spb/wp17_uqo

1sample,horizon,days,HL_CAR_pct,t_cda,t_event_sd,t_bmp_HL,kp_factor,rho_bar,n_high,n_low2full,pre_m20_m1,20,-0.28,-0.16,-0.17,-0.71,0.131,0.0374,741,7383full,car_m1_p1,3,0.65,0.93,0.98,3.91,0.131,0.0374,741,7384full,car_0_5,6,0.41,0.41,0.44,2.66,0.131,0.0374,741,7385full,car_0_20,21,0.96,0.52,0.55,2.53,0.131,0.0374,741,7386full,car_60d,60,3.43,1.1,1.16,1.78,0.131,0.0374,741,7387full,car_6m,125,12.91,2.87,3.02,5.0,0.131,0.0374,741,7388full,car_1y,250,14.2,2.23,2.35,5.17,0.131,0.0374,741,7389full,car_18m,395,9.49,1.19,1.25,3.16,0.131,0.0374,741,73810large,pre_m20_m1,20,0.4,0.21,0.25,1.53,0.206,0.032,393,29011large,car_m1_p1,3,0.91,1.25,1.46,3.71,0.206,0.032,393,29012large,car_0_5,6,1.2,1.17,1.37,3.2,0.206,0.032,393,29013large,car_0_20,21,2.81,1.46,1.71,4.54,0.206,0.032,393,29014large,car_60d,60,4.76,1.46,1.71,3.24,0.206,0.032,393,29015large,car_6m,125,13.87,2.96,3.46,6.07,0.206,0.032,393,29016large,car_1y,250,20.03,3.02,3.53,5.34,0.206,0.032,393,29017large,car_18m,395,24.72,2.97,3.47,4.84,0.206,0.032,393,29018small,pre_m20_m1,20,-1.79,-0.78,-0.93,-1.12,0.146,0.0559,341,44019small,car_m1_p1,3,0.59,0.66,0.78,2.43,0.146,0.0559,341,44020small,car_0_5,6,-0.19,-0.15,-0.18,1.38,0.146,0.0559,341,44021small,car_0_20,21,-0.35,-0.15,-0.18,1.41,0.146,0.0559,341,44022small,car_60d,60,4.65,1.17,1.39,1.39,0.146,0.0559,341,44023small,car_6m,125,14.45,2.53,2.99,3.21,0.146,0.0559,341,44024small,car_1y,250,12.23,1.51,1.79,3.09,0.146,0.0559,341,44025small,car_18m,395,4.2,0.41,0.49,1.69,0.146,0.0559,341,44026large_v1,pre_m20_m1,20,0.86,0.52,0.57,1.53,0.203,0.0335,390,28127large_v1,car_m1_p1,3,1.03,1.61,1.75,4.02,0.203,0.0335,390,28128large_v1,car_0_5,6,1.21,1.33,1.45,3.04,0.203,0.0335,390,28129large_v1,car_0_20,21,2.74,1.62,1.76,4.33,0.203,0.0335,390,28130large_v1,car_60d,60,4.9,1.71,1.86,3.23,0.203,0.0335,390,28131large_v1,car_6m,125,13.79,3.34,3.62,5.84,0.203,0.0335,390,28132large_v1,car_1y,250,19.24,3.3,3.57,4.94,0.203,0.0335,390,28133large_v1,car_18m,395,24.37,3.32,3.6,4.47,0.203,0.0335,390,28134small_v1,pre_m20_m1,20,-1.73,-0.78,-0.79,-0.99,0.156,0.057,275,38535small_v1,car_m1_p1,3,0.58,0.67,0.68,2.5,0.156,0.057,275,38536small_v1,car_0_5,6,-0.43,-0.35,-0.36,1.41,0.156,0.057,275,38537small_v1,car_0_20,21,-1.07,-0.47,-0.48,1.26,0.156,0.057,275,38538small_v1,car_60d,60,4.24,1.1,1.11,1.33,0.156,0.057,275,38539small_v1,car_6m,125,14.31,2.56,2.59,2.98,0.156,0.057,275,38540small_v1,car_1y,250,10.48,1.33,1.34,2.84,0.156,0.057,275,38541small_v1,car_18m,395,-0.51,-0.05,-0.05,1.53,0.156,0.057,275,38542large_pct42,pre_m20_m1,20,-0.1,-0.05,-0.06,1.04,0.219,0.0309,363,26043large_pct42,car_m1_p1,3,0.81,1.16,1.36,3.47,0.219,0.0309,363,26044large_pct42,car_0_5,6,0.98,0.99,1.16,2.65,0.219,0.0309,363,26045large_pct42,car_0_20,21,2.68,1.45,1.69,4.18,0.219,0.0309,363,26046large_pct42,car_60d,60,4.32,1.38,1.61,2.88,0.219,0.0309,363,26047large_pct42,car_6m,125,12.88,2.85,3.32,5.54,0.219,0.0309,363,26048large_pct42,car_1y,250,19.08,2.98,3.48,4.97,0.219,0.0309,363,26049large_pct42,car_18m,395,22.43,2.79,3.26,4.35,0.219,0.0309,363,26050small_pct42,pre_m20_m1,20,-1.3,-0.57,-0.68,-1.03,0.141,0.0556,371,47051small_pct42,car_m1_p1,3,0.71,0.81,0.96,2.83,0.141,0.0556,371,47052small_pct42,car_0_5,6,0.05,0.04,0.05,1.69,0.141,0.0556,371,47053small_pct42,car_0_20,21,0.01,0.0,0.0,1.6,0.141,0.0556,371,47054small_pct42,car_60d,60,4.95,1.25,1.49,1.47,0.141,0.0556,371,47055small_pct42,car_6m,125,15.03,2.63,3.13,3.45,0.141,0.0556,371,47056small_pct42,car_1y,250,13.39,1.65,1.97,3.4,0.141,0.0556,371,47057small_pct42,car_18m,395,7.17,0.7,0.84,2.05,0.141,0.0556,371,47058sp500,pre_m20_m1,20,0.12,0.07,0.08,-0.09,0.303,0.0297,212,11159sp500,car_m1_p1,3,0.6,0.89,1.01,1.39,0.303,0.0297,212,11160sp500,car_0_5,6,0.39,0.41,0.46,0.68,0.303,0.0297,212,11161sp500,car_0_20,21,1.27,0.71,0.81,1.58,0.303,0.0297,212,11162sp500,car_60d,60,2.09,0.7,0.79,1.09,0.303,0.0297,212,11163sp500,car_6m,125,8.54,1.97,2.24,2.91,0.303,0.0297,212,11164sp500,car_1y,250,12.06,1.96,2.24,2.51,0.303,0.0297,212,11165sp500,car_18m,395,14.93,1.93,2.21,2.0,0.303,0.0297,212,11166non_sp500,pre_m20_m1,20,-1.08,-0.49,-0.59,-0.89,0.127,0.0502,529,62767non_sp500,car_m1_p1,3,0.79,0.92,1.12,4.06,0.127,0.0502,529,62768non_sp500,car_0_5,6,0.44,0.36,0.44,2.4,0.127,0.0502,529,62769non_sp500,car_0_20,21,1.08,0.47,0.58,2.35,0.127,0.0502,529,62770non_sp500,car_60d,60,4.96,1.29,1.58,1.76,0.127,0.0502,529,62771non_sp500,car_6m,125,14.08,2.54,3.1,4.25,0.127,0.0502,529,62772non_sp500,car_1y,250,14.48,1.85,2.25,4.42,0.127,0.0502,529,62773non_sp500,car_18m,395,7.44,0.76,0.92,2.64,0.127,0.0502,529,62774