strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240522_151508
0 mx_tenacity 82.28 106.35 26.19 64.99 87.54 25.25 -23.04
1 mx_tenacity_primitive 82.28 106.35 26.19 64.99 87.54 25.25 -23.04
2 multin_zz500_21001_tp200_rm_blc 76.55 100.63 20.46 59.26 81.82 19.52 -28.77
3 mx_gentleness 72.35 96.42 16.26 55.06 77.61 15.32 -32.97
4 mx_2023_gen_merge1_filtered_no_idsctrl 72.35 96.42 16.26 55.06 77.61 15.32 -32.97
5 mx_resilience_inthandsctrl_amtctrl 72.12 96.20 16.03 54.83 77.38 15.09 -33.20
6 multin1_real1_overnight 70.88 94.95 14.79 53.59 76.14 13.85 -34.44
7 multin_zz1000_61003_overnight_pv_rm_blc 70.88 94.95 14.79 53.59 76.14 13.85 -34.44
8 multin_zz1000_61003_pv_rm_blc 70.78 94.86 14.70 53.50 76.05 13.76 -34.53
9 multin1_real1 70.78 94.86 14.70 53.50 76.05 13.76 -34.53
10 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 69.79 93.87 13.70 52.51 75.06 12.76 -35.52
11 mx_resilience_inthandsctrl_amtctrl_capctrl 69.79 93.87 13.70 52.51 75.06 12.76 -35.52
12 multin_zz1000_61002_overnight_pv_rm_blc 69.12 93.19 13.03 51.83 74.38 12.09 -36.20
13 multin_zz1000_61004_overnight_pv_rm_blc 69.12 93.19 13.03 51.83 74.38 12.09 -36.20
14 multin_zz1000_61002_pv_rm_blc 69.10 93.18 13.02 51.82 74.37 12.08 -36.21
15 multin1_real0_overnight 69.10 93.18 13.02 51.82 74.37 12.08 -36.21
16 multin1_real0 69.10 93.18 13.02 51.82 74.37 12.08 -36.21
17 multin_zz1000_61004_pv_rm_blc 69.10 93.18 13.02 51.82 74.37 12.08 -36.21
18 mx_resilience 68.99 93.07 12.91 51.71 74.26 11.97 -36.32
19 mx_resilience_inthandsctrl 68.68 92.76 12.60 51.40 73.95 11.66 -36.63
20 multin_zz1000_61003_pv 68.40 92.48 12.31 51.12 73.67 11.38 -36.91
21 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 68.33 92.41 12.25 51.05 73.60 11.31 -36.98
22 multin_zz1000_61004_pv 67.21 91.28 11.12 49.92 72.47 10.18 -38.11
23 multin_zz1000_61002_pv 67.21 91.28 11.12 49.92 72.47 10.18 -38.11
24 multin_zz1000_61003_overnight_pv_rm_blc2 64.55 88.63 8.47 47.27 69.82 7.53 -40.76
25 multin_zz1000_61003_pv_rm_blc2 64.30 88.37 8.21 47.01 69.56 7.27 -41.02
26 multin_zz1000_61001_overnight_pv_rm_blc 62.72 86.79 6.63 45.43 67.98 5.69 -42.60
27 multin_zz1000_61001_pv_rm_blc 62.66 86.74 6.58 45.38 67.93 5.64 -42.65
28 multin_zz1000_61001_pv 62.21 86.28 6.12 44.92 67.47 5.18 -43.11
29 mx_tenacity_restrict_primitive 60.88 84.95 4.79 43.59 66.14 3.85 -44.44
30 mx_tenacity_restrict 60.88 84.95 4.79 43.59 66.14 3.85 -44.44
31 mx_capability 56.76 80.84 0.68 39.48 62.03 -0.26 -48.55
32 mx_capability_primitive 56.76 80.84 0.68 39.48 62.03 -0.26 -48.55
33 mx_adaptability 51.89 75.97 -4.19 34.61 57.16 -5.13 -53.42
34 mx_tenacity_morecapa 51.89 75.97 -4.19 34.61 57.16 -5.13 -53.42
35 mx_tenacity_morecapa_primitive 51.89 75.97 -4.19 34.61 57.16 -5.13 -53.42
36 mx_adaptability_v2 40.21 64.28 -15.88 22.92 45.47 -16.82 -65.11
37 multin_zz1000_61003_pv_rm_fnd 36.91 60.99 -19.18 19.62 42.17 -20.12 -68.41
38 multin_zz1000_61003_overnight_pv_rm_fnd 36.54 60.61 -19.55 19.25 41.80 -20.49 -68.78
39 multin1_real2 35.03 59.10 -21.06 17.74 40.29 -22.00 -70.29
40 multin_zz1000_61003_pv_rm_fnd_blc 35.03 59.10 -21.06 17.74 40.29 -22.00 -70.29
41 multin_zz1000_61003_overnight_pv_rm_fnd_blc 34.99 59.06 -21.10 17.70 40.25 -22.04 -70.33
42 multin1_real2_overnight 34.99 59.06 -21.10 17.70 40.25 -22.04 -70.33
43 multin_zz500_21001_tp500_rm_blc 34.52 58.60 -21.56 17.24 39.79 -22.50 -70.79
44 multin_zz500_21001_tp200 33.32 57.40 -22.77 16.03 38.58 -23.71 -72.00
45 multin_zz1000_61002_idxctrl_50010002000_pv 32.91 56.98 -23.18 15.62 38.17 -24.12 -72.41
46 multin_zz1000_61002_idxctrl_top3800_pv 32.37 56.44 -23.72 15.08 37.63 -24.66 -72.95
47 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 31.94 56.02 -24.14 14.66 37.21 -25.08 -73.37
48 multin_zz1000_21001_tp1000_rm_blc 31.21 55.29 -24.87 13.93 36.48 -25.81 -74.10
49 multin_zz1000_61002_idxctrl_zz1000_pv 30.76 54.83 -25.33 13.47 36.02 -26.27 -74.56
50 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 30.45 54.52 -25.64 13.16 35.71 -26.58 -74.87
51 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 30.35 54.42 -25.74 13.06 35.61 -26.68 -74.97
52 multin_zz1000_61004_idxctrl_zz1000_pv 30.31 54.38 -25.78 13.02 35.57 -26.72 -75.01
53 multin_zz1000_61004_idxctrl_50010002000_pv 30.24 54.32 -25.85 12.95 35.51 -26.79 -75.08
54 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 30.23 54.30 -25.86 12.94 35.49 -26.80 -75.09
55 multin_zz1000_61002_pv_rm_fnd 29.85 53.92 -26.24 12.56 35.11 -27.18 -75.47
56 multin_zz1000_61004_pv_rm_fnd 29.85 53.92 -26.24 12.56 35.11 -27.18 -75.47
57 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 29.61 53.69 -26.47 12.33 34.88 -27.41 -75.70
58 multin_zz1000_61002_overnight_pv_rm_fnd 29.60 53.68 -26.48 12.32 34.87 -27.42 -75.71
59 multin_zz1000_61004_overnight_pv_rm_fnd 29.60 53.68 -26.48 12.32 34.87 -27.42 -75.71
60 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 29.49 53.56 -26.60 12.20 34.75 -27.54 -75.83
61 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 28.83 52.91 -27.25 11.55 34.10 -28.19 -76.48
62 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 28.83 52.91 -27.25 11.55 34.10 -28.19 -76.48
63 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 28.80 52.88 -27.28 11.52 34.07 -28.22 -76.51
64 multin_zz1000_61001_idxctrl_50010002000_pv 28.70 52.78 -27.38 11.42 33.97 -28.32 -76.61
65 multin_zz1000_61004_idxctrl_top3800_pv 28.68 52.75 -27.41 11.39 33.94 -28.35 -76.64
66 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 28.40 52.48 -27.69 11.11 33.66 -28.63 -76.92
67 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 28.28 52.35 -27.81 10.99 33.54 -28.75 -77.04
68 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 28.14 52.22 -27.95 10.86 33.41 -28.89 -77.17
69 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 27.95 52.02 -28.14 10.66 33.21 -29.08 -77.37
70 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 27.70 51.78 -28.39 10.42 32.97 -29.33 -77.61
71 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 27.61 51.69 -28.47 10.33 32.88 -29.41 -77.70
72 multin_zz1000_61001_idxctrl_zz1000_pv 27.43 51.51 -28.66 10.14 32.69 -29.60 -77.89
73 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 27.42 51.50 -28.67 10.13 32.68 -29.61 -77.90
74 multin_zz1000_61001_pv_rm_fnd 27.40 51.47 -28.69 10.11 32.66 -29.63 -77.92
75 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 27.31 51.39 -28.77 10.03 32.58 -29.71 -78.00
76 multin_zz1000_61001_overnight_pv_rm_fnd 27.19 51.27 -28.89 9.91 32.46 -29.83 -78.12
77 multin_zz1000_61001_idxctrl_top3800_pv 27.03 51.11 -29.05 9.75 32.30 -29.99 -78.28
78 multin_zz1000_61004_overnight_pv_rm_fnd_blc 26.89 50.96 -29.20 9.60 32.15 -30.14 -78.43
79 multin_zz1000_61002_overnight_pv_rm_fnd_blc 26.89 50.96 -29.20 9.60 32.15 -30.14 -78.43
80 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 26.78 50.86 -29.30 9.50 32.05 -30.24 -78.53
81 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 26.70 50.78 -29.39 9.41 31.97 -30.33 -78.62
82 multin_zz1000_61004_pv_rm_fnd_blc 26.70 50.77 -29.39 9.41 31.96 -30.33 -78.62
83 multin_zz1000_61002_pv_rm_fnd_blc 26.70 50.77 -29.39 9.41 31.96 -30.33 -78.62
84 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 26.15 50.22 -29.94 8.86 31.41 -30.88 -79.17
85 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 25.91 49.98 -30.18 8.62 31.17 -31.12 -79.41
86 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 25.68 49.76 -30.41 8.40 30.95 -31.35 -79.63
87 mx_2023_gen_merge2_filtered_idsctrl 25.43 49.50 -30.66 8.14 30.69 -31.60 -79.89
88 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 25.36 49.44 -30.73 8.08 30.63 -31.66 -79.95
89 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 24.92 49.00 -31.17 7.63 30.18 -32.11 -80.40
90 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 24.60 48.67 -31.49 7.31 29.86 -32.43 -80.72
91 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 24.47 48.54 -31.62 7.18 29.73 -32.56 -80.85
92 multin_zz1000_21001_tp1000 23.96 48.03 -32.13 6.67 29.22 -33.07 -81.36
93 multin_zz1000_61001_overnight_pv_rm_fnd_blc 23.72 47.80 -32.36 6.44 28.99 -33.30 -81.59
94 multin_zz1000_61001_pv_rm_fnd_blc 23.48 47.56 -32.60 6.20 28.75 -33.54 -81.83
95 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 23.37 47.45 -32.71 6.09 28.64 -33.65 -81.94
96 mx_opt3_usual_1000_v1 20.18 44.25 -35.91 2.89 25.44 -36.85 -85.14
97 mx_opt2_dyna_1000_v2 19.39 43.46 -36.70 2.10 24.65 -37.64 -85.93
98 multin_zz1000_61002_idxctrl_pv 19.27 43.35 -36.81 1.99 24.54 -37.75 -86.04
99 multin_zz1000_61004_idxctrl_pv 19.27 43.35 -36.81 1.99 24.54 -37.75 -86.04
100 multin_zz1000_61004_idxctrl_pv_rm_blc 18.68 42.75 -37.41 1.39 23.94 -38.35 -86.64
101 multin_zz1000_61002_idxctrl_pv_rm_blc 18.68 42.75 -37.41 1.39 23.94 -38.35 -86.64
102 mx_opt3_usual_1000_v2 18.35 42.42 -37.74 1.06 23.61 -38.68 -86.97
103 mx_tenacity_morecapa_ctrlonly 16.66 40.74 -39.42 -0.62 21.93 -40.36 -88.65
104 multin_zz1000_61001_idxctrl_pv 15.72 39.80 -40.37 -1.56 20.99 -41.31 -89.59
105 multin_zz1000_61001_idxctrl_pv_rm_blc 15.01 39.09 -41.07 -2.27 20.28 -42.01 -90.30
106 multin_zz1000_61004_idxctrl_pv_rm_fnd 13.82 37.89 -42.27 -3.47 19.08 -43.21 -91.50
107 multin_zz1000_61002_idxctrl_pv_rm_fnd 13.82 37.89 -42.27 -3.47 19.08 -43.21 -91.50
108 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 13.00 37.08 -43.08 -4.28 18.27 -44.02 -92.31
109 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 13.00 37.08 -43.08 -4.28 18.27 -44.02 -92.31
110 multin_zz500_21001_tp500 12.71 36.79 -43.37 -4.57 17.98 -44.31 -92.60
111 mx_tenacity_ctrlonly 11.21 35.29 -44.87 -6.07 16.48 -45.81 -94.10
112 multin_zz1000_61001_idxctrl_pv_rm_fnd 10.37 34.44 -45.72 -6.92 15.63 -46.66 -94.95
113 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 9.46 33.54 -46.63 -7.82 14.73 -47.57 -95.85
114 multin_zz1000_61004_idscapctrl_pv 1.78 25.86 -54.31 -15.51 7.04 -55.25 -103.54
115 multin_zz1000_61002_idscapctrl_pv 1.78 25.86 -54.31 -15.51 7.04 -55.25 -103.54
116 multin_zz1000_61004_idscapctrl_pv_rm_blc -0.00 24.08 -56.09 -17.29 5.26 -57.03 -105.32
117 multin_zz1000_61002_idscapctrl_pv_rm_blc -0.00 24.08 -56.09 -17.29 5.26 -57.03 -105.32
118 multin_zz1000_61001_idscapctrl_pv -1.29 22.79 -57.38 -18.58 3.98 -58.32 -106.61
119 multin_zz1000_61001_idscapctrl_pv_rm_blc -3.05 21.02 -59.14 -20.34 2.21 -60.08 -108.37
120 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -5.77 18.30 -61.86 -23.06 -0.51 -62.80 -111.09
121 multin_zz1000_61002_idscapctrl_pv_rm_fnd -7.48 16.60 -63.57 -24.76 -2.21 -64.51 -112.79
122 multin_zz1000_61004_idscapctrl_pv_rm_fnd -7.48 16.60 -63.57 -24.76 -2.21 -64.51 -112.79
123 multin_zz500_61002_idxctrl_zz500_pv -7.58 16.49 -63.67 -24.87 -2.32 -64.61 -112.90
124 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -7.69 16.38 -63.78 -24.98 -2.43 -64.72 -113.01
125 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -8.61 15.47 -64.69 -25.89 -3.34 -65.63 -113.92
126 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -8.63 15.45 -64.72 -25.92 -3.37 -65.66 -113.95
127 mx_opt1_absdef_1000_v2 -8.87 15.21 -64.96 -26.15 -3.60 -65.90 -114.18
128 multin_zz500_61004_idxctrl_zz500_pv -9.44 14.64 -65.52 -26.72 -4.17 -66.46 -114.75
129 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -9.79 14.28 -65.88 -27.08 -4.53 -66.82 -115.11
130 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -9.79 14.28 -65.88 -27.08 -4.53 -66.82 -115.11
131 multin_zz1000_61001_idscapctrl_pv_rm_fnd -10.07 14.00 -66.16 -27.36 -4.81 -67.10 -115.39
132 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -10.56 13.52 -66.64 -27.84 -5.29 -67.58 -115.87
133 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -10.65 13.42 -66.74 -27.94 -5.39 -67.68 -115.97
134 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -10.76 13.31 -66.85 -28.05 -5.50 -67.79 -116.08
135 multin_zz500_61001_idxctrl_zz500_pv -12.36 11.71 -68.45 -29.65 -7.10 -69.39 -117.68
136 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -12.44 11.63 -68.53 -29.73 -7.18 -69.47 -117.76
137 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -13.47 10.60 -69.56 -30.76 -8.21 -70.50 -118.79
138 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -13.71 10.36 -69.80 -31.00 -8.45 -70.74 -119.03
139 mx_opt2_dyna_500_v2 -22.31 1.77 -78.40 -39.60 -17.04 -79.34 -127.63
140 mx_opt1_absdef_500_v2 -29.44 -5.36 -85.52 -46.72 -24.17 -86.46 -134.75
141 mx_opt3_usual_500_v1 -34.44 -10.36 -90.52 -51.72 -29.17 -91.46 -139.75
142 mx_opt3_usual_500_v2 -39.46 -15.38 -95.54 -56.74 -34.19 -96.48 -144.77