strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240506_151444
0 multin_zz500_21001_tp200 70.82 109.10 54.69 121.46 269.84 36.60 -31.42
1 mx_2023_gen_merge1_filtered_no_idsctrl 46.63 84.91 30.50 97.27 245.65 12.41 -55.61
2 multin_zz500_21001_tp500 40.80 79.08 24.66 91.44 239.82 6.57 -61.45
3 multin_zz1000_61004_pv 37.80 76.08 21.67 88.44 236.83 3.58 -64.44
4 multin_zz1000_61002_pv 37.80 76.08 21.67 88.44 236.83 3.58 -64.44
5 multin_zz1000_61001_pv 35.16 73.44 19.02 85.80 234.18 0.94 -67.09
6 multin_zz1000_61004_overnight_pv_rm_blc 32.98 71.26 16.85 83.62 232.00 -1.24 -69.26
7 multin1_real0_overnight 32.98 71.26 16.85 83.62 232.00 -1.24 -69.26
8 multin_zz1000_61002_overnight_pv_rm_blc 32.98 71.26 16.85 83.62 232.00 -1.24 -69.26
9 mx_tenacity 32.97 71.25 16.83 83.61 231.99 -1.26 -69.28
10 mx_tenacity_primitive 32.97 71.25 16.83 83.61 231.99 -1.26 -69.28
11 multin_zz1000_61002_pv_rm_blc 32.11 70.38 15.97 82.75 231.13 -2.12 -70.14
12 multin_zz1000_61004_pv_rm_blc 32.11 70.38 15.97 82.75 231.13 -2.12 -70.14
13 multin_zz1000_61003_pv 31.49 69.77 15.35 82.13 230.51 -2.73 -70.75
14 multin_zz1000_61001_overnight_pv_rm_blc 27.38 65.66 11.25 78.03 226.41 -6.84 -74.86
15 multin_zz1000_61001_pv_rm_blc 27.20 65.48 11.06 77.84 226.22 -7.02 -75.04
16 multin_zz1000_61003_overnight_pv_rm_blc 26.30 64.58 10.17 76.95 225.33 -7.92 -75.94
17 multin1_real1_overnight 26.30 64.58 10.17 76.95 225.33 -7.92 -75.94
18 multin1_real1 25.52 63.80 9.38 76.16 224.54 -8.70 -76.72
19 multin_zz1000_61003_pv_rm_blc 25.52 63.80 9.38 76.16 224.54 -8.70 -76.72
20 multin_zz1000_61004_overnight_pv_rm_fnd_blc 16.30 54.58 0.16 66.94 215.32 -17.92 -85.94
21 multin_zz1000_61002_overnight_pv_rm_fnd_blc 16.30 54.58 0.16 66.94 215.32 -17.92 -85.94
22 mx_tenacity_morecapa_primitive 16.00 54.28 -0.14 66.64 215.02 -18.22 -86.24
23 mx_tenacity_morecapa 16.00 54.28 -0.14 66.64 215.02 -18.22 -86.24
24 mx_adaptability 15.74 54.02 -0.39 66.39 214.77 -18.48 -86.50
25 mx_tenacity_restrict_primitive 14.60 52.88 -1.53 65.25 213.63 -19.62 -87.64
26 mx_tenacity_restrict 14.60 52.88 -1.53 65.25 213.63 -19.62 -87.64
27 multin_zz1000_61001_overnight_pv_rm_fnd_blc 7.62 45.90 -8.52 58.26 206.64 -26.61 -94.63
28 multin_zz1000_21001_tp1000 7.37 45.65 -8.76 58.02 206.40 -26.85 -94.87
29 multin_zz1000_61004_overnight_pv_rm_fnd 5.83 44.11 -10.31 56.47 204.85 -28.40 -96.42
30 multin_zz1000_61002_overnight_pv_rm_fnd 5.83 44.11 -10.31 56.47 204.85 -28.40 -96.42
31 multin1_real0 4.13 42.40 -12.01 54.77 203.15 -30.10 -98.12
32 multin1_real2_overnight 3.46 41.74 -12.67 54.11 202.49 -30.76 -98.78
33 multin_zz1000_61003_overnight_pv_rm_fnd_blc 3.46 41.74 -12.67 54.11 202.49 -30.76 -98.78
34 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 1.46 39.74 -14.68 52.10 200.48 -32.77 -100.79
35 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 1.46 39.74 -14.68 52.10 200.48 -32.77 -100.79
36 multin_zz1000_61004_pv_rm_fnd 0.72 39.00 -15.42 51.36 199.74 -33.50 -101.52
37 multin_zz1000_61002_pv_rm_fnd 0.72 39.00 -15.42 51.36 199.74 -33.50 -101.52
38 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 0.69 38.97 -15.45 51.33 199.71 -33.54 -101.56
39 mx_resilience_inthandsctrl_amtctrl -0.94 37.34 -17.07 49.71 198.09 -35.16 -103.18
40 mx_resilience_inthandsctrl -0.94 37.34 -17.07 49.71 198.09 -35.16 -103.18
41 mx_resilience -1.40 36.88 -17.54 49.24 197.62 -35.63 -103.65
42 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -2.29 35.99 -18.42 48.35 196.73 -36.51 -104.53
43 mx_resilience_inthandsctrl_amtctrl_capctrl -2.29 35.99 -18.42 48.35 196.73 -36.51 -104.53
44 multin_zz1000_61001_overnight_pv_rm_fnd -2.36 35.92 -18.49 48.29 196.67 -36.58 -104.60
45 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -2.40 35.88 -18.54 48.24 196.62 -36.63 -104.65
46 multin_zz1000_61002_pv_rm_fnd_blc -3.52 34.75 -19.66 47.12 195.50 -37.75 -105.77
47 multin_zz1000_61004_pv_rm_fnd_blc -3.52 34.75 -19.66 47.12 195.50 -37.75 -105.77
48 mx_capability -4.22 34.06 -20.36 46.42 194.80 -38.44 -106.46
49 mx_capability_primitive -4.22 34.06 -20.36 46.42 194.80 -38.44 -106.46
50 multin_zz1000_61004_idscapctrl_pv_rm_blc -4.57 33.71 -20.70 46.07 194.45 -38.79 -106.81
51 multin_zz1000_61002_idscapctrl_pv_rm_blc -4.57 33.71 -20.70 46.07 194.45 -38.79 -106.81
52 multin_zz1000_61003_overnight_pv_rm_fnd -5.25 33.03 -21.39 45.39 193.77 -39.47 -107.49
53 multin_zz1000_61001_idscapctrl_pv_rm_blc -6.20 32.08 -22.34 44.44 192.82 -40.43 -108.45
54 multin_zz1000_61001_pv_rm_fnd -7.07 31.21 -23.20 43.58 191.96 -41.29 -109.31
55 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -8.11 30.17 -24.24 42.54 190.92 -42.33 -110.35
56 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -8.45 29.83 -24.59 42.19 190.57 -42.68 -110.70
57 mx_opt1_absdef_1000_v2 -8.86 29.42 -25.00 41.78 190.16 -43.09 -111.11
58 multin_zz1000_61003_pv_rm_fnd -9.72 28.56 -25.86 40.92 189.30 -43.95 -111.97
59 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -9.80 28.48 -25.94 40.84 189.22 -44.02 -112.04
60 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -9.98 28.30 -26.12 40.66 189.04 -44.20 -112.22
61 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -10.00 28.28 -26.14 40.64 189.02 -44.22 -112.24
62 multin_zz500_21001_tp500_rm_blc -10.02 28.26 -26.16 40.62 189.00 -44.24 -112.26
63 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -10.92 27.36 -27.05 39.72 188.10 -45.14 -113.16
64 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -11.46 26.82 -27.59 39.18 187.57 -45.68 -113.70
65 multin_zz1000_61001_pv_rm_fnd_blc -11.98 26.30 -28.12 38.66 187.04 -46.20 -114.22
66 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -12.21 26.07 -28.35 38.43 186.81 -46.43 -114.45
67 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -12.29 25.99 -28.43 38.35 186.73 -46.51 -114.53
68 mx_tenacity_ctrlonly -13.01 25.27 -29.14 37.64 186.02 -47.23 -115.25
69 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -13.65 24.63 -29.78 36.99 185.37 -47.87 -115.89
70 multin_zz1000_61003_pv_rm_fnd_blc -14.63 23.65 -30.76 36.01 184.39 -48.85 -116.87
71 multin1_real2 -14.63 23.65 -30.76 36.01 184.39 -48.85 -116.87
72 multin_zz1000_61004_idscapctrl_pv -16.61 21.67 -32.75 34.03 182.41 -50.84 -118.86
73 multin_zz1000_61002_idscapctrl_pv -16.61 21.67 -32.75 34.03 182.41 -50.84 -118.86
74 multin_zz1000_61001_idscapctrl_pv -17.21 21.07 -33.34 33.44 181.82 -51.43 -119.45
75 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -17.50 20.78 -33.64 33.14 181.52 -51.72 -119.74
76 multin_zz1000_61001_idscapctrl_pv_rm_fnd -17.60 20.68 -33.73 33.05 181.43 -51.82 -119.84
77 mx_gentleness -17.82 20.46 -33.95 32.82 181.20 -52.04 -120.06
78 mx_2023_gen_merge2_filtered_idsctrl -17.93 20.35 -34.06 32.72 181.10 -52.15 -120.17
79 multin_zz1000_61004_idscapctrl_pv_rm_fnd -18.25 20.03 -34.38 32.39 180.77 -52.47 -120.49
80 multin_zz1000_61002_idscapctrl_pv_rm_fnd -18.25 20.03 -34.38 32.39 180.77 -52.47 -120.49
81 multin_zz500_21001_tp200_rm_blc -18.61 19.67 -34.75 32.03 180.41 -52.83 -120.86
82 multin_zz1000_21001_tp1000_rm_blc -20.08 18.20 -36.22 30.56 178.94 -54.31 -122.33
83 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -20.17 18.11 -36.31 30.47 178.85 -54.39 -122.41
84 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -20.98 17.30 -37.11 29.67 178.05 -55.20 -123.22
85 mx_tenacity_morecapa_ctrlonly -22.97 15.31 -39.11 27.67 176.05 -57.20 -125.22
86 multin_zz1000_61004_idxctrl_zz1000_pv -24.22 14.06 -40.36 26.42 174.80 -58.44 -126.47
87 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -25.31 12.97 -41.45 25.33 173.71 -59.54 -127.56
88 multin_zz1000_61002_idxctrl_zz1000_pv -25.50 12.78 -41.64 25.14 173.52 -59.72 -127.74
89 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -26.68 11.60 -42.82 23.96 172.34 -60.91 -128.93
90 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -28.78 9.50 -44.92 21.86 170.24 -63.00 -131.02
91 multin_zz1000_61001_idxctrl_zz1000_pv -28.82 9.46 -44.96 21.82 170.20 -63.05 -131.07
92 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -29.72 8.56 -45.86 20.92 169.30 -63.95 -131.97
93 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -30.05 8.23 -46.19 20.59 168.97 -64.27 -132.29
94 mx_opt2_dyna_500_v2 -30.20 8.08 -46.33 20.44 168.83 -64.42 -132.44
95 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -30.34 7.94 -46.48 20.30 168.68 -64.56 -132.58
96 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -30.34 7.94 -46.48 20.30 168.68 -64.56 -132.58
97 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -30.37 7.91 -46.51 20.27 168.65 -64.59 -132.61
98 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -30.40 7.88 -46.53 20.25 168.63 -64.62 -132.64
99 multin_zz1000_61002_idxctrl_pv_rm_fnd -31.07 7.21 -47.21 19.57 167.95 -65.30 -133.32
100 multin_zz1000_61004_idxctrl_pv_rm_fnd -31.07 7.21 -47.21 19.57 167.95 -65.30 -133.32
101 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -31.35 6.93 -47.49 19.29 167.67 -65.57 -133.59
102 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -32.04 6.24 -48.17 18.60 166.99 -66.26 -134.28
103 multin_zz1000_61001_idxctrl_pv_rm_fnd -32.59 5.69 -48.73 18.05 166.43 -66.82 -134.84
104 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -33.06 5.22 -49.20 17.58 165.96 -67.29 -135.31
105 mx_opt3_usual_500_v2 -33.29 4.99 -49.43 17.35 165.73 -67.51 -135.53
106 mx_opt1_absdef_500_v2 -33.38 4.90 -49.51 17.26 165.65 -67.60 -135.62
107 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -33.67 4.61 -49.80 16.97 165.36 -67.89 -135.91
108 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -35.15 3.13 -51.28 15.50 163.88 -69.37 -137.39
109 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -35.83 2.45 -51.97 14.81 163.19 -70.06 -138.08
110 multin_zz1000_61001_idxctrl_top3800_pv -35.85 2.43 -51.98 14.80 163.18 -70.07 -138.09
111 multin_zz1000_61004_idxctrl_pv -36.23 2.05 -52.37 14.41 162.79 -70.46 -138.48
112 multin_zz1000_61002_idxctrl_pv -36.23 2.05 -52.37 14.41 162.79 -70.46 -138.48
113 multin_zz1000_61002_idxctrl_pv_rm_blc -36.43 1.85 -52.57 14.21 162.59 -70.66 -138.68
114 multin_zz1000_61004_idxctrl_pv_rm_blc -36.43 1.85 -52.57 14.21 162.59 -70.66 -138.68
115 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -36.99 1.29 -53.12 13.66 162.04 -71.21 -139.23
116 mx_opt2_dyna_1000_v2 -37.90 0.38 -54.03 12.74 161.12 -72.12 -140.14
117 multin_zz1000_61001_idxctrl_pv -38.26 0.02 -54.39 12.38 160.76 -72.48 -140.50
118 multin_zz1000_61001_idxctrl_pv_rm_blc -38.43 -0.15 -54.57 12.21 160.59 -72.65 -140.67
119 mx_adaptability_v2 -38.54 -0.26 -54.68 12.10 160.48 -72.76 -140.79
120 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -38.85 -0.57 -54.99 11.79 160.17 -73.08 -141.10
121 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -38.91 -0.63 -55.04 11.73 160.11 -73.13 -141.15
122 multin_zz1000_61004_idxctrl_50010002000_pv -39.95 -1.67 -56.08 10.70 159.08 -74.17 -142.19
123 mx_opt3_usual_500_v1 -40.87 -2.59 -57.01 9.77 158.15 -75.09 -143.12
124 mx_opt3_usual_1000_v2 -40.93 -2.65 -57.06 9.72 158.10 -75.15 -143.17
125 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -41.14 -2.86 -57.28 9.50 157.88 -75.36 -143.39
126 multin_zz500_61004_idxctrl_zz500_pv -41.22 -2.94 -57.35 9.42 157.81 -75.44 -143.46
127 multin_zz1000_61004_idxctrl_top3800_pv -41.65 -3.37 -57.79 8.99 157.37 -75.87 -143.89
128 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -41.71 -3.43 -57.84 8.93 157.32 -75.93 -143.95
129 multin_zz1000_61002_idxctrl_50010002000_pv -43.08 -4.80 -59.22 7.56 155.94 -77.31 -145.33
130 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -43.32 -5.04 -59.46 7.32 155.70 -77.55 -145.57
131 multin_zz500_61002_idxctrl_zz500_pv -43.47 -5.19 -59.61 7.17 155.55 -77.70 -145.72
132 multin_zz500_61001_idxctrl_zz500_pv -44.11 -5.83 -60.24 6.54 154.92 -78.33 -146.35
133 mx_opt3_usual_1000_v1 -44.27 -5.99 -60.41 6.37 154.75 -78.50 -146.52
134 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -44.84 -6.56 -60.97 5.80 154.18 -79.06 -147.08
135 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -45.04 -6.76 -61.18 5.60 153.98 -79.26 -147.28
136 multin_zz1000_61002_idxctrl_top3800_pv -45.22 -6.94 -61.35 5.42 153.80 -79.44 -147.46
137 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -45.73 -7.45 -61.87 4.91 153.29 -79.95 -147.97
138 multin_zz1000_61001_idxctrl_50010002000_pv -45.90 -7.62 -62.03 4.74 153.13 -80.12 -148.14
139 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -47.12 -8.84 -63.26 3.52 151.90 -81.34 -149.36
140 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -47.64 -9.36 -63.77 3.01 151.39 -81.86 -149.88