strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240514_145128
0 mx_tenacity 133.26 196.03 67.06 208.04 184.45 56.13 -42.18
1 mx_tenacity_primitive 133.26 196.03 67.06 208.04 184.45 56.13 -42.18
2 mx_resilience 130.88 193.64 64.68 205.66 182.06 53.75 -44.56
3 mx_resilience_inthandsctrl 130.58 193.35 64.39 205.37 181.77 53.46 -44.85
4 mx_2023_gen_merge1_filtered_no_idsctrl 118.47 181.24 52.27 193.26 169.66 41.34 -56.97
5 mx_gentleness 118.47 181.24 52.27 193.26 169.66 41.34 -56.97
6 mx_resilience_inthandsctrl_amtctrl 114.15 176.92 47.95 188.93 165.33 37.02 -61.29
7 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 112.94 175.71 46.75 187.73 164.13 35.82 -62.50
8 mx_resilience_inthandsctrl_amtctrl_capctrl 112.94 175.71 46.75 187.73 164.13 35.82 -62.50
9 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 112.94 175.71 46.75 187.73 164.13 35.82 -62.50
10 multin_zz1000_61004_overnight_pv_rm_blc 105.90 168.67 39.71 180.69 157.09 28.78 -69.54
11 multin_zz1000_61002_overnight_pv_rm_blc 105.90 168.67 39.71 180.69 157.09 28.78 -69.54
12 multin_zz1000_61004_pv_rm_blc 105.38 168.15 39.18 180.16 156.56 28.25 -70.06
13 multin_zz1000_61002_pv_rm_blc 105.38 168.15 39.18 180.16 156.56 28.25 -70.06
14 multin_zz1000_61004_pv 103.55 166.32 37.36 178.34 154.74 26.43 -71.88
15 multin_zz1000_61002_pv 103.55 166.32 37.36 178.34 154.74 26.43 -71.88
16 multin1_real1_overnight 101.83 164.60 35.63 176.62 153.02 24.70 -73.61
17 multin_zz1000_61003_overnight_pv_rm_blc 101.83 164.60 35.63 176.62 153.02 24.70 -73.61
18 multin1_real1 101.14 163.91 34.94 175.92 152.33 24.01 -74.30
19 multin_zz1000_61003_pv_rm_blc 101.14 163.91 34.94 175.92 152.33 24.01 -74.30
20 multin_zz1000_61003_pv 99.70 162.46 33.50 174.48 150.88 22.57 -75.74
21 multin_zz1000_61001_overnight_pv_rm_blc 96.18 158.95 29.98 170.97 147.37 19.05 -79.26
22 multin_zz1000_61001_pv_rm_blc 95.95 158.72 29.76 170.74 147.14 18.83 -79.48
23 multin_zz1000_61001_pv 95.41 158.18 29.22 170.20 146.60 18.29 -80.03
24 mx_capability 72.45 135.22 6.26 147.24 123.64 -4.67 -102.99
25 mx_capability_primitive 72.45 135.22 6.26 147.24 123.64 -4.67 -102.99
26 multin_zz1000_61004_overnight_pv_rm_fnd_blc 51.30 114.07 -14.90 126.09 102.49 -25.83 -124.14
27 multin_zz1000_61002_overnight_pv_rm_fnd_blc 51.30 114.07 -14.90 126.09 102.49 -25.83 -124.14
28 multin_zz1000_61002_overnight_pv_rm_fnd 49.44 112.21 -16.76 124.22 100.62 -27.69 -126.00
29 multin_zz1000_61004_overnight_pv_rm_fnd 49.44 112.21 -16.76 124.22 100.62 -27.69 -126.00
30 multin1_real2_overnight 49.42 112.19 -16.77 124.21 100.61 -27.70 -126.02
31 multin_zz1000_61003_overnight_pv_rm_fnd_blc 49.42 112.19 -16.77 124.21 100.61 -27.70 -126.02
32 multin_zz1000_61004_pv_rm_fnd_blc 48.62 111.39 -17.58 123.40 99.81 -28.51 -126.82
33 multin_zz1000_61002_pv_rm_fnd_blc 48.62 111.39 -17.58 123.40 99.81 -28.51 -126.82
34 multin_zz1000_61003_overnight_pv_rm_fnd 47.45 110.22 -18.74 122.24 98.64 -29.68 -127.99
35 multin1_real2 47.08 109.85 -19.11 121.87 98.27 -30.04 -128.35
36 multin_zz1000_61003_pv_rm_fnd_blc 47.08 109.85 -19.11 121.87 98.27 -30.04 -128.35
37 multin_zz1000_61004_pv_rm_fnd 46.84 109.61 -19.36 121.62 98.03 -30.29 -128.60
38 multin_zz1000_61002_pv_rm_fnd 46.84 109.61 -19.36 121.62 98.03 -30.29 -128.60
39 multin_zz1000_61003_pv_rm_fnd 45.14 107.91 -21.05 119.93 96.33 -31.98 -130.29
40 multin_zz1000_61001_overnight_pv_rm_fnd_blc 44.17 106.94 -22.03 118.96 95.36 -32.96 -131.27
41 multin_zz1000_61001_overnight_pv_rm_fnd 43.05 105.82 -23.14 117.84 94.24 -34.07 -132.39
42 multin_zz1000_61001_pv_rm_fnd_blc 41.65 104.42 -24.55 116.43 92.84 -35.48 -133.79
43 multin_zz1000_61001_pv_rm_fnd 40.56 103.32 -25.64 115.34 91.74 -36.57 -134.88
44 multin_zz500_21001_tp200_rm_blc 34.93 97.70 -31.26 109.72 86.12 -42.19 -140.50
45 multin_zz1000_21001_tp1000 31.08 93.85 -35.11 105.87 82.27 -46.04 -144.35
46 mx_tenacity_restrict 30.61 93.38 -35.59 105.40 81.80 -46.52 -144.83
47 mx_tenacity_restrict_primitive 30.61 93.38 -35.59 105.40 81.80 -46.52 -144.83
48 multin_zz500_21001_tp500_rm_blc 30.26 93.03 -35.94 105.04 81.45 -46.87 -145.18
49 mx_tenacity_ctrlonly 29.59 92.36 -36.61 104.37 80.77 -47.54 -145.85
50 multin_zz1000_21001_tp1000_rm_blc 29.20 91.97 -36.99 103.99 80.39 -47.92 -146.24
51 mx_tenacity_morecapa_primitive 28.65 91.41 -37.55 103.43 79.83 -48.48 -146.79
52 mx_adaptability 28.65 91.41 -37.55 103.43 79.83 -48.48 -146.79
53 mx_tenacity_morecapa 28.65 91.41 -37.55 103.43 79.83 -48.48 -146.79
54 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 25.89 88.66 -40.30 100.68 77.08 -51.23 -149.54
55 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 25.37 88.14 -40.83 100.16 76.56 -51.76 -150.07
56 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 25.28 88.05 -40.92 100.06 76.46 -51.85 -150.16
57 multin_zz1000_61004_idxctrl_50010002000_pv 23.96 86.72 -42.24 98.74 75.14 -53.17 -151.48
58 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 23.95 86.71 -42.25 98.73 75.13 -53.18 -151.49
59 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 23.78 86.54 -42.42 98.56 74.96 -53.35 -151.66
60 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 23.41 86.18 -42.79 98.19 74.60 -53.72 -152.03
61 multin_zz1000_61002_idxctrl_50010002000_pv 23.38 86.14 -42.82 98.16 74.56 -53.75 -152.06
62 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 23.06 85.83 -43.13 97.85 74.25 -54.06 -152.37
63 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 22.70 85.47 -43.49 97.49 73.89 -54.42 -152.73
64 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 22.41 85.17 -43.79 97.19 73.59 -54.72 -153.03
65 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 22.30 85.07 -43.89 97.09 73.49 -54.82 -153.14
66 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 22.22 84.99 -43.97 97.01 73.41 -54.90 -153.21
67 multin_zz1000_61004_idxctrl_top3800_pv 21.94 84.71 -44.25 96.73 73.13 -55.18 -153.50
68 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 21.57 84.33 -44.63 96.35 72.75 -55.56 -153.87
69 multin_zz1000_61002_idxctrl_top3800_pv 21.42 84.18 -44.78 96.20 72.60 -55.71 -154.02
70 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 21.29 84.06 -44.90 96.08 72.48 -55.83 -154.15
71 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 20.94 83.71 -45.25 95.73 72.13 -56.18 -154.49
72 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 20.66 83.43 -45.53 95.45 71.85 -56.46 -154.78
73 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 20.27 83.04 -45.93 95.05 71.46 -56.86 -155.17
74 multin_zz500_21001_tp500 19.83 82.60 -46.36 94.62 71.02 -57.29 -155.61
75 multin_zz1000_61001_idxctrl_50010002000_pv 19.67 82.44 -46.52 94.46 70.86 -57.45 -155.76
76 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 19.21 81.98 -46.99 93.99 70.40 -57.92 -156.23
77 mx_2023_gen_merge2_filtered_idsctrl 19.00 81.77 -47.19 93.79 70.19 -58.12 -156.43
78 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 18.60 81.36 -47.60 93.38 69.78 -58.53 -156.84
79 multin_zz1000_61001_idxctrl_top3800_pv 16.54 79.30 -49.66 91.32 67.72 -60.59 -158.90
80 multin_zz500_21001_tp200 13.75 76.52 -52.44 88.54 64.94 -63.37 -161.69
81 multin_zz1000_61002_idxctrl_zz1000_pv 3.87 66.64 -62.32 78.66 55.06 -73.25 -171.57
82 multin_zz1000_61004_idxctrl_zz1000_pv 3.68 66.45 -62.51 78.47 54.87 -73.44 -171.76
83 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 2.81 65.58 -63.38 77.60 54.00 -74.31 -172.62
84 mx_opt1_absdef_1000_v2 2.72 65.49 -63.48 77.51 53.91 -74.41 -172.72
85 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 2.60 65.37 -63.60 77.38 53.79 -74.53 -172.84
86 mx_opt3_usual_1000_v1 2.41 65.18 -63.79 77.19 53.60 -74.72 -173.03
87 mx_tenacity_morecapa_ctrlonly 1.96 64.73 -64.24 76.74 53.15 -75.17 -173.48
88 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 1.59 64.36 -64.60 76.38 52.78 -75.53 -173.85
89 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 1.58 64.35 -64.62 76.36 52.77 -75.55 -173.86
90 multin_zz1000_61001_idxctrl_zz1000_pv 1.35 64.12 -64.84 76.14 52.54 -75.77 -174.09
91 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 0.11 62.88 -66.09 74.89 51.30 -77.02 -175.33
92 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -0.42 62.35 -66.61 74.37 50.77 -77.54 -175.86
93 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -0.45 62.31 -66.65 74.33 50.73 -77.58 -175.89
94 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -0.47 62.30 -66.66 74.32 50.72 -77.59 -175.91
95 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -2.36 60.41 -68.56 72.42 48.83 -79.49 -177.80
96 multin_zz1000_61002_idscapctrl_pv -2.96 59.81 -69.16 71.82 48.22 -80.09 -178.40
97 multin_zz1000_61004_idscapctrl_pv -2.96 59.81 -69.16 71.82 48.22 -80.09 -178.40
98 multin_zz1000_61004_idscapctrl_pv_rm_blc -3.61 59.15 -69.81 71.17 47.57 -80.74 -179.05
99 multin_zz1000_61002_idscapctrl_pv_rm_blc -3.61 59.15 -69.81 71.17 47.57 -80.74 -179.05
100 mx_opt2_dyna_1000_v2 -5.42 57.35 -71.61 69.37 45.77 -82.54 -180.85
101 multin_zz1000_61001_idscapctrl_pv -5.96 56.81 -72.16 68.82 45.23 -83.09 -181.40
102 multin_zz1000_61001_idscapctrl_pv_rm_blc -6.93 55.84 -73.13 67.86 44.26 -84.06 -182.37
103 mx_opt3_usual_1000_v2 -8.60 54.17 -74.80 66.18 42.58 -85.73 -184.04
104 multin_zz1000_61004_idscapctrl_pv_rm_fnd -8.74 54.03 -74.93 66.05 42.45 -85.86 -184.17
105 multin_zz1000_61002_idscapctrl_pv_rm_fnd -8.74 54.03 -74.93 66.05 42.45 -85.86 -184.17
106 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -10.18 52.58 -76.38 64.60 41.00 -87.31 -185.62
107 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -10.18 52.58 -76.38 64.60 41.00 -87.31 -185.62
108 multin_zz1000_61001_idscapctrl_pv_rm_fnd -10.97 51.79 -77.17 63.81 40.21 -88.10 -186.41
109 multin1_real0_overnight -12.71 50.06 -78.91 62.07 38.48 -89.84 -188.15
110 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -12.71 50.06 -78.91 62.07 38.48 -89.84 -188.15
111 multin1_real0 -12.71 50.06 -78.91 62.07 38.48 -89.84 -188.15
112 mx_adaptability_v2 -15.11 47.66 -81.31 59.67 36.07 -92.24 -190.55
113 multin_zz1000_61004_idxctrl_pv -21.78 40.99 -87.97 53.01 29.41 -98.90 -197.22
114 multin_zz1000_61002_idxctrl_pv -21.78 40.99 -87.97 53.01 29.41 -98.90 -197.22
115 multin_zz1000_61002_idxctrl_pv_rm_blc -21.99 40.77 -88.19 52.79 29.19 -99.12 -197.43
116 multin_zz1000_61004_idxctrl_pv_rm_blc -21.99 40.77 -88.19 52.79 29.19 -99.12 -197.43
117 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -24.05 38.72 -90.25 50.73 27.13 -101.18 -199.49
118 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -24.05 38.72 -90.25 50.73 27.13 -101.18 -199.49
119 multin_zz1000_61001_idxctrl_pv -24.53 38.24 -90.72 50.26 26.66 -101.65 -199.96
120 multin_zz1000_61001_idxctrl_pv_rm_blc -24.89 37.87 -91.09 49.89 26.29 -102.02 -200.33
121 multin_zz1000_61004_idxctrl_pv_rm_fnd -25.22 37.55 -91.41 49.57 25.97 -102.34 -200.66
122 multin_zz1000_61002_idxctrl_pv_rm_fnd -25.22 37.55 -91.41 49.57 25.97 -102.34 -200.66
123 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -26.65 36.11 -92.85 48.13 24.53 -103.78 -202.09
124 multin_zz1000_61001_idxctrl_pv_rm_fnd -27.62 35.15 -93.81 47.17 23.57 -104.74 -203.06
125 mx_opt3_usual_500_v1 -46.53 16.24 -112.72 28.26 4.66 -123.65 -221.97
126 mx_opt3_usual_500_v2 -49.63 13.14 -115.83 25.15 1.55 -126.76 -225.07
127 mx_opt2_dyna_500_v2 -55.46 7.31 -121.65 19.33 -4.27 -132.58 -230.90
128 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -59.34 3.43 -125.54 15.44 -8.15 -136.47 -234.78
129 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -59.46 3.31 -125.66 15.32 -8.27 -136.59 -234.90
130 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -59.89 2.88 -126.09 14.89 -8.70 -137.02 -235.33
131 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -60.34 2.42 -126.54 14.44 -9.16 -137.47 -235.78
132 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -60.79 1.98 -126.99 13.99 -9.61 -137.92 -236.23
133 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -61.03 1.74 -127.22 13.76 -9.84 -138.15 -236.47
134 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -61.08 1.69 -127.28 13.70 -9.89 -138.21 -236.52
135 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -61.69 1.08 -127.88 13.10 -10.50 -138.81 -237.13
136 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -62.25 0.52 -128.45 12.53 -11.07 -139.38 -237.69
137 mx_opt1_absdef_500_v2 -62.56 0.21 -128.76 12.23 -11.37 -139.69 -238.00
138 multin_zz500_61002_idxctrl_zz500_pv -63.03 -0.26 -129.22 11.76 -11.84 -140.15 -238.47
139 multin_zz500_61004_idxctrl_zz500_pv -63.46 -0.69 -129.65 11.33 -12.27 -140.58 -238.90
140 multin_zz500_61001_idxctrl_zz500_pv -64.75 -1.98 -130.94 10.04 -13.56 -141.87 -240.19