strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240605_151428
0 mx_opt2_dyna_300_v2 70.60 59.40 181.89 -2.68 -60.42 200.42 251.57
1 mx_opt3_usual_300_v2 68.42 57.22 179.71 -4.86 -62.61 198.23 249.39
2 mx_opt3_usual_300_v1 25.27 14.07 136.56 -48.01 -105.75 155.09 206.24
3 mx_opt2_dyna_500_v2 9.72 -1.49 121.00 -63.57 -121.31 139.53 190.69
4 mx_opt1_absdef_500_v2 8.80 -2.40 120.09 -64.48 -122.22 138.62 189.78
5 multin_zz1000_61001_idxctrl_pv_rm_blc 8.17 -3.03 119.46 -65.11 -122.85 137.99 189.15
6 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 5.22 -5.98 116.51 -68.06 -125.80 135.04 186.20
7 multin_zz1000_61004_idxctrl_pv_rm_blc 5.10 -6.10 116.39 -68.18 -125.93 134.91 186.07
8 multin_zz1000_61002_idxctrl_pv_rm_blc 5.10 -6.10 116.39 -68.18 -125.93 134.91 186.07
9 multin_zz1000_61001_idxctrl_pv 4.94 -6.27 116.22 -68.35 -126.09 134.75 185.91
10 mx_opt3_usual_500_v2 4.72 -6.48 116.00 -68.57 -126.31 134.53 185.69
11 multin_zz500_61001_idxctrl_zz500_pv 4.34 -6.86 115.62 -68.95 -126.69 134.15 185.31
12 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 2.98 -8.22 114.27 -70.30 -128.05 132.79 183.95
13 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 2.93 -8.27 114.22 -70.35 -128.10 132.74 183.90
14 multin_zz500_61004_idxctrl_zz500_pv 2.18 -9.02 113.46 -71.11 -128.85 131.99 183.15
15 multin_zz500_61002_idxctrl_zz500_pv 2.13 -9.07 113.42 -71.15 -128.90 131.94 183.10
16 multin_zz1000_61004_idxctrl_pv 1.86 -9.34 113.14 -71.43 -129.17 131.67 182.83
17 multin_zz1000_61002_idxctrl_pv 1.86 -9.34 113.14 -71.43 -129.17 131.67 182.83
18 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -0.15 -11.35 111.14 -73.43 -131.18 129.66 180.82
19 mx_opt3_usual_500_v1 -0.16 -11.36 111.13 -73.44 -131.19 129.65 180.81
20 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -1.78 -12.98 109.51 -75.06 -132.81 128.03 179.19
21 mx_opt1_absdef_1000_v2 -2.00 -13.20 109.29 -75.28 -133.02 127.82 178.98
22 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -2.25 -13.45 109.04 -75.53 -133.27 127.57 178.73
23 multin_zz1000_61001_idxctrl_pv_rm_fnd -2.50 -13.71 108.78 -75.79 -133.53 127.31 178.47
24 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -3.02 -14.22 108.27 -76.30 -134.04 126.80 177.96
25 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -3.10 -14.31 108.18 -76.39 -134.13 126.71 177.87
26 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -3.10 -14.31 108.18 -76.39 -134.13 126.71 177.87
27 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -3.62 -14.82 107.66 -76.90 -134.65 126.19 177.35
28 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -3.65 -14.85 107.64 -76.93 -134.67 126.17 177.33
29 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -4.30 -15.50 106.99 -77.58 -135.32 125.52 176.68
30 multin_zz1000_61002_idxctrl_pv_rm_fnd -5.39 -16.59 105.89 -78.67 -136.42 124.42 175.58
31 multin_zz1000_61004_idxctrl_pv_rm_fnd -5.39 -16.59 105.89 -78.67 -136.42 124.42 175.58
32 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -7.28 -18.49 104.00 -80.57 -138.31 122.53 173.69
33 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -9.99 -21.20 101.29 -83.28 -141.02 119.82 170.98
34 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -10.29 -21.49 101.00 -83.57 -141.31 119.53 170.69
35 multin_zz1000_61001_idxctrl_zz1000_pv -11.17 -22.38 100.11 -84.46 -142.20 118.64 169.80
36 multin_zz1000_61004_idxctrl_zz1000_pv -13.93 -25.13 97.36 -87.21 -144.96 115.88 167.04
37 multin_zz1000_61002_idxctrl_zz1000_pv -14.13 -25.33 97.16 -87.41 -145.15 115.69 166.85
38 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -16.66 -27.86 94.63 -89.94 -147.69 113.15 164.31
39 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -19.52 -30.72 91.77 -92.80 -150.55 110.29 161.45
40 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -19.97 -31.17 91.32 -93.25 -151.00 109.84 161.00
41 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -20.19 -31.39 91.09 -93.48 -151.22 109.62 160.78
42 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -23.02 -34.23 88.26 -96.31 -154.05 106.79 157.95
43 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -23.38 -34.58 87.91 -96.66 -154.40 106.44 157.60
44 mx_adaptability_v2 -23.92 -35.12 87.37 -97.20 -154.94 105.90 157.06
45 mx_opt3_usual_1000_v2 -27.27 -38.47 84.02 -100.55 -158.29 102.55 153.71
46 multin_zz1000_61004_idscapctrl_pv_rm_blc2 -27.29 -38.49 84.00 -100.57 -158.31 102.53 153.69
47 mx_tenacity_morecapa_ctrlonly -29.61 -40.81 81.68 -102.89 -160.63 100.21 151.37
48 multin_zz1000_61001_idscapctrl_pv_rm_blc -30.73 -41.93 80.55 -104.02 -161.76 99.08 150.24
49 mx_opt2_dyna_1000_v2 -30.85 -42.05 80.44 -104.13 -161.87 98.97 150.13
50 multin_zz1000_61001_idscapctrl_pv -33.49 -44.69 77.80 -106.77 -164.52 96.32 147.48
51 multin_zz1000_61004_idscapctrl_pv_rm_blc -35.57 -46.77 75.72 -108.85 -166.59 94.25 145.41
52 multin_zz1000_61002_idscapctrl_pv_rm_blc -35.57 -46.77 75.72 -108.85 -166.59 94.25 145.41
53 mx_opt3_usual_1000_v1 -36.67 -47.87 74.62 -109.95 -167.69 93.15 144.31
54 multin_zz1000_61004_idscapctrl_pv -38.05 -49.25 73.23 -111.34 -169.08 91.76 142.92
55 multin_zz1000_61002_idscapctrl_pv -38.05 -49.25 73.23 -111.34 -169.08 91.76 142.92
56 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 -38.89 -50.09 72.40 -112.17 -169.91 90.93 142.09
57 multin1_real0 -38.89 -50.09 72.40 -112.17 -169.91 90.93 142.09
58 multin1_real0_overnight -38.89 -50.09 72.40 -112.17 -169.91 90.93 142.09
59 mx_tenacity_restrict -39.18 -50.38 72.11 -112.46 -170.20 90.64 141.79
60 mx_tenacity_restrict_primitive -39.18 -50.38 72.11 -112.46 -170.20 90.64 141.79
61 mx_2023_gen_merge2_filtered_idsctrl -41.74 -52.94 69.55 -115.02 -172.77 88.07 139.23
62 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 -43.31 -54.51 67.98 -116.59 -174.34 86.50 137.66
63 mx_tenacity_morecapa_primitive -46.65 -57.86 64.63 -119.94 -177.68 83.16 134.32
64 mx_adaptability -46.65 -57.86 64.63 -119.94 -177.68 83.16 134.32
65 mx_tenacity_morecapa -46.65 -57.86 64.63 -119.94 -177.68 83.16 134.32
66 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -46.85 -58.05 64.44 -120.13 -177.87 82.97 134.13
67 multin1_real3 -46.85 -58.05 64.44 -120.13 -177.87 82.97 134.13
68 multin_zz1000_61001_idscapctrl_pv_rm_fnd -49.57 -60.77 61.72 -122.85 -180.59 80.25 131.41
69 multin_zz1000_61001_idxctrl_top3800_pv -51.24 -62.44 60.05 -124.52 -182.26 78.58 129.74
70 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -51.30 -62.50 59.99 -124.58 -182.32 78.52 129.68
71 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -51.30 -62.50 59.99 -124.58 -182.32 78.52 129.68
72 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -52.56 -63.76 58.73 -125.84 -183.58 77.26 128.42
73 multin_zz1000_61002_idscapctrl_pv_rm_fnd -53.65 -64.85 57.64 -126.93 -184.67 76.17 127.33
74 multin_zz1000_61004_idscapctrl_pv_rm_fnd -53.65 -64.85 57.64 -126.93 -184.67 76.17 127.33
75 multin_zz1000_21001_tp1000_rm_blc -55.05 -66.25 56.24 -128.33 -186.07 74.76 125.92
76 multin_zz1000_61001_idxctrl_50010002000_pv -59.27 -70.47 52.02 -132.55 -190.30 70.54 121.70
77 multin_zz1000_61004_idxctrl_top3800_pv -61.02 -72.22 50.27 -134.30 -192.04 68.80 119.96
78 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -61.50 -72.70 49.79 -134.78 -192.52 68.32 119.47
79 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -62.65 -73.85 48.64 -135.93 -193.67 67.17 118.33
80 multin_zz1000_61002_idxctrl_top3800_pv -63.06 -74.26 48.22 -136.35 -194.09 66.75 117.91
81 multin_zz500_21001_tp500 -63.18 -74.39 48.10 -136.47 -194.21 66.63 117.79
82 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -63.54 -74.74 47.75 -136.82 -194.57 66.27 117.43
83 multin_zz1000_21001_tp1000 -64.09 -75.29 47.20 -137.37 -195.11 65.73 116.89
84 multin_zz1000_61004_idxctrl_50010002000_pv -64.27 -75.48 47.01 -137.56 -195.30 65.54 116.70
85 multin_zz1000_61002_idxctrl_50010002000_pv -64.53 -75.73 46.75 -137.82 -195.56 65.28 116.44
86 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -64.77 -75.97 46.52 -138.05 -195.79 65.05 116.21
87 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -65.69 -76.89 45.60 -138.97 -196.71 64.13 115.29
88 mx_tenacity_ctrlonly -66.21 -77.41 45.08 -139.49 -197.23 63.61 114.77
89 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -66.37 -77.58 44.91 -139.66 -197.40 63.44 114.60
90 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -67.06 -78.26 44.23 -140.34 -198.08 62.76 113.92
91 multin_zz500_21001_tp500_rm_blc -73.15 -84.35 38.14 -146.43 -204.17 56.67 107.83
92 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -73.18 -84.38 38.11 -146.46 -204.20 56.64 107.80
93 multin_zz1000_61001_pv_rm_fnd_blc -73.37 -84.57 37.92 -146.65 -204.40 56.44 107.60
94 multin_zz1000_61001_overnight_pv_rm_fnd_blc -73.56 -84.76 37.73 -146.84 -204.58 56.26 107.42
95 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -75.03 -86.23 36.26 -148.31 -206.06 54.78 105.94
96 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -75.40 -86.60 35.88 -148.68 -206.43 54.41 105.57
97 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -76.20 -87.40 35.09 -149.48 -207.22 53.62 104.78
98 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -77.25 -88.45 34.04 -150.53 -208.27 52.57 103.73
99 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -77.59 -88.79 33.70 -150.87 -208.61 52.23 103.39
100 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -77.77 -88.97 33.52 -151.05 -208.80 52.04 103.20
101 multin_zz500_21001_tp200_rm_blc -79.22 -90.42 32.07 -152.50 -210.24 50.60 101.76
102 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -79.23 -90.43 32.06 -152.51 -210.25 50.59 101.75
103 multin_zz1000_61001_overnight_pv_rm_fnd -79.43 -90.63 31.86 -152.71 -210.46 50.38 101.54
104 multin_zz1000_61001_pv_rm_fnd -80.17 -91.38 31.11 -153.46 -211.20 49.64 100.80
105 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk -80.44 -91.64 30.85 -153.72 -211.46 49.38 100.54
106 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -80.45 -91.65 30.84 -153.73 -211.47 49.37 100.53
107 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -80.56 -91.76 30.73 -153.84 -211.58 49.26 100.42
108 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk -81.63 -92.83 29.66 -154.91 -212.65 48.19 99.35
109 multin_zz1000_61004_overnight_pv_rm_fnd_blc -82.92 -94.12 28.36 -156.20 -213.95 46.89 98.05
110 multin_zz1000_61002_overnight_pv_rm_fnd_blc -82.92 -94.12 28.36 -156.20 -213.95 46.89 98.05
111 mx_capability -83.25 -94.45 28.04 -156.53 -214.28 46.56 97.72
112 mx_capability_primitive -83.25 -94.45 28.04 -156.53 -214.28 46.56 97.72
113 multin_zz1000_61004_pv_rm_fnd_blc -83.26 -94.46 28.03 -156.54 -214.29 46.55 97.71
114 multin_zz1000_61002_pv_rm_fnd_blc -83.26 -94.46 28.03 -156.54 -214.29 46.55 97.71
115 multin_zz500_21001_tp200 -83.55 -94.75 27.74 -156.83 -214.57 46.27 97.43
116 multin_zz1000_61003_overnight_pv_rm_fnd_blc -83.80 -95.01 27.48 -157.09 -214.83 46.01 97.17
117 multin1_real2_overnight -83.80 -95.01 27.48 -157.09 -214.83 46.01 97.17
118 multin_zz1000_61003_pv_rm_fnd_blc -84.24 -95.44 27.05 -157.52 -215.26 45.58 96.74
119 multin1_real2 -84.24 -95.44 27.05 -157.52 -215.26 45.58 96.74
120 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk -84.59 -95.79 26.70 -157.87 -215.61 45.23 96.39
121 multin_zz1000_61005_score_pv_z_top500rnk -85.89 -97.09 25.39 -159.17 -216.92 43.92 95.08
122 multin_zz1000_61001_pv -86.33 -97.53 24.96 -159.61 -217.36 43.48 94.64
123 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk -86.52 -97.73 24.76 -159.81 -217.55 43.29 94.45
124 multin_zz1000_61003_overnight_pv_rm_fnd -86.76 -97.96 24.53 -160.04 -217.78 43.06 94.22
125 multin_zz1000_61005_score_pv_z_top2000rnk -86.84 -98.04 24.45 -160.12 -217.86 42.98 94.14
126 multin_zz1000_61001_pv_rm_blc -86.99 -98.19 24.30 -160.27 -218.01 42.83 93.99
127 multin_zz1000_61004_overnight_pv_rm_fnd -87.25 -98.46 24.03 -160.54 -218.28 42.56 93.72
128 multin_zz1000_61002_overnight_pv_rm_fnd -87.25 -98.46 24.03 -160.54 -218.28 42.56 93.72
129 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 -87.90 -99.10 23.38 -161.19 -218.93 41.91 93.07
130 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 -87.96 -99.16 23.33 -161.24 -218.98 41.86 93.02
131 multin_zz1000_61003_pv_rm_fnd -88.10 -99.30 23.19 -161.38 -219.12 41.72 92.88
132 multin_zz1000_61001_overnight_pv_rm_blc -88.15 -99.36 23.13 -161.44 -219.18 41.66 92.82
133 multin_zz1000_61004_pv_rm_fnd -88.61 -99.81 22.67 -161.89 -219.64 41.20 92.36
134 multin_zz1000_61002_pv_rm_fnd -88.61 -99.81 22.67 -161.89 -219.64 41.20 92.36
135 multin_zz1000_61003_pv_rm_fnd_blc2 -88.80 -100.00 22.49 -162.08 -219.83 41.01 92.17
136 multin_zz1000_61004_pv_rm_fnd_blc2 -89.24 -100.45 22.04 -162.53 -220.27 40.57 91.73
137 multin_zz1000_61005_score_pv_z_top1000rnk -92.47 -103.67 18.82 -165.75 -223.49 37.35 88.51
138 multin_zz1000_61005_score_pv_z_top300rnk -93.36 -104.56 17.93 -166.64 -224.39 36.45 87.61
139 mx_tenacity -96.60 -107.80 14.69 -169.88 -227.63 33.21 84.37
140 mx_tenacity_primitive -96.60 -107.80 14.69 -169.88 -227.63 33.21 84.37
141 multin_zz1000_61002_pv -108.02 -119.22 3.27 -181.30 -239.04 21.80 72.96
142 multin_zz1000_61004_pv -108.02 -119.22 3.27 -181.30 -239.04 21.80 72.96
143 multin_zz1000_61004_pv_rm_blc -109.91 -121.11 1.37 -183.20 -240.94 19.90 71.06
144 multin_zz1000_61002_pv_rm_blc -109.91 -121.11 1.37 -183.20 -240.94 19.90 71.06
145 multin_zz1000_61004_overnight_pv_rm_blc -112.95 -124.15 -1.66 -186.23 -243.98 16.86 68.02
146 multin_zz1000_61002_overnight_pv_rm_blc -112.95 -124.15 -1.66 -186.23 -243.98 16.86 68.02
147 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -113.26 -124.46 -1.97 -186.54 -244.29 16.55 67.71
148 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -113.26 -124.46 -1.97 -186.54 -244.29 16.55 67.71
149 mx_resilience_inthandsctrl_amtctrl_capctrl -113.26 -124.46 -1.97 -186.54 -244.29 16.55 67.71
150 multin_zz1000_61003_pv -113.46 -124.67 -2.18 -186.75 -244.49 16.35 67.51
151 multin_zz1000_61004_overnight_pv_rm_blc2 -114.24 -125.44 -2.95 -187.52 -245.26 15.58 66.74
152 multin_zz1000_61003_pv_rm_blc -115.53 -126.73 -4.24 -188.81 -246.55 14.29 65.45
153 multin1_real1 -115.53 -126.73 -4.24 -188.81 -246.55 14.29 65.45
154 multin_zz1000_61004_pv_rm_blc2 -115.56 -126.77 -4.28 -188.85 -246.59 14.25 65.41
155 multin_zz1000_61003_overnight_pv_rm_blc2 -117.83 -129.03 -6.54 -191.11 -248.86 11.98 63.14
156 mx_resilience_inthandsctrl_amtctrl -118.87 -130.07 -7.58 -192.15 -249.89 10.95 62.11
157 multin1_real1_overnight -119.31 -130.51 -8.02 -192.59 -250.33 10.51 61.67
158 multin_zz1000_61003_overnight_pv_rm_blc -119.31 -130.51 -8.02 -192.59 -250.33 10.51 61.67
159 multin_zz1000_61003_pv_rm_blc2 -119.76 -130.96 -8.47 -193.04 -250.78 10.06 61.22
160 mx_gentleness -131.69 -142.89 -20.40 -204.97 -262.72 -1.88 49.28
161 mx_2023_gen_merge1_filtered_no_idsctrl -131.69 -142.89 -20.40 -204.97 -262.72 -1.88 49.28
162 mx_resilience_inthandsctrl -150.71 -161.91 -39.43 -224.00 -281.74 -20.90 30.26
163 mx_resilience -152.41 -163.61 -41.12 -225.69 -283.43 -22.59 28.57