strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240507_145009
0 multin_zz1000_61001_pv_rm_blc 65.21 97.71 6.70 88.80 90.13 -10.27 -47.37
1 mx_tenacity_primitive 64.69 97.18 6.17 88.27 89.61 -10.80 -47.89
2 mx_tenacity 64.69 97.18 6.17 88.27 89.61 -10.80 -47.89
3 multin_zz1000_61001_overnight_pv_rm_blc 64.03 96.52 5.51 87.61 88.95 -11.46 -48.55
4 multin_zz1000_61001_pv 60.10 92.59 1.58 83.68 85.01 -15.39 -52.49
5 multin_zz1000_61004_pv_rm_blc 58.86 91.36 0.34 82.44 83.78 -16.63 -53.72
6 multin_zz1000_61002_pv_rm_blc 58.86 91.36 0.34 82.44 83.78 -16.63 -53.72
7 mx_capability_primitive 57.88 90.38 -0.64 81.46 82.80 -17.61 -54.70
8 mx_capability 57.88 90.38 -0.64 81.46 82.80 -17.61 -54.70
9 multin_zz1000_61002_overnight_pv_rm_blc 57.72 90.21 -0.80 81.30 82.64 -17.77 -54.86
10 multin1_real0_overnight 57.72 90.21 -0.80 81.30 82.64 -17.77 -54.86
11 multin_zz1000_61004_overnight_pv_rm_blc 57.72 90.21 -0.80 81.30 82.64 -17.77 -54.86
12 multin_zz1000_61004_pv 56.52 89.02 -1.99 80.11 81.44 -18.96 -56.06
13 multin_zz1000_61002_pv 56.52 89.02 -1.99 80.11 81.44 -18.96 -56.06
14 multin1_real1 53.13 85.63 -5.39 76.71 78.05 -22.36 -59.45
15 multin_zz1000_61003_pv_rm_blc 53.13 85.63 -5.39 76.71 78.05 -22.36 -59.45
16 multin_zz1000_61003_overnight_pv_rm_blc 51.99 84.48 -6.53 75.57 76.91 -23.50 -60.59
17 multin1_real1_overnight 51.99 84.48 -6.53 75.57 76.91 -23.50 -60.59
18 multin1_real0 51.51 84.00 -7.01 75.09 76.43 -23.98 -61.07
19 multin_zz1000_61003_pv 50.29 82.79 -8.22 73.88 75.21 -25.19 -62.29
20 mx_gentleness 47.86 80.35 -10.66 71.44 72.78 -27.63 -64.72
21 mx_resilience 46.03 78.52 -12.49 69.61 70.94 -29.46 -66.56
22 mx_resilience_inthandsctrl_amtctrl 45.99 78.49 -12.52 69.58 70.91 -29.50 -66.59
23 mx_resilience_inthandsctrl 45.85 78.34 -12.67 69.43 70.77 -29.64 -66.73
24 mx_2023_gen_merge1_filtered_no_idsctrl 44.27 76.76 -14.25 67.85 69.18 -31.22 -68.32
25 mx_resilience_inthandsctrl_amtctrl_capctrl 40.95 73.44 -17.57 64.53 65.86 -34.54 -71.64
26 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 40.95 73.44 -17.57 64.53 65.86 -34.54 -71.64
27 mx_tenacity_restrict 37.70 70.20 -20.81 61.29 62.62 -37.78 -74.88
28 mx_tenacity_restrict_primitive 37.70 70.20 -20.81 61.29 62.62 -37.78 -74.88
29 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 36.44 68.93 -22.08 60.02 61.35 -39.05 -76.15
30 multin_zz1000_61004_overnight_pv_rm_fnd 36.42 68.92 -22.09 60.01 61.34 -39.07 -76.16
31 multin_zz1000_61002_overnight_pv_rm_fnd 36.42 68.92 -22.09 60.01 61.34 -39.07 -76.16
32 multin_zz1000_61001_pv_rm_fnd 35.53 68.03 -22.98 59.11 60.45 -39.96 -77.05
33 multin_zz1000_61002_overnight_pv_rm_fnd_blc 35.18 67.67 -23.34 58.76 60.10 -40.31 -77.40
34 multin_zz1000_61004_overnight_pv_rm_fnd_blc 35.18 67.67 -23.34 58.76 60.10 -40.31 -77.40
35 multin_zz1000_61002_pv_rm_fnd 34.91 67.40 -23.61 58.49 59.83 -40.58 -77.67
36 multin_zz1000_61004_pv_rm_fnd 34.91 67.40 -23.61 58.49 59.83 -40.58 -77.67
37 multin_zz1000_61001_pv_rm_fnd_blc 34.35 66.85 -24.17 57.93 59.27 -41.14 -78.23
38 multin_zz1000_61002_pv_rm_fnd_blc 33.98 66.48 -24.53 57.57 58.90 -41.50 -78.60
39 multin_zz1000_61004_pv_rm_fnd_blc 33.98 66.48 -24.53 57.57 58.90 -41.50 -78.60
40 multin_zz1000_61004_idxctrl_50010002000_pv 28.31 60.80 -30.21 51.89 53.23 -47.18 -84.27
41 multin_zz1000_61003_overnight_pv_rm_fnd 28.11 60.60 -30.41 51.69 53.03 -47.38 -84.47
42 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 27.87 60.36 -30.65 51.45 52.79 -47.62 -84.71
43 multin_zz1000_61003_overnight_pv_rm_fnd_blc 27.55 60.04 -30.97 51.13 52.46 -47.94 -85.04
44 multin1_real2_overnight 27.55 60.04 -30.97 51.13 52.46 -47.94 -85.04
45 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 27.47 59.96 -31.05 51.05 52.38 -48.02 -85.12
46 multin_zz1000_61004_idxctrl_top3800_pv 27.13 59.63 -31.39 50.71 52.05 -48.36 -85.45
47 multin_zz1000_61002_idxctrl_50010002000_pv 27.12 59.61 -31.40 50.70 52.03 -48.37 -85.47
48 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 26.79 59.29 -31.72 50.37 51.71 -48.70 -85.79
49 multin_zz1000_61004_idxctrl_zz1000_pv 26.76 59.26 -31.76 50.34 51.68 -48.73 -85.82
50 multin_zz1000_61003_pv_rm_fnd 26.71 59.20 -31.81 50.29 51.62 -48.78 -85.88
51 multin1_real2 26.47 58.96 -32.05 50.05 51.39 -49.02 -86.12
52 multin_zz1000_61003_pv_rm_fnd_blc 26.47 58.96 -32.05 50.05 51.39 -49.02 -86.12
53 multin_zz1000_61001_overnight_pv_rm_fnd 26.29 58.79 -32.22 49.87 51.21 -49.20 -86.29
54 multin_zz1000_61002_idxctrl_zz1000_pv 26.26 58.75 -32.26 49.84 51.17 -49.23 -86.33
55 multin_zz1000_61001_idxctrl_zz1000_pv 25.78 58.27 -32.74 49.36 50.70 -49.71 -86.80
56 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 25.71 58.21 -32.80 49.30 50.63 -49.78 -86.87
57 multin_zz1000_61002_idxctrl_top3800_pv 25.61 58.11 -32.90 49.20 50.53 -49.88 -86.97
58 mx_adaptability_v2 25.16 57.65 -33.36 48.74 50.07 -50.33 -87.43
59 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 24.50 56.99 -34.02 48.08 49.42 -50.99 -88.08
60 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 24.24 56.74 -34.27 47.83 49.16 -51.25 -88.34
61 multin_zz1000_61001_overnight_pv_rm_fnd_blc 23.68 56.18 -34.83 47.27 48.60 -51.81 -88.90
62 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 22.64 55.14 -35.87 46.23 47.56 -52.84 -89.94
63 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 18.73 51.22 -39.79 42.31 43.64 -56.76 -93.86
64 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 18.57 51.07 -39.94 42.16 43.49 -56.92 -94.01
65 multin_zz1000_61001_idxctrl_top3800_pv 18.26 50.75 -40.26 41.84 43.18 -57.23 -94.32
66 multin_zz1000_61001_idxctrl_50010002000_pv 17.74 50.23 -40.78 41.32 42.65 -57.75 -94.85
67 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 16.13 48.62 -42.39 39.71 41.04 -59.36 -96.46
68 multin_zz1000_21001_tp1000 15.34 47.84 -43.17 38.93 40.26 -60.14 -97.24
69 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 15.09 47.59 -43.42 38.68 40.01 -60.40 -97.49
70 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 14.84 47.33 -43.68 38.42 39.75 -60.65 -97.75
71 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 14.78 47.27 -43.74 38.36 39.69 -60.71 -97.81
72 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 14.14 46.63 -44.38 37.72 39.06 -61.35 -98.44
73 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 13.81 46.30 -44.71 37.39 38.72 -61.68 -98.78
74 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 13.80 46.29 -44.72 37.38 38.71 -61.69 -98.79
75 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 13.72 46.21 -44.80 37.30 38.63 -61.77 -98.87
76 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 12.93 45.42 -45.59 36.51 37.85 -62.56 -99.65
77 mx_tenacity_morecapa 12.44 44.94 -46.08 36.02 37.36 -63.05 -100.14
78 mx_tenacity_morecapa_primitive 12.44 44.94 -46.08 36.02 37.36 -63.05 -100.14
79 mx_adaptability 12.29 44.79 -46.23 35.87 37.21 -63.20 -100.29
80 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 11.59 44.08 -46.93 35.17 36.50 -63.90 -101.00
81 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 10.47 42.96 -48.05 34.05 35.39 -65.02 -102.12
82 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 10.18 42.68 -48.33 33.77 35.10 -65.31 -102.40
83 mx_tenacity_ctrlonly 8.57 41.06 -49.95 32.15 33.48 -66.92 -104.02
84 mx_2023_gen_merge2_filtered_idsctrl 8.44 40.93 -50.08 32.02 33.36 -67.05 -104.14
85 multin_zz1000_61004_idxctrl_pv 7.91 40.40 -50.61 31.49 32.82 -67.58 -104.68
86 multin_zz1000_61002_idxctrl_pv 7.91 40.40 -50.61 31.49 32.82 -67.58 -104.68
87 multin_zz1000_61001_idxctrl_pv 7.56 40.06 -50.95 31.15 32.48 -67.92 -105.02
88 multin_zz1000_61004_idxctrl_pv_rm_blc 6.84 39.34 -51.67 30.43 31.76 -68.65 -105.74
89 multin_zz1000_61002_idxctrl_pv_rm_blc 6.84 39.34 -51.67 30.43 31.76 -68.65 -105.74
90 multin_zz1000_61001_idxctrl_pv_rm_blc 6.41 38.91 -52.10 30.00 31.33 -69.07 -106.17
91 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 6.20 38.70 -52.32 29.78 31.12 -69.29 -106.38
92 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 6.08 38.58 -52.43 29.67 31.00 -69.41 -106.50
93 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 5.86 38.35 -52.66 29.44 30.77 -69.63 -106.73
94 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 5.24 37.73 -53.28 28.82 30.16 -70.25 -107.34
95 mx_tenacity_morecapa_ctrlonly 5.13 37.62 -53.39 28.71 30.04 -70.36 -107.46
96 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 5.06 37.56 -53.46 28.64 29.98 -70.43 -107.52
97 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 4.73 37.22 -53.79 28.31 29.65 -70.76 -107.86
98 multin_zz1000_21001_tp1000_rm_blc -2.16 30.33 -60.68 21.42 22.75 -77.65 -114.75
99 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -3.16 29.33 -61.68 20.42 21.75 -78.65 -115.75
100 multin_zz1000_61001_idxctrl_pv_rm_fnd -3.17 29.32 -61.69 20.41 21.74 -78.66 -115.76
101 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -3.90 28.60 -62.41 19.69 21.02 -79.38 -116.48
102 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -3.90 28.60 -62.41 19.69 21.02 -79.38 -116.48
103 multin_zz1000_61004_idxctrl_pv_rm_fnd -3.93 28.57 -62.44 19.66 20.99 -79.41 -116.51
104 multin_zz1000_61002_idxctrl_pv_rm_fnd -3.93 28.57 -62.44 19.66 20.99 -79.41 -116.51
105 mx_opt1_absdef_1000_v2 -5.45 27.04 -63.97 18.13 19.46 -80.94 -118.04
106 mx_opt3_usual_1000_v1 -5.73 26.77 -64.24 17.86 19.19 -81.21 -118.31
107 multin_zz1000_61001_idscapctrl_pv_rm_fnd -7.41 25.09 -65.92 16.18 17.51 -82.90 -119.99
108 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -7.86 24.63 -66.38 15.72 17.06 -83.35 -120.44
109 multin_zz1000_61004_idscapctrl_pv -8.71 23.79 -67.22 14.87 16.21 -84.20 -121.29
110 multin_zz1000_61002_idscapctrl_pv -8.71 23.79 -67.22 14.87 16.21 -84.20 -121.29
111 multin_zz1000_61001_idscapctrl_pv -9.05 23.44 -67.57 14.53 15.87 -84.54 -121.63
112 multin_zz1000_61004_idscapctrl_pv_rm_fnd -9.16 23.34 -67.67 14.43 15.76 -84.64 -121.74
113 multin_zz1000_61002_idscapctrl_pv_rm_fnd -9.16 23.34 -67.67 14.43 15.76 -84.64 -121.74
114 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -9.47 23.03 -67.98 14.12 15.45 -84.96 -122.05
115 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -9.47 23.03 -67.98 14.12 15.45 -84.96 -122.05
116 mx_opt3_usual_500_v1 -10.26 22.23 -68.78 13.32 14.66 -85.75 -122.85
117 multin_zz1000_61004_idscapctrl_pv_rm_blc -11.40 21.10 -69.92 12.18 13.52 -86.89 -123.98
118 multin_zz1000_61002_idscapctrl_pv_rm_blc -11.40 21.10 -69.92 12.18 13.52 -86.89 -123.98
119 multin_zz1000_61001_idscapctrl_pv_rm_blc -11.78 20.71 -70.30 11.80 13.14 -87.27 -124.36
120 multin_zz500_21001_tp200 -12.40 20.09 -70.92 11.18 12.51 -87.89 -124.99
121 mx_opt2_dyna_1000_v2 -13.15 19.35 -71.67 10.43 11.77 -88.64 -125.73
122 multin_zz500_21001_tp500 -14.73 17.77 -73.25 8.85 10.19 -90.22 -127.31
123 mx_opt2_dyna_500_v2 -18.63 13.86 -77.15 4.95 6.28 -94.12 -131.22
124 mx_opt3_usual_500_v2 -19.16 13.34 -77.67 4.43 5.76 -94.65 -131.74
125 mx_opt3_usual_1000_v2 -19.97 12.53 -78.48 3.61 4.95 -95.46 -132.55
126 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -23.36 9.14 -81.88 0.22 1.56 -98.85 -135.94
127 multin_zz500_61001_idxctrl_zz500_pv -24.42 8.08 -82.93 -0.83 0.50 -99.90 -137.00
128 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -24.90 7.59 -83.42 -1.32 0.02 -100.39 -137.49
129 multin_zz500_61004_idxctrl_zz500_pv -24.96 7.53 -83.48 -1.38 -0.05 -100.45 -137.55
130 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -25.14 7.36 -83.65 -1.55 -0.22 -100.63 -137.72
131 multin_zz500_61002_idxctrl_zz500_pv -25.23 7.26 -83.75 -1.65 -0.31 -100.72 -137.81
132 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -25.63 6.87 -84.14 -2.04 -0.71 -101.11 -138.21
133 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -26.90 5.59 -85.42 -3.32 -1.98 -102.39 -139.48
134 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -27.42 5.07 -85.94 -3.84 -2.51 -102.91 -140.01
135 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -28.47 4.03 -86.98 -4.88 -3.55 -103.96 -141.05
136 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -29.20 3.29 -87.72 -5.62 -4.29 -104.69 -141.79
137 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -29.46 3.03 -87.98 -5.88 -4.55 -104.95 -142.05
138 mx_opt1_absdef_500_v2 -37.01 -4.52 -95.53 -13.43 -12.09 -112.50 -149.60
139 multin_zz500_21001_tp500_rm_blc -41.35 -8.86 -99.87 -17.77 -16.44 -116.84 -153.94
140 multin_zz500_21001_tp200_rm_blc -78.64 -46.14 -137.15 -55.05 -53.72 -154.12 -191.22