strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240510_150815
0 mx_opt3_usual_500_v1 122.35 67.35 133.65 24.20 28.88 135.26 189.13
1 mx_opt3_usual_500_v2 103.74 48.74 115.04 5.59 10.27 116.66 170.52
2 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 88.31 33.31 99.61 -9.84 -5.16 101.22 155.09
3 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 87.77 32.77 99.06 -10.38 -5.70 100.68 154.55
4 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 87.64 32.64 98.93 -10.51 -5.83 100.55 154.42
5 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 87.06 32.06 98.36 -11.09 -6.41 99.98 153.85
6 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 87.04 32.04 98.34 -11.11 -6.43 99.96 153.82
7 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 87.02 32.02 98.31 -11.13 -6.45 99.93 153.80
8 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 86.33 31.33 97.63 -11.82 -7.13 99.25 153.12
9 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 86.19 31.19 97.48 -11.96 -7.28 99.10 152.97
10 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 86.19 31.19 97.48 -11.96 -7.28 99.10 152.97
11 mx_opt2_dyna_500_v2 83.80 28.80 95.10 -14.35 -9.67 96.72 150.59
12 multin_zz1000_61001_idscapctrl_pv_rm_fnd 81.72 26.72 93.02 -16.43 -11.75 94.63 148.50
13 multin_zz1000_61004_idscapctrl_pv_rm_fnd 80.71 25.71 92.01 -17.44 -12.76 93.62 147.49
14 multin_zz1000_61002_idscapctrl_pv_rm_fnd 80.71 25.71 92.01 -17.44 -12.76 93.62 147.49
15 multin_zz1000_61001_idxctrl_pv_rm_fnd 70.53 15.53 81.83 -27.62 -22.94 83.44 137.31
16 multin_zz1000_61002_idxctrl_pv_rm_fnd 69.42 14.42 80.71 -28.74 -24.05 82.33 136.20
17 multin_zz1000_61004_idxctrl_pv_rm_fnd 69.42 14.42 80.71 -28.74 -24.05 82.33 136.20
18 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 69.11 14.11 80.41 -29.04 -24.36 82.03 135.90
19 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 69.08 14.08 80.38 -29.07 -24.39 82.00 135.87
20 multin_zz500_61001_idxctrl_zz500_pv 68.82 13.82 80.11 -29.33 -24.65 81.73 135.60
21 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 68.42 13.42 79.72 -29.73 -25.05 81.34 135.21
22 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 68.09 13.09 79.39 -30.06 -25.38 81.01 134.88
23 multin_zz500_61004_idxctrl_zz500_pv 68.09 13.09 79.39 -30.06 -25.37 81.01 134.88
24 mx_opt1_absdef_500_v2 67.85 12.85 79.15 -30.30 -25.62 80.77 134.64
25 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 67.81 12.81 79.11 -30.34 -25.66 80.73 134.60
26 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 67.81 12.81 79.11 -30.34 -25.66 80.73 134.60
27 multin_zz500_61002_idxctrl_zz500_pv 67.72 12.72 79.02 -30.43 -25.75 80.64 134.50
28 multin_zz500_21001_tp500 61.58 6.58 72.88 -36.57 -31.89 74.50 128.37
29 multin_zz1000_61001_idscapctrl_pv_rm_blc 61.23 6.23 72.53 -36.92 -32.23 74.15 128.02
30 multin_zz1000_61001_idscapctrl_pv 61.14 6.14 72.44 -37.01 -32.33 74.05 127.92
31 multin_zz1000_61004_idscapctrl_pv_rm_blc 59.81 4.81 71.11 -38.34 -33.66 72.73 126.60
32 multin_zz1000_61002_idscapctrl_pv_rm_blc 59.81 4.81 71.11 -38.34 -33.66 72.73 126.60
33 multin_zz1000_61004_idscapctrl_pv 59.73 4.73 71.03 -38.42 -33.74 72.65 126.52
34 multin_zz1000_61002_idscapctrl_pv 59.73 4.73 71.03 -38.42 -33.74 72.65 126.52
35 mx_tenacity_morecapa_ctrlonly 57.20 2.20 68.50 -40.95 -36.27 70.12 123.99
36 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 55.38 0.38 66.68 -42.77 -38.09 68.29 122.16
37 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 53.60 -1.40 64.90 -44.55 -39.87 66.52 120.39
38 multin_zz500_21001_tp200 53.04 -1.96 64.33 -45.11 -40.43 65.95 119.82
39 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 53.03 -1.97 64.33 -45.12 -40.44 65.94 119.81
40 mx_2023_gen_merge2_filtered_idsctrl 52.95 -2.06 64.24 -45.21 -40.52 65.86 119.73
41 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 52.93 -2.07 64.22 -45.22 -40.54 65.84 119.71
42 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 52.24 -2.76 63.53 -45.91 -41.23 65.15 119.02
43 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 49.84 -5.16 61.13 -48.31 -43.63 62.75 116.62
44 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 49.71 -5.29 61.01 -48.44 -43.76 62.63 116.50
45 mx_tenacity_ctrlonly 49.71 -5.29 61.00 -48.44 -43.76 62.62 116.49
46 mx_adaptability_v2 48.86 -6.14 60.15 -49.29 -44.61 61.77 115.64
47 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 47.68 -7.32 58.98 -50.47 -45.78 60.60 114.47
48 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 47.09 -7.91 58.39 -51.06 -46.38 60.00 113.87
49 multin_zz1000_21001_tp1000 46.99 -8.01 58.29 -51.16 -46.48 59.91 113.78
50 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 46.51 -8.49 57.81 -51.64 -46.96 59.43 113.29
51 multin_zz1000_61001_idxctrl_pv 46.16 -8.84 57.45 -52.00 -47.31 59.07 112.94
52 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 45.81 -9.20 57.10 -52.35 -47.66 58.72 112.59
53 multin_zz1000_61002_idxctrl_pv 44.65 -10.35 55.95 -53.50 -48.82 57.57 111.44
54 multin_zz1000_61004_idxctrl_pv 44.65 -10.35 55.95 -53.50 -48.82 57.57 111.44
55 multin_zz1000_61001_idxctrl_pv_rm_blc 43.87 -11.13 55.17 -54.28 -49.60 56.79 110.66
56 mx_tenacity_morecapa_primitive 43.33 -11.67 54.62 -54.82 -50.14 56.24 110.11
57 mx_tenacity_morecapa 43.33 -11.67 54.62 -54.82 -50.14 56.24 110.11
58 mx_adaptability 43.25 -11.75 54.55 -54.90 -50.21 56.17 110.04
59 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 43.23 -11.77 54.52 -54.93 -50.24 56.14 110.01
60 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 43.14 -11.86 54.44 -55.01 -50.32 56.06 109.93
61 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 43.03 -11.97 54.33 -55.12 -50.43 55.95 109.82
62 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 43.01 -11.99 54.30 -55.14 -50.46 55.92 109.79
63 multin_zz1000_61002_idxctrl_pv_rm_blc 42.28 -12.72 53.57 -55.87 -51.19 55.19 109.06
64 multin_zz1000_61004_idxctrl_pv_rm_blc 42.28 -12.72 53.57 -55.87 -51.19 55.19 109.06
65 mx_tenacity_restrict 42.27 -12.73 53.56 -55.89 -51.20 55.18 109.05
66 mx_tenacity_restrict_primitive 42.27 -12.73 53.56 -55.89 -51.20 55.18 109.05
67 mx_opt3_usual_1000_v1 39.31 -15.69 50.60 -58.84 -54.16 52.22 106.09
68 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 38.67 -16.34 49.96 -59.49 -54.80 51.58 105.45
69 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 38.42 -16.58 49.72 -59.73 -55.05 51.34 105.21
70 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 38.31 -16.69 49.61 -59.84 -55.16 51.22 105.09
71 multin_zz1000_61004_idxctrl_top3800_pv 35.11 -19.89 46.40 -63.04 -58.36 48.02 101.89
72 multin_zz1000_61002_idxctrl_top3800_pv 32.72 -22.28 44.02 -65.43 -60.75 45.64 99.51
73 multin_zz1000_61004_idxctrl_50010002000_pv 31.94 -23.06 43.24 -66.21 -61.53 44.86 98.73
74 multin_zz1000_61002_idxctrl_50010002000_pv 30.49 -24.51 41.79 -67.66 -62.98 43.41 97.28
75 multin_zz1000_61001_idxctrl_top3800_pv 30.48 -24.52 41.78 -67.67 -62.99 43.40 97.27
76 mx_opt2_dyna_1000_v2 29.75 -25.25 41.05 -68.40 -63.72 42.67 96.54
77 multin_zz1000_61003_pv_rm_fnd 28.93 -26.07 40.22 -69.22 -64.54 41.84 95.71
78 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 28.46 -26.54 39.76 -69.69 -65.01 41.38 95.25
79 multin_zz1000_61001_idxctrl_50010002000_pv 28.12 -26.88 39.42 -70.03 -65.35 41.04 94.90
80 mx_opt3_usual_1000_v2 26.91 -28.09 38.21 -71.24 -66.56 39.83 93.70
81 multin_zz1000_61003_overnight_pv_rm_fnd 26.60 -28.40 37.89 -71.55 -66.87 39.51 93.38
82 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 26.42 -28.58 37.72 -71.73 -67.04 39.34 93.21
83 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 24.71 -30.29 36.01 -73.44 -68.76 37.62 91.49
84 multin_zz1000_61003_pv_rm_fnd_blc 23.81 -31.19 35.11 -74.34 -69.66 36.73 90.60
85 multin1_real2 23.81 -31.19 35.11 -74.34 -69.66 36.73 90.60
86 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 23.52 -31.48 34.81 -74.64 -69.95 36.43 90.30
87 multin_zz1000_61002_pv_rm_fnd 23.19 -31.81 34.49 -74.96 -70.27 36.11 89.98
88 multin_zz1000_61004_pv_rm_fnd 23.19 -31.81 34.49 -74.96 -70.27 36.11 89.98
89 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 23.08 -31.92 34.38 -75.07 -70.39 35.99 89.86
90 multin_zz1000_61003_overnight_pv_rm_fnd_blc 22.43 -32.57 33.72 -75.72 -71.04 35.34 89.21
91 multin1_real2_overnight 22.43 -32.57 33.72 -75.72 -71.04 35.34 89.21
92 multin_zz1000_61001_pv_rm_fnd 21.61 -33.39 32.91 -76.54 -71.86 34.53 88.40
93 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 20.59 -34.41 31.89 -77.56 -72.88 33.51 87.38
94 multin_zz1000_61002_overnight_pv_rm_fnd 20.51 -34.49 31.81 -77.64 -72.95 33.43 87.30
95 multin_zz1000_61004_overnight_pv_rm_fnd 20.51 -34.49 31.81 -77.64 -72.95 33.43 87.30
96 multin_zz1000_61001_overnight_pv_rm_fnd 18.80 -36.20 30.10 -79.35 -74.67 31.72 85.59
97 multin_zz1000_61001_idxctrl_zz1000_pv 17.69 -37.31 28.99 -80.46 -75.78 30.61 84.48
98 multin_zz1000_61004_pv_rm_fnd_blc 17.31 -37.69 28.60 -80.84 -76.16 30.22 84.09
99 multin_zz1000_61002_pv_rm_fnd_blc 17.31 -37.69 28.60 -80.84 -76.16 30.22 84.09
100 multin_zz1000_61004_idxctrl_zz1000_pv 17.23 -37.77 28.53 -80.92 -76.24 30.14 84.01
101 multin_zz1000_61002_idxctrl_zz1000_pv 16.95 -38.05 28.24 -81.21 -76.52 29.86 83.73
102 multin_zz1000_61001_pv_rm_fnd_blc 16.21 -38.79 27.51 -81.94 -77.26 29.13 82.99
103 multin_zz1000_61004_overnight_pv_rm_fnd_blc 15.46 -39.55 26.75 -82.70 -78.01 28.37 82.24
104 multin_zz1000_61002_overnight_pv_rm_fnd_blc 15.46 -39.55 26.75 -82.70 -78.01 28.37 82.24
105 mx_opt1_absdef_1000_v2 14.20 -40.80 25.49 -83.95 -79.27 27.11 80.98
106 multin_zz1000_61001_overnight_pv_rm_fnd_blc 14.14 -40.86 25.44 -84.01 -79.32 27.06 80.93
107 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 12.85 -42.15 24.15 -85.30 -80.61 25.77 79.64
108 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 12.28 -42.73 23.57 -85.88 -81.19 25.19 79.06
109 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 12.01 -42.99 23.31 -86.14 -81.45 24.93 78.80
110 multin1_real0 7.14 -47.86 18.44 -91.01 -86.32 20.06 73.93
111 multin_zz1000_61003_pv -8.30 -63.30 3.00 -106.45 -101.77 4.62 58.48
112 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -12.01 -67.01 -0.72 -110.16 -105.48 0.90 54.77
113 mx_resilience_inthandsctrl_amtctrl_capctrl -13.67 -68.67 -2.37 -111.82 -107.14 -0.76 53.11
114 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -13.67 -68.67 -2.37 -111.82 -107.14 -0.76 53.11
115 mx_capability_primitive -14.44 -69.44 -3.14 -112.59 -107.91 -1.53 52.34
116 mx_capability -14.44 -69.44 -3.14 -112.59 -107.91 -1.53 52.34
117 multin_zz1000_61004_pv -16.50 -71.50 -5.20 -114.65 -109.97 -3.58 50.28
118 multin_zz1000_61002_pv -16.50 -71.50 -5.20 -114.65 -109.97 -3.58 50.28
119 multin1_real1_overnight -17.70 -72.70 -6.40 -115.85 -111.17 -4.78 49.09
120 multin_zz1000_61003_overnight_pv_rm_blc -17.70 -72.70 -6.40 -115.85 -111.17 -4.78 49.09
121 multin1_real1 -18.27 -73.27 -6.98 -116.42 -111.74 -5.36 48.51
122 multin_zz1000_61003_pv_rm_blc -18.27 -73.27 -6.98 -116.42 -111.74 -5.36 48.51
123 mx_2023_gen_merge1_filtered_no_idsctrl -19.09 -74.09 -7.80 -117.24 -112.56 -6.18 47.69
124 mx_gentleness -19.09 -74.09 -7.80 -117.24 -112.56 -6.18 47.69
125 mx_resilience_inthandsctrl_amtctrl -20.63 -75.64 -9.34 -118.79 -114.10 -7.72 46.15
126 multin_zz1000_61004_overnight_pv_rm_blc -24.72 -79.72 -13.42 -122.87 -118.19 -11.81 42.06
127 multin1_real0_overnight -24.72 -79.72 -13.42 -122.87 -118.19 -11.81 42.06
128 multin_zz1000_61002_overnight_pv_rm_blc -24.72 -79.72 -13.42 -122.87 -118.19 -11.81 42.06
129 multin_zz1000_61004_pv_rm_blc -25.12 -80.12 -13.82 -123.27 -118.59 -12.20 41.66
130 multin_zz1000_61002_pv_rm_blc -25.12 -80.12 -13.82 -123.27 -118.59 -12.20 41.66
131 multin_zz1000_61001_pv -25.59 -80.59 -14.29 -123.74 -119.06 -12.67 41.19
132 mx_resilience -31.39 -86.39 -20.10 -129.54 -124.86 -18.48 35.39
133 mx_resilience_inthandsctrl -32.08 -87.08 -20.79 -130.24 -125.55 -19.17 34.70
134 multin_zz1000_61001_overnight_pv_rm_blc -32.78 -87.78 -21.48 -130.93 -126.24 -19.86 34.01
135 multin_zz1000_61001_pv_rm_blc -33.04 -88.04 -21.74 -131.19 -126.51 -20.12 33.74
136 multin_zz1000_21001_tp1000_rm_blc -41.37 -96.37 -30.08 -139.52 -134.84 -28.46 25.41
137 mx_tenacity_primitive -44.51 -99.51 -33.21 -142.66 -137.98 -31.59 22.27
138 mx_tenacity -44.51 -99.51 -33.21 -142.66 -137.98 -31.59 22.27
139 multin_zz500_21001_tp500_rm_blc -54.58 -109.58 -43.29 -152.74 -148.05 -41.67 12.20
140 multin_zz500_21001_tp200_rm_blc -59.52 -114.52 -48.22 -157.67 -152.98 -46.60 7.27