strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240509_151201
0 mx_resilience 20.11 4.68 45.43 84.72 183.94 25.36 12.51
1 mx_resilience_inthandsctrl 19.95 4.51 45.27 84.55 183.77 25.19 12.34
2 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 19.86 4.42 45.18 84.46 183.69 25.11 12.25
3 mx_resilience_inthandsctrl_amtctrl 19.73 4.30 45.05 84.34 183.56 24.98 12.13
4 mx_gentleness 19.51 4.07 44.83 84.11 183.33 24.75 11.90
5 mx_2023_gen_merge1_filtered_no_idsctrl 19.51 4.07 44.83 84.11 183.33 24.75 11.90
6 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 16.48 1.05 41.80 81.09 180.31 21.73 8.88
7 mx_resilience_inthandsctrl_amtctrl_capctrl 16.48 1.05 41.80 81.09 180.31 21.73 8.88
8 mx_opt1_absdef_500_v2 16.44 1.01 41.76 81.05 180.27 21.69 8.84
9 mx_tenacity 13.13 -2.30 38.45 77.74 176.96 18.38 5.53
10 mx_tenacity_primitive 13.13 -2.30 38.45 77.74 176.96 18.38 5.53
11 multin1_real1_overnight 8.22 -7.21 33.54 72.83 172.05 13.47 0.61
12 multin_zz1000_61003_overnight_pv_rm_blc 8.22 -7.21 33.54 72.83 172.05 13.47 0.61
13 multin_zz1000_61003_pv_rm_blc 8.03 -7.40 33.35 72.64 171.86 13.28 0.42
14 multin1_real1 8.03 -7.40 33.35 72.64 171.86 13.28 0.42
15 mx_tenacity_ctrlonly 7.70 -7.73 33.02 72.31 171.53 12.95 0.10
16 mx_adaptability 7.10 -8.34 32.42 71.70 170.92 12.34 -0.51
17 multin_zz1000_61002_overnight_pv_rm_blc 6.95 -8.48 32.27 71.56 170.78 12.20 -0.65
18 multin_zz1000_61004_overnight_pv_rm_blc 6.95 -8.48 32.27 71.56 170.78 12.20 -0.65
19 mx_tenacity_morecapa_primitive 6.89 -8.54 32.21 71.50 170.72 12.14 -0.72
20 mx_tenacity_morecapa 6.89 -8.54 32.21 71.50 170.72 12.14 -0.72
21 multin_zz1000_61002_pv_rm_blc 6.78 -8.65 32.10 71.39 170.61 12.03 -0.83
22 multin_zz1000_61004_pv_rm_blc 6.78 -8.65 32.10 71.39 170.61 12.03 -0.83
23 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 6.59 -8.84 31.91 71.20 170.42 11.84 -1.02
24 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 6.35 -9.09 31.67 70.95 170.18 11.60 -1.26
25 multin_zz1000_61003_pv 6.06 -9.37 31.38 70.67 169.89 11.31 -1.54
26 mx_opt1_absdef_1000_v2 5.08 -10.35 30.40 69.69 168.91 10.33 -2.52
27 multin_zz1000_61002_pv 4.81 -10.63 30.13 69.41 168.63 10.05 -2.80
28 multin_zz1000_61004_pv 4.81 -10.63 30.13 69.41 168.63 10.05 -2.80
29 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 4.80 -10.63 30.12 69.41 168.63 10.05 -2.81
30 mx_tenacity_restrict_primitive 4.11 -11.32 29.43 68.72 167.94 9.36 -3.49
31 mx_tenacity_restrict 4.11 -11.32 29.43 68.72 167.94 9.36 -3.49
32 multin1_real0 3.77 -11.66 29.09 68.38 167.60 9.02 -3.83
33 mx_opt2_dyna_500_v2 3.63 -11.80 28.95 68.24 167.46 8.88 -3.97
34 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 2.33 -13.10 27.65 66.93 166.16 7.58 -5.28
35 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 2.27 -13.16 27.59 66.88 166.10 7.52 -5.33
36 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 2.20 -13.24 27.52 66.80 166.02 7.44 -5.41
37 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 1.93 -13.50 27.25 66.54 165.76 7.18 -5.67
38 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 1.29 -14.14 26.61 65.89 165.12 6.54 -6.32
39 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 1.18 -14.25 26.50 65.79 165.01 6.43 -6.43
40 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 1.15 -14.28 26.47 65.76 164.98 6.40 -6.46
41 multin_zz500_61001_idxctrl_zz500_pv 1.07 -14.36 26.39 65.68 164.90 6.32 -6.53
42 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 1.05 -14.38 26.37 65.66 164.88 6.30 -6.55
43 multin_zz500_61004_idxctrl_zz500_pv 0.58 -14.85 25.90 65.19 164.41 5.83 -7.02
44 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 0.51 -14.93 25.83 65.11 164.33 5.75 -7.10
45 mx_2023_gen_merge2_filtered_idsctrl 0.32 -15.11 25.64 64.93 164.15 5.57 -7.29
46 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 0.31 -15.12 25.63 64.92 164.14 5.56 -7.29
47 mx_capability_primitive 0.23 -15.21 25.55 64.83 164.06 5.47 -7.38
48 mx_capability 0.23 -15.21 25.55 64.83 164.06 5.47 -7.38
49 multin_zz500_61002_idxctrl_zz500_pv 0.00 -15.43 25.32 64.61 163.83 5.25 -7.60
50 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -0.07 -15.50 25.25 64.54 163.76 5.18 -7.68
51 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -0.26 -15.69 25.06 64.35 163.57 4.99 -7.87
52 mx_opt3_usual_500_v1 -0.51 -15.94 24.81 64.10 163.32 4.74 -8.11
53 multin_zz1000_61004_pv_rm_fnd_blc -0.69 -16.13 24.63 63.91 163.13 4.55 -8.30
54 multin_zz1000_61002_pv_rm_fnd_blc -0.69 -16.13 24.63 63.91 163.13 4.55 -8.30
55 mx_tenacity_morecapa_ctrlonly -1.11 -16.54 24.21 63.49 162.72 4.14 -8.72
56 multin_zz1000_61004_overnight_pv_rm_fnd -1.42 -16.86 23.89 63.18 162.40 3.82 -9.03
57 multin_zz1000_61002_overnight_pv_rm_fnd_blc -1.42 -16.86 23.89 63.18 162.40 3.82 -9.03
58 multin_zz1000_61004_overnight_pv_rm_fnd_blc -1.42 -16.86 23.89 63.18 162.40 3.82 -9.03
59 multin_zz1000_61002_overnight_pv_rm_fnd -1.42 -16.86 23.89 63.18 162.40 3.82 -9.03
60 multin_zz1000_21001_tp1000 -1.77 -17.21 23.55 62.83 162.05 3.47 -9.38
61 multin_zz1000_61002_pv_rm_fnd -1.88 -17.31 23.44 62.73 161.95 3.37 -9.48
62 multin_zz1000_61004_pv_rm_fnd -1.88 -17.31 23.44 62.73 161.95 3.37 -9.48
63 multin_zz1000_61001_pv_rm_fnd_blc -1.90 -17.34 23.42 62.70 161.92 3.34 -9.51
64 multin_zz500_21001_tp200 -2.38 -17.81 22.94 62.23 161.45 2.87 -9.98
65 multin_zz1000_61001_overnight_pv_rm_fnd_blc -2.61 -18.04 22.71 62.00 161.22 2.64 -10.22
66 mx_opt3_usual_500_v2 -2.69 -18.13 22.63 61.91 161.13 2.55 -10.30
67 multin_zz1000_61001_pv_rm_fnd -2.74 -18.17 22.58 61.87 161.09 2.51 -10.34
68 multin_zz1000_61001_overnight_pv_rm_fnd -2.74 -18.17 22.58 61.87 161.09 2.51 -10.34
69 multin_zz1000_61001_overnight_pv_rm_blc -2.89 -18.32 22.43 61.72 160.94 2.36 -10.50
70 multin_zz1000_61001_pv_rm_blc -3.13 -18.56 22.19 61.48 160.70 2.12 -10.74
71 multin_zz1000_61004_idxctrl_pv_rm_fnd -3.51 -18.94 21.81 61.10 160.32 1.74 -11.12
72 multin_zz1000_61002_idxctrl_pv_rm_fnd -3.51 -18.94 21.81 61.10 160.32 1.74 -11.12
73 multin_zz1000_61001_idxctrl_pv_rm_fnd -4.22 -19.65 21.10 60.39 159.61 1.03 -11.83
74 multin1_real0_overnight -4.69 -20.12 20.63 59.92 159.14 0.56 -12.30
75 multin_zz1000_61003_overnight_pv_rm_fnd -4.86 -20.30 20.46 59.74 158.96 0.38 -12.47
76 multin_zz1000_61003_pv_rm_fnd_blc -4.91 -20.34 20.41 59.70 158.92 0.34 -12.51
77 multin1_real2 -4.91 -20.34 20.41 59.70 158.92 0.34 -12.51
78 multin_zz1000_61001_pv -5.10 -20.53 20.22 59.51 158.73 0.15 -12.70
79 multin_zz1000_61003_overnight_pv_rm_fnd_blc -5.27 -20.70 20.05 59.34 158.56 -0.02 -12.88
80 multin1_real2_overnight -5.27 -20.70 20.05 59.34 158.56 -0.02 -12.88
81 multin_zz1000_61003_pv_rm_fnd -5.43 -20.86 19.89 59.18 158.40 -0.18 -13.04
82 multin_zz1000_61004_idxctrl_zz1000_pv -6.35 -21.79 18.97 58.25 157.47 -1.11 -13.96
83 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -6.38 -21.82 18.94 58.22 157.44 -1.14 -13.99
84 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -6.38 -21.82 18.94 58.22 157.44 -1.14 -13.99
85 multin_zz1000_61002_idxctrl_zz1000_pv -6.45 -21.88 18.87 58.16 157.38 -1.20 -14.05
86 mx_adaptability_v2 -6.59 -22.02 18.73 58.02 157.24 -1.34 -14.19
87 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -7.17 -22.60 18.15 57.44 156.66 -1.92 -14.77
88 multin_zz1000_61001_idxctrl_zz1000_pv -8.25 -23.68 17.07 56.36 155.58 -3.00 -15.86
89 multin_zz1000_61002_idxctrl_pv -9.57 -25.01 15.75 55.03 154.25 -4.33 -17.18
90 multin_zz1000_61004_idxctrl_pv -9.57 -25.01 15.75 55.03 154.25 -4.33 -17.18
91 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -10.31 -25.74 15.01 54.30 153.52 -5.06 -17.92
92 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -10.32 -25.75 15.00 54.29 153.51 -5.07 -17.92
93 multin_zz1000_61001_idxctrl_pv -10.63 -26.06 14.69 53.98 153.20 -5.38 -18.23
94 multin_zz1000_61001_idscapctrl_pv_rm_fnd -11.70 -27.13 13.62 52.91 152.13 -6.45 -19.31
95 multin_zz1000_61004_idscapctrl_pv_rm_fnd -11.91 -27.34 13.41 52.70 151.92 -6.66 -19.51
96 multin_zz1000_61002_idscapctrl_pv_rm_fnd -11.91 -27.34 13.41 52.70 151.92 -6.66 -19.51
97 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -11.99 -27.42 13.33 52.62 151.84 -6.74 -19.60
98 multin_zz1000_61002_idxctrl_pv_rm_blc -12.05 -27.48 13.27 52.56 151.78 -6.80 -19.66
99 multin_zz1000_61004_idxctrl_pv_rm_blc -12.05 -27.48 13.27 52.56 151.78 -6.80 -19.66
100 multin_zz500_21001_tp500 -12.34 -27.77 12.98 52.27 151.49 -7.09 -19.94
101 multin_zz1000_61001_idxctrl_pv_rm_blc -13.14 -28.57 12.18 51.47 150.69 -7.89 -20.74
102 mx_opt2_dyna_1000_v2 -13.49 -28.92 11.83 51.12 150.34 -8.24 -21.09
103 mx_opt3_usual_1000_v2 -13.78 -29.21 11.54 50.83 150.05 -8.53 -21.39
104 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -14.08 -29.51 11.24 50.53 149.75 -8.83 -21.69
105 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -14.08 -29.51 11.24 50.53 149.75 -8.83 -21.69
106 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -14.34 -29.78 10.98 50.26 149.48 -9.10 -21.95
107 multin_zz1000_61002_idscapctrl_pv -14.92 -30.35 10.40 49.69 148.91 -9.67 -22.52
108 multin_zz1000_61004_idscapctrl_pv -14.92 -30.35 10.40 49.69 148.91 -9.67 -22.52
109 multin_zz1000_61001_idscapctrl_pv -15.18 -30.61 10.14 49.43 148.65 -9.93 -22.79
110 multin_zz1000_61002_idscapctrl_pv_rm_blc -17.30 -32.73 8.02 47.31 146.53 -12.05 -24.90
111 multin_zz1000_61004_idscapctrl_pv_rm_blc -17.30 -32.73 8.02 47.31 146.53 -12.05 -24.90
112 mx_opt3_usual_1000_v1 -17.36 -32.79 7.96 47.25 146.47 -12.11 -24.96
113 multin_zz1000_61001_idscapctrl_pv_rm_blc -17.81 -33.25 7.51 46.79 146.01 -12.57 -25.42
114 multin_zz1000_61001_idxctrl_top3800_pv -18.42 -33.85 6.90 46.19 145.41 -13.17 -26.02
115 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -18.76 -34.19 6.56 45.85 145.07 -13.51 -26.36
116 multin_zz1000_61001_idxctrl_50010002000_pv -18.95 -34.38 6.37 45.66 144.88 -13.70 -26.55
117 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -19.43 -34.87 5.89 45.17 144.40 -14.18 -27.04
118 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -19.71 -35.14 5.61 44.90 144.12 -14.46 -27.31
119 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -20.17 -35.61 5.15 44.43 143.65 -14.93 -27.78
120 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -20.68 -36.12 4.64 43.92 143.14 -15.44 -28.29
121 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -20.83 -36.26 4.49 43.78 143.00 -15.58 -28.43
122 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -20.86 -36.29 4.46 43.75 142.97 -15.61 -28.46
123 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -20.86 -36.29 4.46 43.75 142.97 -15.61 -28.46
124 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -20.98 -36.41 4.34 43.63 142.85 -15.73 -28.58
125 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -21.02 -36.45 4.30 43.59 142.81 -15.77 -28.62
126 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -21.15 -36.58 4.17 43.46 142.68 -15.90 -28.75
127 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -21.17 -36.60 4.15 43.44 142.66 -15.92 -28.78
128 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -21.41 -36.84 3.91 43.20 142.42 -16.16 -29.01
129 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -21.51 -36.94 3.81 43.10 142.32 -16.26 -29.11
130 multin_zz1000_61004_idxctrl_top3800_pv -23.54 -38.97 1.78 41.07 140.29 -18.29 -31.15
131 multin_zz1000_61002_idxctrl_top3800_pv -24.08 -39.51 1.24 40.53 139.75 -18.83 -31.69
132 multin_zz1000_61002_idxctrl_50010002000_pv -24.70 -40.13 0.62 39.91 139.13 -19.45 -32.31
133 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -24.81 -40.24 0.51 39.80 139.02 -19.56 -32.41
134 multin_zz1000_61004_idxctrl_50010002000_pv -24.82 -40.25 0.50 39.79 139.01 -19.57 -32.43
135 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -24.98 -40.41 0.34 39.63 138.85 -19.73 -32.58
136 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -25.75 -41.18 -0.43 38.86 138.08 -20.50 -33.36
137 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -26.21 -41.65 -0.89 38.39 137.61 -20.97 -33.82
138 multin_zz500_21001_tp200_rm_blc -30.16 -45.59 -4.84 34.45 133.67 -24.91 -37.77
139 multin_zz1000_21001_tp1000_rm_blc -40.27 -55.71 -14.95 24.33 123.55 -35.03 -47.88
140 multin_zz500_21001_tp500_rm_blc -42.03 -57.46 -16.71 22.58 121.80 -36.78 -49.64