strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240517_151530
0 mx_tenacity_primitive 103.78 115.19 95.33 135.80 239.12 84.68 71.20
1 mx_tenacity 103.78 115.19 95.33 135.80 239.12 84.68 71.20
2 multin_zz1000_61002_pv 82.35 93.75 73.90 114.37 217.68 63.25 49.76
3 multin_zz1000_61004_pv 82.35 93.75 73.90 114.37 217.68 63.25 49.76
4 multin_zz1000_61004_pv_rm_blc 82.08 93.48 73.63 114.10 217.42 62.98 49.50
5 multin_zz1000_61002_pv_rm_blc 82.08 93.48 73.63 114.10 217.42 62.98 49.50
6 multin_zz1000_61002_overnight_pv_rm_blc 81.64 93.05 73.19 113.66 216.98 62.54 49.06
7 multin_zz1000_61004_overnight_pv_rm_blc 81.64 93.05 73.19 113.66 216.98 62.54 49.06
8 multin_zz1000_61001_pv 77.75 89.15 69.29 109.77 213.08 58.65 45.16
9 multin_zz1000_61001_pv_rm_blc 77.24 88.64 68.78 109.26 212.57 58.14 44.65
10 multin_zz1000_61001_overnight_pv_rm_blc 76.68 88.08 68.22 108.70 212.01 57.58 44.09
11 mx_2023_gen_merge1_filtered_no_idsctrl 66.81 78.22 58.36 98.83 202.15 47.71 34.23
12 mx_gentleness 66.81 78.22 58.36 98.83 202.15 47.71 34.23
13 multin_zz1000_61003_pv_rm_blc 60.48 71.89 52.03 92.51 195.82 41.39 27.90
14 multin1_real1 60.48 71.89 52.03 92.51 195.82 41.39 27.90
15 multin_zz1000_61003_pv 60.29 71.69 51.83 92.31 195.62 41.19 27.70
16 multin1_real1_overnight 60.23 71.63 51.77 92.25 195.56 41.13 27.64
17 multin_zz1000_61003_overnight_pv_rm_blc 60.23 71.63 51.77 92.25 195.56 41.13 27.64
18 mx_resilience 59.58 70.98 51.12 91.60 194.91 40.48 26.99
19 mx_resilience_inthandsctrl 59.48 70.88 51.02 91.50 194.81 40.38 26.89
20 mx_capability_primitive 55.95 67.35 47.49 87.97 191.28 36.85 23.36
21 mx_capability 55.95 67.35 47.49 87.97 191.28 36.85 23.36
22 mx_resilience_inthandsctrl_amtctrl 55.37 66.77 46.92 87.39 190.71 36.27 22.78
23 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 52.97 64.38 44.52 84.99 188.31 33.87 20.39
24 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 52.19 63.60 43.74 84.22 187.53 33.10 19.61
25 mx_resilience_inthandsctrl_amtctrl_capctrl 51.69 63.09 43.23 83.71 187.02 32.59 19.10
26 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 51.69 63.09 43.23 83.71 187.02 32.59 19.10
27 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 51.47 62.88 43.02 83.49 186.81 32.37 18.89
28 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 51.28 62.69 42.83 83.30 186.62 32.19 18.70
29 multin_zz1000_61002_overnight_pv_rm_fnd 50.74 62.14 42.28 82.76 186.07 31.64 18.15
30 multin_zz1000_61004_overnight_pv_rm_fnd 50.74 62.14 42.28 82.76 186.07 31.64 18.15
31 multin_zz1000_61002_pv_rm_fnd 50.36 61.76 41.90 82.38 185.69 31.26 17.77
32 multin_zz1000_61004_pv_rm_fnd 50.36 61.76 41.90 82.38 185.69 31.26 17.77
33 multin_zz1000_61004_overnight_pv_rm_fnd_blc 49.70 61.10 41.24 81.72 185.03 30.60 17.11
34 multin_zz1000_61002_overnight_pv_rm_fnd_blc 49.70 61.10 41.24 81.72 185.03 30.60 17.11
35 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 49.48 60.89 41.03 81.50 184.82 30.38 16.90
36 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 49.11 60.52 40.66 81.13 184.45 30.01 16.53
37 multin_zz1000_61002_pv_rm_fnd_blc 48.46 59.86 40.01 80.48 183.80 29.36 15.87
38 multin_zz1000_61004_pv_rm_fnd_blc 48.46 59.86 40.01 80.48 183.80 29.36 15.87
39 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 45.93 57.33 37.48 77.95 181.27 26.83 13.34
40 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 45.17 56.58 36.72 77.19 180.51 26.08 12.59
41 multin_zz1000_61001_pv_rm_fnd 44.84 56.24 36.38 76.86 180.17 25.74 12.25
42 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 44.47 55.87 36.02 76.49 179.81 25.37 11.88
43 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 44.22 55.62 35.76 76.24 179.55 25.12 11.63
44 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 44.17 55.57 35.72 76.19 179.51 25.07 11.58
45 multin_zz1000_61001_overnight_pv_rm_fnd 44.15 55.55 35.70 76.17 179.49 25.05 11.56
46 multin_zz1000_61002_idxctrl_50010002000_pv 43.02 54.42 34.56 75.04 178.35 23.92 10.43
47 multin_zz1000_61001_overnight_pv_rm_fnd_blc 42.91 54.31 34.45 74.93 178.24 23.81 10.32
48 multin_zz1000_61004_idxctrl_50010002000_pv 42.64 54.04 34.19 74.66 177.98 23.54 10.05
49 multin1_real2_overnight 42.17 53.57 33.71 74.19 177.50 23.07 9.58
50 multin_zz1000_61003_overnight_pv_rm_fnd_blc 42.17 53.57 33.71 74.19 177.50 23.07 9.58
51 multin_zz1000_61001_pv_rm_fnd_blc 41.97 53.37 33.51 73.99 177.30 22.87 9.38
52 multin_zz1000_61002_idxctrl_top3800_pv 41.60 53.00 33.15 73.62 176.93 22.50 9.01
53 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 41.46 52.86 33.01 73.48 176.80 22.36 8.87
54 multin_zz1000_61004_idxctrl_top3800_pv 41.42 52.83 32.97 73.44 176.76 22.32 8.84
55 multin1_real2 41.23 52.63 32.78 73.25 176.57 22.13 8.64
56 multin_zz1000_61003_pv_rm_fnd_blc 41.23 52.63 32.78 73.25 176.57 22.13 8.64
57 multin_zz1000_61003_pv_rm_fnd 40.96 52.37 32.51 72.98 176.30 21.86 8.38
58 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 40.43 51.84 31.98 72.45 175.77 21.33 7.85
59 multin_zz1000_61003_overnight_pv_rm_fnd 40.34 51.74 31.89 72.36 175.68 21.24 7.75
60 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 38.70 50.11 30.25 70.73 174.04 19.61 6.12
61 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 38.20 49.61 29.75 70.22 173.54 19.10 5.62
62 multin_zz1000_61001_idxctrl_50010002000_pv 38.15 49.55 29.70 70.17 173.49 19.05 5.56
63 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 37.60 49.00 29.15 69.62 172.94 18.50 5.01
64 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 37.05 48.45 28.59 69.07 172.38 17.95 4.46
65 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 36.04 47.45 27.59 68.06 171.38 16.94 3.46
66 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 35.85 47.25 27.39 67.87 171.18 16.75 3.26
67 multin_zz1000_61002_idxctrl_zz1000_pv 35.62 47.02 27.17 67.64 170.96 16.52 3.03
68 multin_zz1000_61004_idxctrl_zz1000_pv 35.37 46.77 26.91 67.39 170.70 16.27 2.78
69 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 34.35 45.75 25.90 66.37 169.69 15.25 1.76
70 multin_zz1000_61001_idxctrl_top3800_pv 34.32 45.72 25.86 66.34 169.65 15.22 1.73
71 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 33.32 44.73 24.87 65.34 168.66 14.22 0.74
72 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 32.97 44.38 24.52 65.00 168.31 13.88 0.39
73 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 31.39 42.80 22.94 63.41 166.73 12.30 -1.19
74 multin_zz1000_61001_idxctrl_zz1000_pv 31.18 42.58 22.72 63.20 166.51 12.08 -1.41
75 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 31.03 42.43 22.57 63.05 166.36 11.93 -1.56
76 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 30.44 41.84 21.99 62.46 165.78 11.34 -2.15
77 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 28.75 40.15 20.29 60.77 164.08 9.65 -3.84
78 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 27.54 38.94 19.08 59.56 162.87 8.44 -5.05
79 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 26.63 38.03 18.17 58.65 161.96 7.53 -5.96
80 multin_zz1000_61004_idxctrl_pv_rm_fnd 22.27 33.68 13.82 54.29 157.61 3.17 -10.31
81 multin_zz1000_61002_idxctrl_pv_rm_fnd 22.27 33.68 13.82 54.29 157.61 3.17 -10.31
82 multin1_real0_overnight 21.20 32.60 12.74 53.22 156.53 2.10 -11.39
83 multin_zz1000_61004_idxctrl_pv 19.18 30.58 10.72 51.20 154.51 0.08 -13.41
84 multin_zz1000_61002_idxctrl_pv 19.18 30.58 10.72 51.20 154.51 0.08 -13.41
85 multin_zz1000_61001_idxctrl_pv_rm_fnd 18.66 30.06 10.20 50.68 153.99 -0.44 -13.93
86 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 16.87 28.28 8.42 48.89 152.21 -2.23 -15.71
87 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 16.87 28.28 8.42 48.89 152.21 -2.23 -15.71
88 multin_zz1000_61004_idxctrl_pv_rm_blc 16.13 27.53 7.67 48.15 151.46 -2.97 -16.46
89 multin_zz1000_61002_idxctrl_pv_rm_blc 16.13 27.53 7.67 48.15 151.46 -2.97 -16.46
90 multin_zz1000_61001_idxctrl_pv 15.23 26.63 6.78 47.25 150.56 -3.87 -17.36
91 mx_opt2_dyna_1000_v2 14.07 25.48 5.62 46.09 149.41 -5.03 -18.51
92 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 13.89 25.30 5.44 45.91 149.23 -5.21 -18.69
93 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 13.27 24.67 4.81 45.29 148.60 -5.83 -19.32
94 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 12.54 23.95 4.09 44.56 147.88 -6.56 -20.04
95 multin_zz1000_61001_idxctrl_pv_rm_blc 12.09 23.49 3.63 44.11 147.42 -7.01 -20.50
96 multin_zz500_61002_idxctrl_zz500_pv 11.68 23.08 3.22 43.70 147.01 -7.42 -20.91
97 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 11.27 22.67 2.81 43.29 146.60 -7.83 -21.32
98 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 11.27 22.67 2.82 43.29 146.60 -7.83 -21.32
99 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 10.81 22.22 2.36 42.83 146.15 -8.29 -21.77
100 multin_zz500_61004_idxctrl_zz500_pv 10.73 22.13 2.28 42.75 146.07 -8.37 -21.86
101 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 10.30 21.70 1.85 42.32 145.64 -8.80 -22.29
102 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 9.92 21.33 1.47 41.94 145.26 -9.17 -22.66
103 multin_zz500_61001_idxctrl_zz500_pv 8.79 20.20 0.34 40.81 144.13 -10.31 -23.79
104 mx_adaptability_v2 8.39 19.80 -0.06 40.41 143.73 -10.71 -24.19
105 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 8.22 19.63 -0.23 40.24 143.56 -10.88 -24.36
106 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 8.02 19.42 -0.43 40.04 143.36 -11.08 -24.57
107 mx_opt3_usual_1000_v1 6.37 17.77 -2.08 38.39 141.71 -12.73 -26.22
108 multin_zz1000_21001_tp1000_rm_blc 5.36 16.76 -3.10 37.38 140.69 -13.74 -27.23
109 mx_opt3_usual_1000_v2 4.97 16.37 -3.49 36.99 140.30 -14.13 -27.62
110 mx_opt2_dyna_500_v2 4.71 16.12 -3.74 36.73 140.05 -14.39 -27.87
111 mx_opt3_usual_500_v1 4.56 15.96 -3.89 36.58 139.90 -14.54 -28.03
112 multin_zz500_21001_tp200 1.13 12.53 -7.33 33.15 136.46 -17.97 -31.46
113 mx_opt1_absdef_1000_v2 0.95 12.35 -7.50 32.97 136.29 -18.15 -31.64
114 mx_adaptability -0.20 11.21 -8.65 31.83 135.14 -19.29 -32.78
115 mx_tenacity_morecapa_primitive -0.20 11.21 -8.65 31.83 135.14 -19.29 -32.78
116 mx_tenacity_morecapa -0.20 11.21 -8.65 31.83 135.14 -19.29 -32.78
117 multin_zz500_21001_tp500_rm_blc -0.40 11.01 -8.85 31.62 134.94 -19.50 -32.98
118 mx_tenacity_ctrlonly -2.11 9.29 -10.57 29.91 133.22 -21.21 -34.70
119 mx_tenacity_restrict -3.73 7.67 -12.19 28.29 131.60 -22.83 -36.32
120 mx_tenacity_restrict_primitive -3.73 7.67 -12.19 28.29 131.60 -22.83 -36.32
121 mx_opt1_absdef_500_v2 -10.40 1.01 -18.85 21.62 124.94 -29.50 -42.98
122 multin_zz500_21001_tp500 -11.48 -0.08 -19.94 20.54 123.85 -30.58 -44.07
123 multin_zz500_21001_tp200_rm_blc -15.73 -4.32 -24.18 16.29 119.61 -34.83 -48.31
124 multin_zz1000_21001_tp1000 -18.34 -6.93 -26.79 13.68 117.00 -37.44 -50.92
125 mx_opt3_usual_500_v2 -19.31 -7.91 -27.77 12.71 116.02 -38.41 -51.90
126 mx_2023_gen_merge2_filtered_idsctrl -19.79 -8.39 -28.25 12.23 115.54 -38.89 -52.38
127 multin_zz1000_61002_idscapctrl_pv -24.80 -13.40 -33.26 7.22 110.53 -43.90 -57.39
128 multin_zz1000_61004_idscapctrl_pv -24.80 -13.40 -33.26 7.22 110.53 -43.90 -57.39
129 multin_zz1000_61004_idscapctrl_pv_rm_blc -25.70 -14.30 -34.15 6.32 109.64 -44.80 -58.28
130 multin_zz1000_61002_idscapctrl_pv_rm_blc -25.70 -14.30 -34.15 6.32 109.64 -44.80 -58.28
131 mx_tenacity_morecapa_ctrlonly -27.75 -16.34 -36.20 4.27 107.59 -46.85 -60.33
132 multin_zz1000_61001_idscapctrl_pv -28.30 -16.90 -36.76 3.72 107.03 -47.40 -60.89
133 multin_zz1000_61002_idscapctrl_pv_rm_fnd -29.17 -17.76 -37.62 2.85 106.17 -48.27 -61.75
134 multin_zz1000_61004_idscapctrl_pv_rm_fnd -29.17 -17.76 -37.62 2.85 106.17 -48.27 -61.75
135 multin_zz1000_61001_idscapctrl_pv_rm_blc -29.26 -17.86 -37.72 2.76 106.07 -48.36 -61.85
136 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -30.05 -18.65 -38.50 1.97 105.28 -49.15 -62.64
137 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -30.05 -18.65 -38.50 1.97 105.28 -49.15 -62.64
138 multin_zz1000_61001_idscapctrl_pv_rm_fnd -32.05 -20.65 -40.50 -0.03 103.29 -51.15 -64.64
139 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -32.86 -21.46 -41.31 -0.84 102.48 -51.96 -65.44
140 multin1_real0 -32.86 -21.46 -41.31 -0.84 102.48 -51.96 -65.44