strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240521_151503
0 multin_zz500_21001_tp200 61.71 35.18 72.58 -5.45 -45.55 98.34 105.00
1 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 58.14 31.60 69.00 -9.02 -49.12 94.76 101.43
2 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 57.44 30.90 68.30 -9.72 -49.83 94.06 100.72
3 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 56.22 29.69 67.09 -10.94 -51.04 92.85 99.51
4 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 55.85 29.31 66.72 -11.31 -51.41 92.48 99.14
5 mx_opt3_usual_500_v2 55.15 28.61 66.02 -12.01 -52.11 91.78 98.44
6 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 54.99 28.45 65.85 -12.18 -52.28 91.61 98.27
7 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 53.72 27.18 64.58 -13.45 -53.55 90.34 97.00
8 mx_opt2_dyna_500_v2 52.29 25.75 63.16 -14.87 -54.97 88.92 95.58
9 mx_opt3_usual_500_v1 50.97 24.43 61.83 -16.20 -56.30 87.59 94.25
10 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 47.10 20.56 57.96 -20.07 -60.17 83.72 90.38
11 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 46.60 20.06 57.46 -20.57 -60.67 83.22 89.88
12 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 45.96 19.42 56.83 -21.20 -61.30 82.59 89.25
13 multin_zz1000_61001_idscapctrl_pv_rm_fnd 44.14 17.60 55.01 -23.02 -63.12 80.77 87.43
14 multin_zz500_61001_idxctrl_zz500_pv 43.11 16.57 53.97 -24.05 -64.16 79.73 86.40
15 multin_zz500_61004_idxctrl_zz500_pv 42.60 16.07 53.47 -24.56 -64.66 79.23 85.89
16 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 42.22 15.68 53.08 -24.95 -65.05 78.84 85.50
17 multin_zz500_61002_idxctrl_zz500_pv 41.91 15.37 52.77 -25.26 -65.36 78.53 85.19
18 multin_zz1000_61002_idscapctrl_pv_rm_fnd 41.62 15.08 52.49 -25.54 -65.64 78.25 84.91
19 multin_zz1000_61004_idscapctrl_pv_rm_fnd 41.62 15.08 52.49 -25.54 -65.64 78.25 84.91
20 mx_tenacity_ctrlonly 41.45 14.91 52.32 -25.71 -65.81 78.08 84.74
21 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 39.69 13.16 50.56 -27.47 -67.57 76.32 82.98
22 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 39.69 13.16 50.56 -27.47 -67.57 76.32 82.98
23 mx_tenacity_morecapa_ctrlonly 37.81 11.27 48.67 -29.36 -69.46 74.43 81.09
24 multin_zz1000_61001_idxctrl_pv_rm_fnd 37.56 11.02 48.43 -29.60 -69.70 74.19 80.85
25 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 36.76 10.22 47.62 -30.40 -70.51 73.38 80.05
26 multin_zz1000_61001_idscapctrl_pv 35.60 9.06 46.46 -31.56 -71.66 72.22 78.89
27 multin_zz1000_61002_idxctrl_pv_rm_fnd 34.63 8.09 45.50 -32.53 -72.63 71.25 77.92
28 multin_zz1000_61004_idxctrl_pv_rm_fnd 34.63 8.09 45.50 -32.53 -72.63 71.25 77.92
29 multin_zz1000_61001_idscapctrl_pv_rm_blc 34.50 7.96 45.36 -32.66 -72.76 71.12 77.79
30 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 33.72 7.18 44.59 -33.44 -73.54 70.35 77.01
31 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 33.72 7.18 44.59 -33.44 -73.54 70.35 77.01
32 multin_zz500_21001_tp500 33.37 6.83 44.24 -33.79 -73.89 69.99 76.66
33 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 33.29 6.75 44.16 -33.87 -73.97 69.92 76.58
34 multin_zz1000_61004_idscapctrl_pv 33.21 6.67 44.07 -33.95 -74.06 69.83 76.50
35 multin_zz1000_61002_idscapctrl_pv 33.21 6.67 44.07 -33.95 -74.06 69.83 76.50
36 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 32.28 5.74 43.14 -34.88 -74.98 68.90 75.57
37 multin_zz1000_61002_idscapctrl_pv_rm_blc 32.04 5.51 42.91 -35.12 -75.22 68.67 75.33
38 multin_zz1000_61004_idscapctrl_pv_rm_blc 32.04 5.51 42.91 -35.12 -75.22 68.67 75.33
39 mx_opt1_absdef_500_v2 31.46 4.92 42.32 -35.71 -75.81 68.08 74.74
40 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 31.46 4.92 42.32 -35.70 -75.81 68.08 74.75
41 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 30.28 3.75 41.15 -36.88 -76.98 66.91 73.57
42 mx_2023_gen_merge2_filtered_idsctrl 29.10 2.56 39.96 -38.06 -78.17 65.72 72.39
43 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 27.97 1.43 38.83 -39.19 -79.30 64.59 71.25
44 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 27.11 0.57 37.98 -40.05 -80.15 63.74 70.40
45 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 26.61 0.07 37.48 -40.55 -80.65 63.24 69.90
46 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 26.12 -0.42 36.99 -41.04 -81.14 62.75 69.41
47 multin_zz1000_61001_idxctrl_top3800_pv 26.04 -0.50 36.91 -41.12 -81.22 62.67 69.33
48 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 25.34 -1.20 36.20 -41.82 -81.93 61.96 68.62
49 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 25.14 -1.40 36.01 -42.02 -82.12 61.76 68.43
50 multin_zz1000_61001_idxctrl_50010002000_pv 24.68 -1.86 35.55 -42.48 -82.58 61.31 67.97
51 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 24.43 -2.11 35.29 -42.73 -82.83 61.05 67.72
52 multin_zz1000_61001_idxctrl_pv_rm_blc 24.36 -2.18 35.22 -42.80 -82.91 60.98 67.65
53 multin_zz1000_21001_tp1000 23.89 -2.65 34.75 -43.27 -83.38 60.51 67.18
54 multin_zz1000_61001_idxctrl_pv 23.63 -2.91 34.49 -43.53 -83.63 60.25 66.92
55 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 23.54 -3.00 34.41 -43.62 -83.72 60.17 66.83
56 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 23.07 -3.47 33.93 -44.09 -84.20 59.69 66.36
57 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 22.27 -4.27 33.14 -44.89 -84.99 58.90 65.56
58 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 22.10 -4.44 32.96 -45.06 -85.17 58.72 65.39
59 multin_zz1000_61004_idxctrl_pv_rm_blc 21.89 -4.65 32.75 -45.27 -85.37 58.51 65.18
60 multin_zz1000_61002_idxctrl_pv_rm_blc 21.89 -4.65 32.75 -45.27 -85.37 58.51 65.18
61 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 21.75 -4.79 32.61 -45.42 -85.52 58.37 65.03
62 multin_zz1000_61004_idxctrl_top3800_pv 21.59 -4.95 32.45 -45.58 -85.68 58.21 64.87
63 multin_zz1000_61002_idxctrl_pv 21.17 -5.36 32.04 -45.99 -86.09 57.80 64.46
64 multin_zz1000_61004_idxctrl_pv 21.17 -5.36 32.04 -45.99 -86.09 57.80 64.46
65 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 20.50 -6.03 31.37 -46.66 -86.76 57.13 63.79
66 multin_zz1000_61002_idxctrl_top3800_pv 19.86 -6.68 30.72 -47.30 -87.40 56.48 63.15
67 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 19.05 -7.49 29.92 -48.11 -88.21 55.68 62.34
68 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 19.01 -7.53 29.88 -48.15 -88.25 55.64 62.30
69 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 18.47 -8.07 29.34 -48.69 -88.79 55.10 61.76
70 multin_zz1000_61004_idxctrl_50010002000_pv 18.46 -8.08 29.33 -48.70 -88.80 55.09 61.75
71 mx_opt3_usual_1000_v1 18.38 -8.16 29.24 -48.78 -88.89 55.00 61.66
72 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 18.29 -8.25 29.16 -48.87 -88.97 54.91 61.58
73 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 17.93 -8.61 28.79 -49.23 -89.34 54.55 61.21
74 multin_zz1000_61002_idxctrl_50010002000_pv 17.44 -9.10 28.30 -49.72 -89.82 54.06 60.73
75 mx_adaptability_v2 17.01 -9.53 27.88 -50.15 -90.25 53.64 60.30
76 mx_opt3_usual_1000_v2 15.71 -10.83 26.58 -51.45 -91.55 52.34 59.00
77 multin_zz1000_61001_pv_rm_fnd 15.54 -11.00 26.41 -51.62 -91.72 52.17 58.83
78 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 15.26 -11.28 26.12 -51.90 -92.01 51.88 58.55
79 mx_opt2_dyna_1000_v2 15.13 -11.41 25.99 -52.04 -92.14 51.75 58.41
80 multin_zz1000_61001_pv_rm_fnd_blc 14.85 -11.69 25.72 -52.31 -92.41 51.48 58.14
81 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 14.70 -11.84 25.57 -52.46 -92.56 51.33 57.99
82 multin_zz1000_61001_overnight_pv_rm_fnd_blc 13.82 -12.72 24.68 -53.34 -93.44 50.44 57.11
83 multin_zz1000_61001_overnight_pv_rm_fnd 13.67 -12.87 24.53 -53.49 -93.60 50.29 56.96
84 multin1_real0_overnight 12.64 -13.90 23.50 -54.52 -94.63 49.26 55.93
85 multin1_real0 12.64 -13.90 23.50 -54.52 -94.63 49.26 55.93
86 multin_zz1000_61004_pv_rm_fnd 11.50 -15.04 22.36 -55.66 -95.77 48.12 54.79
87 multin_zz1000_61002_pv_rm_fnd 11.50 -15.04 22.36 -55.66 -95.77 48.12 54.79
88 multin_zz1000_61002_pv_rm_fnd_blc 11.37 -15.17 22.23 -55.80 -95.90 47.99 54.65
89 multin_zz1000_61004_pv_rm_fnd_blc 11.37 -15.17 22.23 -55.80 -95.90 47.99 54.65
90 multin_zz1000_61004_overnight_pv_rm_fnd_blc 10.38 -16.16 21.25 -56.78 -96.88 47.00 53.67
91 multin_zz1000_61002_overnight_pv_rm_fnd_blc 10.38 -16.16 21.25 -56.78 -96.88 47.00 53.67
92 multin_zz1000_61004_overnight_pv_rm_fnd 9.65 -16.89 20.52 -57.51 -97.61 46.28 52.94
93 multin_zz1000_61002_overnight_pv_rm_fnd 9.65 -16.89 20.52 -57.51 -97.61 46.28 52.94
94 mx_opt1_absdef_1000_v2 8.82 -17.72 19.69 -58.34 -98.44 45.44 52.11
95 multin_zz1000_61003_pv_rm_fnd_blc 7.11 -19.43 17.97 -60.05 -100.16 43.73 50.40
96 multin1_real2 7.11 -19.43 17.97 -60.05 -100.16 43.73 50.40
97 multin_zz1000_61003_pv_rm_fnd 6.81 -19.73 17.68 -60.35 -100.45 43.44 50.10
98 multin_zz1000_61001_idxctrl_zz1000_pv 6.36 -20.18 17.22 -60.80 -100.91 42.98 49.65
99 multin1_real2_overnight 6.19 -20.35 17.05 -60.97 -101.08 42.81 49.48
100 multin_zz1000_61003_overnight_pv_rm_fnd_blc 6.19 -20.35 17.05 -60.97 -101.08 42.81 49.48
101 mx_tenacity_restrict 5.85 -20.69 16.71 -61.32 -101.42 42.47 49.13
102 mx_tenacity_restrict_primitive 5.85 -20.69 16.71 -61.32 -101.42 42.47 49.13
103 multin_zz1000_61003_overnight_pv_rm_fnd 5.14 -21.40 16.01 -62.02 -102.12 41.77 48.43
104 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 5.13 -21.40 16.00 -62.03 -102.13 41.76 48.42
105 mx_adaptability 4.25 -22.29 15.11 -62.91 -103.02 40.87 47.54
106 mx_tenacity_morecapa_primitive 4.25 -22.29 15.11 -62.91 -103.02 40.87 47.54
107 mx_tenacity_morecapa 4.25 -22.29 15.11 -62.91 -103.02 40.87 47.54
108 multin_zz1000_61004_idxctrl_zz1000_pv 3.98 -22.56 14.85 -63.18 -103.28 40.61 47.27
109 multin_zz1000_61002_idxctrl_zz1000_pv 3.51 -23.03 14.38 -63.65 -103.75 40.14 46.80
110 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 2.74 -23.80 13.60 -64.43 -104.53 39.36 46.02
111 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 2.22 -24.32 13.09 -64.94 -105.04 38.85 45.51
112 multin_zz1000_21001_tp1000_rm_blc -0.97 -27.51 9.90 -68.13 -108.23 35.66 42.32
113 mx_capability -4.64 -31.17 6.23 -71.80 -111.90 31.99 38.65
114 mx_capability_primitive -4.64 -31.17 6.23 -71.80 -111.90 31.99 38.65
115 multin_zz500_21001_tp500_rm_blc -7.35 -33.89 3.51 -74.51 -114.61 29.27 35.94
116 multin_zz1000_61001_pv -12.81 -39.34 -1.94 -79.97 -120.07 23.82 30.48
117 multin_zz1000_61003_pv_rm_blc2 -13.81 -40.35 -2.94 -80.97 -121.07 22.81 29.48
118 multin_zz1000_61003_overnight_pv_rm_blc2 -14.07 -40.60 -3.20 -81.23 -121.33 22.56 29.22
119 multin_zz1000_61001_overnight_pv_rm_blc -17.79 -44.33 -6.93 -84.95 -125.06 18.83 25.50
120 multin_zz1000_61001_pv_rm_blc -18.36 -44.90 -7.50 -85.52 -125.62 18.26 24.93
121 multin_zz500_21001_tp200_rm_blc -23.45 -49.99 -12.58 -90.61 -130.71 13.18 19.84
122 multin_zz1000_61002_pv -24.08 -50.62 -13.21 -91.24 -131.34 12.55 19.21
123 multin_zz1000_61004_pv -24.08 -50.62 -13.21 -91.24 -131.34 12.55 19.21
124 mx_tenacity_primitive -27.58 -54.12 -16.72 -94.75 -134.85 9.04 15.70
125 mx_tenacity -27.58 -54.12 -16.72 -94.75 -134.85 9.04 15.70
126 multin_zz1000_61003_pv -27.79 -54.33 -16.93 -94.95 -135.05 8.83 15.50
127 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -28.87 -55.41 -18.00 -96.03 -136.13 7.76 14.42
128 multin_zz1000_61004_overnight_pv_rm_blc -30.15 -56.69 -19.29 -97.31 -137.42 6.47 13.14
129 multin_zz1000_61002_overnight_pv_rm_blc -30.15 -56.69 -19.29 -97.31 -137.42 6.47 13.14
130 multin_zz1000_61002_pv_rm_blc -30.82 -57.36 -19.95 -97.98 -138.08 5.81 12.47
131 multin_zz1000_61004_pv_rm_blc -30.82 -57.36 -19.95 -97.98 -138.08 5.81 12.47
132 mx_resilience_inthandsctrl_amtctrl_capctrl -31.91 -58.45 -21.05 -99.07 -139.18 4.71 11.38
133 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -31.91 -58.45 -21.05 -99.07 -139.18 4.71 11.38
134 multin1_real1_overnight -32.62 -59.16 -21.75 -99.78 -139.88 4.00 10.67
135 multin_zz1000_61003_overnight_pv_rm_blc -32.62 -59.16 -21.75 -99.78 -139.88 4.00 10.67
136 multin1_real1 -33.21 -59.75 -22.35 -100.38 -140.48 3.41 10.07
137 multin_zz1000_61003_pv_rm_blc -33.21 -59.75 -22.35 -100.38 -140.48 3.41 10.07
138 mx_resilience_inthandsctrl_amtctrl -35.66 -62.20 -24.80 -102.82 -142.92 0.96 7.63
139 mx_resilience_inthandsctrl -37.24 -63.78 -26.38 -104.40 -144.50 -0.62 6.05
140 mx_resilience -37.81 -64.35 -26.94 -104.97 -145.07 -1.18 5.48
141 mx_2023_gen_merge1_filtered_no_idsctrl -42.01 -68.55 -31.14 -109.17 -149.27 -5.38 1.28
142 mx_gentleness -42.01 -68.55 -31.14 -109.17 -149.27 -5.38 1.28