strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240604_150512
0 mx_opt1_absdef_500_v2 90.27 16.60 311.39 70.29 145.31 385.82 441.92
1 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 83.64 9.97 304.76 63.65 138.67 379.19 435.29
2 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 82.58 8.91 303.70 62.59 137.61 378.13 434.23
3 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 80.68 7.01 301.81 60.70 135.72 376.24 432.33
4 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 76.56 2.89 297.69 56.58 131.60 372.12 428.21
5 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 74.96 1.29 296.09 54.98 130.00 370.52 426.61
6 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 73.04 -0.63 294.16 53.05 128.08 368.59 424.69
7 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 70.97 -2.70 292.09 50.98 126.00 366.52 422.62
8 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 70.09 -3.58 291.21 50.11 125.13 365.64 421.74
9 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 68.19 -5.49 289.31 48.20 123.22 363.74 419.84
10 multin_zz500_61001_idxctrl_zz500_pv 65.05 -8.62 286.17 45.06 120.08 360.60 416.70
11 multin_zz500_61004_idxctrl_zz500_pv 63.83 -9.84 284.95 43.85 118.87 359.39 415.48
12 multin_zz500_61002_idxctrl_zz500_pv 61.86 -11.81 282.98 41.87 116.89 357.41 413.51
13 mx_opt3_usual_300_v2 27.36 -46.31 248.48 7.37 82.40 322.91 379.01
14 mx_opt2_dyna_300_v2 23.99 -49.68 245.12 4.01 79.03 319.55 375.64
15 mx_opt3_usual_500_v2 21.71 -51.96 242.84 1.73 76.75 317.27 373.37
16 mx_opt1_absdef_1000_v2 21.53 -52.14 242.65 1.54 76.57 317.08 373.18
17 mx_opt2_dyna_500_v2 12.90 -60.77 234.02 -7.08 67.94 308.46 364.55
18 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 5.74 -67.93 226.86 -14.24 60.78 301.29 357.39
19 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 4.47 -69.20 225.59 -15.51 59.51 300.02 356.12
20 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 4.47 -69.20 225.59 -15.51 59.51 300.02 356.12
21 multin_zz1000_61001_idxctrl_pv_rm_fnd 2.29 -71.38 223.42 -17.69 57.33 297.85 353.94
22 multin_zz1000_61001_idxctrl_pv_rm_blc 0.97 -72.70 222.10 -19.01 56.01 296.53 352.62
23 multin_zz1000_61004_idxctrl_pv_rm_fnd 0.88 -72.79 222.00 -19.11 55.91 296.43 352.53
24 multin_zz1000_61002_idxctrl_pv_rm_fnd 0.88 -72.79 222.00 -19.11 55.91 296.43 352.53
25 multin_zz1000_61004_idxctrl_pv_rm_blc -0.49 -74.16 220.63 -20.48 54.54 295.06 351.16
26 multin_zz1000_61002_idxctrl_pv_rm_blc -0.49 -74.16 220.63 -20.48 54.54 295.06 351.16
27 multin_zz1000_61001_idxctrl_pv -2.17 -75.85 218.95 -22.16 52.86 293.38 349.48
28 multin_zz1000_61004_idxctrl_pv -3.65 -77.32 217.47 -23.63 51.39 291.90 348.00
29 multin_zz1000_61002_idxctrl_pv -3.65 -77.32 217.47 -23.63 51.39 291.90 348.00
30 multin_zz1000_61004_idscapctrl_pv_rm_blc2 -4.15 -77.82 216.97 -24.14 50.88 291.40 347.50
31 multin1_real0_overnight -8.04 -81.71 213.08 -28.02 47.00 287.51 343.61
32 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 -8.04 -81.71 213.08 -28.02 47.00 287.51 343.61
33 mx_opt3_usual_300_v1 -8.70 -82.37 212.43 -28.68 46.34 286.86 342.96
34 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 -10.93 -84.60 210.19 -30.92 44.10 284.62 340.72
35 multin_zz1000_61001_idscapctrl_pv_rm_blc -24.24 -97.91 196.88 -44.23 30.79 271.31 327.41
36 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -26.10 -99.77 195.02 -46.08 28.94 269.45 325.55
37 multin1_real3 -26.10 -99.77 195.02 -46.08 28.94 269.45 325.55
38 multin_zz1000_61002_idscapctrl_pv_rm_blc -27.21 -100.88 193.91 -47.20 27.82 268.34 324.44
39 multin_zz1000_61004_idscapctrl_pv_rm_blc -27.21 -100.88 193.91 -47.20 27.82 268.34 324.44
40 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -29.48 -103.15 191.65 -49.46 25.56 266.08 322.17
41 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -29.48 -103.15 191.65 -49.46 25.56 266.08 322.17
42 multin_zz1000_61001_idscapctrl_pv -33.75 -107.42 187.38 -53.73 21.29 261.81 317.90
43 mx_opt3_usual_1000_v2 -34.87 -108.55 186.25 -54.86 20.16 260.68 316.78
44 multin_zz1000_61004_idscapctrl_pv -36.96 -110.63 184.16 -56.94 18.08 258.59 314.69
45 multin_zz1000_61002_idscapctrl_pv -36.96 -110.63 184.16 -56.94 18.08 258.59 314.69
46 multin_zz1000_61001_idscapctrl_pv_rm_fnd -38.00 -111.67 183.12 -57.99 17.04 257.55 313.65
47 multin_zz1000_61004_idscapctrl_pv_rm_fnd -41.53 -115.21 179.59 -61.52 13.50 254.02 310.12
48 multin_zz1000_61002_idscapctrl_pv_rm_fnd -41.53 -115.21 179.59 -61.52 13.50 254.02 310.12
49 mx_opt2_dyna_1000_v2 -41.62 -115.29 179.51 -61.60 13.42 253.94 310.03
50 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -41.79 -115.47 179.33 -61.78 13.24 253.76 309.86
51 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -42.27 -115.94 178.85 -62.26 12.76 253.28 309.38
52 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -42.93 -116.60 178.20 -62.91 12.11 252.63 308.72
53 multin_zz1000_61001_idxctrl_zz1000_pv -44.25 -117.92 176.87 -64.23 10.79 251.30 307.40
54 multin_zz1000_61004_idxctrl_zz1000_pv -44.58 -118.26 176.54 -64.57 10.45 250.97 307.07
55 multin_zz1000_61002_idxctrl_zz1000_pv -45.20 -118.87 175.93 -65.18 9.84 250.36 306.45
56 mx_opt3_usual_500_v1 -45.49 -119.16 175.63 -65.48 9.54 250.06 306.16
57 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -45.51 -119.18 175.61 -65.50 9.53 250.04 306.14
58 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -45.82 -119.49 175.31 -65.80 9.22 249.74 305.84
59 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -46.15 -119.82 174.97 -66.14 8.89 249.40 305.50
60 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -47.40 -121.07 173.73 -67.38 7.64 248.16 304.26
61 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -47.78 -121.45 173.34 -67.77 7.25 247.77 303.87
62 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -48.01 -121.68 173.12 -67.99 7.03 247.55 303.65
63 mx_tenacity_morecapa_ctrlonly -73.52 -147.19 147.60 -93.51 -18.49 222.03 278.13
64 mx_opt3_usual_1000_v1 -75.75 -149.43 145.37 -95.74 -20.72 219.80 275.90
65 mx_tenacity_ctrlonly -94.69 -168.36 126.43 -114.68 -39.66 200.86 256.96
66 mx_2023_gen_merge2_filtered_idsctrl -99.18 -172.85 121.94 -119.17 -44.14 196.37 252.47
67 multin_zz500_21001_tp500 -101.55 -175.22 119.58 -121.53 -46.51 194.01 250.10
68 multin_zz1000_21001_tp1000_rm_blc -102.62 -176.30 118.50 -122.61 -47.59 192.93 249.03
69 multin_zz500_21001_tp500_rm_blc -113.35 -187.02 107.77 -133.34 -58.32 182.20 238.30
70 multin_zz1000_21001_tp1000 -114.70 -188.37 106.42 -134.69 -59.67 180.85 236.95
71 multin_zz500_21001_tp200_rm_blc -118.63 -192.30 102.49 -138.61 -63.59 176.93 233.02
72 mx_adaptability_v2 -118.71 -192.38 102.42 -138.69 -63.67 176.85 232.94
73 multin_zz500_21001_tp200 -119.43 -193.10 101.70 -139.41 -64.39 176.13 232.22
74 multin_zz1000_61003_pv_rm_fnd_blc2 -125.28 -198.95 95.84 -145.26 -70.24 170.28 226.37
75 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 -126.85 -200.52 94.27 -146.84 -71.81 168.70 224.80
76 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -134.73 -208.40 86.39 -154.71 -79.69 160.83 216.92
77 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -136.30 -209.98 84.82 -156.29 -81.27 159.25 215.35
78 multin_zz1000_61004_pv_rm_fnd_blc2 -137.02 -210.69 84.10 -157.01 -81.99 158.53 214.63
79 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -137.77 -211.44 83.35 -157.75 -82.73 157.78 213.88
80 multin_zz1000_61001_idxctrl_top3800_pv -138.02 -211.69 83.10 -158.01 -82.99 157.53 213.63
81 multin_zz1000_61004_idxctrl_top3800_pv -138.08 -211.75 83.05 -158.06 -83.04 157.48 213.57
82 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 -138.84 -212.51 82.28 -158.83 -83.81 156.71 212.81
83 multin_zz1000_61002_idxctrl_top3800_pv -141.15 -214.82 79.97 -161.13 -86.11 154.40 210.50
84 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -141.93 -215.60 79.19 -161.92 -86.90 153.62 209.72
85 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -141.97 -215.64 79.15 -161.95 -86.93 153.58 209.68
86 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -142.29 -215.96 78.83 -162.28 -87.26 153.26 209.36
87 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -142.80 -216.47 78.32 -162.78 -87.76 152.75 208.85
88 multin1_real0 -143.37 -217.04 77.75 -163.35 -88.33 152.18 208.28
89 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -144.77 -218.44 76.35 -164.75 -89.73 150.78 206.88
90 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -145.35 -219.02 75.77 -165.33 -90.31 150.20 206.30
91 multin_zz1000_61001_idxctrl_50010002000_pv -146.78 -220.45 74.35 -166.76 -91.74 148.78 204.87
92 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -146.89 -220.56 74.23 -166.88 -91.86 148.66 204.76
93 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -146.91 -220.58 74.21 -166.89 -91.87 148.64 204.74
94 multin_zz1000_61004_idxctrl_50010002000_pv -147.85 -221.52 73.27 -167.84 -92.82 147.70 203.80
95 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -148.66 -222.33 72.46 -168.64 -93.62 146.90 202.99
96 multin_zz1000_61002_idxctrl_50010002000_pv -149.42 -223.09 71.71 -169.40 -94.38 146.14 202.23
97 mx_tenacity_restrict_primitive -151.71 -225.38 69.41 -171.69 -96.67 143.85 199.94
98 mx_tenacity_restrict -151.71 -225.38 69.41 -171.69 -96.67 143.85 199.94
99 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -151.79 -225.46 69.34 -171.77 -96.75 143.77 199.86
100 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -152.14 -225.81 68.98 -172.13 -97.10 143.41 199.51
101 mx_adaptability -152.32 -225.99 68.80 -172.31 -97.29 143.23 199.33
102 mx_tenacity_morecapa -152.32 -225.99 68.80 -172.31 -97.29 143.23 199.33
103 mx_tenacity_morecapa_primitive -152.32 -225.99 68.80 -172.31 -97.29 143.23 199.33
104 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -153.95 -227.62 67.17 -173.93 -98.91 141.61 197.70
105 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -155.29 -228.96 65.83 -175.27 -100.25 140.27 196.36
106 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -155.61 -229.28 65.51 -175.60 -100.57 139.94 196.04
107 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -158.14 -231.81 62.98 -178.12 -103.10 137.41 193.51
108 multin_zz1000_61003_overnight_pv_rm_fnd -162.33 -236.00 58.80 -182.31 -107.29 133.23 189.33
109 multin_zz1000_61003_pv_rm_fnd -162.56 -236.23 58.56 -182.55 -107.52 132.99 189.09
110 multin1_real2_overnight -162.90 -236.57 58.22 -182.89 -107.87 132.65 188.75
111 multin_zz1000_61003_overnight_pv_rm_fnd_blc -162.90 -236.57 58.22 -182.89 -107.87 132.65 188.75
112 multin1_real2 -164.06 -237.73 57.06 -184.05 -109.03 131.49 187.59
113 multin_zz1000_61003_pv_rm_fnd_blc -164.06 -237.73 57.06 -184.05 -109.03 131.49 187.59
114 multin_zz1000_61001_overnight_pv_rm_fnd_blc -170.39 -244.07 50.73 -190.38 -115.36 125.16 181.26
115 multin_zz1000_61001_pv_rm_fnd_blc -170.64 -244.31 50.48 -190.62 -115.60 124.91 181.01
116 multin_zz1000_61001_pv_rm_fnd -170.79 -244.46 50.33 -190.78 -115.75 124.76 180.86
117 multin_zz1000_61001_overnight_pv_rm_fnd -171.83 -245.50 49.29 -191.82 -116.80 123.72 179.82
118 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk -176.05 -249.72 45.07 -196.04 -121.02 119.50 175.60
119 multin_zz1000_61004_overnight_pv_rm_fnd_blc -176.38 -250.05 44.74 -196.37 -121.35 119.17 175.27
120 multin_zz1000_61002_overnight_pv_rm_fnd_blc -176.38 -250.05 44.74 -196.37 -121.35 119.17 175.27
121 multin_zz1000_61002_pv_rm_fnd -176.42 -250.09 44.70 -196.41 -121.39 119.13 175.23
122 multin_zz1000_61004_pv_rm_fnd -176.42 -250.09 44.70 -196.41 -121.39 119.13 175.23
123 multin_zz1000_61004_pv_rm_fnd_blc -176.95 -250.62 44.17 -196.94 -121.92 118.60 174.70
124 multin_zz1000_61002_pv_rm_fnd_blc -176.95 -250.62 44.17 -196.94 -121.92 118.60 174.70
125 multin_zz1000_61004_overnight_pv_rm_fnd -177.06 -250.73 44.07 -197.04 -122.02 118.50 174.60
126 multin_zz1000_61002_overnight_pv_rm_fnd -177.06 -250.73 44.07 -197.04 -122.02 118.50 174.60
127 multin_zz1000_61005_score_pv_z_top2000rnk -181.23 -254.90 39.89 -201.21 -126.19 114.32 170.42
128 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk -210.13 -283.80 10.99 -230.12 -155.10 85.42 141.52
129 multin_zz1000_61005_score_pv_z_top1000rnk -213.27 -286.95 7.85 -233.26 -158.24 82.28 138.38
130 multin_zz1000_61003_pv_rm_blc2 -236.50 -310.17 -15.38 -256.48 -181.46 59.06 115.15
131 multin_zz1000_61003_overnight_pv_rm_blc2 -237.25 -310.93 -16.13 -257.24 -182.22 58.30 114.40
132 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk -244.44 -318.11 -23.32 -264.42 -189.40 51.12 107.21
133 multin_zz1000_61005_score_pv_z_top500rnk -247.24 -320.91 -26.12 -267.22 -192.20 48.31 104.41
134 multin_zz1000_61004_pv_rm_blc2 -251.95 -325.62 -30.83 -271.93 -196.91 43.61 99.70
135 multin_zz1000_61004_overnight_pv_rm_blc2 -252.21 -325.88 -31.09 -272.20 -197.18 43.34 99.44
136 mx_capability -264.21 -337.89 -43.09 -284.20 -209.18 31.34 87.44
137 mx_capability_primitive -264.21 -337.89 -43.09 -284.20 -209.18 31.34 87.44
138 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk -267.45 -341.12 -46.33 -287.44 -212.42 28.10 84.20
139 multin_zz1000_61005_score_pv_z_top300rnk -274.76 -348.43 -53.63 -294.74 -219.72 20.80 76.90
140 mx_resilience_inthandsctrl_amtctrl_capctrl -281.87 -355.54 -60.75 -301.86 -226.84 13.68 69.78
141 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -281.87 -355.54 -60.75 -301.86 -226.84 13.68 69.78
142 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -281.87 -355.54 -60.75 -301.86 -226.84 13.68 69.78
143 mx_resilience_inthandsctrl_amtctrl -290.88 -364.55 -69.76 -310.87 -235.84 4.67 60.77
144 multin_zz1000_61003_pv -308.24 -381.91 -87.11 -328.22 -253.20 -12.68 43.41
145 multin_zz1000_61001_pv -315.97 -389.65 -94.85 -335.96 -260.94 -20.42 35.68
146 multin1_real1 -320.01 -393.68 -98.89 -340.00 -264.98 -24.46 31.64
147 multin_zz1000_61003_pv_rm_blc -320.01 -393.68 -98.89 -340.00 -264.98 -24.46 31.64
148 multin_zz1000_61003_overnight_pv_rm_blc -320.51 -394.18 -99.39 -340.50 -265.48 -24.96 31.14
149 multin1_real1_overnight -320.51 -394.18 -99.39 -340.50 -265.48 -24.96 31.14
150 multin_zz1000_61001_overnight_pv_rm_blc -321.52 -395.19 -100.40 -341.50 -266.48 -25.97 30.13
151 multin_zz1000_61001_pv_rm_blc -322.05 -395.72 -100.93 -342.04 -267.02 -26.50 29.60
152 multin_zz1000_61002_pv -323.10 -396.77 -101.98 -343.08 -268.06 -27.55 28.55
153 multin_zz1000_61004_pv -323.10 -396.77 -101.98 -343.08 -268.06 -27.55 28.55
154 multin_zz1000_61004_overnight_pv_rm_blc -332.40 -406.07 -111.28 -352.39 -277.37 -36.85 19.25
155 multin_zz1000_61002_overnight_pv_rm_blc -332.40 -406.07 -111.28 -352.39 -277.37 -36.85 19.25
156 multin_zz1000_61004_pv_rm_blc -332.53 -406.20 -111.41 -352.51 -277.49 -36.97 19.12
157 multin_zz1000_61002_pv_rm_blc -332.53 -406.20 -111.41 -352.51 -277.49 -36.97 19.12
158 mx_gentleness -333.88 -407.55 -112.76 -353.86 -278.84 -38.33 17.77
159 mx_2023_gen_merge1_filtered_no_idsctrl -333.88 -407.55 -112.76 -353.86 -278.84 -38.33 17.77
160 mx_resilience_inthandsctrl -336.59 -410.26 -115.47 -356.58 -281.55 -41.04 15.06
161 mx_resilience -337.17 -410.84 -116.04 -357.15 -282.13 -41.61 14.48
162 mx_tenacity -391.87 -465.54 -170.75 -411.85 -336.83 -96.31 -40.22
163 mx_tenacity_primitive -391.87 -465.54 -170.75 -411.85 -336.83 -96.31 -40.22