strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240529_151444
0 multin_zz500_21001_tp200 55.31 38.43 33.53 49.29 61.34 25.95 -45.78
1 multin_zz500_21001_tp500 36.85 19.97 15.07 30.83 42.88 7.49 -64.25
2 multin_zz500_21001_tp200_rm_blc 34.62 17.74 12.83 28.59 40.65 5.26 -66.48
3 mx_resilience 29.81 12.92 8.02 23.78 35.83 0.44 -71.29
4 mx_opt1_absdef_500_v2 29.80 12.92 8.01 23.77 35.82 0.44 -71.30
5 mx_resilience_inthandsctrl 29.71 12.83 7.93 23.69 35.74 0.35 -71.39
6 mx_tenacity 29.02 12.14 7.23 22.99 35.05 -0.34 -72.08
7 mx_tenacity_primitive 29.02 12.14 7.23 22.99 35.05 -0.34 -72.08
8 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 28.73 11.85 6.95 22.71 34.76 -0.63 -72.37
9 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 28.60 11.72 6.81 22.57 34.62 -0.77 -72.50
10 multin_zz1000_61001_pv_rm_blc 28.24 11.36 6.45 22.21 34.27 -1.12 -72.86
11 multin_zz1000_61001_overnight_pv_rm_blc 27.89 11.01 6.10 21.86 33.92 -1.47 -73.21
12 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 27.86 10.98 6.07 21.83 33.88 -1.51 -73.24
13 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 24.75 7.87 2.96 18.72 30.77 -4.61 -76.35
14 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 24.43 7.55 2.65 18.41 30.46 -4.93 -76.67
15 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 23.52 6.64 1.73 17.49 29.54 -5.85 -77.58
16 multin_zz1000_61002_pv_rm_blc 23.44 6.56 1.65 17.41 29.46 -5.93 -77.66
17 multin_zz1000_61004_pv_rm_blc 23.44 6.56 1.65 17.41 29.46 -5.93 -77.66
18 multin1_real0_overnight 23.44 6.56 1.65 17.41 29.46 -5.93 -77.66
19 multin1_real0 23.44 6.56 1.65 17.41 29.46 -5.93 -77.66
20 multin_zz1000_61004_overnight_pv_rm_blc 23.07 6.19 1.28 17.04 29.10 -6.29 -78.03
21 multin_zz1000_61002_overnight_pv_rm_blc 23.07 6.19 1.28 17.04 29.10 -6.29 -78.03
22 multin_zz1000_61003_pv_rm_blc2 22.37 5.49 0.59 16.35 28.40 -6.99 -78.72
23 multin_zz1000_61003_overnight_pv_rm_blc2 21.82 4.94 0.03 15.79 27.84 -7.54 -79.28
24 multin_zz1000_61003_pv_rm_blc 20.78 3.89 -1.01 14.75 26.80 -8.59 -80.32
25 multin1_real1 20.78 3.89 -1.01 14.75 26.80 -8.59 -80.32
26 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 20.57 3.69 -1.22 14.54 26.60 -8.79 -80.53
27 multin1_real3 20.57 3.69 -1.22 14.54 26.60 -8.79 -80.53
28 multin_zz1000_61003_overnight_pv_rm_blc 20.36 3.48 -1.42 14.34 26.39 -9.00 -80.74
29 multin1_real1_overnight 20.36 3.48 -1.42 14.34 26.39 -9.00 -80.74
30 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 20.35 3.47 -1.44 14.32 26.38 -9.01 -80.75
31 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 20.35 3.47 -1.44 14.32 26.38 -9.01 -80.75
32 multin_zz1000_61001_pv_rm_fnd_blc 19.96 3.08 -1.83 13.93 25.99 -9.40 -81.14
33 multin_zz1000_61001_overnight_pv_rm_fnd_blc 19.94 3.06 -1.84 13.92 25.97 -9.42 -81.15
34 multin_zz1000_61002_pv_rm_fnd_blc 18.50 1.62 -3.29 12.47 24.52 -10.87 -82.60
35 multin_zz1000_61004_pv_rm_fnd_blc 18.50 1.62 -3.29 12.47 24.52 -10.87 -82.60
36 multin_zz1000_61004_overnight_pv_rm_fnd_blc 18.20 1.32 -3.58 12.18 24.23 -11.16 -82.90
37 multin_zz1000_61002_overnight_pv_rm_fnd_blc 18.20 1.32 -3.58 12.18 24.23 -11.16 -82.90
38 multin_zz1000_61001_pv 17.80 0.92 -3.99 11.77 23.82 -11.56 -83.30
39 multin_zz1000_61001_idscapctrl_pv_rm_fnd 17.23 0.35 -4.55 11.21 23.26 -12.13 -83.87
40 multin_zz1000_61002_idscapctrl_pv_rm_fnd 16.92 0.04 -4.86 10.90 22.95 -12.44 -84.17
41 multin_zz1000_61004_idscapctrl_pv_rm_fnd 16.92 0.04 -4.86 10.90 22.95 -12.44 -84.17
42 mx_tenacity_restrict_primitive 16.32 -0.56 -5.47 10.29 22.35 -13.04 -84.78
43 mx_tenacity_restrict 16.32 -0.56 -5.47 10.29 22.35 -13.04 -84.78
44 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 16.10 -0.78 -5.69 10.07 22.12 -13.26 -85.00
45 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 16.03 -0.85 -5.76 10.00 22.05 -13.33 -85.07
46 multin_zz500_61001_idxctrl_zz500_pv 15.66 -1.22 -6.13 9.63 21.69 -13.70 -85.44
47 mx_resilience_inthandsctrl_amtctrl 15.54 -1.34 -6.24 9.52 21.57 -13.82 -85.55
48 multin_zz500_61004_idxctrl_zz500_pv 15.52 -1.36 -6.26 9.50 21.55 -13.84 -85.57
49 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 15.43 -1.45 -6.36 9.40 21.46 -13.93 -85.67
50 multin_zz500_61002_idxctrl_zz500_pv 14.79 -2.09 -6.99 8.77 20.82 -14.57 -86.30
51 mx_tenacity_morecapa 14.54 -2.34 -7.24 8.52 20.57 -14.82 -86.56
52 mx_adaptability 14.54 -2.34 -7.24 8.52 20.57 -14.82 -86.56
53 mx_tenacity_morecapa_primitive 14.54 -2.34 -7.24 8.52 20.57 -14.82 -86.56
54 multin_zz1000_61001_pv_rm_fnd 14.30 -2.58 -7.48 8.27 20.33 -15.06 -86.80
55 multin_zz1000_61001_overnight_pv_rm_fnd 14.23 -2.65 -7.55 8.21 20.26 -15.13 -86.86
56 multin_zz1000_21001_tp1000 13.75 -3.13 -8.04 7.72 19.78 -15.61 -87.35
57 multin_zz1000_61004_pv_rm_fnd 12.81 -4.07 -8.97 6.79 18.84 -16.55 -88.28
58 multin_zz1000_61002_pv_rm_fnd 12.81 -4.07 -8.97 6.79 18.84 -16.55 -88.28
59 multin_zz1000_61003_pv_rm_fnd_blc 12.73 -4.15 -9.06 6.70 18.75 -16.64 -88.37
60 multin1_real2 12.73 -4.15 -9.06 6.70 18.75 -16.64 -88.37
61 multin_zz1000_61004_overnight_pv_rm_fnd 12.58 -4.30 -9.21 6.55 18.61 -16.78 -88.52
62 multin_zz1000_61002_overnight_pv_rm_fnd 12.58 -4.30 -9.21 6.55 18.61 -16.78 -88.52
63 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 12.47 -4.41 -9.32 6.44 18.50 -16.89 -88.63
64 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 12.47 -4.41 -9.32 6.44 18.50 -16.89 -88.63
65 multin_zz1000_61003_overnight_pv_rm_fnd_blc 12.44 -4.44 -9.35 6.41 18.47 -16.92 -88.66
66 multin1_real2_overnight 12.44 -4.44 -9.35 6.41 18.47 -16.92 -88.66
67 multin_zz1000_61001_idscapctrl_pv_rm_blc 12.30 -4.58 -9.49 6.27 18.32 -17.06 -88.80
68 multin_zz1000_61002_idscapctrl_pv_rm_blc 12.25 -4.63 -9.53 6.23 18.28 -17.11 -88.85
69 multin_zz1000_61004_idscapctrl_pv_rm_blc 12.25 -4.63 -9.53 6.23 18.28 -17.11 -88.85
70 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 11.98 -4.90 -9.80 5.96 18.01 -17.38 -89.12
71 mx_tenacity_ctrlonly 11.84 -5.04 -9.94 5.81 17.87 -17.52 -89.26
72 multin_zz1000_61002_idxctrl_pv_rm_fnd 10.67 -6.21 -11.12 4.64 16.69 -18.70 -90.43
73 multin_zz1000_61004_idxctrl_pv_rm_fnd 10.67 -6.21 -11.12 4.64 16.69 -18.70 -90.43
74 multin_zz1000_61001_idxctrl_pv_rm_fnd 10.38 -6.50 -11.40 4.36 16.41 -18.98 -90.71
75 multin_zz1000_61001_idscapctrl_pv 10.22 -6.67 -11.57 4.19 16.24 -19.15 -90.88
76 multin_zz1000_61002_idscapctrl_pv 10.11 -6.77 -11.67 4.09 16.14 -19.25 -90.98
77 multin_zz1000_61004_idscapctrl_pv 10.11 -6.77 -11.67 4.09 16.14 -19.25 -90.98
78 mx_opt3_usual_500_v2 9.83 -7.05 -11.95 3.81 15.86 -19.53 -91.27
79 multin_zz1000_61004_pv 9.69 -7.19 -12.10 3.66 15.71 -19.67 -91.41
80 multin_zz1000_61002_pv 9.69 -7.19 -12.10 3.66 15.71 -19.67 -91.41
81 mx_adaptability_v2 9.21 -7.67 -12.58 3.18 15.24 -20.15 -91.89
82 mx_opt2_dyna_300_v2 8.76 -8.12 -13.02 2.74 14.79 -20.60 -92.33
83 multin_zz1000_21001_tp1000_rm_blc 8.45 -8.43 -13.34 2.42 14.47 -20.91 -92.65
84 multin_zz500_21001_tp500_rm_blc 8.38 -8.50 -13.40 2.36 14.41 -20.98 -92.72
85 mx_tenacity_morecapa_ctrlonly 8.33 -8.55 -13.46 2.30 14.35 -21.03 -92.77
86 mx_capability_primitive 8.30 -8.58 -13.49 2.27 14.32 -21.06 -92.80
87 mx_capability 8.30 -8.58 -13.49 2.27 14.32 -21.06 -92.80
88 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 7.94 -8.94 -13.85 1.91 13.97 -21.42 -93.16
89 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 7.94 -8.94 -13.85 1.91 13.97 -21.42 -93.16
90 mx_resilience_inthandsctrl_amtctrl_capctrl 7.94 -8.94 -13.85 1.91 13.97 -21.42 -93.16
91 mx_opt2_dyna_500_v2 7.70 -9.19 -14.09 1.67 13.72 -21.67 -93.40
92 multin_zz1000_61004_idxctrl_pv_rm_blc 7.16 -9.72 -14.62 1.14 13.19 -22.20 -93.94
93 multin_zz1000_61002_idxctrl_pv_rm_blc 7.16 -9.72 -14.62 1.14 13.19 -22.20 -93.94
94 mx_opt3_usual_300_v2 6.85 -10.03 -14.93 0.83 12.88 -22.51 -94.25
95 multin_zz1000_61001_idxctrl_pv_rm_blc 6.75 -10.13 -15.03 0.73 12.78 -22.61 -94.35
96 multin_zz1000_61004_idxctrl_pv 6.28 -10.60 -15.51 0.25 12.30 -23.09 -94.82
97 multin_zz1000_61002_idxctrl_pv 6.28 -10.60 -15.51 0.25 12.30 -23.09 -94.82
98 multin_zz1000_61003_pv_rm_fnd 6.21 -10.68 -15.58 0.18 12.23 -23.16 -94.89
99 multin_zz1000_61003_overnight_pv_rm_fnd 6.00 -10.88 -15.79 -0.03 12.02 -23.36 -95.10
100 multin_zz1000_61001_idxctrl_pv 6.00 -10.88 -15.79 -0.03 12.03 -23.36 -95.10
101 mx_opt1_absdef_1000_v2 5.99 -10.89 -15.80 -0.04 12.02 -23.37 -95.11
102 mx_2023_gen_merge2_filtered_idsctrl 3.99 -12.89 -17.80 -2.04 10.01 -25.37 -97.11
103 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 3.96 -12.92 -17.82 -2.06 9.99 -25.40 -97.14
104 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 3.91 -12.97 -17.87 -2.11 9.94 -25.45 -97.19
105 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 3.48 -13.40 -18.31 -2.55 9.51 -25.88 -97.62
106 mx_opt2_dyna_1000_v2 3.12 -13.76 -18.67 -2.91 9.15 -26.24 -97.98
107 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 3.08 -13.80 -18.70 -2.94 9.11 -26.28 -98.02
108 mx_opt3_usual_1000_v2 3.02 -13.86 -18.76 -3.00 9.05 -26.34 -98.08
109 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 2.75 -14.13 -19.03 -3.27 8.78 -26.61 -98.35
110 multin_zz1000_61004_idxctrl_zz1000_pv 2.54 -14.34 -19.25 -3.49 8.57 -26.82 -98.56
111 multin_zz1000_61003_pv 2.42 -14.46 -19.36 -3.60 8.45 -26.94 -98.68
112 multin_zz1000_61002_idxctrl_zz1000_pv 2.39 -14.50 -19.40 -3.64 8.41 -26.98 -98.71
113 multin_zz1000_61001_idxctrl_zz1000_pv 2.11 -14.77 -19.68 -3.92 8.14 -27.25 -98.99
114 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 2.02 -14.86 -19.76 -4.00 8.05 -27.34 -99.08
115 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 1.93 -14.95 -19.86 -4.10 7.95 -27.44 -99.17
116 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 1.86 -15.02 -19.92 -4.16 7.89 -27.50 -99.24
117 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 1.13 -15.75 -20.65 -4.89 7.16 -28.23 -99.97
118 mx_opt3_usual_500_v1 -0.98 -17.86 -22.77 -7.01 5.05 -30.34 -102.08
119 mx_opt3_usual_1000_v1 -1.10 -17.98 -22.88 -7.12 4.93 -30.46 -102.19
120 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -1.80 -18.68 -23.59 -7.83 4.22 -31.16 -102.90
121 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -2.96 -19.84 -24.75 -8.99 3.06 -32.33 -104.06
122 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -3.02 -19.90 -24.81 -9.05 3.00 -32.39 -104.12
123 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -3.49 -20.37 -25.27 -9.51 2.54 -32.85 -104.58
124 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -3.64 -20.52 -25.43 -9.67 2.38 -33.00 -104.74
125 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -4.00 -20.88 -25.78 -10.02 2.03 -33.36 -105.10
126 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -4.29 -21.17 -26.07 -10.31 1.74 -33.65 -105.39
127 mx_2023_gen_merge1_filtered_no_idsctrl -4.29 -21.17 -26.08 -10.32 1.73 -33.65 -105.39
128 mx_gentleness -4.29 -21.17 -26.08 -10.32 1.73 -33.65 -105.39
129 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -4.32 -21.20 -26.10 -10.34 1.71 -33.68 -105.41
130 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -4.71 -21.59 -26.50 -10.74 1.32 -34.07 -105.81
131 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -4.91 -21.79 -26.70 -10.94 1.11 -34.27 -106.01
132 multin_zz1000_61001_idxctrl_50010002000_pv -5.18 -22.06 -26.97 -11.21 0.84 -34.54 -106.28
133 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -5.31 -22.19 -27.10 -11.34 0.71 -34.67 -106.41
134 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -5.41 -22.29 -27.20 -11.44 0.62 -34.77 -106.51
135 multin_zz1000_61001_idxctrl_top3800_pv -5.77 -22.65 -27.56 -11.80 0.26 -35.13 -106.87
136 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -5.88 -22.76 -27.66 -11.90 0.15 -35.24 -106.97
137 multin_zz1000_61004_idxctrl_50010002000_pv -6.04 -22.92 -27.82 -12.07 -0.01 -35.40 -107.14
138 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -6.13 -23.01 -27.91 -12.15 -0.10 -35.49 -107.23
139 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -6.43 -23.31 -28.22 -12.46 -0.41 -35.79 -107.53
140 multin_zz1000_61004_idxctrl_top3800_pv -6.55 -23.44 -28.34 -12.58 -0.53 -35.92 -107.65
141 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -6.83 -23.71 -28.61 -12.86 -0.80 -36.19 -107.93
142 multin_zz1000_61002_idxctrl_top3800_pv -7.09 -23.97 -28.87 -13.11 -1.06 -36.45 -108.19
143 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -7.73 -24.61 -29.52 -13.76 -1.70 -37.09 -108.83
144 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -8.89 -25.77 -30.68 -14.92 -2.86 -38.25 -109.99
145 multin_zz1000_61002_idxctrl_50010002000_pv -9.48 -26.36 -31.26 -15.50 -3.45 -38.84 -110.58
146 mx_opt3_usual_300_v1 -21.49 -38.37 -43.28 -27.52 -15.47 -50.85 -122.59