strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240524_151458
0 mx_opt3_usual_500_v2 85.08 60.31 55.20 79.91 -30.79 39.24 56.36
1 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 81.98 57.22 52.11 76.82 -33.88 36.15 53.27
2 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 81.23 56.46 51.35 76.06 -34.64 35.39 52.51
3 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 78.90 54.13 49.02 73.74 -36.97 33.06 50.18
4 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 78.90 54.13 49.02 73.74 -36.97 33.06 50.18
5 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 78.78 54.02 48.91 73.62 -37.08 32.95 50.07
6 multin_zz1000_61004_idscapctrl_pv_rm_fnd 77.52 52.76 47.65 72.36 -38.34 31.69 48.81
7 multin_zz1000_61002_idscapctrl_pv_rm_fnd 77.52 52.76 47.65 72.36 -38.34 31.69 48.81
8 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 76.83 52.06 46.96 71.67 -39.04 30.99 48.11
9 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 76.19 51.43 46.32 71.03 -39.67 30.36 47.48
10 multin_zz500_21001_tp200 75.93 51.16 46.06 70.77 -39.94 30.09 47.21
11 multin_zz1000_61001_idscapctrl_pv_rm_fnd 75.57 50.80 45.69 70.40 -40.30 29.73 46.85
12 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 75.56 50.80 45.69 70.40 -40.30 29.73 46.85
13 mx_opt3_usual_500_v1 74.22 49.45 44.34 69.05 -41.65 28.38 45.50
14 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 73.00 48.23 43.12 67.84 -42.87 27.16 44.28
15 mx_opt2_dyna_500_v2 68.58 43.82 38.71 63.42 -47.28 22.74 39.87
16 multin1_real2_overnight 66.20 41.44 36.33 61.04 -49.66 20.36 37.48
17 multin_zz1000_61003_overnight_pv_rm_fnd_blc 66.20 41.44 36.33 61.04 -49.66 20.36 37.48
18 multin_zz500_21001_tp500 65.19 40.43 35.32 60.03 -50.67 19.36 36.48
19 multin1_real2 64.42 39.66 34.55 59.26 -51.44 18.58 35.70
20 multin_zz1000_61003_pv_rm_fnd_blc 64.42 39.66 34.55 59.26 -51.44 18.58 35.70
21 multin_zz1000_61003_overnight_pv_rm_fnd 63.24 38.48 33.37 58.08 -52.62 17.41 34.53
22 multin_zz1000_61003_pv_rm_fnd 61.92 37.15 32.04 56.76 -53.95 16.08 33.20
23 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 60.92 36.15 31.04 55.76 -54.95 15.08 32.20
24 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 60.79 36.03 30.92 55.63 -55.07 14.95 32.07
25 mx_opt3_usual_1000_v1 58.92 34.15 29.04 53.76 -56.95 13.08 30.20
26 mx_2023_gen_merge2_filtered_idsctrl 58.47 33.71 28.60 53.31 -57.39 12.63 29.75
27 multin_zz1000_61004_overnight_pv_rm_fnd_blc 58.25 33.49 28.38 53.09 -57.61 12.42 29.54
28 multin_zz1000_61002_overnight_pv_rm_fnd_blc 58.25 33.49 28.38 53.09 -57.61 12.42 29.54
29 multin_zz1000_61002_pv_rm_fnd_blc 57.67 32.91 27.80 52.51 -58.19 11.84 28.96
30 multin_zz1000_61004_pv_rm_fnd_blc 57.67 32.91 27.80 52.51 -58.19 11.84 28.96
31 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 57.44 32.67 27.57 52.28 -58.43 11.60 28.72
32 mx_tenacity_ctrlonly 57.02 32.26 27.15 51.86 -58.84 11.19 28.31
33 multin_zz500_61004_idxctrl_zz500_pv 56.93 32.17 27.06 51.77 -58.93 11.10 28.22
34 multin_zz500_61002_idxctrl_zz500_pv 56.89 32.13 27.02 51.73 -58.97 11.06 28.18
35 multin_zz1000_61004_overnight_pv_rm_fnd 55.18 30.41 25.30 50.01 -60.69 9.34 26.46
36 multin_zz1000_61002_overnight_pv_rm_fnd 55.18 30.41 25.30 50.01 -60.69 9.34 26.46
37 multin_zz1000_61004_pv_rm_fnd 54.92 30.16 25.05 49.76 -60.94 9.09 26.21
38 multin_zz1000_61002_pv_rm_fnd 54.92 30.16 25.05 49.76 -60.94 9.09 26.21
39 multin_zz1000_61001_overnight_pv_rm_fnd_blc 53.71 28.95 23.84 48.55 -62.15 7.87 24.99
40 multin_zz500_61001_idxctrl_zz500_pv 53.58 28.81 23.71 48.42 -62.29 7.74 24.86
41 multin_zz1000_61001_pv_rm_fnd_blc 53.09 28.32 23.21 47.92 -62.78 7.25 24.37
42 multin_zz1000_61004_idxctrl_pv_rm_fnd 51.70 26.93 21.82 46.54 -64.17 5.86 22.98
43 multin_zz1000_61002_idxctrl_pv_rm_fnd 51.70 26.93 21.82 46.54 -64.17 5.86 22.98
44 mx_opt2_dyna_1000_v2 51.18 26.41 21.30 46.01 -64.69 5.34 22.46
45 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 50.80 26.03 20.92 45.64 -65.07 4.96 22.08
46 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 50.80 26.03 20.92 45.64 -65.07 4.96 22.08
47 multin_zz1000_61001_overnight_pv_rm_fnd 50.58 25.82 20.71 45.42 -65.28 4.74 21.87
48 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 50.43 25.66 20.56 45.27 -65.44 4.59 21.71
49 mx_resilience_inthandsctrl_amtctrl_capctrl 50.43 25.66 20.56 45.27 -65.44 4.59 21.71
50 mx_tenacity_morecapa_ctrlonly 50.41 25.64 20.54 45.25 -65.46 4.57 21.69
51 multin_zz1000_61001_pv_rm_fnd 50.29 25.52 20.41 45.13 -65.58 4.45 21.57
52 multin_zz1000_61002_idscapctrl_pv_rm_blc 50.16 25.39 20.28 45.00 -65.71 4.32 21.44
53 multin_zz1000_61004_idscapctrl_pv_rm_blc 50.16 25.39 20.28 45.00 -65.71 4.32 21.44
54 multin_zz1000_61002_idscapctrl_pv 50.15 25.38 20.27 44.98 -65.72 4.31 21.43
55 multin_zz1000_61004_idscapctrl_pv 50.15 25.38 20.27 44.98 -65.72 4.31 21.43
56 multin_zz1000_21001_tp1000 50.08 25.31 20.20 44.92 -65.79 4.24 21.36
57 multin_zz1000_61001_idxctrl_pv_rm_fnd 49.57 24.80 19.69 44.40 -66.30 3.73 20.85
58 mx_resilience_inthandsctrl_amtctrl 49.15 24.39 19.28 43.99 -66.71 3.31 20.44
59 mx_opt3_usual_1000_v2 48.98 24.21 19.10 43.81 -66.89 3.14 20.26
60 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 48.78 24.01 18.90 43.62 -67.09 2.94 20.06
61 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 48.10 23.34 18.23 42.94 -67.76 2.27 19.39
62 multin_zz1000_61001_idscapctrl_pv 47.53 22.76 17.65 42.37 -68.34 1.69 18.81
63 multin_zz1000_61003_pv_rm_blc2 47.53 22.76 17.65 42.37 -68.34 1.69 18.81
64 multin_zz1000_61003_overnight_pv_rm_blc2 47.52 22.75 17.65 42.36 -68.35 1.68 18.80
65 multin_zz1000_61001_idscapctrl_pv_rm_blc 47.43 22.67 17.56 42.27 -68.43 1.60 18.72
66 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 46.35 21.58 16.47 41.18 -69.52 0.51 17.63
67 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 45.77 21.01 15.90 40.61 -70.09 -0.06 17.06
68 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 45.09 20.33 15.22 39.93 -70.77 -0.74 16.38
69 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 45.00 20.24 15.13 39.84 -70.86 -0.83 16.29
70 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 44.11 19.34 14.23 38.94 -71.76 -1.73 15.39
71 multin_zz1000_61002_idxctrl_top3800_pv 43.68 18.92 13.81 38.52 -72.18 -2.15 14.97
72 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 43.66 18.89 13.78 38.49 -72.21 -2.18 14.94
73 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 42.14 17.38 12.27 36.98 -73.72 -3.70 13.43
74 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 41.97 17.20 12.09 36.81 -73.90 -3.87 13.25
75 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 41.35 16.59 11.48 36.19 -74.51 -4.48 12.64
76 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 41.31 16.54 11.44 36.15 -74.56 -4.53 12.59
77 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 40.91 16.14 11.03 35.75 -74.96 -4.93 12.19
78 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 40.10 15.33 10.23 34.94 -75.77 -5.74 11.38
79 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 40.07 15.31 10.20 34.91 -75.79 -5.76 11.36
80 multin_zz1000_61002_idxctrl_50010002000_pv 40.04 15.28 10.17 34.88 -75.82 -5.79 11.33
81 multin_zz1000_61004_idxctrl_top3800_pv 39.95 15.19 10.08 34.79 -75.91 -5.89 11.23
82 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 39.86 15.10 9.99 34.70 -76.00 -5.97 11.15
83 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 39.81 15.05 9.94 34.65 -76.05 -6.03 11.10
84 multin_zz1000_61004_idxctrl_50010002000_pv 38.27 13.50 8.40 33.11 -77.60 -7.57 9.55
85 multin_zz1000_61001_idxctrl_top3800_pv 37.01 12.25 7.14 31.85 -78.85 -8.83 8.30
86 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 36.97 12.21 7.10 31.81 -78.89 -8.87 8.26
87 mx_resilience 36.85 12.08 6.97 31.69 -79.02 -8.99 8.13
88 mx_resilience_inthandsctrl 36.73 11.96 6.85 31.57 -79.14 -9.11 8.01
89 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 36.38 11.61 6.51 31.22 -79.49 -9.46 7.66
90 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 35.79 11.03 5.92 30.63 -80.07 -10.04 7.08
91 multin_zz1000_61004_idxctrl_pv 35.52 10.76 5.65 30.36 -80.34 -10.31 6.81
92 multin_zz1000_61002_idxctrl_pv 35.52 10.76 5.65 30.36 -80.34 -10.31 6.81
93 multin_zz1000_61002_idxctrl_pv_rm_blc 35.33 10.57 5.46 30.17 -80.53 -10.50 6.62
94 multin_zz1000_61004_idxctrl_pv_rm_blc 35.33 10.57 5.46 30.17 -80.53 -10.50 6.62
95 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 34.92 10.15 5.04 29.75 -80.95 -10.92 6.20
96 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 34.76 9.99 4.88 29.60 -81.11 -11.08 6.04
97 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 33.66 8.90 3.79 28.50 -82.20 -12.18 4.94
98 multin_zz1000_61001_idxctrl_pv 33.19 8.43 3.32 28.03 -82.67 -12.64 4.48
99 multin_zz1000_61001_idxctrl_pv_rm_blc 32.98 8.21 3.11 27.82 -82.89 -12.86 4.26
100 multin1_real1 32.74 7.97 2.86 27.57 -83.13 -13.10 4.02
101 multin_zz1000_61003_pv_rm_blc 32.74 7.97 2.86 27.57 -83.13 -13.10 4.02
102 multin1_real1_overnight 32.63 7.87 2.76 27.47 -83.23 -13.20 3.92
103 multin_zz1000_61003_overnight_pv_rm_blc 32.63 7.87 2.76 27.47 -83.23 -13.20 3.92
104 multin_zz1000_61001_idxctrl_50010002000_pv 32.27 7.51 2.40 27.11 -83.59 -13.56 3.56
105 mx_opt1_absdef_500_v2 31.65 6.89 1.78 26.49 -84.21 -14.19 2.93
106 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 31.16 6.40 1.29 26.00 -84.70 -14.67 2.45
107 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 30.58 5.81 0.70 25.41 -85.29 -15.26 1.86
108 multin_zz1000_61003_pv 30.47 5.70 0.59 25.31 -85.40 -15.37 1.75
109 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 29.81 5.04 -0.06 24.65 -86.06 -16.03 1.09
110 multin_zz1000_61002_idxctrl_zz1000_pv 25.74 0.97 -4.14 20.57 -90.13 -20.10 -2.98
111 multin_zz1000_61004_idxctrl_zz1000_pv 25.39 0.63 -4.48 20.23 -90.47 -20.44 -3.32
112 mx_2023_gen_merge1_filtered_no_idsctrl 24.72 -0.05 -5.16 19.55 -91.15 -21.12 -4.00
113 mx_gentleness 24.72 -0.05 -5.16 19.55 -91.15 -21.12 -4.00
114 multin_zz1000_61001_idxctrl_zz1000_pv 24.30 -0.47 -5.58 19.14 -91.57 -21.54 -4.42
115 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 22.75 -2.01 -7.12 17.59 -93.11 -23.08 -5.96
116 mx_capability 22.46 -2.30 -7.41 17.30 -93.40 -23.38 -6.26
117 mx_capability_primitive 22.46 -2.30 -7.41 17.30 -93.40 -23.38 -6.26
118 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 22.38 -2.39 -7.50 17.21 -93.49 -23.46 -6.34
119 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 21.27 -3.49 -8.60 16.11 -94.59 -24.56 -7.44
120 multin_zz1000_61004_overnight_pv_rm_blc 17.86 -6.91 -12.02 12.70 -98.01 -27.98 -10.86
121 multin_zz1000_61002_overnight_pv_rm_blc 17.86 -6.91 -12.02 12.70 -98.01 -27.98 -10.86
122 multin_zz1000_61002_pv_rm_blc 17.72 -7.04 -12.15 12.56 -98.14 -28.11 -10.99
123 multin_zz1000_61004_pv_rm_blc 17.72 -7.04 -12.15 12.56 -98.14 -28.11 -10.99
124 multin1_real0_overnight 17.72 -7.04 -12.15 12.56 -98.14 -28.11 -10.99
125 multin1_real0 17.72 -7.04 -12.15 12.56 -98.14 -28.11 -10.99
126 multin_zz1000_61004_pv 15.37 -9.40 -14.51 10.20 -100.50 -30.47 -13.35
127 multin_zz1000_61002_pv 15.37 -9.40 -14.51 10.20 -100.50 -30.47 -13.35
128 mx_opt1_absdef_1000_v2 14.30 -10.46 -15.57 9.14 -101.56 -31.53 -14.41
129 multin_zz1000_61001_overnight_pv_rm_blc 13.67 -11.09 -16.20 8.51 -102.19 -32.17 -15.05
130 multin_zz1000_61001_pv_rm_blc 13.58 -11.19 -16.30 8.42 -102.29 -32.26 -15.14
131 multin_zz1000_61001_pv 11.38 -13.38 -18.49 6.22 -104.48 -34.45 -17.33
132 mx_adaptability 3.48 -21.29 -26.40 -1.68 -112.39 -42.36 -25.24
133 mx_tenacity_morecapa 3.48 -21.29 -26.40 -1.68 -112.39 -42.36 -25.24
134 mx_tenacity_morecapa_primitive 3.48 -21.29 -26.40 -1.68 -112.39 -42.36 -25.24
135 mx_adaptability_v2 1.16 -23.60 -28.71 -4.00 -114.70 -44.68 -27.56
136 mx_tenacity_restrict -4.69 -29.45 -34.56 -9.85 -120.55 -50.52 -33.40
137 mx_tenacity_restrict_primitive -4.69 -29.45 -34.56 -9.85 -120.55 -50.52 -33.40
138 multin_zz500_21001_tp200_rm_blc -7.29 -32.05 -37.16 -12.45 -123.15 -53.12 -36.00
139 mx_tenacity -23.61 -48.38 -53.48 -28.77 -139.48 -69.45 -52.33
140 mx_tenacity_primitive -23.61 -48.38 -53.48 -28.77 -139.48 -69.45 -52.33
141 multin_zz500_21001_tp500_rm_blc -26.61 -51.37 -56.48 -31.77 -142.47 -72.44 -55.32
142 multin_zz1000_21001_tp1000_rm_blc -29.25 -54.02 -59.12 -34.41 -145.12 -75.09 -57.97