strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240527_151514
0 mx_opt2_dyna_500_v2 54.03 46.92 106.14 60.87 155.92 86.90 113.27
1 mx_opt3_usual_500_v2 52.32 45.21 104.43 59.16 154.21 85.19 111.56
2 mx_opt3_usual_500_v1 33.14 26.02 85.24 39.97 135.02 66.00 92.37
3 mx_opt1_absdef_1000_v2 20.50 13.39 72.61 27.34 122.39 53.37 79.74
4 mx_opt1_absdef_500_v2 15.68 8.57 67.78 22.51 117.56 48.54 74.92
5 mx_opt3_usual_1000_v1 1.68 -5.43 53.79 8.51 103.56 34.55 60.92
6 multin_zz500_21001_tp200 0.74 -6.37 52.84 7.57 102.62 33.61 59.98
7 mx_opt2_dyna_1000_v2 0.32 -6.80 52.42 7.15 102.20 33.18 59.55
8 mx_opt3_usual_1000_v2 0.20 -6.91 52.30 7.03 102.08 33.06 59.44
9 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -0.77 -7.88 51.34 6.07 101.12 32.10 58.47
10 multin_zz1000_61001_idscapctrl_pv_rm_blc -1.28 -8.40 50.82 5.55 100.60 31.58 57.95
11 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -2.73 -9.84 49.38 4.10 99.16 30.14 56.51
12 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -2.73 -9.84 49.38 4.10 99.16 30.14 56.51
13 multin_zz1000_61004_idscapctrl_pv_rm_blc -3.12 -10.23 48.99 3.72 98.77 29.75 56.12
14 multin_zz1000_61002_idscapctrl_pv_rm_blc -3.12 -10.23 48.99 3.72 98.77 29.75 56.12
15 multin_zz500_61001_idxctrl_zz500_pv -3.71 -10.82 48.39 3.12 98.17 29.15 55.52
16 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -3.80 -10.91 48.31 3.04 98.09 29.07 55.44
17 multin_zz1000_61001_idxctrl_pv_rm_fnd -4.91 -12.02 47.20 1.92 96.98 27.96 54.33
18 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -5.38 -12.49 46.73 1.45 96.51 27.49 53.86
19 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -5.40 -12.52 46.70 1.43 96.48 27.46 53.83
20 multin_zz500_61004_idxctrl_zz500_pv -5.60 -12.71 46.51 1.24 96.29 27.27 53.64
21 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -5.76 -12.88 46.34 1.07 96.12 27.10 53.47
22 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -5.76 -12.88 46.34 1.07 96.12 27.10 53.47
23 multin_zz1000_61001_idscapctrl_pv_rm_fnd -6.18 -13.30 45.92 0.65 95.70 26.68 53.05
24 multin_zz500_61002_idxctrl_zz500_pv -6.52 -13.63 45.59 0.31 95.37 26.35 52.72
25 multin_zz1000_61001_idscapctrl_pv -7.02 -14.13 45.09 -0.18 94.87 25.85 52.22
26 multin_zz1000_61002_idxctrl_pv_rm_fnd -7.04 -14.16 45.06 -0.21 94.84 25.82 52.19
27 multin_zz1000_61004_idxctrl_pv_rm_fnd -7.04 -14.16 45.06 -0.21 94.84 25.82 52.19
28 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -7.17 -14.28 44.93 -0.34 94.71 25.69 52.07
29 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -7.29 -14.40 44.81 -0.46 94.59 25.58 51.95
30 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -7.92 -15.03 44.19 -1.08 93.97 24.95 51.32
31 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -8.18 -15.29 43.93 -1.34 93.71 24.69 51.06
32 multin_zz1000_61004_idscapctrl_pv_rm_fnd -8.38 -15.49 43.73 -1.55 93.51 24.49 50.86
33 multin_zz1000_61002_idscapctrl_pv_rm_fnd -8.38 -15.49 43.73 -1.55 93.51 24.49 50.86
34 multin_zz1000_61002_idscapctrl_pv -8.85 -15.96 43.26 -2.01 93.04 24.02 50.39
35 multin_zz1000_61004_idscapctrl_pv -8.85 -15.96 43.26 -2.01 93.04 24.02 50.39
36 multin_zz500_21001_tp500 -9.12 -16.24 42.98 -2.29 92.76 23.74 50.11
37 multin_zz1000_61001_idxctrl_pv_rm_blc -9.25 -16.37 42.85 -2.42 92.63 23.61 49.98
38 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -9.57 -16.68 42.53 -2.74 92.31 23.29 49.67
39 multin_zz1000_61001_idxctrl_pv -10.10 -17.21 42.01 -3.27 91.79 22.77 49.14
40 multin_zz1000_61002_idxctrl_pv_rm_blc -11.06 -18.17 41.05 -4.23 90.82 21.81 48.18
41 multin_zz1000_61004_idxctrl_pv_rm_blc -11.06 -18.17 41.05 -4.23 90.82 21.81 48.18
42 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -11.32 -18.43 40.79 -4.49 90.56 21.55 47.92
43 multin_zz1000_61004_idxctrl_pv -11.92 -19.03 40.18 -5.09 89.96 20.94 47.32
44 multin_zz1000_61002_idxctrl_pv -11.92 -19.03 40.18 -5.09 89.96 20.94 47.32
45 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -12.00 -19.12 40.10 -5.17 89.88 20.86 47.23
46 multin_zz1000_21001_tp1000 -12.23 -19.34 39.87 -5.40 89.65 20.63 47.01
47 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -12.38 -19.50 39.72 -5.55 89.50 20.48 46.85
48 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -13.81 -20.93 38.29 -6.98 88.07 19.05 45.42
49 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -13.86 -20.97 38.25 -7.03 88.02 19.01 45.38
50 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -16.46 -23.58 35.64 -9.63 85.42 16.40 42.77
51 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -17.91 -25.02 34.20 -11.08 83.97 14.96 41.33
52 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -18.03 -25.14 34.07 -11.20 83.85 14.83 41.21
53 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -19.06 -26.18 33.04 -12.23 82.82 13.80 40.17
54 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -20.29 -27.40 31.82 -13.46 81.59 12.58 38.95
55 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -20.33 -27.44 31.77 -13.50 81.55 12.53 38.90
56 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -20.37 -27.49 31.73 -13.54 81.51 12.49 38.86
57 multin_zz1000_61001_idxctrl_zz1000_pv -20.63 -27.75 31.47 -13.80 81.25 12.23 38.60
58 multin_zz1000_61004_idxctrl_zz1000_pv -21.66 -28.78 30.44 -14.83 80.22 11.20 37.57
59 multin_zz1000_61002_idxctrl_zz1000_pv -21.79 -28.90 30.32 -14.95 80.10 11.08 37.45
60 mx_tenacity_ctrlonly -22.08 -29.20 30.02 -15.25 79.80 10.78 37.15
61 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -23.16 -30.28 28.94 -16.33 78.72 9.70 36.07
62 multin_zz1000_61001_idxctrl_top3800_pv -25.18 -32.30 26.92 -18.35 76.70 7.68 34.05
63 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -25.68 -32.80 26.42 -18.85 76.20 7.18 33.55
64 mx_adaptability_v2 -26.14 -33.25 25.97 -19.30 75.75 6.73 33.10
65 multin_zz1000_61001_overnight_pv_rm_fnd_blc -26.71 -33.83 25.39 -19.88 75.17 6.15 32.52
66 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -26.75 -33.87 25.35 -19.92 75.13 6.11 32.48
67 mx_tenacity_morecapa_ctrlonly -26.84 -33.95 25.27 -20.00 75.05 6.03 32.40
68 multin_zz1000_61001_pv_rm_fnd_blc -26.87 -33.98 25.23 -20.04 75.01 5.99 32.37
69 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -27.13 -34.24 24.97 -20.30 74.75 5.73 32.11
70 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -28.26 -35.37 23.84 -21.43 73.62 4.60 30.97
71 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -29.92 -37.04 22.18 -23.09 71.96 2.94 29.31
72 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -29.98 -37.09 22.13 -23.15 71.90 2.89 29.26
73 multin_zz1000_61004_idxctrl_top3800_pv -30.12 -37.23 21.99 -23.28 71.77 2.75 29.12
74 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -30.70 -37.82 21.40 -23.87 71.18 2.16 28.53
75 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -30.88 -37.99 21.22 -24.05 71.00 1.98 28.36
76 multin_zz1000_61002_idxctrl_top3800_pv -31.28 -38.40 20.82 -24.45 70.60 1.58 27.95
77 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -31.85 -38.96 20.25 -25.02 70.03 1.01 27.39
78 multin_zz1000_61001_overnight_pv_rm_fnd -32.20 -39.31 19.91 -25.36 69.69 0.67 27.04
79 multin_zz1000_61001_idxctrl_50010002000_pv -32.63 -39.74 19.48 -25.79 69.26 0.24 26.61
80 mx_tenacity_restrict -32.85 -39.96 19.26 -26.02 69.04 0.02 26.39
81 mx_tenacity_restrict_primitive -32.85 -39.96 19.26 -26.02 69.04 0.02 26.39
82 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -32.87 -39.98 19.23 -26.04 69.01 -0.01 26.37
83 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -32.95 -40.07 19.15 -26.12 68.93 -0.09 26.28
84 multin_zz1000_61002_overnight_pv_rm_fnd_blc -32.97 -40.09 19.13 -26.14 68.91 -0.11 26.26
85 multin_zz1000_61004_overnight_pv_rm_fnd_blc -32.97 -40.09 19.13 -26.14 68.91 -0.11 26.26
86 multin_zz1000_61004_pv_rm_fnd_blc -33.12 -40.23 18.98 -26.29 68.76 -0.26 26.12
87 multin_zz1000_61002_pv_rm_fnd_blc -33.12 -40.23 18.98 -26.29 68.76 -0.26 26.12
88 multin_zz1000_61001_pv_rm_fnd -33.81 -40.92 18.30 -26.97 68.08 -0.94 25.43
89 multin_zz1000_61004_idxctrl_50010002000_pv -34.86 -41.98 17.24 -28.03 67.02 -2.00 24.37
90 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -34.94 -42.06 17.16 -28.11 66.94 -2.08 24.29
91 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -35.21 -42.32 16.90 -28.38 66.68 -2.34 24.03
92 mx_tenacity_morecapa -35.22 -42.34 16.88 -28.39 66.66 -2.36 24.01
93 mx_tenacity_morecapa_primitive -35.22 -42.34 16.88 -28.39 66.66 -2.36 24.01
94 mx_adaptability -35.22 -42.34 16.88 -28.39 66.66 -2.36 24.01
95 multin_zz1000_61003_pv_rm_blc2 -35.67 -42.78 16.43 -28.84 66.21 -2.80 23.57
96 multin_zz1000_61003_overnight_pv_rm_blc2 -36.04 -43.16 16.06 -29.21 65.84 -3.18 23.19
97 multin_zz1000_61002_idxctrl_50010002000_pv -36.05 -43.16 16.05 -29.22 65.83 -3.19 23.19
98 mx_2023_gen_merge2_filtered_idsctrl -36.42 -43.54 15.68 -29.59 65.46 -3.56 22.81
99 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -36.61 -43.72 15.49 -29.78 65.27 -3.74 22.63
100 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -37.37 -44.48 14.73 -30.54 64.51 -4.50 21.87
101 multin_zz1000_61004_overnight_pv_rm_fnd -38.30 -45.41 13.80 -31.47 63.58 -5.44 20.94
102 multin_zz1000_61002_overnight_pv_rm_fnd -38.30 -45.41 13.80 -31.47 63.58 -5.44 20.94
103 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -38.92 -46.03 13.18 -32.09 62.96 -6.05 20.32
104 multin_zz1000_61004_pv_rm_fnd -39.79 -46.90 12.32 -32.96 62.10 -6.92 19.45
105 multin_zz1000_61002_pv_rm_fnd -39.79 -46.90 12.32 -32.96 62.10 -6.92 19.45
106 multin_zz1000_21001_tp1000_rm_blc -40.47 -47.59 11.63 -33.64 61.41 -7.61 18.76
107 multin_zz1000_61003_overnight_pv_rm_fnd_blc -41.10 -48.21 11.00 -34.27 60.78 -8.24 18.14
108 multin1_real2_overnight -41.10 -48.21 11.00 -34.27 60.78 -8.24 18.14
109 multin1_real2 -41.36 -48.48 10.74 -34.53 60.52 -8.50 17.87
110 multin_zz1000_61003_pv_rm_fnd_blc -41.36 -48.48 10.74 -34.53 60.52 -8.50 17.87
111 multin_zz500_21001_tp500_rm_blc -42.62 -49.73 9.48 -35.79 59.26 -9.75 16.62
112 mx_resilience_inthandsctrl -45.13 -52.24 6.97 -38.30 56.75 -12.26 14.11
113 mx_resilience -45.18 -52.29 6.93 -38.35 56.71 -12.31 14.06
114 multin_zz1000_61003_overnight_pv_rm_fnd -46.26 -53.37 5.84 -39.43 55.62 -13.40 12.98
115 multin_zz1000_61003_pv_rm_fnd -46.83 -53.94 5.27 -40.00 55.05 -13.96 12.41
116 multin_zz1000_61001_pv_rm_blc -47.84 -54.95 4.27 -41.01 54.05 -14.97 11.40
117 multin_zz1000_61001_overnight_pv_rm_blc -48.11 -55.22 3.99 -41.28 53.77 -15.25 11.12
118 mx_tenacity -49.05 -56.16 3.06 -42.21 52.84 -16.18 10.19
119 mx_tenacity_primitive -49.05 -56.16 3.06 -42.21 52.84 -16.18 10.19
120 mx_capability_primitive -49.46 -56.57 2.64 -42.63 52.42 -16.60 9.78
121 mx_capability -49.46 -56.57 2.64 -42.63 52.42 -16.60 9.78
122 mx_resilience_inthandsctrl_amtctrl -49.69 -56.80 2.41 -42.86 52.19 -16.82 9.55
123 multin1_real0 -50.20 -57.32 1.90 -43.37 51.68 -17.34 9.03
124 multin_zz1000_61002_pv_rm_blc -50.20 -57.32 1.90 -43.37 51.68 -17.34 9.03
125 multin1_real0_overnight -50.20 -57.32 1.90 -43.37 51.68 -17.34 9.03
126 multin_zz1000_61004_pv_rm_blc -50.20 -57.32 1.90 -43.37 51.68 -17.34 9.03
127 multin_zz1000_61002_overnight_pv_rm_blc -50.49 -57.60 1.62 -43.66 51.39 -17.62 8.75
128 multin_zz1000_61004_overnight_pv_rm_blc -50.49 -57.60 1.62 -43.66 51.39 -17.62 8.75
129 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -50.99 -58.10 1.11 -44.16 50.89 -18.13 8.25
130 mx_resilience_inthandsctrl_amtctrl_capctrl -50.99 -58.10 1.11 -44.16 50.89 -18.13 8.25
131 multin_zz1000_61001_pv -53.68 -60.79 -1.57 -46.84 48.21 -20.81 5.56
132 multin_zz1000_61003_pv_rm_blc -53.88 -60.99 -1.77 -47.05 48.00 -21.01 5.36
133 multin1_real1 -53.88 -60.99 -1.77 -47.05 48.00 -21.01 5.36
134 multin1_real1_overnight -54.13 -61.25 -2.03 -47.30 47.75 -21.27 5.10
135 multin_zz1000_61003_overnight_pv_rm_blc -54.13 -61.25 -2.03 -47.30 47.75 -21.27 5.10
136 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -54.91 -62.03 -2.81 -48.08 46.97 -22.05 4.32
137 multin_zz1000_61002_pv -58.70 -65.81 -6.59 -51.87 43.19 -25.83 0.54
138 multin_zz1000_61004_pv -58.70 -65.81 -6.59 -51.87 43.19 -25.83 0.54
139 multin_zz1000_61003_pv -63.76 -70.88 -11.66 -56.93 38.12 -30.90 -4.53
140 mx_gentleness -70.47 -77.58 -18.37 -63.64 31.41 -37.60 -11.23
141 mx_2023_gen_merge1_filtered_no_idsctrl -70.47 -77.58 -18.37 -63.64 31.41 -37.60 -11.23
142 multin_zz500_21001_tp200_rm_blc -74.21 -81.32 -22.11 -67.38 27.67 -41.34 -14.97