strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240516_151506
0 mx_tenacity 227.55 252.84 116.13 173.02 212.47 119.51 -20.48
1 mx_tenacity_primitive 227.55 252.84 116.13 173.02 212.47 119.51 -20.48
2 mx_gentleness 218.44 243.74 107.03 163.92 203.36 110.40 -29.58
3 mx_2023_gen_merge1_filtered_no_idsctrl 218.44 243.74 107.03 163.92 203.36 110.40 -29.58
4 multin_zz1000_61002_pv 196.27 221.57 84.85 141.75 181.19 88.23 -51.76
5 multin_zz1000_61004_pv 196.27 221.57 84.85 141.75 181.19 88.23 -51.76
6 mx_resilience_inthandsctrl 190.65 215.94 79.23 136.12 175.57 82.61 -57.38
7 mx_resilience 190.59 215.89 79.18 136.07 175.52 82.55 -57.43
8 multin_zz1000_61001_pv 190.53 215.82 79.11 136.00 175.45 82.48 -57.50
9 multin_zz1000_61003_pv 187.78 213.08 76.37 133.26 172.70 79.74 -60.24
10 multin_zz1000_61002_overnight_pv_rm_blc 184.33 209.63 72.91 129.81 169.25 76.29 -63.69
11 multin_zz1000_61004_overnight_pv_rm_blc 184.33 209.63 72.91 129.81 169.25 76.29 -63.69
12 multin_zz1000_61004_pv_rm_blc 184.20 209.49 72.78 129.67 169.12 76.15 -63.83
13 multin_zz1000_61002_pv_rm_blc 184.20 209.49 72.78 129.67 169.12 76.15 -63.83
14 multin_zz1000_61001_overnight_pv_rm_blc 180.31 205.61 68.90 125.79 165.23 72.27 -67.71
15 multin_zz1000_61001_pv_rm_blc 180.11 205.41 68.69 125.59 165.03 72.07 -67.92
16 multin1_real1_overnight 176.76 202.05 65.34 122.23 161.68 68.71 -71.27
17 multin_zz1000_61003_overnight_pv_rm_blc 176.76 202.05 65.34 122.23 161.68 68.71 -71.27
18 multin_zz1000_61003_pv_rm_blc 176.58 201.87 65.16 122.05 161.50 68.53 -71.45
19 multin1_real1 176.58 201.87 65.16 122.05 161.50 68.53 -71.45
20 mx_resilience_inthandsctrl_amtctrl 169.13 194.43 57.71 114.61 154.05 61.09 -78.90
21 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 166.56 191.86 55.15 112.04 151.49 58.52 -81.46
22 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 165.12 190.42 53.70 110.59 150.04 57.08 -82.91
23 mx_resilience_inthandsctrl_amtctrl_capctrl 165.12 190.42 53.70 110.59 150.04 57.08 -82.91
24 mx_capability 156.80 182.09 45.38 102.27 141.72 48.75 -91.23
25 mx_capability_primitive 156.80 182.09 45.38 102.27 141.72 48.75 -91.23
26 multin_zz1000_61003_pv_rm_fnd 121.83 147.12 10.41 67.30 106.75 13.78 -126.20
27 multin_zz1000_61002_pv_rm_fnd 120.51 145.81 9.10 65.99 105.43 12.47 -127.51
28 multin_zz1000_61004_pv_rm_fnd 120.51 145.81 9.10 65.99 105.43 12.47 -127.51
29 multin_zz1000_61003_overnight_pv_rm_fnd 119.78 145.07 8.36 65.25 104.70 11.73 -128.25
30 multin_zz1000_61004_overnight_pv_rm_fnd 118.47 143.76 7.05 63.94 103.39 10.42 -129.56
31 multin_zz1000_61002_overnight_pv_rm_fnd 118.47 143.76 7.05 63.94 103.39 10.42 -129.56
32 multin_zz1000_61001_pv_rm_fnd 112.95 138.24 1.53 58.42 97.87 4.91 -135.08
33 multin_zz1000_61003_pv_rm_fnd_blc 112.43 137.73 1.02 57.91 97.36 4.39 -135.59
34 multin1_real2 112.43 137.73 1.02 57.91 97.36 4.39 -135.59
35 multin_zz1000_61001_overnight_pv_rm_fnd 110.78 136.08 -0.63 56.26 95.70 2.74 -137.24
36 multin_zz1000_61004_pv_rm_fnd_blc 109.77 135.07 -1.64 55.25 94.69 1.73 -138.25
37 multin_zz1000_61002_pv_rm_fnd_blc 109.77 135.07 -1.64 55.25 94.69 1.73 -138.25
38 multin1_real2_overnight 109.67 134.97 -1.74 55.15 94.59 1.63 -138.35
39 multin_zz1000_61003_overnight_pv_rm_fnd_blc 109.67 134.97 -1.74 55.15 94.59 1.63 -138.35
40 multin_zz1000_61002_overnight_pv_rm_fnd_blc 106.96 132.26 -4.46 52.44 91.88 -1.08 -141.07
41 multin_zz1000_61004_overnight_pv_rm_fnd_blc 106.96 132.26 -4.46 52.44 91.88 -1.08 -141.07
42 mx_tenacity_ctrlonly 103.22 128.52 -8.19 48.70 88.15 -4.82 -144.80
43 multin_zz1000_61001_pv_rm_fnd_blc 101.56 126.86 -9.85 47.04 86.49 -6.48 -146.46
44 multin_zz1000_61001_overnight_pv_rm_fnd_blc 98.64 123.93 -12.78 44.11 83.56 -9.40 -149.39
45 mx_tenacity_restrict 97.41 122.71 -14.01 42.89 82.33 -10.63 -150.62
46 mx_tenacity_restrict_primitive 97.41 122.71 -14.01 42.89 82.33 -10.63 -150.62
47 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 94.51 119.81 -16.91 39.99 79.43 -13.53 -153.52
48 multin_zz1000_61002_idxctrl_50010002000_pv 94.08 119.38 -17.33 39.56 79.01 -13.96 -153.94
49 multin_zz1000_61004_idxctrl_50010002000_pv 93.60 118.89 -17.82 39.07 78.52 -14.45 -154.43
50 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 93.48 118.78 -17.93 38.96 78.41 -14.56 -154.54
51 multin_zz1000_61004_idxctrl_top3800_pv 93.13 118.42 -18.29 38.60 78.05 -14.91 -154.90
52 multin_zz1000_61002_idxctrl_top3800_pv 93.02 118.32 -18.40 38.50 77.94 -15.02 -155.01
53 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 92.35 117.64 -19.07 37.82 77.27 -15.70 -155.68
54 mx_adaptability 92.34 117.64 -19.08 37.82 77.26 -15.70 -155.69
55 mx_tenacity_morecapa 92.34 117.64 -19.08 37.82 77.26 -15.70 -155.69
56 mx_tenacity_morecapa_primitive 92.34 117.64 -19.08 37.82 77.26 -15.70 -155.69
57 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 91.12 116.41 -20.30 36.59 76.04 -16.92 -156.91
58 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 89.19 114.49 -22.22 34.67 74.12 -18.85 -158.83
59 mx_2023_gen_merge2_filtered_idsctrl 88.25 113.54 -23.17 33.72 73.17 -19.80 -159.78
60 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 87.45 112.75 -23.96 32.93 72.38 -20.59 -160.57
61 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 83.68 108.97 -27.74 29.15 68.60 -24.37 -164.35
62 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 83.15 108.44 -28.27 28.62 68.07 -24.89 -164.88
63 multin_zz1000_61001_idxctrl_50010002000_pv 83.02 108.32 -28.39 28.50 67.94 -25.02 -165.00
64 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 82.77 108.07 -28.64 28.25 67.69 -25.27 -165.25
65 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 82.46 107.76 -28.95 27.94 67.38 -25.58 -165.56
66 multin_zz1000_61001_idxctrl_top3800_pv 82.24 107.53 -29.18 27.71 67.16 -25.81 -165.79
67 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 82.23 107.53 -29.18 27.71 67.15 -25.81 -165.79
68 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 82.13 107.42 -29.29 27.60 67.05 -25.91 -165.90
69 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 81.26 106.56 -30.16 26.73 66.18 -26.78 -166.77
70 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 80.04 105.33 -31.38 25.51 64.96 -28.00 -167.99
71 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 77.60 102.90 -33.81 23.08 62.53 -30.44 -170.42
72 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 75.73 101.02 -35.69 21.20 60.65 -32.32 -172.30
73 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 71.17 96.47 -40.24 16.65 56.10 -36.87 -176.85
74 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 70.35 95.65 -41.06 15.83 55.27 -37.69 -177.67
75 mx_tenacity_morecapa_ctrlonly 70.00 95.29 -41.42 15.47 54.92 -38.05 -178.03
76 multin_zz500_21001_tp200 62.55 87.85 -48.87 8.03 47.47 -45.49 -185.48
77 multin_zz500_21001_tp500 61.15 86.44 -50.27 6.62 46.07 -46.89 -186.88
78 multin_zz1000_21001_tp1000_rm_blc 54.55 79.85 -56.86 0.03 39.47 -53.49 -193.47
79 mx_adaptability_v2 53.97 79.27 -57.45 -0.55 38.89 -54.07 -194.05
80 multin_zz1000_61002_idscapctrl_pv 51.67 76.96 -59.75 -2.86 36.59 -56.37 -196.36
81 multin_zz1000_61004_idscapctrl_pv 51.67 76.96 -59.75 -2.86 36.59 -56.37 -196.36
82 multin_zz1000_61001_idscapctrl_pv 48.54 73.83 -62.88 -5.99 33.46 -59.50 -199.49
83 multin_zz1000_21001_tp1000 47.65 72.94 -63.77 -6.88 32.57 -60.40 -200.38
84 mx_opt3_usual_1000_v1 45.50 70.80 -65.91 -9.02 30.43 -62.54 -202.52
85 multin_zz1000_61004_idscapctrl_pv_rm_blc 45.37 70.67 -66.04 -9.15 30.30 -62.67 -202.65
86 multin_zz1000_61002_idscapctrl_pv_rm_blc 45.37 70.67 -66.04 -9.15 30.30 -62.67 -202.65
87 multin_zz1000_61002_idscapctrl_pv_rm_fnd 42.87 68.17 -68.55 -11.65 27.79 -65.17 -205.16
88 multin_zz1000_61004_idscapctrl_pv_rm_fnd 42.87 68.17 -68.55 -11.65 27.79 -65.17 -205.16
89 multin_zz1000_61001_idscapctrl_pv_rm_blc 42.17 67.47 -69.24 -12.35 27.09 -65.87 -205.85
90 mx_opt2_dyna_1000_v2 41.52 66.81 -69.90 -13.01 26.44 -66.52 -206.51
91 multin_zz500_21001_tp500_rm_blc 41.07 66.36 -70.35 -13.46 25.99 -66.98 -206.96
92 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 41.00 66.30 -70.42 -13.52 25.92 -67.04 -207.03
93 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 40.78 66.07 -70.64 -13.75 25.70 -67.27 -207.25
94 multin_zz1000_61001_idscapctrl_pv_rm_fnd 40.03 65.32 -71.39 -14.50 24.95 -68.01 -208.00
95 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 38.45 63.74 -72.97 -16.08 23.37 -69.59 -209.58
96 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 38.45 63.74 -72.97 -16.08 23.37 -69.59 -209.58
97 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 38.05 63.34 -73.37 -16.48 22.97 -69.99 -209.98
98 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 37.76 63.06 -73.66 -16.76 22.68 -70.28 -210.26
99 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 37.32 62.62 -74.10 -17.20 22.24 -70.72 -210.71
100 multin1_real0 35.53 60.83 -75.89 -18.99 20.45 -72.51 -212.50
101 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 35.53 60.83 -75.89 -18.99 20.45 -72.51 -212.50
102 multin1_real0_overnight 35.53 60.83 -75.89 -18.99 20.45 -72.51 -212.50
103 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 34.37 59.67 -77.05 -20.15 19.29 -73.67 -213.65
104 multin_zz500_21001_tp200_rm_blc 34.02 59.32 -77.40 -20.50 18.94 -74.02 -214.00
105 mx_opt3_usual_500_v1 33.42 58.72 -78.00 -21.10 18.34 -74.62 -214.61
106 multin_zz1000_61002_idxctrl_zz1000_pv 30.60 55.90 -80.82 -23.92 15.52 -77.44 -217.43
107 multin_zz1000_61004_idxctrl_zz1000_pv 30.38 55.68 -81.03 -24.14 15.31 -77.66 -217.64
108 mx_opt3_usual_1000_v2 29.49 54.79 -81.93 -25.03 14.41 -78.55 -218.53
109 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 27.27 52.57 -84.15 -27.25 12.19 -80.77 -220.76
110 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 27.04 52.34 -84.37 -27.48 11.96 -81.00 -220.98
111 multin_zz1000_61002_idxctrl_pv_rm_fnd 26.71 52.01 -84.70 -27.81 11.63 -81.33 -221.31
112 multin_zz1000_61004_idxctrl_pv_rm_fnd 26.71 52.01 -84.70 -27.81 11.63 -81.33 -221.31
113 multin_zz1000_61001_idxctrl_zz1000_pv 26.70 52.00 -84.71 -27.82 11.63 -81.34 -221.32
114 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 25.58 50.88 -85.84 -28.94 10.50 -82.46 -222.45
115 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 25.58 50.88 -85.84 -28.94 10.50 -82.46 -222.45
116 multin_zz1000_61001_idxctrl_pv_rm_fnd 24.08 49.37 -87.34 -30.45 9.00 -83.96 -223.95
117 mx_opt2_dyna_500_v2 23.71 49.01 -87.70 -30.81 8.64 -84.33 -224.31
118 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 23.47 48.77 -87.95 -31.05 8.39 -84.57 -224.56
119 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 23.01 48.30 -88.41 -31.52 7.93 -85.03 -225.02
120 multin_zz1000_61002_idxctrl_pv 21.96 47.26 -89.46 -32.56 6.88 -86.08 -226.07
121 multin_zz1000_61004_idxctrl_pv 21.96 47.26 -89.46 -32.56 6.88 -86.08 -226.07
122 multin_zz1000_61002_idxctrl_pv_rm_blc 19.83 45.13 -91.58 -34.69 4.76 -88.21 -228.19
123 multin_zz1000_61004_idxctrl_pv_rm_blc 19.83 45.13 -91.58 -34.69 4.76 -88.21 -228.19
124 multin_zz1000_61001_idxctrl_pv 19.38 44.67 -92.04 -35.15 4.30 -88.67 -228.65
125 multin_zz1000_61001_idxctrl_pv_rm_blc 17.37 42.67 -94.05 -37.15 2.29 -90.67 -230.66
126 mx_opt3_usual_500_v2 5.13 30.43 -106.29 -49.39 -9.95 -102.91 -242.90
127 mx_opt1_absdef_1000_v2 -2.48 22.82 -113.90 -57.00 -17.56 -110.52 -250.51
128 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -3.75 21.54 -115.17 -58.28 -18.83 -111.79 -251.78
129 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -4.14 21.16 -115.56 -58.66 -19.22 -112.18 -252.17
130 multin_zz500_61002_idxctrl_zz500_pv -4.38 20.92 -115.79 -58.90 -19.46 -112.42 -252.40
131 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -4.40 20.90 -115.81 -58.92 -19.47 -112.44 -252.42
132 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -4.64 20.65 -116.06 -59.17 -19.72 -112.68 -252.67
133 multin_zz500_61004_idxctrl_zz500_pv -5.07 20.23 -116.49 -59.59 -20.15 -113.11 -253.10
134 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -5.94 19.36 -117.35 -60.46 -21.02 -113.98 -253.96
135 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -6.10 19.20 -117.52 -60.62 -21.18 -114.14 -254.12
136 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -6.26 19.04 -117.67 -60.78 -21.34 -114.30 -254.28
137 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -6.62 18.68 -118.03 -61.14 -21.69 -114.66 -254.64
138 multin_zz500_61001_idxctrl_zz500_pv -6.72 18.58 -118.14 -61.24 -21.80 -114.76 -254.75
139 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -8.33 16.97 -119.74 -62.85 -23.41 -116.37 -256.35
140 mx_opt1_absdef_500_v2 -25.86 -0.57 -137.28 -80.39 -40.94 -133.90 -273.89