Category: Ratio Box

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 348 6.4 188 2.4 181 7.2 380 91.8 Short NPD 54 72% 78 27% 25 38% 0 92%

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 343 4.13 325 23.21 279 21.46 146 48.67 Short NPD 83 61% 14 73% 13 62% 3 34%

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 346 5.49 19 0.10 18 0.43 380 N/A Short NPD 63 68.86% 183 -39.90% 42 -5.84% 0 91.79%

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 91 0.29 48 0.27 31 0.20 380 N/A Short NPD 319 -55.47 179 -31.87 154 -29.93 0 91.79

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 155 0.6 43 0.3 27 0.3 384 N/A Short NPD 262 -25.7% 173 -31.2% 102 -18% 0 92.1%

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 62 0.2 11 0.1 8 0.1 384 N/A Short NPD 355 -70.3% 131 -28.8% 102 -22.5% 0 92.1%

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 3 0.01 21 0.3 2 0.03 374 N/A Short NPD 414 -98.6% 68 -11.3% 68 -15.8% 0 89.7%

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 71 0.2 87 1.5 39 0.8 374 N/A Short NPD 346 -65.9% 57 7.2% 51 -2.9% 0 89.7%

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 144 0.5 132 2.7 95 2.4 374 0.0 Short NPD 273 -30.1% 49 19.9% 40 13.2% 0 89.7%

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 199 0.9 237 6.2 158 5.3 374 0.0 Short NPD 218 -4.6% 38 47.7% 30 30.7% 0 89.7%