strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_micro_bp
core_20240607_150412
0 mx_tenacity_primitive 515.92 598.10 228.96 610.67 560.20 124.00 -54.49
1 mx_tenacity 515.92 598.10 228.96 610.67 560.20 124.00 -54.49
2 mx_2023_gen_merge1_filtered_no_idsctrl 468.02 550.20 181.06 562.77 512.30 76.10 -102.39
3 mx_gentleness 468.02 550.20 181.06 562.77 512.30 76.10 -102.39
4 mx_resilience_inthandsctrl 449.32 531.50 162.35 544.07 493.59 57.39 -121.10
5 mx_resilience 449.28 531.46 162.32 544.03 493.56 57.35 -121.14
6 multin_zz1000_61002_pv 439.16 521.34 152.20 533.91 483.44 47.23 -131.26
7 multin_zz1000_61004_pv 439.16 521.34 152.20 533.91 483.44 47.23 -131.26
8 multin_zz1000_61004_overnight_pv_rm_blc 432.06 514.24 145.10 526.81 476.34 40.14 -138.35
9 multin_zz1000_61002_overnight_pv_rm_blc 432.06 514.24 145.10 526.81 476.34 40.14 -138.35
10 multin_zz1000_61002_pv_rm_blc 430.14 512.32 143.17 524.88 474.41 38.21 -140.28
11 multin_zz1000_61004_pv_rm_blc 430.14 512.32 143.17 524.88 474.41 38.21 -140.28
12 multin_zz1000_61001_pv 422.85 505.03 135.88 517.60 467.12 30.92 -147.57
13 multin_zz1000_61003_pv 416.08 498.26 129.12 510.83 460.36 24.16 -154.33
14 multin_zz1000_61003_overnight_pv_rm_blc 413.57 495.76 126.61 508.32 457.85 21.65 -156.84
15 multin1_real1_overnight 413.57 495.76 126.61 508.32 457.85 21.65 -156.84
16 multin1_real0_overnight 413.57 495.76 126.61 508.32 457.85 21.65 -156.84
17 mx_resilience_inthandsctrl_amtctrl 412.85 495.03 125.89 507.60 457.13 20.93 -157.56
18 multin_zz1000_61001_overnight_pv_rm_blc 412.14 494.32 125.18 506.89 456.42 20.22 -158.27
19 multin_zz1000_61001_pv_rm_blc 411.63 493.81 124.66 506.38 455.90 19.70 -158.79
20 multin1_real1 410.16 492.34 123.20 504.91 454.44 18.24 -160.25
21 multin_zz1000_61003_pv_rm_blc 410.16 492.34 123.20 504.91 454.44 18.24 -160.25
22 multin_zz1000_61004_overnight_pv_rm_blc2 395.18 477.36 108.21 489.93 439.45 3.25 -175.24
23 multin_zz1000_61004_pv_rm_blc2 394.89 477.07 107.93 489.64 439.17 2.97 -175.52
24 multin_zz1000_61005_score_pv_z_top300rnk 393.95 476.13 106.99 488.70 438.23 2.03 -176.46
25 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 383.04 465.22 96.08 477.79 427.32 -8.88 -187.37
26 mx_resilience_inthandsctrl_amtctrl_capctrl 383.04 465.22 96.08 477.79 427.32 -8.88 -187.37
27 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 382.11 464.29 95.14 476.86 426.38 -9.82 -188.31
28 multin_zz1000_61003_overnight_pv_rm_blc2 372.93 455.11 85.96 467.67 417.20 -19.00 -197.49
29 multin_zz1000_61003_pv_rm_blc2 371.25 453.43 84.28 466.00 415.52 -20.68 -199.17
30 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 369.27 451.45 82.30 464.01 413.54 -22.66 -201.15
31 multin_zz1000_61005_score_pv_z_top500rnk 365.75 447.93 78.78 460.50 410.02 -26.18 -204.67
32 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 352.08 434.26 65.12 446.83 396.36 -39.85 -218.34
33 multin_zz1000_61005_score_pv_z_top1000rnk 322.06 404.25 35.10 416.81 366.34 -69.86 -248.35
34 mx_capability_primitive 320.23 402.41 33.27 414.98 364.51 -71.69 -250.18
35 mx_capability 320.23 402.41 33.27 414.98 364.51 -71.69 -250.18
36 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 304.50 386.68 17.54 399.25 348.78 -87.42 -265.91
37 multin_zz1000_61003_overnight_pv_rm_fnd 283.07 365.25 -3.90 377.81 327.34 -108.86 -287.35
38 multin_zz1000_61003_pv_rm_fnd 281.59 363.78 -5.37 376.34 325.87 -110.33 -288.82
39 multin_zz1000_61005_score_pv_z_top2000rnk 280.65 362.83 -6.32 375.40 324.92 -111.28 -289.77
40 multin_zz1000_61002_overnight_pv_rm_fnd 279.01 361.19 -7.95 373.76 323.29 -112.91 -291.40
41 multin_zz1000_61004_overnight_pv_rm_fnd 279.01 361.19 -7.95 373.76 323.29 -112.91 -291.40
42 multin_zz1000_61004_pv_rm_fnd 277.54 359.72 -9.42 372.29 321.82 -114.38 -292.87
43 multin_zz1000_61002_pv_rm_fnd 277.54 359.72 -9.42 372.29 321.82 -114.38 -292.87
44 multin1_real2_overnight 276.81 358.99 -10.16 371.55 321.08 -115.12 -293.61
45 multin_zz1000_61003_overnight_pv_rm_fnd_blc 276.81 358.99 -10.16 371.55 321.08 -115.12 -293.61
46 multin_zz1000_61003_pv_rm_fnd_blc 274.91 357.09 -12.06 369.66 319.18 -117.02 -295.51
47 multin1_real2 274.91 357.09 -12.06 369.66 319.18 -117.02 -295.51
48 multin_zz1000_61002_overnight_pv_rm_fnd_blc 272.61 354.79 -14.36 367.35 316.88 -119.32 -297.81
49 multin_zz1000_61004_overnight_pv_rm_fnd_blc 272.61 354.79 -14.36 367.35 316.88 -119.32 -297.81
50 multin_zz1000_61004_pv_rm_fnd_blc 270.78 352.96 -16.19 365.52 315.05 -121.15 -299.64
51 multin_zz1000_61002_pv_rm_fnd_blc 270.78 352.96 -16.19 365.52 315.05 -121.15 -299.64
52 multin_zz1000_61001_overnight_pv_rm_fnd 265.67 347.85 -21.29 360.42 309.95 -126.25 -304.74
53 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 265.04 347.22 -21.92 359.79 309.32 -126.89 -305.37
54 multin_zz1000_61001_pv_rm_fnd 263.92 346.11 -23.04 358.67 308.20 -128.00 -306.49
55 multin_zz1000_61001_overnight_pv_rm_fnd_blc 257.42 339.60 -29.54 352.17 301.70 -134.50 -312.99
56 multin_zz1000_61001_pv_rm_fnd_blc 255.47 337.66 -31.49 350.22 299.75 -136.45 -314.94
57 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 252.10 334.28 -34.87 346.84 296.37 -139.83 -318.32
58 multin_zz1000_61003_pv_rm_fnd_blc2 250.24 332.42 -36.72 344.99 294.52 -141.68 -320.17
59 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 247.37 329.55 -39.60 342.12 291.64 -144.56 -323.05
60 multin_zz1000_61004_pv_rm_fnd_blc2 245.10 327.28 -41.86 339.85 289.38 -146.82 -325.31
61 mx_tenacity_ctrlonly 235.54 317.72 -51.42 330.29 279.82 -156.38 -334.87
62 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 216.45 298.63 -70.52 311.20 260.72 -175.48 -353.97
63 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 212.62 294.80 -74.35 307.37 256.89 -179.31 -357.80
64 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 210.39 292.57 -76.58 305.14 254.66 -181.54 -360.03
65 multin_zz1000_61004_idxctrl_50010002000_pv 209.28 291.47 -77.68 304.03 253.56 -182.64 -361.13
66 mx_tenacity_morecapa 208.76 290.94 -78.21 303.50 253.03 -183.17 -361.66
67 mx_adaptability 208.76 290.94 -78.21 303.50 253.03 -183.17 -361.66
68 mx_tenacity_morecapa_primitive 208.76 290.94 -78.21 303.50 253.03 -183.17 -361.66
69 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 208.56 290.74 -78.41 303.31 252.83 -183.37 -361.86
70 multin_zz500_21001_tp500 207.56 289.74 -79.40 302.31 251.84 -184.36 -362.85
71 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 206.77 288.95 -80.20 301.52 251.04 -185.16 -363.65
72 multin_zz1000_61002_idxctrl_50010002000_pv 206.68 288.87 -80.28 301.43 250.96 -185.24 -363.73
73 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 206.14 288.32 -80.83 300.89 250.41 -185.79 -364.28
74 mx_tenacity_restrict 204.70 286.89 -82.26 299.45 248.98 -187.22 -365.71
75 mx_tenacity_restrict_primitive 204.70 286.89 -82.26 299.45 248.98 -187.22 -365.71
76 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 204.18 286.36 -82.78 298.93 248.46 -187.75 -366.24
77 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 203.98 286.16 -82.98 298.73 248.26 -187.94 -366.43
78 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 203.54 285.73 -83.42 298.29 247.82 -188.38 -366.87
79 multin_zz1000_61002_idxctrl_top3800_pv 202.30 284.49 -84.66 297.05 246.58 -189.62 -368.11
80 multin_zz1000_61004_idxctrl_top3800_pv 202.29 284.47 -84.68 297.04 246.56 -189.64 -368.13
81 multin_zz500_21001_tp200 200.79 282.97 -86.17 295.54 245.07 -191.13 -369.62
82 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 199.75 281.93 -87.21 294.50 244.03 -192.17 -370.66
83 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 199.33 281.51 -87.64 294.08 243.60 -192.60 -371.09
84 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 199.05 281.23 -87.91 293.80 243.33 -192.88 -371.37
85 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 198.60 280.78 -88.37 293.34 242.87 -193.33 -371.82
86 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 193.99 276.17 -92.98 288.73 238.26 -197.94 -376.43
87 multin_zz1000_61001_idxctrl_50010002000_pv 193.96 276.14 -93.00 288.71 238.23 -197.97 -376.46
88 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 191.73 273.91 -95.23 286.48 236.01 -200.19 -378.68
89 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 189.78 271.97 -97.18 284.53 234.06 -202.14 -380.63
90 multin_zz1000_61001_idxctrl_top3800_pv 186.05 268.23 -100.92 280.80 230.32 -205.88 -384.37
91 mx_2023_gen_merge2_filtered_idsctrl 186.01 268.19 -100.95 280.76 230.29 -205.92 -384.41
92 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 185.21 267.39 -101.75 279.96 229.49 -206.72 -385.21
93 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 180.95 263.13 -106.02 275.70 225.22 -210.98 -389.47
94 multin_zz1000_21001_tp1000 172.66 254.84 -114.30 267.41 216.94 -219.27 -397.76
95 mx_tenacity_morecapa_ctrlonly 154.74 236.92 -132.22 249.49 199.02 -237.19 -415.68
96 multin_zz1000_61004_idscapctrl_pv_rm_fnd 128.82 211.00 -158.14 223.57 173.10 -263.10 -441.59
97 multin_zz1000_61002_idscapctrl_pv_rm_fnd 128.82 211.00 -158.14 223.57 173.10 -263.10 -441.59
98 mx_opt3_usual_1000_v1 123.95 206.13 -163.02 218.69 168.22 -267.98 -446.47
99 mx_adaptability_v2 122.44 204.62 -164.53 217.19 166.71 -269.49 -447.98
100 multin_zz1000_61001_idscapctrl_pv_rm_fnd 122.43 204.61 -164.54 217.17 166.70 -269.50 -447.99
101 multin_zz1000_61004_idscapctrl_pv 114.36 196.54 -172.61 209.11 158.63 -277.57 -456.06
102 multin_zz1000_61002_idscapctrl_pv 114.36 196.54 -172.61 209.11 158.63 -277.57 -456.06
103 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 110.41 192.60 -176.55 205.16 154.69 -281.51 -460.00
104 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 110.41 192.60 -176.55 205.16 154.69 -281.51 -460.00
105 multin_zz1000_61001_idscapctrl_pv 107.67 189.85 -179.30 202.41 151.94 -284.26 -462.75
106 multin1_real3 103.64 185.82 -183.32 198.39 147.92 -288.29 -466.78
107 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 103.64 185.82 -183.32 198.39 147.92 -288.29 -466.78
108 multin_zz1000_21001_tp1000_rm_blc 99.66 181.84 -187.31 194.41 143.93 -292.27 -470.76
109 mx_opt2_dyna_1000_v2 98.49 180.68 -188.47 193.24 142.77 -293.43 -471.92
110 multin_zz1000_61004_idscapctrl_pv_rm_blc 96.87 179.06 -190.09 191.62 141.15 -295.05 -473.54
111 multin_zz1000_61002_idscapctrl_pv_rm_blc 96.87 179.06 -190.09 191.62 141.15 -295.05 -473.54
112 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 92.01 174.20 -194.95 186.76 136.29 -299.91 -478.40
113 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 91.94 174.13 -195.02 186.69 136.22 -299.98 -478.47
114 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 91.50 173.68 -195.46 186.25 135.78 -300.43 -478.92
115 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 91.36 173.54 -195.61 186.11 135.63 -300.57 -479.06
116 multin_zz500_21001_tp500_rm_blc 90.92 173.11 -196.04 185.67 135.20 -301.00 -479.49
117 multin_zz1000_61001_idscapctrl_pv_rm_blc 89.88 172.06 -197.09 184.62 134.15 -302.05 -480.54
118 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 88.22 170.40 -198.75 182.97 132.49 -303.71 -482.20
119 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 88.20 170.38 -198.76 182.95 132.48 -303.73 -482.22
120 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 88.02 170.20 -198.94 182.77 132.29 -303.91 -482.40
121 mx_opt3_usual_1000_v2 87.09 169.27 -199.88 181.83 131.36 -304.84 -483.33
122 multin_zz1000_61002_idxctrl_zz1000_pv 81.75 163.93 -205.22 176.50 126.02 -310.18 -488.67
123 multin_zz1000_61004_idxctrl_zz1000_pv 81.56 163.75 -205.40 176.31 125.84 -310.36 -488.85
124 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 81.29 163.47 -205.68 176.04 125.56 -310.64 -489.13
125 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 79.28 161.46 -207.69 174.03 123.55 -312.65 -491.14
126 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 79.17 161.35 -207.80 173.92 123.44 -312.76 -491.25
127 multin_zz1000_61001_idxctrl_zz1000_pv 76.97 159.16 -209.99 171.72 121.25 -314.95 -493.44
128 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 74.21 156.39 -212.75 168.96 118.49 -317.71 -496.20
129 multin_zz1000_61004_idscapctrl_pv_rm_blc2 70.59 152.78 -216.37 165.34 114.87 -321.33 -499.82
130 mx_opt3_usual_500_v1 66.77 148.95 -220.19 161.52 111.05 -325.15 -503.64
131 multin_zz500_21001_tp200_rm_blc 45.54 127.72 -241.42 140.29 89.82 -346.38 -524.87
132 multin_zz1000_61004_idxctrl_pv_rm_fnd 43.95 126.13 -243.02 138.70 88.22 -347.98 -526.47
133 multin_zz1000_61002_idxctrl_pv_rm_fnd 43.95 126.13 -243.02 138.70 88.22 -347.98 -526.47
134 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 41.59 123.77 -245.37 136.34 85.87 -350.34 -528.83
135 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 41.59 123.77 -245.37 136.34 85.87 -350.34 -528.83
136 multin_zz1000_61001_idxctrl_pv_rm_fnd 39.89 122.08 -247.07 134.64 84.17 -352.03 -530.52
137 mx_opt3_usual_300_v1 37.97 120.15 -248.99 132.72 82.25 -353.95 -532.44
138 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 37.38 119.56 -249.59 132.13 81.65 -354.55 -533.04
139 multin_zz1000_61004_idxctrl_pv 36.78 118.96 -250.18 131.53 81.05 -355.15 -533.64
140 multin_zz1000_61002_idxctrl_pv 36.78 118.96 -250.18 131.53 81.05 -355.15 -533.64
141 multin_zz1000_61004_idxctrl_pv_rm_blc 33.59 115.77 -253.38 128.34 77.86 -358.34 -536.83
142 multin_zz1000_61002_idxctrl_pv_rm_blc 33.59 115.77 -253.38 128.34 77.86 -358.34 -536.83
143 multin_zz1000_61001_idxctrl_pv 32.36 114.55 -254.60 127.11 76.64 -359.56 -538.05
144 multin_zz1000_61001_idxctrl_pv_rm_blc 28.98 111.16 -257.98 123.73 73.26 -362.95 -541.44
145 mx_opt3_usual_500_v2 23.88 106.06 -263.09 118.63 68.15 -368.05 -546.54
146 mx_opt2_dyna_500_v2 22.92 105.11 -264.04 117.67 67.20 -369.00 -547.49
147 mx_opt1_absdef_1000_v2 6.13 88.31 -280.83 100.88 50.41 -385.79 -564.28
148 multin1_real0 6.13 88.31 -280.83 100.88 50.41 -385.79 -564.28
149 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -5.68 76.50 -292.65 89.07 38.59 -397.61 -576.10
150 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -6.42 75.76 -293.39 88.33 37.85 -398.35 -576.84
151 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -7.92 74.26 -294.88 86.83 36.36 -399.84 -578.33
152 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -10.39 71.79 -297.36 84.35 33.88 -402.32 -580.81
153 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -10.95 71.23 -297.91 83.80 33.33 -402.87 -581.36
154 mx_opt3_usual_300_v2 -11.57 70.61 -298.54 83.18 32.70 -403.50 -581.99
155 multin_zz500_61002_idxctrl_zz500_pv -12.20 69.98 -299.17 82.55 32.07 -404.13 -582.62
156 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -12.38 69.80 -299.34 82.37 31.90 -404.31 -582.80
157 multin_zz500_61004_idxctrl_zz500_pv -13.35 68.83 -300.32 81.40 30.92 -405.28 -583.77
158 multin_zz500_61001_idxctrl_zz500_pv -14.30 67.88 -301.26 80.45 29.98 -406.22 -584.71
159 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -15.05 67.13 -302.02 79.69 29.22 -406.98 -585.47
160 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -16.04 66.14 -303.01 78.71 28.23 -407.97 -586.46
161 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -17.11 65.07 -304.08 77.64 27.16 -409.04 -587.53
162 mx_opt_hs300_stable_4 -30.40 51.78 -317.36 64.35 13.88 -422.32 -600.81
163 mx_opt2_dyna_300_v2 -41.58 40.60 -328.55 53.16 2.69 -433.51 -612.00
164 mx_opt1_absdef_500_v2 -75.40 6.78 -362.37 19.35 -31.13 -467.33 -645.82