reported 05/01/22 19:03:00 PDT-0700 with data as of 2022-04-29


3D Risk/Reward Evolution over 70 years for all universes in regime 2000-01-31

title n total minCount t significance
0 70 years of Risk-Reward prior to 2000-01-31. n=28 of 1282416 pSize=1-6 t=4.480 significance=99.9995 28 1282416 1 4.480 99.9995
1 70 years of Risk-Reward prior to 2000-01-31. n=1803 of 1282416 pSize=1-6 t=3.900 significance=99.9975 1803 1282416 1 3.900 99.9975
2 70 years of Risk-Reward prior to 2000-01-31. n=5970 of 1282416 pSize=1-6 t=3.650 significance=99.9950 5970 1282416 1 3.650 99.9950
3 70 years of Risk-Reward prior to 2000-01-31. n=21968 of 1282416 pSize=1-6 t=3.291 significance=99.9500 21968 1282416 1 3.291 99.9500
4 70 years of Risk-Reward prior to 2000-01-31. n=18 of 1282416 pSize=2-6 t=4.480 significance=99.9995 18 1282416 2 4.480 99.9995
5 70 years of Risk-Reward prior to 2000-01-31. n=1425 of 1282416 pSize=2-6 t=3.900 significance=99.9975 1425 1282416 2 3.900 99.9975
6 70 years of Risk-Reward prior to 2000-01-31. n=4847 of 1282416 pSize=2-6 t=3.650 significance=99.9950 4847 1282416 2 3.650 99.9950
7 70 years of Risk-Reward prior to 2000-01-31. n=18009 of 1282416 pSize=2-6 t=3.291 significance=99.9500 18009 1282416 2 3.291 99.9500
















2D Risk/Reward Evolution over 70 years for all universes in regime 2000-01-31


Monthly GeoRtn/Std (Risk) by Universe for t>4.48 significance=99.999 N>=1 Regime=2000-01-31 - 28 rows

( Interactive Figure)


Monthly GeoRtn/Std (Risk) by Universe for t>4.48 significance=99.999 N>=1 Regime=2000-01-31 - 28 rows

( Interactive Figure)


GeoRtn IdxT Sharpe
timeframe 20 yrs 20 yrs 20 yrs
universe method memberCount lags
RUx2000 btmN 5.0 01_01_30mos 0.085588 4.595296 5.185667
6.0 01_01_33mos 0.079120 4.492266 5.130672
01_02_24mos 0.080175 4.564825 5.202163
01_02_27mos 0.080515 4.583537 5.220114
01_02_30mos 0.079493 4.557101 5.199490
01_02_33mos 0.079104 4.533428 5.175669

Monthly GeoRtn/Std (Risk) by Universe for t>3.90 significance=99.998 N>=1 Regime=2000-01-31 - 1803 rows

( Interactive Figure)


Monthly GeoRtn/Std (Risk) by Universe for t>3.90 significance=99.998 N>=1 Regime=2000-01-31 - 1803 rows

( Interactive Figure)


Monthly GeoRtn/Std (Risk) by Universe for t>3.65 significance=99.995 N>=1 Regime=2000-01-31 - 5970 rows

( Interactive Figure)


Monthly GeoRtn/Std (Risk) by Universe for t>3.65 significance=99.995 N>=1 Regime=2000-01-31 - 5970 rows

( Interactive Figure)


Monthly GeoRtn/Std (Risk) by Universe for t>3.29 significance=99.950 N>=2 Regime=2000-01-31 - 18009 rows

( Interactive Figure)


Monthly GeoRtn/Std (Risk) by Universe for t>3.29 significance=99.950 N>=2 Regime=2000-01-31 - 18009 rows

( Interactive Figure)


Monthly GeoRtn/Std (Risk) by Universe for t>3.09 significance=99.900 N>=2 Regime=2000-01-31 - 31340 rows

( Interactive Figure)


Monthly GeoRtn/Std (Risk) by Universe for t>3.09 significance=99.900 N>=2 Regime=2000-01-31 - 31340 rows

( Interactive Figure)