strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240528_151508
0 mx_opt2_dyna_500_v2 39.99 38.13 41.99 8.27 -64.71 49.92 89.54
1 mx_opt3_usual_500_v2 37.98 36.12 39.98 6.26 -66.72 47.91 87.53
2 mx_opt3_usual_500_v1 35.97 34.11 37.97 4.26 -68.73 45.90 85.52
3 multin_zz500_21001_tp200_rm_blc 26.30 24.44 28.30 -5.42 -78.40 36.23 75.85
4 multin_zz500_21001_tp200 19.63 17.77 21.62 -12.09 -85.07 29.56 69.17
5 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 18.19 16.33 20.19 -13.53 -86.51 28.12 67.74
6 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 17.99 16.14 19.99 -13.72 -86.71 27.93 67.54
7 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 17.46 15.60 19.45 -14.26 -87.24 27.39 67.00
8 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 14.53 12.67 16.53 -17.19 -90.17 24.46 64.08
9 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 14.50 12.64 16.50 -17.22 -90.20 24.43 64.05
10 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 14.39 12.54 16.39 -17.32 -90.31 24.33 63.94
11 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 14.25 12.39 16.25 -17.47 -90.45 24.18 63.80
12 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 14.24 12.38 16.23 -17.48 -90.46 24.17 63.78
13 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 13.88 12.02 15.88 -17.84 -90.82 23.81 63.43
14 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 13.70 11.84 15.70 -18.01 -91.00 23.63 63.25
15 mx_opt3_usual_1000_v1 13.48 11.62 15.48 -18.23 -91.22 23.41 63.03
16 multin_zz500_61004_idxctrl_zz500_pv 12.79 10.93 14.79 -18.93 -91.91 22.72 62.34
17 multin_zz500_61001_idxctrl_zz500_pv 12.77 10.91 14.77 -18.95 -91.93 22.70 62.32
18 multin_zz500_61002_idxctrl_zz500_pv 12.59 10.73 14.58 -19.13 -92.11 22.52 62.13
19 multin_zz1000_61001_idxctrl_top3800_pv 12.07 10.22 14.07 -19.64 -92.63 22.01 61.62
20 multin_zz1000_61001_idxctrl_pv_rm_fnd 10.47 8.61 12.46 -21.25 -94.23 20.40 60.01
21 multin_zz500_21001_tp500_rm_blc 10.14 8.28 12.14 -21.57 -94.56 20.07 59.69
22 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 10.08 8.23 12.08 -21.63 -94.62 20.02 59.63
23 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 9.90 8.05 11.90 -21.81 -94.80 19.84 59.45
24 mx_opt3_usual_1000_v2 8.88 7.02 10.88 -22.83 -95.82 18.82 58.43
25 multin_zz1000_61001_idxctrl_pv 8.78 6.92 10.78 -22.93 -95.92 18.71 58.33
26 multin_zz1000_61004_idxctrl_pv_rm_fnd 8.65 6.79 10.65 -23.06 -96.05 18.58 58.20
27 multin_zz1000_61001_idxctrl_pv_rm_blc 8.65 6.79 10.65 -23.07 -96.05 18.58 58.20
28 multin_zz1000_61002_idxctrl_pv_rm_fnd 8.65 6.79 10.65 -23.06 -96.05 18.58 58.20
29 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 8.14 6.29 10.14 -23.57 -96.56 18.08 57.69
30 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 8.14 6.29 10.14 -23.57 -96.56 18.08 57.69
31 multin_zz1000_61001_idxctrl_50010002000_pv 7.81 5.95 9.81 -23.91 -96.89 17.74 57.36
32 multin_zz1000_61002_idxctrl_pv 6.98 5.12 8.98 -24.73 -97.72 16.91 56.53
33 multin_zz1000_61004_idxctrl_pv 6.98 5.12 8.98 -24.73 -97.72 16.91 56.53
34 multin_zz1000_61002_idxctrl_pv_rm_blc 6.92 5.06 8.92 -24.79 -97.78 16.85 56.47
35 multin_zz1000_61004_idxctrl_pv_rm_blc 6.92 5.06 8.92 -24.79 -97.78 16.85 56.47
36 mx_opt2_dyna_1000_v2 6.46 4.60 8.46 -25.25 -98.24 16.39 56.01
37 multin_zz500_21001_tp500 6.24 4.38 8.24 -25.48 -98.46 16.17 55.79
38 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 5.90 4.05 7.90 -25.81 -98.80 15.84 55.45
39 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 4.84 2.98 6.84 -26.88 -99.86 14.77 54.39
40 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 3.22 1.37 5.22 -28.49 -101.48 13.16 52.77
41 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 3.20 1.34 5.20 -28.51 -101.50 13.13 52.75
42 multin_zz1000_61004_idxctrl_top3800_pv 2.78 0.92 4.78 -28.93 -101.92 12.71 52.33
43 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 2.76 0.90 4.76 -28.96 -101.94 12.69 52.31
44 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 2.36 0.50 4.35 -29.36 -102.34 12.29 51.90
45 multin_zz1000_61002_idxctrl_top3800_pv 1.57 -0.29 3.57 -30.15 -103.13 11.50 51.12
46 multin_zz1000_61001_pv_rm_fnd_blc 0.91 -0.95 2.91 -30.81 -103.79 10.84 50.46
47 mx_tenacity_ctrlonly 0.83 -1.03 2.83 -30.89 -103.87 10.76 50.38
48 multin_zz1000_21001_tp1000 0.83 -1.03 2.83 -30.89 -103.87 10.76 50.38
49 multin_zz1000_61004_idxctrl_50010002000_pv 0.31 -1.55 2.31 -31.41 -104.39 10.24 49.86
50 multin_zz1000_21001_tp1000_rm_blc -0.30 -2.16 1.70 -32.01 -105.00 9.63 49.25
51 multin_zz1000_61002_idxctrl_50010002000_pv -0.37 -2.23 1.63 -32.09 -105.07 9.56 49.18
52 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -0.93 -2.79 1.07 -32.65 -105.63 9.00 48.62
53 multin_zz1000_61001_idxctrl_zz1000_pv -1.16 -3.02 0.84 -32.88 -105.86 8.77 48.39
54 multin_zz1000_61001_overnight_pv_rm_fnd_blc -1.19 -3.05 0.81 -32.91 -105.89 8.74 48.36
55 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -2.09 -3.95 -0.09 -33.81 -106.79 7.84 47.46
56 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -2.22 -4.08 -0.22 -33.94 -106.92 7.71 47.33
57 multin_zz1000_61001_pv_rm_fnd -2.40 -4.26 -0.40 -34.12 -107.10 7.53 47.15
58 multin_zz1000_61004_idxctrl_zz1000_pv -2.69 -4.55 -0.70 -34.41 -107.39 7.24 46.85
59 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -2.75 -4.61 -0.75 -34.46 -107.45 7.18 46.80
60 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -2.81 -4.67 -0.81 -34.52 -107.51 7.12 46.74
61 mx_opt1_absdef_500_v2 -2.83 -4.69 -0.83 -34.54 -107.53 7.10 46.72
62 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -2.84 -4.69 -0.84 -34.55 -107.54 7.10 46.71
63 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -3.06 -4.92 -1.07 -34.78 -107.76 6.87 46.48
64 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -3.39 -5.25 -1.39 -35.10 -108.09 6.54 46.16
65 multin_zz1000_61002_idxctrl_zz1000_pv -3.43 -5.28 -1.43 -35.14 -108.13 6.51 46.12
66 multin_zz1000_61002_pv_rm_fnd_blc -3.84 -5.70 -1.84 -35.55 -108.54 6.09 45.71
67 multin_zz1000_61004_pv_rm_fnd_blc -3.84 -5.70 -1.84 -35.55 -108.54 6.09 45.71
68 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -4.22 -6.08 -2.22 -35.93 -108.92 5.71 45.33
69 multin_zz1000_61001_overnight_pv_rm_fnd -4.41 -6.27 -2.42 -36.13 -109.11 5.52 45.13
70 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.47 -6.32 -2.47 -36.18 -109.17 5.47 45.08
71 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -4.66 -6.52 -2.66 -36.38 -109.36 5.27 44.89
72 multin_zz1000_61001_idscapctrl_pv_rm_blc -4.98 -6.84 -2.98 -36.70 -109.68 4.95 44.57
73 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -5.06 -6.92 -3.06 -36.78 -109.76 4.87 44.49
74 mx_opt1_absdef_1000_v2 -5.06 -6.91 -3.06 -36.77 -109.76 4.88 44.49
75 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -5.39 -7.24 -3.39 -37.10 -110.09 4.55 44.16
76 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -5.87 -7.73 -3.87 -37.58 -110.57 4.06 43.68
77 multin_zz1000_61004_overnight_pv_rm_fnd_blc -5.96 -7.82 -3.96 -37.68 -110.66 3.97 43.59
78 multin_zz1000_61002_overnight_pv_rm_fnd_blc -5.96 -7.82 -3.96 -37.68 -110.66 3.97 43.59
79 multin1_real2 -6.04 -7.90 -4.04 -37.75 -110.74 3.89 43.51
80 multin_zz1000_61003_pv_rm_fnd_blc -6.04 -7.90 -4.04 -37.75 -110.74 3.89 43.51
81 multin_zz1000_61001_idscapctrl_pv -6.26 -8.12 -4.26 -37.98 -110.96 3.67 43.29
82 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -6.76 -8.61 -4.76 -38.47 -111.46 3.18 42.79
83 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -6.85 -8.71 -4.86 -38.57 -111.56 3.08 42.69
84 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -7.17 -9.03 -5.17 -38.88 -111.87 2.76 42.38
85 multin_zz1000_61002_pv_rm_fnd -7.35 -9.21 -5.35 -39.07 -112.05 2.58 42.20
86 multin_zz1000_61004_pv_rm_fnd -7.35 -9.21 -5.35 -39.07 -112.05 2.58 42.20
87 multin_zz1000_61002_idscapctrl_pv_rm_blc -7.44 -9.30 -5.44 -39.15 -112.14 2.49 42.11
88 multin_zz1000_61004_idscapctrl_pv_rm_blc -7.44 -9.30 -5.44 -39.15 -112.14 2.49 42.11
89 multin_zz1000_61003_overnight_pv_rm_fnd_blc -7.50 -9.36 -5.51 -39.22 -112.21 2.43 42.04
90 multin1_real2_overnight -7.50 -9.36 -5.51 -39.22 -112.21 2.43 42.04
91 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -7.92 -9.78 -5.92 -39.64 -112.62 2.01 41.63
92 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -8.07 -9.93 -6.07 -39.78 -112.77 1.86 41.48
93 multin_zz1000_61004_idscapctrl_pv -8.95 -10.80 -6.95 -40.66 -113.65 0.99 40.60
94 multin_zz1000_61002_idscapctrl_pv -8.95 -10.80 -6.95 -40.66 -113.65 0.99 40.60
95 multin_zz1000_61002_overnight_pv_rm_fnd -9.36 -11.22 -7.36 -41.07 -114.06 0.58 40.19
96 multin_zz1000_61004_overnight_pv_rm_fnd -9.36 -11.22 -7.36 -41.07 -114.06 0.58 40.19
97 multin_zz1000_61003_pv_rm_fnd -9.45 -11.31 -7.45 -41.17 -114.15 0.48 40.10
98 multin_zz1000_61003_overnight_pv_rm_fnd -11.01 -12.87 -9.01 -42.72 -115.71 -1.08 38.54
99 mx_tenacity_morecapa_ctrlonly -11.32 -13.18 -9.32 -43.03 -116.02 -1.39 38.23
100 multin_zz1000_61001_overnight_pv_rm_blc -13.94 -15.80 -11.95 -45.66 -118.64 -4.01 35.60
101 multin_zz1000_61001_pv_rm_blc -13.97 -15.83 -11.97 -45.68 -118.67 -4.03 35.58
102 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -15.21 -17.06 -13.21 -46.92 -119.91 -5.27 34.34
103 multin1_real3 -15.21 -17.06 -13.21 -46.92 -119.91 -5.27 34.34
104 mx_capability -15.96 -17.82 -13.96 -47.68 -120.66 -6.03 33.58
105 mx_capability_primitive -15.96 -17.82 -13.96 -47.68 -120.66 -6.03 33.58
106 multin_zz1000_61001_idscapctrl_pv_rm_fnd -16.41 -18.27 -14.41 -48.13 -121.11 -6.48 33.14
107 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -17.67 -19.53 -15.67 -49.38 -122.37 -7.73 31.88
108 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -17.67 -19.53 -15.67 -49.38 -122.37 -7.73 31.88
109 multin_zz1000_61004_idscapctrl_pv_rm_fnd -18.86 -20.72 -16.86 -50.57 -123.56 -8.93 30.69
110 multin_zz1000_61002_idscapctrl_pv_rm_fnd -18.86 -20.72 -16.86 -50.57 -123.56 -8.93 30.69
111 multin_zz1000_61003_overnight_pv_rm_blc2 -21.64 -23.50 -19.64 -53.35 -126.34 -11.71 27.91
112 multin_zz1000_61003_pv_rm_blc2 -21.70 -23.56 -19.70 -53.41 -126.40 -11.77 27.85
113 mx_2023_gen_merge2_filtered_idsctrl -21.90 -23.76 -19.91 -53.62 -126.60 -11.97 27.64
114 multin_zz1000_61001_pv -23.73 -25.58 -21.73 -55.44 -128.43 -13.79 25.82
115 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -25.52 -27.38 -23.52 -57.23 -130.22 -15.59 24.03
116 mx_resilience_inthandsctrl_amtctrl_capctrl -25.52 -27.38 -23.52 -57.23 -130.22 -15.59 24.03
117 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -25.84 -27.70 -23.84 -57.55 -130.54 -15.91 23.71
118 mx_resilience_inthandsctrl_amtctrl -27.03 -28.89 -25.03 -58.74 -131.73 -17.10 22.52
119 multin1_real0 -29.97 -31.82 -27.97 -61.68 -134.67 -20.03 19.58
120 multin_zz1000_61004_overnight_pv_rm_blc -29.97 -31.83 -27.97 -61.69 -134.67 -20.04 19.58
121 multin_zz1000_61002_overnight_pv_rm_blc -29.97 -31.83 -27.97 -61.69 -134.67 -20.04 19.58
122 multin_zz1000_61004_pv_rm_blc -29.97 -31.82 -27.97 -61.68 -134.67 -20.03 19.58
123 multin_zz1000_61002_pv_rm_blc -29.97 -31.82 -27.97 -61.68 -134.67 -20.03 19.58
124 multin1_real0_overnight -29.97 -31.82 -27.97 -61.68 -134.67 -20.03 19.58
125 mx_adaptability_v2 -30.50 -32.35 -28.50 -62.21 -135.20 -20.56 19.05
126 multin_zz1000_61003_pv_rm_blc -34.79 -36.64 -32.79 -66.50 -139.49 -24.85 14.76
127 multin1_real1 -34.79 -36.64 -32.79 -66.50 -139.49 -24.85 14.76
128 multin_zz1000_61003_overnight_pv_rm_blc -34.90 -36.76 -32.91 -66.62 -139.61 -24.97 14.64
129 multin1_real1_overnight -34.90 -36.76 -32.91 -66.62 -139.61 -24.97 14.64
130 mx_resilience_inthandsctrl -41.56 -43.42 -39.56 -73.28 -146.26 -31.63 7.99
131 multin_zz1000_61004_pv -41.64 -43.50 -39.64 -73.35 -146.34 -31.71 7.91
132 multin_zz1000_61002_pv -41.64 -43.50 -39.64 -73.35 -146.34 -31.71 7.91
133 mx_resilience -41.76 -43.62 -39.76 -73.47 -146.46 -31.83 7.79
134 mx_tenacity_primitive -42.71 -44.57 -40.71 -74.42 -147.41 -32.77 6.84
135 mx_tenacity -42.71 -44.57 -40.71 -74.42 -147.41 -32.77 6.84
136 mx_tenacity_morecapa -46.15 -48.01 -44.16 -77.87 -150.85 -36.22 3.39
137 mx_tenacity_morecapa_primitive -46.15 -48.01 -44.16 -77.87 -150.85 -36.22 3.39
138 mx_adaptability -46.15 -48.01 -44.16 -77.87 -150.85 -36.22 3.39
139 mx_tenacity_restrict_primitive -48.13 -49.99 -46.13 -79.84 -152.83 -38.20 1.42
140 mx_tenacity_restrict -48.13 -49.99 -46.13 -79.84 -152.83 -38.20 1.42
141 multin_zz1000_61003_pv -48.18 -50.04 -46.18 -79.90 -152.88 -38.25 1.37
142 mx_gentleness -74.46 -76.32 -72.46 -106.17 -179.16 -64.53 -24.91
143 mx_2023_gen_merge1_filtered_no_idsctrl -74.46 -76.32 -72.46 -106.17 -179.16 -64.53 -24.91