strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240531_151432
0 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 112.22 151.66 71.31 191.46 151.43 81.24 59.03
1 mx_resilience_inthandsctrl_amtctrl_capctrl 110.69 150.12 69.78 189.92 149.89 79.71 57.49
2 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 110.69 150.12 69.78 189.92 149.89 79.71 57.49
3 mx_resilience_inthandsctrl_amtctrl 110.22 149.65 69.31 189.45 149.42 79.24 57.02
4 mx_tenacity_primitive 106.10 145.53 65.19 185.34 145.31 75.12 52.91
5 mx_tenacity 106.10 145.53 65.19 185.34 145.31 75.12 52.91
6 mx_resilience 105.15 144.58 64.24 184.38 144.35 74.17 51.96
7 mx_resilience_inthandsctrl 104.83 144.26 63.91 184.06 144.03 73.85 51.63
8 multin_zz1000_61002_overnight_pv_rm_blc 96.25 135.68 55.34 175.48 135.46 65.27 43.06
9 multin_zz1000_61004_overnight_pv_rm_blc 96.25 135.68 55.34 175.48 135.46 65.27 43.06
10 multin_zz1000_61002_pv_rm_blc 96.07 135.50 55.16 175.30 135.27 65.09 42.87
11 multin_zz1000_61004_pv_rm_blc 96.07 135.50 55.16 175.30 135.27 65.09 42.87
12 multin1_real0_overnight 96.07 135.50 55.16 175.30 135.27 65.09 42.87
13 multin1_real0 96.07 135.50 55.16 175.30 135.27 65.09 42.87
14 multin1_real1_overnight 94.50 133.93 53.58 173.73 133.70 63.52 41.30
15 multin_zz1000_61003_overnight_pv_rm_blc 94.50 133.93 53.58 173.73 133.70 63.52 41.30
16 multin_zz1000_61003_pv_rm_blc 94.23 133.67 53.32 173.47 133.44 63.25 41.04
17 multin1_real1 94.23 133.67 53.32 173.47 133.44 63.25 41.04
18 multin_zz1000_61001_overnight_pv_rm_blc 91.38 130.81 50.47 170.61 130.58 60.40 38.18
19 multin_zz1000_61001_pv_rm_blc 91.21 130.64 50.30 170.44 130.41 60.23 38.01
20 multin_zz1000_61002_pv 85.41 124.84 44.50 164.64 124.61 54.43 32.22
21 multin_zz1000_61004_pv 85.41 124.84 44.50 164.64 124.61 54.43 32.22
22 multin_zz1000_61003_pv 83.55 122.98 42.64 162.78 122.75 52.57 30.35
23 multin_zz1000_61003_overnight_pv_rm_blc2 82.64 122.07 41.73 161.87 121.84 51.66 29.44
24 multin_zz1000_61003_pv_rm_blc2 82.30 121.74 41.39 161.54 121.51 51.32 29.11
25 multin_zz1000_61001_pv 82.27 121.71 41.36 161.51 121.48 51.29 29.08
26 mx_2023_gen_merge1_filtered_no_idsctrl 76.51 115.94 35.60 155.74 115.72 45.53 23.32
27 mx_gentleness 76.51 115.94 35.60 155.74 115.72 45.53 23.32
28 mx_capability 73.32 112.75 32.41 152.55 112.52 42.34 20.12
29 mx_capability_primitive 73.32 112.75 32.41 152.55 112.52 42.34 20.12
30 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 71.80 111.23 30.89 151.03 111.01 40.82 18.61
31 multin_zz1000_61005_score_pv_z_top300rnk 65.82 105.25 24.91 145.06 105.03 34.84 12.63
32 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 63.67 103.11 22.76 142.91 102.88 32.69 10.48
33 multin_zz1000_61005_score_pv_z_top500rnk 60.25 99.69 19.34 139.49 99.46 29.27 7.06
34 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 56.62 96.05 15.71 135.85 95.82 25.64 3.42
35 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 53.94 93.37 13.03 133.18 93.15 22.96 0.75
36 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 53.14 92.58 12.23 132.38 92.35 22.16 -0.05
37 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 52.69 92.12 11.78 131.92 91.89 21.71 -0.51
38 multin_zz1000_61005_score_pv_z_top1000rnk 51.87 91.30 10.96 131.10 91.07 20.89 -1.33
39 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 48.62 88.05 7.71 127.86 87.83 17.64 -4.57
40 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 47.87 87.30 6.96 127.10 87.07 16.89 -5.33
41 multin1_real2_overnight 47.80 87.23 6.89 127.04 87.01 16.82 -5.39
42 multin_zz1000_61003_overnight_pv_rm_fnd_blc 47.80 87.23 6.89 127.04 87.01 16.82 -5.39
43 multin_zz1000_61001_idxctrl_50010002000_pv 47.28 86.71 6.37 126.51 86.48 16.30 -5.92
44 multin_zz1000_61001_overnight_pv_rm_fnd_blc 46.70 86.13 5.78 125.93 85.90 15.71 -6.50
45 multin_zz1000_61004_idxctrl_50010002000_pv 46.30 85.73 5.39 125.54 85.51 15.32 -6.89
46 multin_zz1000_61004_overnight_pv_rm_fnd_blc 46.29 85.73 5.38 125.53 85.50 15.31 -6.90
47 multin_zz1000_61002_overnight_pv_rm_fnd_blc 46.29 85.73 5.38 125.53 85.50 15.31 -6.90
48 multin1_real2 46.26 85.69 5.35 125.49 85.47 15.28 -6.93
49 multin_zz1000_61003_pv_rm_fnd_blc 46.26 85.69 5.35 125.49 85.47 15.28 -6.93
50 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 45.74 85.17 4.83 124.97 84.95 14.76 -7.45
51 multin_zz1000_61001_pv_rm_fnd_blc 45.47 84.90 4.56 124.71 84.68 14.49 -7.72
52 multin_zz1000_61002_pv_rm_fnd_blc 45.05 84.48 4.14 124.28 84.25 14.07 -8.15
53 multin_zz1000_61004_pv_rm_fnd_blc 45.05 84.48 4.14 124.28 84.25 14.07 -8.15
54 multin_zz1000_61002_idxctrl_50010002000_pv 44.88 84.31 3.97 124.11 84.09 13.90 -8.31
55 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 44.13 83.56 3.22 123.37 83.34 13.15 -9.06
56 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 44.03 83.46 3.12 123.27 83.24 13.05 -9.16
57 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 43.12 82.55 2.21 122.35 82.32 12.14 -10.08
58 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 42.79 82.22 1.88 122.03 82.00 11.81 -10.40
59 multin_zz1000_61001_idxctrl_top3800_pv 42.54 81.97 1.62 121.77 81.74 11.56 -10.66
60 multin_zz1000_61004_idxctrl_top3800_pv 42.00 81.44 1.09 121.24 81.21 11.02 -11.19
61 multin_zz1000_61005_score_pv_z_top2000rnk 40.47 79.90 -0.44 119.71 79.68 9.49 -12.72
62 multin_zz1000_61001_overnight_pv_rm_fnd 40.44 79.88 -0.47 119.68 79.65 9.46 -12.75
63 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 39.97 79.40 -0.94 119.21 79.18 8.99 -13.22
64 multin_zz1000_61003_overnight_pv_rm_fnd 39.61 79.04 -1.30 118.84 78.81 8.63 -13.59
65 multin_zz1000_61002_idxctrl_top3800_pv 39.58 79.02 -1.33 118.82 78.79 8.60 -13.61
66 multin_zz1000_61001_pv_rm_fnd 39.50 78.93 -1.41 118.73 78.70 8.52 -13.69
67 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 38.90 78.33 -2.01 118.14 78.11 7.92 -14.29
68 multin_zz1000_61002_overnight_pv_rm_fnd 38.69 78.13 -2.22 117.93 77.90 7.71 -14.50
69 multin_zz1000_61004_overnight_pv_rm_fnd 38.69 78.13 -2.22 117.93 77.90 7.71 -14.50
70 multin_zz1000_61003_pv_rm_fnd 38.56 77.99 -2.35 117.80 77.77 7.58 -14.63
71 multin_zz1000_61004_pv_rm_fnd 37.90 77.34 -3.01 117.14 77.11 6.92 -15.29
72 multin_zz1000_61002_pv_rm_fnd 37.90 77.34 -3.01 117.14 77.11 6.92 -15.29
73 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 37.17 76.60 -3.74 116.40 76.37 6.19 -16.03
74 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 35.44 74.87 -5.47 114.68 74.65 4.46 -17.75
75 multin_zz500_21001_tp500 33.53 72.96 -7.38 112.76 72.74 2.55 -19.66
76 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 32.77 72.21 -8.14 112.01 71.98 1.79 -20.42
77 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 32.41 71.84 -8.50 111.64 71.62 1.43 -20.78
78 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 31.98 71.41 -8.93 111.21 71.18 1.00 -21.22
79 mx_opt3_usual_1000_v1 31.04 70.47 -9.87 110.27 70.25 0.06 -22.15
80 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 31.01 70.44 -9.91 110.24 70.21 0.03 -22.19
81 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 30.41 69.84 -10.50 109.65 69.62 -0.57 -22.78
82 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 29.98 69.41 -10.94 109.21 69.18 -1.00 -23.22
83 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 29.20 68.63 -11.71 108.44 68.41 -1.78 -23.99
84 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 27.80 67.24 -13.11 107.04 67.01 -3.18 -25.39
85 multin_zz1000_61002_idxctrl_zz1000_pv 25.68 65.11 -15.23 104.92 64.89 -5.30 -27.51
86 multin_zz1000_61004_idxctrl_zz1000_pv 25.24 64.67 -15.67 104.47 64.44 -5.74 -27.96
87 multin_zz1000_61001_idxctrl_zz1000_pv 24.19 63.63 -16.72 103.43 63.40 -6.79 -29.00
88 mx_opt2_dyna_1000_v2 22.81 62.24 -18.10 102.05 62.02 -8.17 -30.38
89 mx_opt3_usual_1000_v2 22.45 61.88 -18.47 101.68 61.65 -8.53 -30.75
90 multin_zz1000_21001_tp1000 17.85 57.29 -23.06 97.09 57.06 -13.13 -35.34
91 mx_tenacity_restrict_primitive 15.95 55.38 -24.96 95.19 55.16 -15.03 -37.24
92 mx_tenacity_restrict 15.95 55.38 -24.96 95.19 55.16 -15.03 -37.24
93 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 14.69 54.12 -26.23 93.92 53.89 -16.29 -38.51
94 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 14.16 53.59 -26.75 93.39 53.36 -16.82 -39.04
95 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 13.90 53.33 -27.01 93.13 53.10 -17.08 -39.30
96 mx_adaptability_v2 13.58 53.01 -27.33 92.81 52.78 -17.40 -39.61
97 multin_zz500_21001_tp200_rm_blc 13.05 52.48 -27.86 92.29 52.26 -17.93 -40.14
98 mx_adaptability 12.08 51.51 -28.83 91.31 51.29 -18.90 -41.11
99 mx_tenacity_morecapa_primitive 12.08 51.51 -28.83 91.31 51.29 -18.90 -41.11
100 mx_tenacity_morecapa 12.08 51.51 -28.83 91.31 51.29 -18.90 -41.11
101 multin_zz500_21001_tp200 11.71 51.14 -29.20 90.95 50.92 -19.27 -41.48
102 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 7.98 47.41 -32.93 87.22 47.19 -23.00 -45.21
103 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 7.68 47.12 -33.23 86.92 46.89 -23.30 -45.51
104 mx_opt3_usual_500_v1 7.61 47.04 -33.31 86.84 46.81 -23.37 -45.59
105 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 7.41 46.84 -33.50 86.65 46.62 -23.57 -45.78
106 multin_zz1000_21001_tp1000_rm_blc 7.40 46.83 -33.52 86.63 46.60 -23.58 -45.80
107 multin_zz500_21001_tp500_rm_blc 4.28 43.71 -36.63 83.51 43.48 -26.70 -48.91
108 multin_zz1000_61004_idxctrl_pv_rm_blc -1.06 38.37 -41.97 78.18 38.15 -32.04 -54.25
109 multin_zz1000_61002_idxctrl_pv_rm_blc -1.06 38.37 -41.97 78.18 38.15 -32.04 -54.25
110 mx_2023_gen_merge2_filtered_idsctrl -1.92 37.51 -42.83 77.31 37.29 -32.90 -55.11
111 mx_opt1_absdef_1000_v2 -2.15 37.29 -43.06 77.09 37.06 -33.13 -55.34
112 multin_zz1000_61001_idxctrl_pv_rm_blc -3.32 36.11 -44.23 75.92 35.89 -34.30 -56.51
113 multin_zz1000_61002_idxctrl_pv -3.54 35.90 -44.45 75.70 35.67 -34.52 -56.73
114 multin_zz1000_61004_idxctrl_pv -3.54 35.90 -44.45 75.70 35.67 -34.52 -56.73
115 multin_zz1000_61001_idxctrl_pv -5.52 33.92 -46.43 73.72 33.69 -36.50 -58.71
116 mx_tenacity_morecapa_ctrlonly -6.17 33.26 -47.08 73.06 33.03 -37.15 -59.37
117 mx_tenacity_ctrlonly -9.38 30.05 -50.29 69.85 29.82 -40.36 -62.57
118 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -10.93 28.50 -51.84 68.31 28.28 -41.91 -64.12
119 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -10.93 28.50 -51.84 68.31 28.28 -41.91 -64.12
120 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -12.67 26.77 -53.58 66.57 26.54 -43.65 -65.86
121 multin_zz1000_61002_idxctrl_pv_rm_fnd -14.22 25.21 -55.13 65.01 24.98 -45.20 -67.42
122 multin_zz1000_61004_idxctrl_pv_rm_fnd -14.22 25.21 -55.13 65.01 24.98 -45.20 -67.42
123 multin_zz1000_61001_idxctrl_pv_rm_fnd -15.70 23.73 -56.61 63.53 23.50 -46.68 -68.90
124 multin_zz1000_61004_idscapctrl_pv -17.54 21.89 -58.45 61.70 21.67 -48.52 -70.73
125 multin_zz1000_61002_idscapctrl_pv -17.54 21.89 -58.45 61.70 21.67 -48.52 -70.73
126 multin_zz1000_61002_idscapctrl_pv_rm_blc -19.31 20.12 -60.22 59.92 19.89 -50.29 -72.50
127 multin_zz1000_61004_idscapctrl_pv_rm_blc -19.31 20.12 -60.22 59.92 19.89 -50.29 -72.50
128 multin_zz1000_61001_idscapctrl_pv -19.55 19.88 -60.46 59.69 19.66 -50.53 -72.74
129 multin_zz1000_61001_idscapctrl_pv_rm_blc -21.60 17.83 -62.51 57.64 17.61 -52.58 -74.79
130 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -23.72 15.71 -64.63 55.52 15.49 -54.70 -76.91
131 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -23.88 15.56 -64.79 55.36 15.33 -54.86 -77.07
132 multin_zz1000_61004_idscapctrl_pv_rm_fnd -24.59 14.84 -65.51 54.64 14.61 -55.57 -77.79
133 multin_zz1000_61002_idscapctrl_pv_rm_fnd -24.59 14.84 -65.51 54.64 14.61 -55.57 -77.79
134 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -24.90 14.53 -65.81 54.34 14.31 -55.88 -78.09
135 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -25.05 14.38 -65.97 54.18 14.15 -56.03 -78.25
136 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -25.06 14.37 -65.97 54.18 14.15 -56.04 -78.25
137 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -25.12 14.31 -66.03 54.11 14.08 -56.10 -78.32
138 multin_zz1000_61001_idscapctrl_pv_rm_fnd -26.14 13.30 -67.05 53.10 13.07 -57.12 -79.33
139 mx_opt2_dyna_500_v2 -26.23 13.21 -67.14 53.01 12.98 -57.21 -79.42
140 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -26.81 12.62 -67.73 52.42 12.39 -57.79 -80.01
141 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -26.81 12.62 -67.73 52.42 12.39 -57.79 -80.01
142 mx_opt3_usual_300_v1 -27.45 11.98 -68.36 51.79 11.76 -58.43 -80.64
143 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -28.60 10.83 -69.51 50.64 10.61 -59.58 -81.79
144 multin1_real3 -28.60 10.83 -69.51 50.64 10.61 -59.58 -81.79
145 multin_zz500_61002_idxctrl_zz500_pv -30.03 9.41 -70.94 49.21 9.18 -61.01 -83.22
146 multin_zz500_61001_idxctrl_zz500_pv -30.41 9.02 -71.33 48.82 8.79 -61.39 -83.61
147 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -30.82 8.61 -71.73 48.41 8.38 -61.80 -84.02
148 multin_zz500_61004_idxctrl_zz500_pv -30.90 8.54 -71.81 48.34 8.31 -61.88 -84.09
149 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -31.22 8.21 -72.13 48.01 7.98 -62.20 -84.42
150 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -31.70 7.73 -72.61 47.54 7.51 -62.68 -84.89
151 mx_opt3_usual_500_v2 -34.50 4.93 -75.42 44.73 4.70 -65.48 -87.70
152 mx_opt1_absdef_500_v2 -36.01 3.43 -76.92 43.23 3.20 -66.99 -89.20
153 mx_opt3_usual_300_v2 -37.61 1.83 -78.52 41.63 1.60 -68.59 -90.80
154 mx_opt2_dyna_300_v2 -59.60 -20.16 -100.51 19.64 -20.39 -90.58 -112.79