strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240523_151503
0 mx_opt3_usual_500_v2 54.27 19.70 69.64 -58.90 -174.69 46.99 128.39
1 mx_opt2_dyna_500_v2 50.93 16.35 66.30 -62.25 -178.03 43.64 125.04
2 mx_opt3_usual_500_v1 50.91 16.34 66.28 -62.27 -178.05 43.63 125.02
3 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 43.40 8.83 58.77 -69.77 -185.56 36.12 117.52
4 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 41.93 7.36 57.30 -71.25 -187.03 34.65 116.04
5 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 41.58 7.01 56.95 -71.59 -187.38 34.30 115.70
6 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 40.87 6.29 56.24 -72.31 -188.09 33.59 114.98
7 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 40.83 6.26 56.20 -72.34 -188.13 33.55 114.94
8 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 40.18 5.60 55.55 -73.00 -188.78 32.90 114.29
9 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 39.43 4.86 54.80 -73.75 -189.53 32.15 113.54
10 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 38.95 4.37 54.32 -74.23 -190.01 31.66 113.06
11 multin_zz500_61001_idxctrl_zz500_pv 38.31 3.74 53.68 -74.87 -190.65 31.03 112.42
12 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 38.14 3.57 53.51 -75.04 -190.82 30.86 112.25
13 multin_zz500_61004_idxctrl_zz500_pv 36.45 1.88 51.82 -76.73 -192.51 29.17 110.56
14 multin_zz500_61002_idxctrl_zz500_pv 35.66 1.08 51.03 -77.52 -193.30 28.37 109.77
15 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 34.82 0.24 50.18 -78.36 -194.14 27.53 108.93
16 multin_zz1000_61001_idxctrl_pv_rm_fnd 33.45 -1.13 48.82 -79.73 -195.51 26.16 107.56
17 mx_opt1_absdef_500_v2 32.61 -1.96 47.98 -80.57 -196.35 25.33 106.72
18 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 31.17 -3.41 46.53 -82.01 -197.79 23.88 105.28
19 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 31.17 -3.41 46.53 -82.01 -197.79 23.88 105.28
20 multin_zz1000_61001_idxctrl_pv_rm_blc 29.86 -4.71 45.23 -83.32 -199.10 22.58 103.97
21 multin_zz1000_61004_idxctrl_pv_rm_fnd 29.85 -4.73 45.22 -83.33 -199.11 22.56 103.96
22 multin_zz1000_61002_idxctrl_pv_rm_fnd 29.85 -4.73 45.22 -83.33 -199.11 22.56 103.96
23 multin_zz1000_61001_idxctrl_pv 27.10 -7.48 42.46 -86.08 -201.86 19.81 101.21
24 multin_zz1000_61004_idxctrl_pv_rm_blc 26.06 -8.51 41.43 -87.11 -202.90 18.78 100.17
25 multin_zz1000_61002_idxctrl_pv_rm_blc 26.06 -8.51 41.43 -87.11 -202.90 18.78 100.17
26 multin_zz1000_61004_idxctrl_pv 23.38 -11.20 38.75 -89.80 -205.58 16.09 97.49
27 multin_zz1000_61002_idxctrl_pv 23.38 -11.20 38.75 -89.80 -205.58 16.09 97.49
28 multin_zz1000_21001_tp1000 22.93 -11.64 38.30 -90.25 -206.03 15.65 97.04
29 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 22.26 -12.32 37.63 -90.92 -206.70 14.97 96.37
30 multin_zz1000_61001_idscapctrl_pv_rm_blc 20.93 -13.65 36.29 -92.25 -208.03 13.64 95.04
31 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 18.16 -16.42 33.52 -95.02 -210.80 10.87 92.27
32 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 17.97 -16.60 33.34 -95.20 -210.99 10.69 92.09
33 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 17.97 -16.60 33.34 -95.20 -210.99 10.69 92.09
34 multin_zz1000_61001_idscapctrl_pv_rm_fnd 17.07 -17.51 32.43 -96.11 -211.89 9.78 91.18
35 multin_zz1000_61002_idscapctrl_pv_rm_blc 16.20 -18.37 31.57 -96.98 -212.76 8.92 90.31
36 multin_zz1000_61004_idscapctrl_pv_rm_blc 16.20 -18.37 31.57 -96.98 -212.76 8.92 90.31
37 multin_zz1000_61001_idscapctrl_pv 16.11 -18.46 31.48 -97.06 -212.85 8.83 90.23
38 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 15.32 -19.26 30.68 -97.86 -213.64 8.03 89.43
39 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 13.66 -20.91 29.03 -99.52 -215.30 6.38 87.77
40 multin_zz1000_61002_idscapctrl_pv_rm_fnd 12.88 -21.70 28.24 -100.30 -216.08 5.59 86.99
41 multin_zz1000_61004_idscapctrl_pv_rm_fnd 12.88 -21.70 28.24 -100.30 -216.08 5.59 86.99
42 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 11.83 -22.75 27.20 -101.35 -217.13 4.54 85.94
43 multin_zz1000_61004_idscapctrl_pv 11.50 -23.08 26.86 -101.68 -217.46 4.21 85.61
44 multin_zz1000_61002_idscapctrl_pv 11.50 -23.08 26.86 -101.68 -217.46 4.21 85.61
45 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 11.47 -23.11 26.83 -101.71 -217.49 4.18 85.58
46 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 9.81 -24.76 25.18 -103.36 -219.15 2.53 83.93
47 multin_zz1000_61001_pv_rm_fnd_blc 9.76 -24.81 25.13 -103.41 -219.20 2.48 83.88
48 multin_zz1000_61001_overnight_pv_rm_fnd_blc 9.62 -24.95 24.99 -103.56 -219.34 2.34 83.73
49 multin_zz500_21001_tp200_rm_blc 9.28 -25.30 24.65 -103.90 -219.68 1.99 83.39
50 multin_zz1000_61001_idxctrl_top3800_pv 9.04 -25.54 24.40 -104.14 -219.92 1.75 83.15
51 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 7.53 -27.04 22.90 -105.65 -221.43 0.25 81.64
52 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 7.33 -27.24 22.70 -105.84 -221.63 0.05 81.44
53 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 6.62 -27.96 21.99 -106.56 -222.34 -0.67 80.73
54 multin_zz1000_61001_idxctrl_50010002000_pv 5.85 -28.72 21.22 -107.33 -223.11 -1.43 79.96
55 multin_zz500_21001_tp500 5.65 -28.93 21.02 -107.53 -223.31 -1.64 79.76
56 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 5.53 -29.05 20.89 -107.65 -223.43 -1.76 79.64
57 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 4.98 -29.59 20.35 -108.20 -223.98 -2.30 79.09
58 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 4.66 -29.91 20.03 -108.52 -224.30 -2.62 78.77
59 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 4.58 -29.99 19.95 -108.60 -224.38 -2.70 78.69
60 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 4.39 -30.18 19.76 -108.78 -224.57 -2.89 78.51
61 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 4.31 -30.27 19.68 -108.87 -224.65 -2.98 78.42
62 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 3.68 -30.89 19.05 -109.49 -225.28 -3.60 77.80
63 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 3.09 -31.48 18.46 -110.09 -225.87 -4.19 77.20
64 multin_zz1000_61001_idxctrl_zz1000_pv 2.96 -31.61 18.33 -110.21 -226.00 -4.32 77.08
65 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 2.88 -31.70 18.25 -110.30 -226.08 -4.40 76.99
66 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 2.48 -32.09 17.85 -110.69 -226.48 -4.80 76.60
67 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 2.42 -32.15 17.79 -110.75 -226.54 -4.86 76.53
68 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 2.22 -32.35 17.59 -110.96 -226.74 -5.06 76.33
69 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 2.09 -32.48 17.46 -111.08 -226.87 -5.19 76.21
70 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 1.91 -32.66 17.28 -111.26 -227.05 -5.37 76.03
71 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 1.26 -33.32 16.62 -111.92 -227.70 -6.03 75.37
72 multin_zz1000_61004_pv_rm_fnd_blc 1.26 -33.32 16.63 -111.92 -227.70 -6.03 75.37
73 multin_zz1000_61002_pv_rm_fnd_blc 1.26 -33.32 16.63 -111.92 -227.70 -6.03 75.37
74 mx_opt1_absdef_1000_v2 1.17 -33.41 16.54 -112.01 -227.79 -6.12 75.28
75 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 1.17 -33.40 16.54 -112.00 -227.79 -6.11 75.28
76 multin_zz1000_61004_overnight_pv_rm_fnd_blc 0.79 -33.78 16.16 -112.38 -228.17 -6.49 74.91
77 multin_zz1000_61002_overnight_pv_rm_fnd_blc 0.79 -33.78 16.16 -112.38 -228.17 -6.49 74.91
78 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 0.50 -34.07 15.87 -112.68 -228.46 -6.78 74.61
79 multin_zz1000_61001_overnight_pv_rm_fnd 0.49 -34.09 15.86 -112.69 -228.47 -6.80 74.60
80 multin_zz1000_61001_pv_rm_fnd 0.40 -34.17 15.77 -112.78 -228.56 -6.88 74.51
81 multin_zz1000_61004_idxctrl_zz1000_pv 0.32 -34.26 15.69 -112.86 -228.64 -6.97 74.43
82 multin_zz1000_61004_idxctrl_top3800_pv 0.01 -34.56 15.38 -113.17 -228.95 -7.27 74.12
83 multin_zz1000_61002_idxctrl_zz1000_pv -0.28 -34.86 15.09 -113.46 -229.24 -7.57 73.83
84 multin_zz500_21001_tp500_rm_blc -0.73 -35.31 14.64 -113.91 -229.69 -8.01 73.38
85 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -0.75 -35.33 14.62 -113.93 -229.71 -8.04 73.36
86 multin_zz1000_61004_idxctrl_50010002000_pv -1.48 -36.05 13.89 -114.66 -230.44 -8.76 72.63
87 mx_opt3_usual_1000_v2 -1.80 -36.37 13.57 -114.97 -230.76 -9.08 72.32
88 multin_zz1000_61003_pv_rm_fnd_blc -2.19 -36.77 13.18 -115.37 -231.15 -9.48 71.92
89 multin1_real2 -2.19 -36.77 13.18 -115.37 -231.15 -9.48 71.92
90 multin_zz1000_61002_idxctrl_top3800_pv -2.66 -37.24 12.71 -115.84 -231.62 -9.95 71.45
91 multin_zz1000_61003_overnight_pv_rm_fnd_blc -2.68 -37.25 12.69 -115.85 -231.64 -9.96 71.44
92 multin1_real2_overnight -2.68 -37.25 12.69 -115.85 -231.64 -9.96 71.44
93 mx_opt3_usual_1000_v1 -2.85 -37.42 12.52 -116.03 -231.81 -10.13 71.26
94 multin_zz1000_21001_tp1000_rm_blc -2.93 -37.50 12.44 -116.11 -231.89 -10.21 71.18
95 mx_tenacity_morecapa_ctrlonly -4.20 -38.78 11.16 -117.38 -233.16 -11.49 69.91
96 multin_zz1000_61002_idxctrl_50010002000_pv -4.27 -38.84 11.10 -117.45 -233.23 -11.55 69.84
97 multin_zz1000_61001_pv_rm_blc -6.63 -41.21 8.73 -119.81 -235.59 -13.92 67.48
98 multin_zz1000_61001_overnight_pv_rm_blc -6.98 -41.55 8.39 -120.16 -235.94 -14.26 67.13
99 multin_zz1000_61004_pv_rm_fnd -7.23 -41.80 8.14 -120.41 -236.19 -14.51 66.88
100 multin_zz1000_61002_pv_rm_fnd -7.23 -41.80 8.14 -120.41 -236.19 -14.51 66.88
101 multin_zz1000_61004_overnight_pv_rm_fnd -7.70 -42.27 7.67 -120.88 -236.66 -14.98 66.41
102 multin_zz1000_61002_overnight_pv_rm_fnd -7.70 -42.27 7.67 -120.88 -236.66 -14.98 66.41
103 mx_opt2_dyna_1000_v2 -8.02 -42.59 7.35 -121.20 -236.98 -15.30 66.09
104 mx_tenacity_ctrlonly -8.06 -42.63 7.31 -121.23 -237.02 -15.34 66.05
105 multin_zz1000_61003_pv_rm_fnd -10.09 -44.67 5.28 -123.27 -239.05 -17.38 64.02
106 multin_zz1000_61003_overnight_pv_rm_fnd -10.59 -45.17 4.77 -123.77 -239.55 -17.88 63.52
107 multin_zz1000_61003_overnight_pv_rm_blc2 -11.24 -45.82 4.13 -124.42 -240.20 -18.53 62.87
108 multin_zz1000_61003_pv_rm_blc2 -11.37 -45.94 4.00 -124.55 -240.33 -18.65 62.74
109 multin_zz500_21001_tp200 -13.03 -47.60 2.34 -126.21 -241.99 -20.31 61.08
110 multin_zz1000_61001_pv -16.83 -51.41 -1.47 -130.01 -245.79 -24.12 57.28
111 mx_capability -17.58 -52.15 -2.21 -130.75 -246.54 -24.86 56.53
112 mx_capability_primitive -17.58 -52.15 -2.21 -130.75 -246.54 -24.86 56.53
113 multin1_real0 -22.43 -57.00 -7.06 -135.60 -251.39 -29.71 51.69
114 multin1_real0_overnight -22.43 -57.00 -7.06 -135.60 -251.39 -29.71 51.69
115 multin_zz1000_61004_pv_rm_blc -22.43 -57.00 -7.06 -135.60 -251.39 -29.71 51.69
116 multin_zz1000_61002_pv_rm_blc -22.43 -57.00 -7.06 -135.60 -251.39 -29.71 51.69
117 multin_zz1000_61004_overnight_pv_rm_blc -22.71 -57.28 -7.34 -135.89 -251.67 -29.99 51.40
118 multin_zz1000_61002_overnight_pv_rm_blc -22.71 -57.28 -7.34 -135.89 -251.67 -29.99 51.40
119 mx_adaptability_v2 -23.09 -57.66 -7.72 -136.27 -252.05 -30.37 51.02
120 mx_2023_gen_merge2_filtered_idsctrl -23.72 -58.29 -8.35 -136.90 -252.68 -31.00 50.39
121 multin1_real1_overnight -28.16 -62.73 -12.79 -141.34 -257.12 -35.44 45.95
122 multin_zz1000_61003_overnight_pv_rm_blc -28.16 -62.73 -12.79 -141.34 -257.12 -35.44 45.95
123 multin_zz1000_61003_pv_rm_blc -28.26 -62.84 -12.90 -141.44 -257.22 -35.55 45.85
124 multin1_real1 -28.26 -62.84 -12.90 -141.44 -257.22 -35.55 45.85
125 mx_resilience_inthandsctrl_amtctrl_capctrl -31.00 -65.57 -15.63 -144.17 -259.96 -38.28 43.12
126 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -31.00 -65.57 -15.63 -144.17 -259.96 -38.28 43.12
127 multin_zz1000_61002_pv -34.38 -68.96 -19.01 -147.56 -263.34 -41.67 39.73
128 multin_zz1000_61004_pv -34.38 -68.96 -19.01 -147.56 -263.34 -41.67 39.73
129 mx_resilience_inthandsctrl_amtctrl -35.57 -70.14 -20.20 -148.75 -264.53 -42.85 38.54
130 mx_tenacity_morecapa -36.56 -71.13 -21.19 -149.73 -265.52 -43.84 37.55
131 mx_tenacity_morecapa_primitive -36.56 -71.13 -21.19 -149.73 -265.52 -43.84 37.55
132 mx_adaptability -36.56 -71.13 -21.19 -149.73 -265.52 -43.84 37.55
133 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -37.84 -72.42 -22.48 -151.02 -266.80 -45.13 36.27
134 multin_zz1000_61003_pv -40.21 -74.79 -24.85 -153.39 -269.17 -47.50 33.90
135 mx_resilience_inthandsctrl -41.87 -76.44 -26.50 -155.04 -270.83 -49.15 32.25
136 mx_resilience -42.98 -77.56 -27.62 -156.16 -271.94 -50.27 31.13
137 mx_tenacity_restrict -43.45 -78.02 -28.08 -156.62 -272.41 -50.73 30.67
138 mx_tenacity_restrict_primitive -43.45 -78.02 -28.08 -156.62 -272.41 -50.73 30.67
139 mx_tenacity -58.10 -92.67 -42.73 -171.27 -287.06 -65.38 16.02
140 mx_tenacity_primitive -58.10 -92.67 -42.73 -171.27 -287.06 -65.38 16.02
141 mx_gentleness -75.78 -110.35 -60.41 -188.96 -304.74 -83.06 -1.67
142 mx_2023_gen_merge1_filtered_no_idsctrl -75.78 -110.35 -60.41 -188.96 -304.74 -83.06 -1.67