 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 63.44 104.18 7.31 191.57 302.18 -36.31 -40.84
45 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 61.88 102.61 5.74 190.00 300.61 -37.88 -42.41
46 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 61.71 102.44 5.57 189.84 300.44 -38.04 -42.58
47 multin_zz1000_61002_idxctrl_50010002000_pv 60.08 100.81 3.94 188.21 298.81 -39.68 -44.21
48 multin_zz1000_61004_idxctrl_50010002000_pv 58.37 99.10 2.23 186.50 297.10 -41.38 -45.92
49 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 56.80 97.53 0.66 184.92 295.53 -42.96 -47.49
50 multin1_real0 56.17 96.90 0.03 184.30 294.90 -43.58 -48.12
51 multin_zz1000_61002_idxctrl_top3800_pv 55.79 96.52 -0.35 183.92 294.52 -43.97 -48.50
52 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 55.13 95.86 -1.01 183.26 293.87 -44.62 -49.16
53 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 55.06 95.79 -1.08 183.19 293.79 -44.70 -49.23
54 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 54.13 94.86 -2.01 182.26 292.87 -45.62 -50.16
55 multin_zz1000_61004_idxctrl_top3800_pv 52.70 93.43 -3.44 180.83 291.43 -47.06 -51.59
56 mx_tenacity_ctrlonly 52.14 92.87 -4.00 180.27 290.87 -47.62 -52.15
57 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 51.92 92.65 -4.22 180.05 290.65 -47.83 -52.37
58 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 49.70 90.43 -6.44 177.82 288.43 -50.06 -54.59
59 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 48.47 89.20 -7.67 176.60 287.20 -51.28 -55.82
60 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 48.35 89.08 -7.79 176.48 287.09 -51.40 -55.94
61 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 46.90 87.63 -9.24 175.03 285.64 -52.85 -57.39
62 multin_zz1000_61001_idxctrl_50010002000_pv 44.87 85.60 -11.26 173.00 283.61 -54.88 -59.41
63 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 44.64 85.37 -11.50 172.77 283.38 -55.11 -59.65
64 multin_zz500_21001_tp200 43.25 83.98 -12.89 171.37 281.98 -56.51 -61.04
65 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 43.24 83.97 -12.90 171.37 281.97 -56.51 -61.05
66 mx_tenacity_restrict 37.03 77.76 -19.11 165.16 275.76 -62.73 -67.26
67 mx_tenacity_restrict_primitive 37.03 77.76 -19.11 165.16 275.76 -62.73 -67.26
68 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 36.99 77.72 -19.15 165.12 275.73 -62.76 -67.30
69 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 35.67 76.40 -20.47 163.80 274.40 -64.08 -68.62
70 multin_zz1000_61001_idxctrl_top3800_pv 35.34 76.07 -20.80 163.47 274.07 -64.41 -68.95
71 multin_zz1000_61002_idscapctrl_pv_rm_fnd 35.27 76.00 -20.87 163.40 274.00 -64.49 -69.02
72 multin_zz1000_61004_idscapctrl_pv_rm_fnd 35.27 76.00 -20.87 163.40 274.00 -64.49 -69.02
73 multin_zz500_21001_tp500 34.26 74.99 -21.88 162.39 272.99 -65.50 -70.03
74 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 33.35 74.08 -22.79 161.48 272.08 -66.40 -70.94
75 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 31.56 72.29 -24.58 159.69 270.29 -68.20 -72.73
76 multin_zz1000_61001_idscapctrl_pv_rm_fnd 29.88 70.61 -26.26 158.01 268.62 -69.87 -74.40
77 mx_2023_gen_merge2_filtered_idsctrl 26.64 67.37 -29.50 154.77 265.38 -73.11 -77.64
78 mx_gentleness 22.38 63.11 -33.76 150.50 261.11 -77.38 -81.91
79 mx_adaptability 20.83 61.56 -35.31 148.96 259.56 -78.93 -83.46
80 mx_tenacity_morecapa_primitive 20.65 61.38 -35.49 148.78 259.39 -79.10 -83.64
81 mx_tenacity_morecapa 20.65 61.38 -35.49 148.78 259.39 -79.10 -83.64
82 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 20.08 60.81 -36.06 148.21 258.82 -79.67 -84.21
83 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 20.08 60.81 -36.06 148.21 258.82 -79.67 -84.21
84 multin_zz1000_61002_idxctrl_zz1000_pv 17.33 58.06 -38.81 145.46 256.06 -82.43 -86.96
85 multin_zz1000_61004_idxctrl_zz1000_pv 15.70 56.43 -40.44 143.83 254.43 -84.06 -88.59
86 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 14.82 55.55 -41.32 142.95 253.55 -84.94 -89.47
87 multin_zz500_21001_tp200_rm_blc 14.16 54.89 -41.98 142.29 252.90 -85.59 -90.13
88 multin_zz1000_21001_tp1000 11.78 52.51 -44.36 139.91 250.51 -87.98 -92.51
89 multin_zz1000_61001_idxctrl_zz1000_pv 10.43 51.16 -45.70 138.56 249.17 -89.32 -93.85
90 multin_zz500_21001_tp500_rm_blc 9.20 49.93 -46.94 137.33 247.94 -90.55 -95.08
91 multin_zz1000_61002_idscapctrl_pv 7.24 47.97 -48.90 135.37 245.97 -92.51 -97.05
92 multin_zz1000_61004_idscapctrl_pv 7.24 47.97 -48.90 135.37 245.97 -92.51 -97.05
93 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 5.93 46.66 -50.21 134.06 244.66 -93.83 -98.36
94 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 4.34 45.07 -51.80 132.47 243.08 -95.41 -99.95
95 mx_tenacity_morecapa_ctrlonly 3.90 44.63 -52.24 132.03 242.64 -95.85 -100.39
96 multin_zz1000_61001_idscapctrl_pv 1.85 42.58 -54.29 129.98 240.58 -97.91 -102.44
97 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -0.71 40.02 -56.85 127.42 238.03 -100.46 -104.99
98 multin_zz1000_21001_tp1000_rm_blc -3.11 37.62 -59.25 125.02 235.62 -102.87 -107.40
99 mx_opt2_dyna_1000_v2 -5.42 35.31 -61.56 122.71 233.32 -105.17 -109.71
100 mx_adaptability_v2 -7.00 33.73 -63.14 121.13 231.73 -106.76 -111.29
101 multin_zz1000_61004_idxctrl_pv_rm_fnd -8.14 32.59 -64.28 119.99 230.59 -107.90 -112.43
102 multin_zz1000_61002_idxctrl_pv_rm_fnd -8.14 32.59 -64.28 119.99 230.59 -107.90 -112.43
103 multin_zz1000_61004_idscapctrl_pv_rm_blc -9.85 30.88 -65.99 118.28 228.88 -109.61 -114.14
104 multin_zz1000_61002_idscapctrl_pv_rm_blc -9.85 30.88 -65.99 118.28 228.88 -109.61 -114.14
105 mx_opt3_usual_1000_v2 -10.27 30.46 -66.41 117.86 228.47 -110.02 -114.55
106 multin_zz1000_61001_idxctrl_pv_rm_fnd -12.92 27.81 -69.06 115.21 225.82 -112.67 -117.20
107 multin_zz1000_61001_idscapctrl_pv_rm_blc -14.78 25.95 -70.92 113.35 223.95 -114.54 -119.07
108 multin_zz1000_61002_idxctrl_pv -16.63 24.10 -72.77 111.50 222.11 -116.38 -120.92
109 multin_zz1000_61004_idxctrl_pv -16.63 24.10 -72.77 111.50 222.11 -116.38 -120.92
110 mx_opt3_usual_1000_v1 -17.11 23.62 -73.25 111.02 221.63 -116.86 -121.40
111 mx_opt1_absdef_1000_v2 -17.89 22.84 -74.03 110.24 220.84 -117.65 -122.18
112 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -19.75 20.98 -75.89 108.38 218.98 -119.51 -124.04
113 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -19.75 20.98 -75.89 108.38 218.98 -119.51 -124.04
114 multin_zz1000_61001_idxctrl_pv -22.19 18.54 -78.33 105.94 216.54 -121.95 -126.48
115 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -24.49 16.24 -80.63 103.63 214.24 -124.25 -128.78
116 multin_zz1000_61002_idxctrl_pv_rm_blc -26.68 14.05 -82.82 101.45 212.06 -126.43 -130.97
117 multin_zz1000_61004_idxctrl_pv_rm_blc -26.68 14.05 -82.82 101.45 212.06 -126.43 -130.97
118 multin_zz1000_61001_idxctrl_pv_rm_blc -31.95 8.78 -88.09 96.18 206.79 -131.70 -136.23
119 mx_resilience_inthandsctrl -36.71 4.02 -92.85 91.42 202.02 -136.46 -141.00
120 mx_resilience_inthandsctrl_amtctrl -36.71 4.02 -92.85 91.42 202.02 -136.46 -141.00
121 mx_resilience -37.08 3.65 -93.22 91.05 201.66 -136.83 -141.37
122 mx_opt1_absdef_500_v2 -45.54 -4.81 -101.68 82.59 193.19 -145.30 -149.83
123 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -48.67 -7.94 -104.81 79.46 190.06 -148.42 -152.96
124 mx_resilience_inthandsctrl_amtctrl_capctrl -48.67 -7.94 -104.81 79.46 190.06 -148.42 -152.96
125 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -50.90 -10.17 -107.04 77.23 187.84 -150.65 -155.18
126 multin_zz500_61002_idxctrl_zz500_pv -54.61 -13.88 -110.75 73.52 184.13 -154.36 -158.89
127 multin_zz500_61004_idxctrl_zz500_pv -55.98 -15.25 -112.12 72.15 182.76 -155.73 -160.27
128 multin_zz500_61001_idxctrl_zz500_pv -58.20 -17.47 -114.34 69.93 180.53 -157.96 -162.49
129 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -62.23 -21.50 -118.37 65.89 176.50 -161.99 -166.52
130 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -63.43 -22.70 -119.57 64.70 175.30 -163.19 -167.72
131 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -65.25 -24.52 -121.39 62.88 173.49 -165.00 -169.54
132 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -65.93 -25.20 -122.06 62.20 172.81 -165.68 -170.21
133 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -68.10 -27.37 -124.24 60.03 170.63 -167.86 -172.39
134 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -69.75 -29.02 -125.89 58.38 168.98 -169.50 -174.04
135 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -76.82 -36.09 -132.96 51.31 161.91 -176.58 -181.11
136 mx_opt3_usual_500_v1 -77.12 -36.39 -133.25 51.01 161.62 -176.87 -181.40
137 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -78.68 -37.95 -134.82 49.45 160.05 -178.44 -182.97
138 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -79.85 -39.12 -135.99 48.28 158.88 -179.61 -184.14
139 mx_opt2_dyna_500_v2 -100.43 -59.70 -156.57 27.70 138.30 -200.19 -204.72
140 mx_opt3_usual_500_v2 -105.84 -65.11 -161.98 22.29 132.89 -205.60 -210.13