strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240508_151512
0 multin_zz1000_61001_idscapctrl_pv_rm_fnd 72.13 38.12 36.41 -6.84 -85.51 31.99 51.04
1 multin_zz1000_61002_idscapctrl_pv_rm_fnd 72.07 38.06 36.35 -6.90 -85.56 31.93 50.98
2 multin_zz1000_61004_idscapctrl_pv_rm_fnd 72.07 38.06 36.35 -6.90 -85.56 31.93 50.98
3 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 69.19 35.18 33.47 -9.78 -88.45 29.05 48.10
4 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 69.10 35.08 33.37 -9.87 -88.54 28.95 48.00
5 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 69.10 35.08 33.37 -9.87 -88.54 28.95 48.00
6 mx_tenacity_morecapa_ctrlonly 68.97 34.95 33.24 -10.00 -88.67 28.82 47.87
7 mx_opt3_usual_500_v1 68.46 34.45 32.74 -10.51 -89.18 28.32 47.37
8 mx_opt3_usual_500_v2 65.97 31.95 30.24 -13.00 -91.67 25.82 44.87
9 mx_2023_gen_merge2_filtered_idsctrl 63.76 29.75 28.04 -15.21 -93.88 23.62 42.67
10 mx_tenacity_ctrlonly 59.17 25.15 23.44 -19.80 -98.47 19.02 38.07
11 mx_tenacity_restrict_primitive 57.22 23.20 21.49 -21.76 -100.42 17.07 36.12
12 mx_tenacity_restrict 57.22 23.20 21.49 -21.76 -100.42 17.07 36.12
13 mx_adaptability_v2 56.67 22.66 20.95 -22.30 -100.96 16.53 35.58
14 mx_tenacity_morecapa 55.53 21.52 19.81 -23.44 -102.11 15.39 34.44
15 mx_tenacity_morecapa_primitive 55.53 21.52 19.81 -23.44 -102.11 15.39 34.44
16 mx_adaptability 55.40 21.38 19.67 -23.57 -102.24 15.25 34.30
17 multin_zz1000_21001_tp1000 53.52 19.50 17.79 -25.45 -104.12 13.37 32.42
18 multin_zz500_21001_tp200 52.49 18.48 16.77 -26.48 -105.15 12.34 31.40
19 mx_opt2_dyna_500_v2 52.00 17.98 16.27 -26.98 -105.64 11.85 30.90
20 multin_zz1000_61001_idscapctrl_pv 51.96 17.95 16.24 -27.01 -105.68 11.82 30.87
21 multin_zz1000_61004_idscapctrl_pv 51.46 17.45 15.73 -27.51 -106.18 11.31 30.36
22 multin_zz1000_61002_idscapctrl_pv 51.46 17.45 15.73 -27.51 -106.18 11.31 30.36
23 mx_resilience_inthandsctrl_amtctrl 51.42 17.41 15.69 -27.55 -106.22 11.27 30.33
24 multin_zz1000_61001_idscapctrl_pv_rm_blc 49.98 15.96 14.25 -29.00 -107.66 9.83 28.88
25 mx_resilience_inthandsctrl 49.56 15.55 13.83 -29.41 -108.08 9.41 28.47
26 mx_resilience 49.53 15.52 13.80 -29.44 -108.11 9.38 28.44
27 multin_zz500_21001_tp500 49.52 15.51 13.80 -29.45 -108.11 9.38 28.43
28 multin_zz1000_61004_idscapctrl_pv_rm_blc 49.40 15.38 13.67 -29.58 -108.24 9.25 28.30
29 multin_zz1000_61002_idscapctrl_pv_rm_blc 49.40 15.38 13.67 -29.58 -108.24 9.25 28.30
30 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 49.38 15.37 13.65 -29.59 -108.26 9.23 28.29
31 mx_resilience_inthandsctrl_amtctrl_capctrl 49.38 15.37 13.65 -29.59 -108.26 9.23 28.29
32 multin_zz1000_61001_pv_rm_fnd_blc 47.94 13.92 12.21 -31.04 -109.70 7.79 26.84
33 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 45.91 11.90 10.18 -33.06 -111.73 5.76 24.82
34 mx_gentleness 45.73 11.72 10.01 -33.24 -111.90 5.59 24.64
35 mx_2023_gen_merge1_filtered_no_idsctrl 45.73 11.72 10.01 -33.24 -111.90 5.59 24.64
36 multin_zz1000_61001_pv_rm_blc 45.63 11.62 9.91 -33.34 -112.00 5.49 24.54
37 multin_zz1000_61001_overnight_pv_rm_blc 45.38 11.37 9.66 -33.59 -112.26 5.23 24.29
38 multin_zz1000_61004_pv_rm_fnd_blc 45.28 11.27 9.55 -33.69 -112.36 5.13 24.19
39 multin_zz1000_61002_pv_rm_fnd_blc 45.28 11.27 9.55 -33.69 -112.36 5.13 24.19
40 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 44.99 10.98 9.26 -33.98 -112.65 4.84 23.90
41 multin_zz1000_61004_overnight_pv_rm_fnd_blc 44.42 10.41 8.70 -34.55 -113.22 4.28 23.33
42 multin_zz1000_61002_overnight_pv_rm_fnd_blc 44.42 10.41 8.70 -34.55 -113.22 4.28 23.33
43 multin_zz1000_61001_overnight_pv_rm_fnd_blc 44.41 10.40 8.68 -34.56 -113.23 4.26 23.32
44 multin_zz1000_61004_pv_rm_blc 44.34 10.32 8.61 -34.63 -113.30 4.19 23.24
45 multin_zz1000_61002_pv_rm_blc 44.34 10.32 8.61 -34.63 -113.30 4.19 23.24
46 multin_zz1000_61001_pv_rm_fnd 44.26 10.25 8.53 -34.71 -113.38 4.11 23.17
47 multin_zz1000_61004_overnight_pv_rm_blc 43.72 9.71 8.00 -35.25 -113.91 3.58 22.63
48 multin_zz1000_61002_overnight_pv_rm_blc 43.72 9.71 8.00 -35.25 -113.91 3.58 22.63
49 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 43.58 9.57 7.85 -35.39 -114.06 3.43 22.49
50 multin1_real0_overnight 43.20 9.19 7.47 -35.77 -114.44 3.05 22.11
51 multin_zz1000_61004_pv_rm_fnd 42.90 8.89 7.18 -36.07 -114.74 2.76 21.81
52 multin_zz1000_61002_pv_rm_fnd 42.90 8.89 7.18 -36.07 -114.74 2.76 21.81
53 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 42.47 8.46 6.75 -36.50 -115.17 2.33 21.38
54 multin_zz1000_61004_overnight_pv_rm_fnd 42.33 8.32 6.61 -36.64 -115.30 2.19 21.24
55 multin_zz1000_61002_overnight_pv_rm_fnd 42.33 8.32 6.61 -36.64 -115.30 2.19 21.24
56 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 42.25 8.24 6.52 -36.72 -115.39 2.10 21.15
57 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 42.25 8.24 6.52 -36.72 -115.39 2.10 21.15
58 multin_zz1000_61003_pv_rm_blc 42.24 8.22 6.51 -36.74 -115.40 2.09 21.14
59 multin1_real1 42.24 8.22 6.51 -36.74 -115.40 2.09 21.14
60 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 41.98 7.97 6.25 -36.99 -115.66 1.83 20.89
61 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 41.85 7.84 6.13 -37.12 -115.79 1.71 20.76
62 multin_zz1000_61001_idxctrl_pv_rm_fnd 41.41 7.40 5.69 -37.56 -116.23 1.27 20.32
63 multin1_real1_overnight 41.29 7.27 5.56 -37.68 -116.35 1.14 20.19
64 multin_zz1000_61003_overnight_pv_rm_blc 41.29 7.27 5.56 -37.68 -116.35 1.14 20.19
65 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 41.18 7.17 5.45 -37.79 -116.46 1.03 20.09
66 multin_zz1000_61001_overnight_pv_rm_fnd 41.10 7.08 5.37 -37.87 -116.54 0.95 20.00
67 multin_zz1000_61001_pv 40.98 6.96 5.25 -37.99 -116.66 0.83 19.88
68 multin1_real0 40.95 6.94 5.22 -38.02 -116.69 0.80 19.85
69 multin_zz1000_61004_idxctrl_pv_rm_fnd 40.05 6.03 4.32 -38.93 -117.59 -0.10 18.95
70 multin_zz1000_61002_idxctrl_pv_rm_fnd 40.05 6.03 4.32 -38.93 -117.59 -0.10 18.95
71 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 40.00 5.99 4.28 -38.97 -117.63 -0.14 18.91
72 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 38.89 4.88 3.17 -40.08 -118.74 -1.25 17.80
73 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 38.68 4.67 2.95 -40.29 -118.96 -1.47 17.59
74 multin1_real2 38.22 4.21 2.50 -40.75 -119.42 -1.92 17.13
75 multin_zz1000_61003_pv_rm_fnd_blc 38.22 4.21 2.50 -40.75 -119.42 -1.92 17.13
76 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 37.78 3.77 2.06 -41.19 -119.85 -2.36 16.69
77 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 37.45 3.44 1.73 -41.52 -120.18 -2.69 16.36
78 mx_tenacity 37.39 3.38 1.66 -41.58 -120.25 -2.76 16.30
79 mx_tenacity_primitive 37.39 3.38 1.66 -41.58 -120.25 -2.76 16.30
80 multin_zz1000_61003_overnight_pv_rm_fnd_blc 37.38 3.37 1.65 -41.59 -120.26 -2.77 16.29
81 multin1_real2_overnight 37.38 3.37 1.65 -41.59 -120.26 -2.77 16.29
82 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 37.16 3.15 1.44 -41.81 -120.48 -2.98 16.07
83 multin_zz1000_61002_pv 37.10 3.09 1.37 -41.87 -120.54 -3.05 16.01
84 multin_zz1000_61004_pv 37.10 3.09 1.37 -41.87 -120.54 -3.05 16.01
85 mx_capability_primitive 36.79 2.78 1.07 -42.18 -120.85 -3.35 15.70
86 mx_capability 36.79 2.78 1.07 -42.18 -120.85 -3.35 15.70
87 multin_zz1000_61003_pv_rm_fnd 35.55 1.53 -0.18 -43.42 -122.09 -4.60 14.45
88 multin_zz1000_61003_overnight_pv_rm_fnd 34.98 0.97 -0.75 -43.99 -122.66 -5.17 13.88
89 multin_zz1000_61003_pv 34.77 0.76 -0.95 -44.20 -122.87 -5.37 13.68
90 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 34.39 0.38 -1.33 -44.58 -123.25 -5.75 13.30
91 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 33.25 -0.77 -2.48 -45.73 -124.39 -6.90 12.15
92 multin_zz500_61001_idxctrl_zz500_pv 32.69 -1.32 -3.03 -46.28 -124.94 -7.45 11.60
93 multin_zz1000_61001_idxctrl_pv_rm_blc 32.54 -1.47 -3.19 -46.43 -125.10 -7.61 11.45
94 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 32.52 -1.50 -3.21 -46.45 -125.12 -7.63 11.42
95 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 32.38 -1.63 -3.35 -46.59 -125.26 -7.77 11.29
96 multin_zz500_61004_idxctrl_zz500_pv 32.32 -1.70 -3.41 -46.65 -125.32 -7.83 11.22
97 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 32.24 -1.77 -3.49 -46.73 -125.40 -7.91 11.15
98 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 32.12 -1.90 -3.61 -46.86 -125.52 -8.03 11.02
99 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 32.03 -1.98 -3.70 -46.94 -125.61 -8.12 10.94
100 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 32.01 -2.01 -3.72 -46.97 -125.63 -8.14 10.91
101 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 31.75 -2.26 -3.98 -47.22 -125.89 -8.40 10.66
102 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 31.67 -2.34 -4.05 -47.30 -125.97 -8.47 10.58
103 multin_zz500_61002_idxctrl_zz500_pv 31.62 -2.40 -4.11 -47.35 -126.02 -8.53 10.52
104 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 31.55 -2.46 -4.17 -47.42 -126.09 -8.59 10.46
105 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 31.33 -2.68 -4.39 -47.64 -126.31 -8.81 10.24
106 mx_opt1_absdef_500_v2 31.18 -2.83 -4.54 -47.79 -126.46 -8.96 10.09
107 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 31.15 -2.86 -4.57 -47.82 -126.49 -8.99 10.06
108 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 31.15 -2.86 -4.57 -47.82 -126.49 -8.99 10.06
109 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 30.92 -3.09 -4.80 -48.05 -126.71 -9.22 9.83
110 multin_zz1000_61004_idxctrl_pv_rm_blc 30.59 -3.42 -5.14 -48.38 -127.05 -9.56 9.50
111 multin_zz1000_61002_idxctrl_pv_rm_blc 30.59 -3.42 -5.14 -48.38 -127.05 -9.56 9.50
112 multin_zz1000_61001_idxctrl_pv 30.17 -3.84 -5.55 -48.80 -127.46 -9.97 9.08
113 mx_opt3_usual_1000_v1 29.74 -4.27 -5.99 -49.23 -127.90 -10.41 8.65
114 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 29.31 -4.71 -6.42 -49.66 -128.33 -10.84 8.21
115 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 29.21 -4.81 -6.52 -49.76 -128.43 -10.94 8.11
116 multin_zz1000_61004_idxctrl_top3800_pv 29.05 -4.96 -6.67 -49.92 -128.58 -11.09 7.96
117 multin_zz1000_61002_idxctrl_pv 28.19 -5.82 -7.53 -50.78 -129.45 -11.95 7.10
118 multin_zz1000_61004_idxctrl_pv 28.19 -5.82 -7.53 -50.78 -129.45 -11.95 7.10
119 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 28.07 -5.95 -7.66 -50.90 -129.57 -12.08 6.97
120 multin_zz1000_61001_idxctrl_50010002000_pv 27.91 -6.11 -7.82 -51.07 -129.73 -12.24 6.81
121 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 27.85 -6.16 -7.88 -51.12 -129.79 -12.30 6.76
122 multin_zz1000_61001_idxctrl_top3800_pv 27.83 -6.18 -7.90 -51.14 -129.81 -12.32 6.73
123 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 27.54 -6.48 -8.19 -51.44 -130.10 -12.61 6.44
124 multin_zz1000_61002_idxctrl_top3800_pv 26.53 -7.49 -9.20 -52.44 -131.11 -13.62 5.43
125 multin_zz1000_61004_idxctrl_50010002000_pv 26.31 -7.70 -9.42 -52.66 -131.33 -13.84 5.22
126 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 26.24 -7.78 -9.49 -52.73 -131.40 -13.91 5.14
127 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 25.03 -8.98 -10.69 -53.94 -132.61 -15.11 3.94
128 multin_zz1000_61002_idxctrl_50010002000_pv 24.35 -9.66 -11.37 -54.62 -133.28 -15.79 3.26
129 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 20.18 -13.83 -15.55 -58.79 -137.46 -19.97 -0.91
130 mx_opt3_usual_1000_v2 19.08 -14.93 -16.64 -59.89 -138.56 -21.06 -2.01
131 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 18.48 -15.53 -17.25 -60.49 -139.16 -21.67 -2.61
132 multin_zz1000_61001_idxctrl_zz1000_pv 17.30 -16.71 -18.43 -61.67 -140.34 -22.85 -3.79
133 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 16.84 -17.17 -18.88 -62.13 -140.79 -23.30 -4.25
134 mx_opt2_dyna_1000_v2 16.65 -17.36 -19.07 -62.32 -140.98 -23.49 -4.44
135 multin_zz1000_61004_idxctrl_zz1000_pv 15.47 -18.55 -20.26 -63.50 -142.17 -24.68 -5.63
136 multin_zz1000_61002_idxctrl_zz1000_pv 13.85 -20.16 -21.88 -65.12 -143.79 -26.30 -7.24
137 mx_opt1_absdef_1000_v2 -2.04 -36.05 -37.77 -81.01 -159.68 -42.19 -23.13
138 multin_zz500_21001_tp200_rm_blc -3.86 -37.88 -39.59 -82.83 -161.50 -44.01 -24.96
139 multin_zz1000_21001_tp1000_rm_blc -8.51 -42.53 -44.24 -87.48 -166.15 -48.66 -29.61
140 multin_zz500_21001_tp500_rm_blc -23.47 -57.49 -59.20 -102.44 -181.11 -63.62 -44.57