strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240515_151502
0 mx_tenacity 112.87 113.13 64.03 99.55 14.81 32.84 -9.66
1 mx_tenacity_primitive 112.87 113.13 64.03 99.55 14.81 32.84 -9.66
2 mx_gentleness 105.08 105.34 56.24 91.76 7.02 25.06 -17.44
3 mx_2023_gen_merge1_filtered_no_idsctrl 105.08 105.34 56.24 91.76 7.02 25.06 -17.44
4 multin_zz1000_61003_pv 99.36 99.62 50.52 86.04 1.30 19.34 -23.16
5 multin_zz1000_61004_pv 95.27 95.53 46.43 81.95 -2.79 15.25 -27.25
6 multin_zz1000_61002_pv 95.27 95.53 46.43 81.95 -2.79 15.25 -27.25
7 multin_zz1000_61001_pv 92.84 93.09 44.00 79.51 -5.22 12.81 -29.69
8 mx_resilience_inthandsctrl 92.44 92.69 43.60 79.11 -5.63 12.41 -30.09
9 mx_resilience 92.43 92.69 43.59 79.11 -5.63 12.41 -30.09
10 multin_zz1000_61003_overnight_pv_rm_blc 91.89 92.15 43.05 78.57 -6.17 11.86 -30.64
11 multin1_real1_overnight 91.89 92.15 43.05 78.57 -6.17 11.86 -30.64
12 multin1_real1 91.71 91.97 42.88 78.39 -6.35 11.69 -30.81
13 multin_zz1000_61003_pv_rm_blc 91.71 91.97 42.88 78.39 -6.35 11.69 -30.81
14 multin_zz1000_61002_overnight_pv_rm_blc 86.42 86.67 37.58 73.09 -11.64 6.39 -36.11
15 multin_zz1000_61004_overnight_pv_rm_blc 86.42 86.67 37.58 73.09 -11.64 6.39 -36.11
16 multin_zz1000_61002_pv_rm_blc 86.31 86.57 37.47 72.99 -11.75 6.28 -36.22
17 multin_zz1000_61004_pv_rm_blc 86.31 86.57 37.47 72.99 -11.75 6.28 -36.22
18 multin_zz1000_61001_overnight_pv_rm_blc 84.97 85.22 36.13 71.64 -13.10 4.94 -37.56
19 multin_zz1000_61001_pv_rm_blc 84.94 85.20 36.10 71.62 -13.12 4.91 -37.59
20 mx_capability 84.63 84.89 35.79 71.31 -13.43 4.60 -37.89
21 mx_capability_primitive 84.63 84.89 35.79 71.31 -13.43 4.60 -37.89
22 mx_resilience_inthandsctrl_amtctrl 77.12 77.38 28.28 63.80 -20.94 -2.90 -45.40
23 mx_resilience_inthandsctrl_amtctrl_capctrl 74.09 74.35 25.25 60.77 -23.97 -5.94 -48.44
24 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 74.09 74.35 25.25 60.77 -23.97 -5.94 -48.44
25 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 67.53 67.79 18.69 54.21 -30.53 -12.49 -54.99
26 mx_2023_gen_merge2_filtered_idsctrl 57.50 57.76 8.66 44.18 -40.56 -22.53 -65.03
27 mx_tenacity_ctrlonly 57.08 57.34 8.24 43.76 -40.98 -22.95 -65.45
28 multin_zz1000_61002_pv_rm_fnd 54.59 54.85 5.75 41.27 -43.47 -25.44 -67.94
29 multin_zz1000_61004_pv_rm_fnd 54.59 54.85 5.75 41.27 -43.47 -25.44 -67.94
30 mx_tenacity_morecapa_ctrlonly 54.28 54.54 5.44 40.96 -43.78 -25.75 -68.24
31 multin_zz1000_61002_overnight_pv_rm_fnd 53.78 54.03 4.94 40.45 -44.28 -26.25 -68.75
32 multin_zz1000_61004_overnight_pv_rm_fnd 53.78 54.03 4.94 40.45 -44.28 -26.25 -68.75
33 multin_zz1000_61001_pv_rm_fnd 53.67 53.92 4.83 40.35 -44.39 -26.36 -68.86
34 mx_tenacity_morecapa 53.27 53.52 4.43 39.94 -44.80 -26.76 -69.26
35 mx_tenacity_morecapa_primitive 53.27 53.52 4.43 39.94 -44.80 -26.76 -69.26
36 mx_adaptability 53.27 53.52 4.43 39.94 -44.80 -26.76 -69.26
37 mx_tenacity_restrict_primitive 53.15 53.40 4.31 39.83 -44.91 -26.88 -69.38
38 mx_tenacity_restrict 53.15 53.40 4.31 39.83 -44.91 -26.88 -69.38
39 multin_zz1000_61001_overnight_pv_rm_fnd 52.49 52.75 3.65 39.17 -45.57 -27.53 -70.03
40 multin_zz1000_61003_pv_rm_fnd 52.07 52.32 3.23 38.74 -46.00 -27.96 -70.46
41 multin_zz1000_61003_overnight_pv_rm_fnd 51.07 51.33 2.23 37.75 -46.99 -28.95 -71.45
42 multin_zz1000_61001_pv_rm_fnd_blc 49.02 49.27 0.18 35.70 -49.04 -31.01 -73.51
43 multin_zz1000_61004_pv_rm_fnd_blc 48.59 48.84 -0.25 35.26 -49.47 -31.44 -73.94
44 multin_zz1000_61002_pv_rm_fnd_blc 48.59 48.84 -0.25 35.26 -49.47 -31.44 -73.94
45 multin_zz1000_61001_overnight_pv_rm_fnd_blc 48.02 48.28 -0.82 34.70 -50.04 -32.01 -74.51
46 multin_zz1000_61002_overnight_pv_rm_fnd_blc 47.99 48.25 -0.85 34.67 -50.07 -32.04 -74.54
47 multin_zz1000_61004_overnight_pv_rm_fnd_blc 47.99 48.25 -0.85 34.67 -50.07 -32.04 -74.54
48 multin1_real2 47.24 47.50 -1.60 33.92 -50.82 -32.79 -75.29
49 multin_zz1000_61003_pv_rm_fnd_blc 47.24 47.50 -1.60 33.92 -50.82 -32.79 -75.29
50 multin_zz1000_61003_overnight_pv_rm_fnd_blc 46.44 46.70 -2.40 33.12 -51.62 -33.58 -76.08
51 multin1_real2_overnight 46.44 46.70 -2.40 33.12 -51.62 -33.58 -76.08
52 mx_adaptability_v2 46.43 46.69 -2.41 33.11 -51.63 -33.60 -76.09
53 multin_zz500_21001_tp200_rm_blc 45.27 45.53 -3.57 31.95 -52.79 -34.75 -77.25
54 multin_zz1000_21001_tp1000 44.07 44.33 -4.77 30.75 -53.99 -35.96 -78.46
55 multin_zz1000_61001_idxctrl_50010002000_pv 41.89 42.14 -6.95 28.57 -56.17 -38.14 -80.64
56 multin_zz1000_61002_idxctrl_50010002000_pv 40.67 40.93 -8.17 27.35 -57.39 -39.36 -81.85
57 multin_zz1000_61004_idxctrl_50010002000_pv 40.18 40.44 -8.66 26.86 -57.88 -39.85 -82.35
58 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 39.52 39.78 -9.32 26.20 -58.54 -40.50 -83.00
59 multin_zz1000_61001_idxctrl_top3800_pv 38.99 39.24 -9.85 25.67 -59.07 -41.04 -83.54
60 multin_zz1000_61002_idxctrl_top3800_pv 38.81 39.06 -10.03 25.48 -59.26 -41.22 -83.72
61 multin_zz1000_61004_idxctrl_top3800_pv 38.77 39.02 -10.07 25.45 -59.29 -41.26 -83.76
62 multin_zz1000_61001_idscapctrl_pv 38.65 38.91 -10.19 25.33 -59.41 -41.37 -83.87
63 multin_zz1000_61004_idscapctrl_pv 38.56 38.82 -10.28 25.24 -59.50 -41.47 -83.97
64 multin_zz1000_61002_idscapctrl_pv 38.56 38.82 -10.28 25.24 -59.50 -41.47 -83.97
65 multin_zz1000_61001_idscapctrl_pv_rm_fnd 38.54 38.80 -10.30 25.22 -59.52 -41.49 -83.99
66 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 38.16 38.42 -10.68 24.84 -59.90 -41.86 -84.36
67 multin_zz1000_61002_idscapctrl_pv_rm_fnd 38.05 38.31 -10.79 24.73 -60.01 -41.97 -84.47
68 multin_zz1000_61004_idscapctrl_pv_rm_fnd 38.05 38.31 -10.79 24.73 -60.01 -41.97 -84.47
69 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 37.00 37.26 -11.84 23.68 -61.06 -43.02 -85.52
70 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 36.89 37.15 -11.95 23.57 -61.17 -43.13 -85.63
71 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 36.69 36.94 -12.15 23.37 -61.37 -43.34 -85.84
72 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 36.65 36.91 -12.19 23.33 -61.41 -43.37 -85.87
73 multin_zz1000_61001_idscapctrl_pv_rm_blc 35.83 36.08 -13.01 22.50 -62.23 -44.20 -86.70
74 multin_zz1000_61004_idscapctrl_pv_rm_blc 35.58 35.84 -13.26 22.26 -62.48 -44.44 -86.94
75 multin_zz1000_61002_idscapctrl_pv_rm_blc 35.58 35.84 -13.26 22.26 -62.48 -44.44 -86.94
76 multin1_real0 34.84 35.09 -14.00 21.51 -63.22 -45.19 -87.69
77 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 34.84 35.09 -14.00 21.51 -63.22 -45.19 -87.69
78 multin1_real0_overnight 34.84 35.09 -14.00 21.51 -63.22 -45.19 -87.69
79 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 34.09 34.35 -14.75 20.77 -63.97 -45.93 -88.43
80 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 34.09 34.35 -14.75 20.77 -63.97 -45.93 -88.43
81 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 33.66 33.92 -15.18 20.34 -64.40 -46.36 -88.86
82 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 31.65 31.91 -17.19 18.33 -66.41 -48.38 -90.88
83 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 31.11 31.36 -17.73 17.78 -66.96 -48.92 -91.42
84 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 30.48 30.73 -18.36 17.15 -67.59 -49.55 -92.05
85 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 30.27 30.53 -18.57 16.95 -67.79 -49.76 -92.26
86 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 30.10 30.35 -18.74 16.78 -67.96 -49.93 -92.43
87 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 28.65 28.91 -20.19 15.33 -69.41 -51.38 -93.88
88 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 28.36 28.61 -20.48 15.04 -69.70 -51.67 -94.17
89 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 27.17 27.43 -21.67 13.85 -70.89 -52.86 -95.35
90 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 26.98 27.24 -21.86 13.66 -71.08 -53.04 -95.54
91 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 26.56 26.81 -22.28 13.23 -71.50 -53.47 -95.97
92 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 25.44 25.69 -23.40 12.11 -72.63 -54.59 -97.09
93 mx_opt3_usual_1000_v1 24.93 25.18 -23.91 11.60 -73.14 -55.10 -97.60
94 mx_opt3_usual_500_v1 23.23 23.49 -25.61 9.91 -74.83 -56.80 -99.30
95 multin_zz1000_21001_tp1000_rm_blc 22.85 23.11 -25.99 9.53 -75.21 -57.18 -99.68
96 multin_zz1000_61004_idxctrl_zz1000_pv 22.24 22.49 -26.60 8.91 -75.83 -57.79 -100.29
97 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 22.13 22.39 -26.71 8.81 -75.93 -57.90 -100.40
98 multin_zz1000_61002_idxctrl_zz1000_pv 21.91 22.17 -26.93 8.59 -76.15 -58.11 -100.61
99 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 21.86 22.12 -26.98 8.54 -76.20 -58.17 -100.67
100 multin_zz1000_61001_idxctrl_zz1000_pv 21.86 22.12 -26.98 8.54 -76.20 -58.17 -100.67
101 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 21.22 21.48 -27.62 7.90 -76.84 -58.81 -101.31
102 multin_zz1000_61001_idxctrl_pv 20.56 20.81 -28.28 7.24 -77.50 -59.47 -101.97
103 multin_zz500_21001_tp500 20.45 20.71 -28.39 7.13 -77.61 -59.57 -102.07
104 mx_opt2_dyna_500_v2 20.36 20.61 -28.48 7.03 -77.71 -59.67 -102.17
105 mx_opt2_dyna_1000_v2 20.24 20.50 -28.60 6.92 -77.82 -59.79 -102.29
106 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 20.09 20.35 -28.75 6.77 -77.97 -59.94 -102.44
107 multin_zz1000_61002_idxctrl_pv 19.91 20.17 -28.93 6.59 -78.15 -60.11 -102.61
108 multin_zz1000_61004_idxctrl_pv 19.91 20.17 -28.93 6.59 -78.15 -60.11 -102.61
109 multin_zz1000_61001_idxctrl_pv_rm_fnd 19.75 20.01 -29.09 6.43 -78.31 -60.27 -102.77
110 multin_zz1000_61002_idxctrl_pv_rm_fnd 19.43 19.69 -29.41 6.11 -78.63 -60.60 -103.10
111 multin_zz1000_61004_idxctrl_pv_rm_fnd 19.43 19.69 -29.41 6.11 -78.63 -60.60 -103.10
112 multin_zz500_61001_idxctrl_zz500_pv 19.05 19.30 -29.79 5.73 -79.01 -60.98 -103.48
113 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 18.85 19.10 -29.99 5.52 -79.21 -61.18 -103.68
114 multin_zz1000_61001_idxctrl_pv_rm_blc 18.49 18.74 -30.35 5.17 -79.57 -61.54 -104.04
115 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 18.38 18.64 -30.46 5.06 -79.68 -61.65 -104.15
116 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 18.16 18.42 -30.68 4.84 -79.90 -61.86 -104.36
117 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 17.95 18.21 -30.89 4.63 -80.11 -62.07 -104.57
118 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 17.90 18.15 -30.94 4.57 -80.17 -62.13 -104.63
119 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 17.90 18.15 -30.94 4.57 -80.17 -62.13 -104.63
120 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 17.83 18.09 -31.01 4.51 -80.23 -62.20 -104.70
121 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 17.82 18.07 -31.02 4.49 -80.24 -62.21 -104.71
122 multin_zz500_61004_idxctrl_zz500_pv 17.81 18.07 -31.03 4.49 -80.25 -62.21 -104.71
123 multin_zz1000_61004_idxctrl_pv_rm_blc 17.80 18.06 -31.04 4.48 -80.26 -62.23 -104.73
124 multin_zz1000_61002_idxctrl_pv_rm_blc 17.80 18.06 -31.04 4.48 -80.26 -62.23 -104.73
125 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 17.78 18.03 -31.06 4.46 -80.28 -62.25 -104.75
126 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 17.50 17.76 -31.34 4.18 -80.56 -62.53 -105.03
127 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 17.03 17.28 -31.81 3.71 -81.03 -63.00 -105.50
128 mx_opt3_usual_1000_v2 16.95 17.21 -31.89 3.63 -81.11 -63.08 -105.58
129 multin_zz500_61002_idxctrl_zz500_pv 16.87 17.12 -31.97 3.54 -81.20 -63.16 -105.66
130 mx_opt3_usual_500_v2 16.62 16.88 -32.22 3.30 -81.44 -63.41 -105.90
131 multin_zz500_21001_tp200 16.40 16.66 -32.44 3.08 -81.66 -63.63 -106.12
132 multin_zz500_21001_tp500_rm_blc 16.34 16.60 -32.50 3.02 -81.72 -63.69 -106.19
133 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 8.67 8.93 -40.17 -4.65 -89.39 -71.36 -113.86
134 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 8.05 8.31 -40.79 -5.27 -90.01 -71.98 -114.48
135 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 7.30 7.55 -41.54 -6.03 -90.76 -72.73 -115.23
136 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 6.21 6.47 -42.63 -7.11 -91.85 -73.82 -116.32
137 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 5.75 6.01 -43.09 -7.57 -92.31 -74.28 -116.78
138 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 5.07 5.32 -43.77 -8.26 -93.00 -74.96 -117.46
139 mx_opt1_absdef_1000_v2 -0.56 -0.30 -49.40 -13.88 -98.62 -80.58 -123.08
140 mx_opt1_absdef_500_v2 -6.30 -6.04 -55.14 -19.62 -104.36 -86.33 -128.82