strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240520_082812
0 multin_zz500_21001_tp200_rm_blc 32.52 35.27 94.66 57.49 92.82 133.43 147.55
1 mx_opt3_usual_500_v2 26.68 29.43 88.82 51.65 86.98 127.59 141.71
2 multin_zz500_21001_tp500_rm_blc 16.12 18.87 78.26 41.09 76.42 117.03 131.15
3 mx_opt1_absdef_1000_v2 6.29 9.03 68.43 31.26 66.59 107.20 121.32
4 mx_opt3_usual_500_v1 -5.59 -2.85 56.55 19.38 54.71 95.32 109.44
5 mx_opt1_absdef_500_v2 -9.41 -6.66 52.73 15.57 50.89 91.50 105.62
6 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -12.74 -9.99 49.40 12.24 47.56 88.17 102.29
7 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -12.93 -10.18 49.21 12.05 47.37 87.98 102.10
8 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -13.27 -10.52 48.88 11.71 47.03 87.64 101.77
9 multin_zz1000_61001_idxctrl_zz1000_pv -13.30 -10.55 48.84 11.67 47.00 87.61 101.73
10 multin_zz1000_61004_idxctrl_zz1000_pv -13.60 -10.85 48.54 11.38 46.70 87.31 101.43
11 multin_zz1000_21001_tp1000_rm_blc -13.94 -11.19 48.20 11.04 46.36 86.97 101.09
12 multin_zz1000_61002_idxctrl_zz1000_pv -14.07 -11.32 48.07 10.91 46.23 86.84 100.96
13 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -17.67 -14.92 44.47 7.31 42.63 83.24 97.36
14 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -17.99 -15.24 44.15 6.99 42.31 82.92 97.04
15 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -18.23 -15.48 43.91 6.74 42.07 82.68 96.80
16 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -18.88 -16.14 43.26 6.09 41.42 82.03 96.15
17 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -19.27 -16.52 42.87 5.71 41.03 81.64 95.76
18 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -19.45 -16.70 42.69 5.53 40.85 81.46 95.58
19 mx_opt3_usual_1000_v2 -24.57 -21.82 37.57 0.41 35.73 76.34 90.46
20 mx_opt2_dyna_1000_v2 -26.56 -23.81 35.58 -1.59 33.74 74.35 88.47
21 multin_zz500_21001_tp200 -26.61 -23.86 35.53 -1.63 33.69 74.30 88.42
22 multin_zz1000_61001_idxctrl_pv_rm_blc -27.93 -25.19 34.21 -2.96 32.37 72.97 87.10
23 multin_zz1000_61001_idxctrl_pv -28.27 -25.52 33.87 -3.29 32.03 72.64 86.76
24 multin_zz1000_61002_idxctrl_pv_rm_blc -29.62 -26.87 32.52 -4.65 30.68 71.29 85.41
25 multin_zz1000_61004_idxctrl_pv_rm_blc -29.62 -26.87 32.52 -4.65 30.68 71.29 85.41
26 multin_zz1000_61002_idxctrl_pv -30.02 -27.27 32.12 -5.04 30.28 70.89 85.01
27 multin_zz1000_61004_idxctrl_pv -30.02 -27.27 32.12 -5.04 30.28 70.89 85.01
28 multin_zz1000_61001_idscapctrl_pv_rm_blc -31.78 -29.03 30.36 -6.81 28.52 69.13 83.25
29 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -32.67 -29.92 29.47 -7.70 27.63 68.24 82.36
30 multin_zz1000_61001_idxctrl_pv_rm_fnd -32.68 -29.93 29.46 -7.71 27.62 68.23 82.35
31 mx_opt2_dyna_500_v2 -33.18 -30.43 28.96 -8.20 27.12 67.73 81.85
32 mx_opt3_usual_1000_v1 -33.21 -30.46 28.94 -8.23 27.09 67.70 81.82
33 multin_zz1000_61002_idscapctrl_pv_rm_blc -34.15 -31.41 27.99 -9.18 26.15 66.76 80.88
34 multin_zz1000_61004_idscapctrl_pv_rm_blc -34.15 -31.41 27.99 -9.18 26.15 66.76 80.88
35 multin_zz1000_61002_idxctrl_pv_rm_fnd -34.68 -31.94 27.46 -9.71 25.62 66.23 80.35
36 multin_zz1000_61004_idxctrl_pv_rm_fnd -34.68 -31.94 27.46 -9.71 25.62 66.23 80.35
37 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -34.74 -31.99 27.40 -9.77 25.56 66.17 80.29
38 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -34.74 -31.99 27.40 -9.77 25.56 66.17 80.29
39 multin_zz1000_61001_idscapctrl_pv -35.25 -32.50 26.89 -10.28 25.05 65.66 79.78
40 multin_zz1000_61004_idscapctrl_pv -37.76 -35.01 24.38 -12.79 22.54 63.15 77.27
41 multin_zz1000_61002_idscapctrl_pv -37.76 -35.01 24.38 -12.79 22.54 63.15 77.27
42 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -39.13 -36.39 23.01 -14.16 21.17 61.78 75.90
43 multin_zz1000_21001_tp1000 -41.62 -38.88 20.52 -16.65 18.68 59.29 73.41
44 multin_zz1000_61001_idscapctrl_pv_rm_fnd -42.15 -39.40 19.99 -17.18 18.15 58.76 72.88
45 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -42.45 -39.70 19.69 -17.48 17.85 58.46 72.58
46 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -42.45 -39.70 19.69 -17.48 17.85 58.46 72.58
47 multin_zz1000_61002_idscapctrl_pv_rm_fnd -45.48 -42.73 16.66 -20.51 14.82 55.43 69.55
48 multin_zz1000_61004_idscapctrl_pv_rm_fnd -45.48 -42.73 16.66 -20.51 14.82 55.43 69.55
49 multin_zz500_21001_tp500 -59.94 -57.19 2.20 -34.97 0.36 40.97 55.09
50 mx_tenacity_morecapa_ctrlonly -67.72 -64.97 -5.58 -42.74 -7.42 33.19 47.31
51 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -67.79 -65.04 -5.65 -42.82 -7.49 33.12 47.24
52 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -68.87 -66.13 -6.73 -43.90 -8.57 32.04 46.16
53 multin_zz1000_61001_idxctrl_top3800_pv -70.74 -67.99 -8.60 -45.76 -10.44 30.17 44.29
54 multin_zz1000_61001_idxctrl_50010002000_pv -71.42 -68.68 -9.28 -46.45 -11.12 29.48 43.61
55 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -75.78 -73.03 -13.64 -50.80 -15.48 25.13 39.25
56 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -75.79 -73.04 -13.65 -50.81 -15.49 25.12 39.24
57 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -76.40 -73.65 -14.25 -51.42 -16.10 24.51 38.63
58 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -76.63 -73.88 -14.49 -51.66 -16.33 24.28 38.40
59 multin_zz1000_61004_idxctrl_top3800_pv -76.70 -73.95 -14.56 -51.72 -16.40 24.21 38.33
60 multin_zz1000_61004_idxctrl_50010002000_pv -77.12 -74.37 -14.98 -52.15 -16.82 23.79 37.91
61 multin_zz1000_61002_idxctrl_top3800_pv -77.63 -74.88 -15.49 -52.66 -17.33 23.28 37.40
62 multin_zz1000_61002_idxctrl_50010002000_pv -78.04 -75.30 -15.90 -53.07 -17.74 22.87 36.99
63 multin_zz500_61001_idxctrl_zz500_pv -78.15 -75.41 -16.01 -53.18 -17.85 22.76 36.88
64 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -79.81 -77.06 -17.66 -54.83 -19.51 21.10 35.22
65 multin_zz500_61002_idxctrl_zz500_pv -81.50 -78.75 -19.36 -56.53 -21.20 19.41 33.53
66 multin1_real0 -81.58 -78.83 -19.44 -56.61 -21.28 19.33 33.45
67 multin1_real0_overnight -81.58 -78.83 -19.44 -56.61 -21.28 19.33 33.45
68 multin_zz500_61004_idxctrl_zz500_pv -81.90 -79.15 -19.76 -56.92 -21.60 19.01 33.13
69 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -82.80 -80.05 -20.66 -57.83 -22.50 18.11 32.23
70 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -83.25 -80.50 -21.11 -58.27 -22.95 17.66 31.78
71 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -83.33 -80.58 -21.19 -58.35 -23.03 17.58 31.70
72 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -83.76 -81.01 -21.62 -58.78 -23.46 17.15 31.27
73 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -84.38 -81.63 -22.24 -59.41 -24.08 16.53 30.65
74 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -85.27 -82.52 -23.13 -60.30 -24.97 15.64 29.76
75 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -85.34 -82.60 -23.20 -60.37 -25.04 15.57 29.69
76 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -85.72 -82.97 -23.58 -60.74 -25.42 15.19 29.31
77 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -86.05 -83.30 -23.91 -61.08 -25.75 14.86 28.98
78 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -86.07 -83.32 -23.93 -61.10 -25.77 14.84 28.96
79 mx_2023_gen_merge2_filtered_idsctrl -86.46 -83.71 -24.32 -61.49 -26.16 14.45 28.57
80 multin_zz1000_61001_pv_rm_fnd_blc -87.67 -84.92 -25.53 -62.70 -27.37 13.24 27.36
81 mx_tenacity_ctrlonly -87.87 -85.12 -25.73 -62.89 -27.57 13.04 27.16
82 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -87.97 -85.22 -25.83 -62.99 -27.67 12.94 27.06
83 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -88.32 -85.57 -26.18 -63.34 -28.02 12.59 26.71
84 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -88.33 -85.59 -26.19 -63.36 -28.03 12.57 26.70
85 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -89.01 -86.26 -26.87 -64.04 -28.71 11.90 26.02
86 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -89.02 -86.27 -26.88 -64.05 -28.72 11.89 26.01
87 mx_adaptability_v2 -89.11 -86.37 -26.97 -64.14 -28.81 11.80 25.92
88 multin_zz1000_61001_overnight_pv_rm_fnd_blc -89.41 -86.66 -27.27 -64.43 -29.11 11.50 25.62
89 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -89.74 -86.99 -27.60 -64.77 -29.44 11.17 25.29
90 multin_zz1000_61001_pv_rm_fnd -89.83 -87.08 -27.69 -64.86 -29.53 11.08 25.20
91 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -90.35 -87.60 -28.21 -65.38 -30.05 10.56 24.68
92 multin_zz1000_61001_overnight_pv_rm_fnd -90.64 -87.89 -28.50 -65.66 -30.34 10.27 24.39
93 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -91.18 -88.43 -29.04 -66.20 -30.88 9.73 23.85
94 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -91.32 -88.57 -29.18 -66.35 -31.02 9.59 23.71
95 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -91.79 -89.05 -29.65 -66.82 -31.49 9.12 23.24
96 multin_zz1000_61002_pv_rm_fnd_blc -95.06 -92.31 -32.92 -70.09 -34.76 5.85 19.97
97 multin_zz1000_61004_pv_rm_fnd_blc -95.06 -92.31 -32.92 -70.09 -34.76 5.85 19.97
98 multin_zz1000_61004_overnight_pv_rm_fnd_blc -96.48 -93.73 -34.34 -71.51 -36.18 4.43 18.55
99 multin_zz1000_61002_overnight_pv_rm_fnd_blc -96.48 -93.73 -34.34 -71.51 -36.18 4.43 18.55
100 multin_zz1000_61002_pv_rm_fnd -96.64 -93.89 -34.50 -71.66 -36.34 4.27 18.39
101 multin_zz1000_61004_pv_rm_fnd -96.64 -93.89 -34.50 -71.66 -36.34 4.27 18.39
102 multin_zz1000_61002_overnight_pv_rm_fnd -97.55 -94.80 -35.41 -72.58 -37.25 3.36 17.48
103 multin_zz1000_61004_overnight_pv_rm_fnd -97.55 -94.80 -35.41 -72.58 -37.25 3.36 17.48
104 mx_tenacity_restrict_primitive -98.25 -95.50 -36.11 -73.28 -37.95 2.66 16.78
105 mx_tenacity_restrict -98.25 -95.50 -36.11 -73.28 -37.95 2.66 16.78
106 mx_resilience_inthandsctrl_amtctrl_capctrl -100.12 -97.37 -37.98 -75.15 -39.82 0.79 14.91
107 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -100.12 -97.37 -37.98 -75.15 -39.82 0.79 14.91
108 mx_tenacity_morecapa_primitive -102.88 -100.13 -40.73 -77.90 -42.58 -1.97 12.16
109 mx_adaptability -102.88 -100.13 -40.73 -77.90 -42.58 -1.97 12.16
110 mx_tenacity_morecapa -102.88 -100.13 -40.73 -77.90 -42.58 -1.97 12.16
111 mx_resilience_inthandsctrl_amtctrl -103.26 -100.52 -41.12 -78.29 -42.96 -2.36 11.77
112 multin1_real2 -105.54 -102.79 -43.39 -80.56 -45.24 -4.63 9.49
113 multin_zz1000_61003_pv_rm_fnd_blc -105.54 -102.79 -43.39 -80.56 -45.24 -4.63 9.49
114 multin_zz1000_61003_pv_rm_fnd -105.94 -103.19 -43.80 -80.97 -45.64 -5.03 9.09
115 multin_zz1000_61003_overnight_pv_rm_fnd -106.44 -103.69 -44.30 -81.47 -46.14 -5.53 8.59
116 multin_zz1000_61003_overnight_pv_rm_fnd_blc -106.83 -104.09 -44.69 -81.86 -46.53 -5.93 8.20
117 multin1_real2_overnight -106.83 -104.09 -44.69 -81.86 -46.53 -5.93 8.20
118 mx_resilience -107.56 -104.81 -45.42 -82.58 -47.26 -6.65 7.47
119 mx_resilience_inthandsctrl -107.61 -104.86 -45.47 -82.63 -47.31 -6.70 7.42
120 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -110.34 -107.60 -48.20 -85.37 -50.04 -9.43 4.69
121 multin_zz1000_61003_pv_rm_blc -111.62 -108.87 -49.47 -86.64 -51.32 -10.71 3.41
122 multin1_real1 -111.62 -108.87 -49.47 -86.64 -51.32 -10.71 3.41
123 multin_zz1000_61003_overnight_pv_rm_blc -114.10 -111.35 -51.96 -89.13 -53.80 -13.19 0.93
124 multin1_real1_overnight -114.10 -111.35 -51.96 -89.13 -53.80 -13.19 0.93
125 mx_capability -115.83 -113.08 -53.69 -90.86 -55.53 -14.92 -0.80
126 mx_capability_primitive -115.83 -113.08 -53.69 -90.86 -55.53 -14.92 -0.80
127 multin_zz1000_61001_pv_rm_blc -116.08 -113.33 -53.94 -91.11 -55.78 -15.17 -1.05
128 multin_zz1000_61001_overnight_pv_rm_blc -118.39 -115.64 -56.25 -93.41 -58.09 -17.48 -3.36
129 multin_zz1000_61004_pv_rm_blc -119.08 -116.33 -56.94 -94.11 -58.78 -18.17 -4.05
130 multin_zz1000_61002_pv_rm_blc -119.08 -116.33 -56.94 -94.11 -58.78 -18.17 -4.05
131 multin_zz1000_61002_overnight_pv_rm_blc -121.65 -118.90 -59.51 -96.67 -61.35 -20.74 -6.62
132 multin_zz1000_61004_overnight_pv_rm_blc -121.65 -118.90 -59.51 -96.67 -61.35 -20.74 -6.62
133 multin_zz1000_61003_pv -123.72 -120.97 -61.58 -98.75 -63.42 -22.81 -8.69
134 multin_zz1000_61001_pv -132.25 -129.50 -70.11 -107.28 -71.95 -31.34 -17.22
135 multin_zz1000_61002_pv -135.07 -132.32 -72.93 -110.09 -74.77 -34.16 -20.04
136 multin_zz1000_61004_pv -135.07 -132.32 -72.93 -110.09 -74.77 -34.16 -20.04
137 mx_tenacity_primitive -146.03 -143.29 -83.89 -121.06 -85.73 -45.12 -31.00
138 mx_tenacity -146.03 -143.29 -83.89 -121.06 -85.73 -45.12 -31.00
139 mx_2023_gen_merge1_filtered_no_idsctrl -150.21 -147.46 -88.07 -125.23 -89.91 -49.30 -35.18
140 mx_gentleness -150.21 -147.46 -88.07 -125.23 -89.91 -49.30 -35.18