strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240530_151506
0 mx_opt1_absdef_500_v2 -2.98 2.21 60.33 18.50 -34.67 61.05 117.85
1 mx_opt1_absdef_1000_v2 -3.14 2.05 60.17 18.34 -34.82 60.89 117.69
2 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -5.49 -0.30 57.82 15.99 -37.17 58.54 115.34
3 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -6.23 -1.05 57.08 15.24 -37.92 57.79 114.60
4 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -6.28 -1.10 57.03 15.19 -37.97 57.74 114.55
5 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -6.50 -1.31 56.81 14.98 -38.19 57.53 114.33
6 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -6.81 -1.62 56.50 14.67 -38.50 57.22 114.02
7 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -6.96 -1.78 56.35 14.51 -38.65 57.06 113.87
8 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -8.19 -3.00 55.12 13.29 -39.87 55.84 112.64
9 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -8.46 -3.27 54.85 13.02 -40.15 55.57 112.37
10 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -8.70 -3.51 54.61 12.78 -40.39 55.32 112.13
11 multin_zz1000_61001_idxctrl_zz1000_pv -8.97 -3.79 54.34 12.50 -40.66 55.05 111.86
12 multin_zz1000_61002_idxctrl_zz1000_pv -9.62 -4.44 53.69 11.85 -41.31 54.40 111.21
13 multin_zz1000_61004_idxctrl_zz1000_pv -9.99 -4.81 53.32 11.48 -41.68 54.03 110.84
14 multin_zz1000_61004_idxctrl_pv_rm_blc -11.26 -6.08 52.05 10.21 -42.95 52.76 109.57
15 multin_zz1000_61002_idxctrl_pv_rm_blc -11.26 -6.08 52.05 10.21 -42.95 52.76 109.57
16 multin_zz1000_61001_idxctrl_pv_rm_blc -11.43 -6.25 51.88 10.04 -43.12 52.59 109.40
17 multin_zz1000_61002_idxctrl_pv -13.58 -8.40 49.73 7.89 -45.27 50.44 107.25
18 multin_zz1000_61004_idxctrl_pv -13.58 -8.40 49.73 7.89 -45.27 50.44 107.25
19 multin_zz1000_61001_idxctrl_pv -13.77 -8.59 49.54 7.70 -45.46 50.25 107.06
20 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -16.82 -11.63 46.49 4.66 -48.50 47.21 104.01
21 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -16.82 -11.63 46.49 4.66 -48.50 47.21 104.01
22 multin_zz1000_61004_idxctrl_pv_rm_fnd -17.14 -11.96 46.17 4.33 -48.83 46.88 103.69
23 multin_zz1000_61002_idxctrl_pv_rm_fnd -17.14 -11.96 46.17 4.33 -48.83 46.88 103.69
24 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -17.38 -12.20 45.93 4.09 -49.07 46.64 103.45
25 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -17.61 -12.43 45.70 3.86 -49.30 46.41 103.22
26 multin_zz1000_61001_idxctrl_pv_rm_fnd -17.84 -12.65 45.47 3.64 -49.53 46.18 102.99
27 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -17.94 -12.75 45.37 3.54 -49.63 46.09 102.89
28 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -18.16 -12.97 45.15 3.32 -49.85 45.87 102.67
29 multin_zz500_61002_idxctrl_zz500_pv -18.43 -13.24 44.88 3.05 -50.11 45.60 102.40
30 multin_zz500_61004_idxctrl_zz500_pv -18.95 -13.77 44.36 2.52 -50.64 45.07 101.88
31 multin_zz500_61001_idxctrl_zz500_pv -18.99 -13.81 44.32 2.48 -50.68 45.03 101.84
32 multin_zz500_21001_tp500 -21.81 -16.63 41.50 -0.34 -53.50 42.21 99.02
33 multin_zz1000_21001_tp1000 -23.88 -18.69 39.43 -2.40 -55.57 40.15 96.95
34 mx_opt3_usual_1000_v2 -24.43 -19.24 38.88 -2.95 -56.11 39.60 96.40
35 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -24.81 -19.63 38.50 -3.34 -56.50 39.21 96.02
36 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -25.30 -20.11 38.01 -3.82 -56.98 38.73 95.53
37 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -25.74 -20.56 37.57 -4.27 -57.43 38.28 95.09
38 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -26.26 -21.07 37.05 -4.78 -57.95 37.77 94.57
39 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -26.53 -21.34 36.78 -5.05 -58.21 37.50 94.30
40 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -27.24 -22.06 36.07 -5.77 -58.93 36.78 93.59
41 multin_zz500_21001_tp200 -28.40 -23.21 34.91 -6.92 -60.09 35.63 92.43
42 mx_opt2_dyna_1000_v2 -31.59 -26.40 31.72 -10.11 -63.28 32.44 89.24
43 multin_zz1000_61001_idscapctrl_pv_rm_blc -33.58 -28.39 29.73 -12.10 -65.27 30.44 87.25
44 multin_zz1000_61004_idscapctrl_pv_rm_blc -34.18 -29.00 29.13 -12.70 -65.87 29.84 86.65
45 multin_zz1000_61002_idscapctrl_pv_rm_blc -34.18 -29.00 29.13 -12.70 -65.87 29.84 86.65
46 multin_zz1000_61001_idscapctrl_pv -36.65 -31.47 26.66 -15.18 -68.34 27.37 84.18
47 mx_resilience_inthandsctrl_amtctrl -36.97 -31.78 26.34 -15.49 -68.66 27.05 83.86
48 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk -37.20 -32.02 26.11 -15.73 -68.89 26.82 83.63
49 multin_zz1000_61002_idscapctrl_pv -37.34 -32.16 25.97 -15.87 -69.03 26.68 83.49
50 multin_zz1000_61004_idscapctrl_pv -37.34 -32.16 25.97 -15.87 -69.03 26.68 83.49
51 mx_opt3_usual_300_v1 -37.90 -32.72 25.41 -16.43 -69.59 26.12 82.93
52 mx_opt3_usual_1000_v1 -38.01 -32.82 25.30 -16.53 -69.69 26.02 82.82
53 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -38.44 -33.25 24.87 -16.96 -70.13 25.59 82.39
54 mx_resilience_inthandsctrl_amtctrl_capctrl -38.44 -33.25 24.87 -16.96 -70.13 25.59 82.39
55 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -39.19 -34.01 24.12 -17.72 -70.88 24.83 81.64
56 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -39.19 -34.01 24.12 -17.72 -70.88 24.83 81.64
57 multin1_real3 -39.32 -34.14 23.99 -17.85 -71.01 24.70 81.51
58 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -39.32 -34.14 23.99 -17.85 -71.01 24.70 81.51
59 mx_opt2_dyna_500_v2 -40.13 -34.95 23.18 -18.66 -71.82 23.89 80.70
60 mx_resilience -40.22 -35.03 23.09 -18.74 -71.90 23.81 80.61
61 mx_resilience_inthandsctrl -40.22 -35.03 23.09 -18.74 -71.90 23.81 80.61
62 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -40.35 -35.16 22.96 -18.87 -72.03 23.68 80.48
63 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -40.48 -35.30 22.83 -19.01 -72.17 23.54 80.35
64 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -40.77 -35.59 22.54 -19.30 -72.46 23.25 80.06
65 multin_zz1000_61004_idscapctrl_pv_rm_fnd -42.48 -37.30 20.83 -21.01 -74.17 21.54 78.35
66 multin_zz1000_61002_idscapctrl_pv_rm_fnd -42.48 -37.30 20.83 -21.01 -74.17 21.54 78.35
67 mx_opt3_usual_500_v2 -42.55 -37.36 20.76 -21.07 -74.24 21.48 78.28
68 multin_zz1000_61001_idscapctrl_pv_rm_fnd -42.57 -37.39 20.74 -21.10 -74.26 21.45 78.26
69 multin_zz1000_61003_pv_rm_blc2 -43.03 -37.85 20.28 -21.56 -74.72 20.99 77.80
70 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -43.09 -37.91 20.22 -21.62 -74.78 20.93 77.74
71 multin_zz1000_61003_overnight_pv_rm_blc -43.17 -37.99 20.13 -21.70 -74.86 20.85 77.66
72 multin1_real1_overnight -43.17 -37.99 20.13 -21.70 -74.86 20.85 77.66
73 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -43.19 -38.01 20.12 -21.72 -74.88 20.83 77.64
74 multin1_real1 -43.29 -38.11 20.02 -21.82 -74.98 20.73 77.54
75 multin_zz1000_61003_pv_rm_blc -43.29 -38.11 20.02 -21.82 -74.98 20.73 77.54
76 multin_zz1000_61003_overnight_pv_rm_blc2 -43.38 -38.19 19.93 -21.90 -75.06 20.65 77.45
77 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -43.72 -38.53 19.59 -22.24 -75.40 20.31 77.11
78 multin_zz1000_61005_score_pv_z_top2000rnk -44.25 -39.07 19.06 -22.78 -75.94 19.77 76.58
79 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -44.68 -39.49 18.63 -23.20 -76.36 19.35 76.15
80 multin_zz1000_61001_pv_rm_blc -44.80 -39.62 18.50 -23.33 -76.49 19.22 76.03
81 mx_opt2_dyna_300_v2 -45.02 -39.83 18.29 -23.54 -76.70 19.01 75.81
82 multin_zz1000_61001_overnight_pv_rm_blc -45.04 -39.85 18.27 -23.56 -76.73 18.99 75.79
83 mx_opt3_usual_300_v2 -45.06 -39.88 18.25 -23.58 -76.75 18.96 75.77
84 multin1_real2_overnight -45.31 -40.12 18.00 -23.83 -76.99 18.72 75.52
85 multin_zz1000_61003_overnight_pv_rm_fnd_blc -45.31 -40.12 18.00 -23.83 -76.99 18.72 75.52
86 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk -45.40 -40.22 17.91 -23.93 -77.09 18.62 75.43
87 multin1_real0_overnight -45.85 -40.67 17.46 -24.38 -77.54 18.17 74.98
88 multin1_real0 -45.85 -40.67 17.46 -24.38 -77.54 18.17 74.98
89 multin_zz1000_61002_pv_rm_blc -45.85 -40.67 17.46 -24.38 -77.54 18.17 74.98
90 multin_zz1000_61004_pv_rm_blc -45.85 -40.67 17.46 -24.38 -77.54 18.17 74.98
91 multin_zz1000_61002_overnight_pv_rm_blc -45.93 -40.75 17.38 -24.46 -77.62 18.09 74.90
92 multin_zz1000_61004_overnight_pv_rm_blc -45.93 -40.75 17.38 -24.46 -77.62 18.09 74.90
93 multin1_real2 -46.10 -40.91 17.21 -24.62 -77.78 17.93 74.73
94 multin_zz1000_61003_pv_rm_fnd_blc -46.10 -40.91 17.21 -24.62 -77.78 17.93 74.73
95 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -46.92 -41.74 16.39 -25.45 -78.61 17.10 73.91
96 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -47.19 -42.01 16.12 -25.72 -78.88 16.83 73.64
97 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -47.30 -42.12 16.01 -25.83 -78.99 16.72 73.53
98 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -47.33 -42.15 15.98 -25.86 -79.02 16.69 73.50
99 multin_zz1000_61001_overnight_pv_rm_fnd_blc -47.69 -42.50 15.62 -26.21 -79.37 16.34 73.14
100 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -47.89 -42.71 15.42 -26.42 -79.58 16.13 72.94
101 multin_zz1000_61002_overnight_pv_rm_fnd_blc -49.00 -43.82 14.31 -27.53 -80.69 15.02 71.83
102 multin_zz1000_61004_overnight_pv_rm_fnd_blc -49.00 -43.82 14.31 -27.53 -80.69 15.02 71.83
103 multin_zz1000_61001_pv_rm_fnd_blc -49.25 -44.07 14.06 -27.77 -80.94 14.77 71.58
104 multin_zz1000_61001_idxctrl_top3800_pv -49.44 -44.26 13.87 -27.97 -81.13 14.58 71.39
105 multin_zz1000_61001_idxctrl_50010002000_pv -49.51 -44.33 13.80 -28.04 -81.20 14.51 71.32
106 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -49.58 -44.40 13.73 -28.11 -81.27 14.44 71.25
107 multin_zz1000_61003_overnight_pv_rm_fnd -50.02 -44.84 13.29 -28.55 -81.71 14.00 70.81
108 multin_zz1000_61002_pv_rm_fnd_blc -50.25 -45.07 13.06 -28.78 -81.94 13.77 70.58
109 multin_zz1000_61004_pv_rm_fnd_blc -50.25 -45.07 13.06 -28.78 -81.94 13.77 70.58
110 multin_zz1000_61004_idxctrl_50010002000_pv -50.28 -45.09 13.03 -28.80 -81.96 13.75 70.55
111 multin_zz1000_61003_pv_rm_fnd -50.29 -45.10 13.02 -28.81 -81.97 13.74 70.54
112 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk -50.56 -45.38 12.75 -29.09 -82.25 13.46 70.27
113 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -51.35 -46.17 11.96 -29.88 -83.04 12.67 69.48
114 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -51.81 -46.62 11.50 -30.33 -83.49 12.22 69.02
115 multin_zz1000_61002_idxctrl_50010002000_pv -51.82 -46.64 11.49 -30.35 -83.51 12.20 69.01
116 mx_capability -52.04 -46.86 11.27 -30.57 -83.73 11.98 68.79
117 mx_capability_primitive -52.04 -46.86 11.27 -30.57 -83.73 11.98 68.79
118 multin_zz1000_61004_idxctrl_top3800_pv -52.50 -47.32 10.81 -31.03 -84.19 11.52 68.33
119 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -52.52 -47.33 10.79 -31.04 -84.20 11.51 68.31
120 multin_zz1000_61002_idxctrl_top3800_pv -52.56 -47.37 10.75 -31.08 -84.24 11.47 68.27
121 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -53.10 -47.92 10.21 -31.63 -84.79 10.92 67.73
122 multin_zz1000_61005_score_pv_z_top1000rnk -53.13 -47.95 10.18 -31.66 -84.82 10.89 67.70
123 multin_zz1000_61001_overnight_pv_rm_fnd -53.25 -48.07 10.06 -31.78 -84.94 10.77 67.58
124 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -53.62 -48.44 9.69 -32.15 -85.31 10.40 67.21
125 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -54.59 -49.40 8.72 -33.11 -86.27 9.44 66.24
126 multin_zz1000_61002_overnight_pv_rm_fnd -54.80 -49.61 8.51 -33.32 -86.49 9.22 66.03
127 multin_zz1000_61004_overnight_pv_rm_fnd -54.80 -49.61 8.51 -33.32 -86.49 9.22 66.03
128 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk -54.82 -49.64 8.49 -33.35 -86.51 9.20 66.01
129 multin_zz1000_61001_pv_rm_fnd -55.60 -50.42 7.71 -34.13 -87.29 8.42 65.23
130 multin_zz1000_61003_pv -55.78 -50.60 7.53 -34.31 -87.47 8.24 65.05
131 multin_zz1000_61001_pv -55.95 -50.77 7.36 -34.48 -87.64 8.07 64.88
132 multin_zz1000_61002_pv_rm_fnd -56.37 -51.18 6.94 -34.89 -88.06 7.66 64.46
133 multin_zz1000_61004_pv_rm_fnd -56.37 -51.18 6.94 -34.89 -88.06 7.66 64.46
134 mx_2023_gen_merge1_filtered_no_idsctrl -57.40 -52.22 5.91 -35.93 -89.09 6.62 63.43
135 mx_gentleness -57.40 -52.22 5.91 -35.93 -89.09 6.62 63.43
136 multin_zz1000_61004_pv -58.96 -53.77 4.35 -37.48 -90.64 5.07 61.87
137 multin_zz1000_61002_pv -58.96 -53.77 4.35 -37.48 -90.64 5.07 61.87
138 mx_opt3_usual_500_v1 -61.68 -56.50 1.63 -40.21 -93.37 2.34 59.15
139 multin_zz1000_21001_tp1000_rm_blc -62.40 -57.21 0.91 -40.92 -94.08 1.63 58.43
140 multin_zz1000_61005_score_pv_z_top500rnk -63.90 -58.71 -0.59 -42.42 -95.58 0.13 56.93
141 mx_tenacity_primitive -69.12 -63.93 -5.81 -47.64 -100.80 -5.09 51.71
142 mx_tenacity -69.12 -63.93 -5.81 -47.64 -100.80 -5.09 51.71
143 multin_zz1000_61005_score_pv_z_top300rnk -70.68 -65.50 -7.37 -49.21 -102.37 -6.66 50.15
144 multin_zz500_21001_tp500_rm_blc -72.10 -66.91 -8.79 -50.62 -103.78 -8.07 48.73
145 mx_adaptability_v2 -73.32 -68.14 -10.01 -51.84 -105.01 -9.30 47.51
146 mx_tenacity_ctrlonly -75.94 -70.76 -12.63 -54.47 -107.63 -11.92 44.89
147 mx_tenacity_morecapa_ctrlonly -76.38 -71.20 -13.07 -54.91 -108.07 -12.36 44.45
148 mx_2023_gen_merge2_filtered_idsctrl -81.05 -75.86 -17.74 -59.57 -112.73 -17.02 39.78
149 mx_tenacity_morecapa_primitive -81.24 -76.06 -17.94 -59.77 -112.93 -17.22 39.59
150 mx_tenacity_morecapa -81.24 -76.06 -17.94 -59.77 -112.93 -17.22 39.59
151 mx_adaptability -81.24 -76.06 -17.94 -59.77 -112.93 -17.22 39.59
152 mx_tenacity_restrict -84.17 -78.99 -20.86 -62.70 -115.86 -20.15 36.66
153 mx_tenacity_restrict_primitive -84.17 -78.99 -20.86 -62.70 -115.86 -20.15 36.66
154 multin_zz500_21001_tp200_rm_blc -121.30 -116.12 -58.00 -99.83 -152.99 -57.28 -0.47