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runs_amplitude.md

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164 lines (164 loc) · 35.7 KB
factor_name ic_mean icir long-average long-short signic0 signic004 t Group1 Group2 Group3 Group4 Group5
DownResample(Max($high,240)/Min($low,240)-1,240,239) -0.07057 3.45602 -0.0041 -0.00683 0.70928 0.60619 -21.4418 -0.00386 0.00012 0.00088 0.00102 0.00297
DownResample(Max($high,120)/Min($low,120)-1,240,239) -0.0642 3.35383 -0.00492 -0.00824 0.70361 0.59021 -20.8078 -0.00468 0.0003 0.001 0.00096 0.00356
DownResample(Max($high,120)/Min($low,120)-1,240,119) -0.06611 3.34544 -0.00372 -0.00646 0.70876 0.59485 -20.7557 -0.00348 -0.0001 0.00076 0.001 0.00298
DownResample(Max($high,90)/Min($low,90)-1,240,239) -0.06249 3.3503 -0.00494 -0.00825 0.70412 0.58711 -20.7859 -0.0047 0.00039 0.00096 0.00097 0.00355
DownResample(Max($high,90)/Min($low,90)-1,240,179) -0.05713 2.98924 -0.00409 -0.00726 0.68644 0.57194 -18.541 -0.00385 0.00011 0.00077 0.00077 0.00341
DownResample(Max($high,90)/Min($low,90)-1,240,89) -0.06631 3.38699 -0.00375 -0.00651 0.71443 0.59742 -21.0135 -0.00351 -0.0001 0.00074 0.00101 0.003
DownResample(Max($high,60)/Min($low,60)-1,240,239) -0.06088 3.40394 -0.005 -0.00825 0.71134 0.58196 -21.1187 -0.00476 0.00044 0.00099 0.00094 0.00349
DownResample(Max($high,60)/Min($low,60)-1,240,179) -0.05621 3.0568 -0.00417 -0.00737 0.69572 0.5673 -18.9601 -0.00393 0.00014 0.0008 0.00075 0.00343
DownResample(Max($high,60)/Min($low,60)-1,240,119) -0.05305 2.82882 -0.00361 -0.00673 0.68334 0.55544 -17.546 -0.00337 -4e-05 0.00057 0.00067 0.00336
DownResample(Max($high,60)/Min($low,60)-1,240,59) -0.06616 3.4235 -0.00376 -0.0065 0.70928 0.59742 -21.2401 -0.00352 -0.00014 0.00077 0.00101 0.00298
DownResample(Max($high,40)/Min($low,40)-1,240,239) -0.05901 3.50171 -0.00497 -0.00821 0.71701 0.58711 -21.7253 -0.00473 0.00042 0.001 0.001 0.00348
DownResample(Max($high,40)/Min($low,40)-1,240,199) -0.05288 2.98152 -0.00413 -0.00719 0.6935 0.55624 -18.4884 -0.00389 0.00022 0.00081 0.00072 0.0033
DownResample(Max($high,40)/Min($low,40)-1,240,159) -0.05302 2.9635 -0.00389 -0.00697 0.69159 0.5606 -18.3814 -0.00365 9e-05 0.00073 0.00066 0.00332
DownResample(Max($high,40)/Min($low,40)-1,240,119) -0.04981 2.75933 -0.00347 -0.00653 0.67818 0.54925 -17.115 -0.00323 -6e-05 0.00061 0.00055 0.0033
DownResample(Max($high,40)/Min($low,40)-1,240,79) -0.05461 2.9404 -0.00362 -0.00676 0.68128 0.56266 -18.2381 -0.00338 -0.0001 0.00057 0.00069 0.00338
DownResample(Max($high,40)/Min($low,40)-1,240,39) -0.06524 3.40889 -0.0037 -0.00649 0.71237 0.59227 -21.1494 -0.00346 -0.00014 0.00074 0.001 0.00303
DownResample(Max($high,30)/Min($low,30)-1,240,239) -0.05691 3.54021 -0.00492 -0.00808 0.72474 0.58247 -21.9642 -0.00468 0.00047 0.00095 0.00101 0.0034
DownResample(Max($high,30)/Min($low,30)-1,240,209) -0.05162 2.96871 -0.00416 -0.00723 0.69195 0.55366 -18.4089 -0.00392 0.00026 0.00081 0.00068 0.00332
DownResample(Max($high,30)/Min($low,30)-1,240,179) -0.05113 2.95969 -0.0039 -0.00699 0.69108 0.54564 -18.3577 -0.00366 9e-05 0.00073 0.00067 0.00333
DownResample(Max($high,30)/Min($low,30)-1,240,149) -0.05014 2.89399 -0.00369 -0.00672 0.68695 0.55802 -17.9502 -0.00345 8e-05 0.0007 0.00057 0.00327
DownResample(Max($high,30)/Min($low,30)-1,240,119) -0.04776 2.71737 -0.00345 -0.00647 0.68076 0.53894 -16.8547 -0.00321 0.0001 0.0005 0.00055 0.00326
DownResample(Max($high,30)/Min($low,30)-1,240,89) -0.05134 2.85177 -0.0036 -0.00676 0.68128 0.55235 -17.6884 -0.00336 4e-05 0.0005 0.00061 0.0034
DownResample(Max($high,30)/Min($low,30)-1,240,59) -0.05632 3.07134 -0.00382 -0.00695 0.68025 0.56988 -19.0503 -0.00358 -0 0.00055 0.00078 0.00338
DownResample(Max($high,30)/Min($low,30)-1,240,29) -0.06438 3.40109 -0.00365 -0.00645 0.71134 0.59124 -21.1011 -0.00341 -0.00015 0.0007 0.001 0.00303
DownResample(Max($high,20)/Min($low,20)-1,240,239) -0.05248 3.5759 -0.00471 -0.00779 0.73196 0.57371 -22.1856 -0.00447 0.00039 0.001 0.00092 0.00333
DownResample(Max($high,20)/Min($low,20)-1,240,219) -0.04952 2.99593 -0.00408 -0.00707 0.69917 0.55108 -18.5778 -0.00384 0.00029 0.00078 0.00068 0.00323
DownResample(Max($high,20)/Min($low,20)-1,240,199) -0.04824 2.89378 -0.00385 -0.00685 0.69195 0.53922 -17.9444 -0.00361 0.00019 0.00073 0.00064 0.00323
DownResample(Max($high,20)/Min($low,20)-1,240,179) -0.04774 2.91129 -0.00377 -0.00682 0.69659 0.53973 -18.0529 -0.00352 0.00016 0.00071 0.00055 0.00329
DownResample(Max($high,20)/Min($low,20)-1,240,159) -0.04969 2.96959 -0.00378 -0.00692 0.69572 0.55596 -18.4192 -0.00353 0.00014 0.0006 0.00058 0.00339
DownResample(Max($high,20)/Min($low,20)-1,240,139) -0.04635 2.80966 -0.00338 -0.00635 0.69056 0.53997 -17.4272 -0.00313 6e-05 0.00055 0.0005 0.00321
DownResample(Max($high,20)/Min($low,20)-1,240,119) -0.04442 2.6671 -0.00327 -0.00623 0.68025 0.53275 -16.543 -0.00303 0.0001 0.00046 0.00043 0.00319
DownResample(Max($high,20)/Min($low,20)-1,240,99) -0.04733 2.77242 -0.00335 -0.00643 0.68179 0.54306 -17.1962 -0.00311 -2e-05 0.00048 0.0005 0.00332
DownResample(Max($high,20)/Min($low,20)-1,240,79) -0.04986 2.8643 -0.00349 -0.00659 0.68179 0.54513 -17.7661 -0.00325 2e-05 0.00044 0.0006 0.00334
DownResample(Max($high,20)/Min($low,20)-1,240,59) -0.05278 2.99734 -0.00361 -0.00675 0.69056 0.56215 -18.5913 -0.00337 -4e-05 0.00052 0.00066 0.00338
DownResample(Max($high,20)/Min($low,20)-1,240,39) -0.05807 3.18067 -0.00377 -0.00691 0.70206 0.57732 -19.7335 -0.00353 -0.0001 0.00062 0.00078 0.00338
DownResample(Max($high,20)/Min($low,20)-1,240,19) -0.0634 3.40489 -0.00362 -0.00644 0.70722 0.58247 -21.1246 -0.00338 -0.00012 0.00065 0.00093 0.00306
DownResample(Max($high,15)/Min($low,15)-1,240,239) -0.04784 3.51665 -0.0044 -0.00738 0.73402 0.55979 -21.818 -0.00416 0.00038 0.001 0.00072 0.00322
DownResample(Max($high,15)/Min($low,15)-1,240,224) -0.04746 2.99149 -0.00401 -0.00701 0.69659 0.54592 -18.5502 -0.00377 0.00029 0.00081 0.00059 0.00324
DownResample(Max($high,15)/Min($low,15)-1,240,209) -0.04559 2.86981 -0.00382 -0.00684 0.69092 0.53818 -17.7957 -0.00358 0.00027 0.00067 0.00056 0.00326
DownResample(Max($high,15)/Min($low,15)-1,240,194) -0.0457 2.82162 -0.00368 -0.00666 0.68731 0.53251 -17.4969 -0.00343 0.0002 0.00064 0.00054 0.00323
DownResample(Max($high,15)/Min($low,15)-1,240,179) -0.04546 2.89043 -0.00364 -0.00672 0.70382 0.53096 -17.9236 -0.0034 0.00017 0.00057 0.00054 0.00332
DownResample(Max($high,15)/Min($low,15)-1,240,164) -0.04621 2.84235 -0.00356 -0.00663 0.69624 0.54306 -17.63 -0.00332 0.00015 0.00053 0.00052 0.0033
DownResample(Max($high,15)/Min($low,15)-1,240,149) -0.04652 2.91007 -0.00358 -0.00667 0.69778 0.54616 -18.05 -0.00334 0.00014 0.00051 0.00052 0.00333
DownResample(Max($high,15)/Min($low,15)-1,240,134) -0.0439 2.7453 -0.00318 -0.00614 0.6854 0.52914 -17.028 -0.00294 0 0.00049 0.00044 0.0032
DownResample(Max($high,15)/Min($low,15)-1,240,119) -0.04169 2.60893 -0.00311 -0.00603 0.68334 0.52089 -16.1822 -0.00287 0.00013 0.00038 0.00038 0.00316
DownResample(Max($high,15)/Min($low,15)-1,240,104) -0.04519 2.75363 -0.00327 -0.00634 0.67922 0.53275 -17.0797 -0.00303 3e-05 0.00045 0.00045 0.0033
DownResample(Max($high,15)/Min($low,15)-1,240,89) -0.04689 2.82866 -0.00338 -0.00648 0.68128 0.541 -17.545 -0.00314 -4e-05 0.0005 0.00047 0.00334
DownResample(Max($high,15)/Min($low,15)-1,240,74) -0.04829 2.84202 -0.00335 -0.00644 0.68283 0.54203 -17.6279 -0.00311 -3e-05 0.00046 0.00051 0.00334
DownResample(Max($high,15)/Min($low,15)-1,240,59) -0.05044 2.9485 -0.00358 -0.00671 0.69005 0.55235 -18.2883 -0.00334 7e-05 0.00048 0.00059 0.00337
DownResample(Max($high,15)/Min($low,15)-1,240,44) -0.05436 3.07933 -0.00376 -0.00693 0.69366 0.56576 -19.0999 -0.00352 -4e-05 0.00058 0.00073 0.00342
DownResample(Max($high,15)/Min($low,15)-1,240,29) -0.0577 3.17903 -0.00388 -0.00705 0.69485 0.57371 -19.7233 -0.00364 -5e-05 0.00068 0.00076 0.00341
DownResample(Max($high,15)/Min($low,15)-1,240,14) -0.06247 3.39865 -0.00358 -0.00643 0.70825 0.5799 -21.0859 -0.00334 -0.00014 0.00067 0.00089 0.00309
DownResample(Max($high,10)/Min($low,10)-1,240,239) -0.03956 3.21615 -0.00383 -0.00657 0.72732 0.51495 -19.9536 -0.00359 0.00054 0.00075 0.00049 0.00298
DownResample(Max($high,10)/Min($low,10)-1,240,229) -0.04252 2.96282 -0.0039 -0.00682 0.71001 0.53354 -18.3725 -0.00366 0.00044 0.0007 0.00056 0.00316
DownResample(Max($high,10)/Min($low,10)-1,240,219) -0.04282 2.82677 -0.00365 -0.00647 0.69969 0.53096 -17.5288 -0.00341 0.00031 0.00067 0.0005 0.00306
DownResample(Max($high,10)/Min($low,10)-1,240,209) -0.04148 2.76722 -0.00354 -0.00652 0.6935 0.51754 -17.1595 -0.0033 0.00024 0.00059 0.00043 0.00322
DownResample(Max($high,10)/Min($low,10)-1,240,199) -0.04184 2.78242 -0.00343 -0.00642 0.69143 0.52683 -17.2538 -0.00319 0.00021 0.00049 0.00043 0.00323
DownResample(Max($high,10)/Min($low,10)-1,240,189) -0.04182 2.74381 -0.00338 -0.00627 0.68627 0.51754 -17.0144 -0.00314 0.00015 0.00058 0.0004 0.00313
DownResample(Max($high,10)/Min($low,10)-1,240,179) -0.04097 2.76841 -0.0033 -0.00623 0.69298 0.51548 -17.1669 -0.00306 0.00018 0.00047 0.00041 0.00317
DownResample(Max($high,10)/Min($low,10)-1,240,169) -0.04226 2.80434 -0.0034 -0.00634 0.69401 0.52477 -17.3897 -0.00316 0.00019 0.0005 0.00042 0.00318
DownResample(Max($high,10)/Min($low,10)-1,240,159) -0.04331 2.82138 -0.00335 -0.00641 0.70036 0.53223 -17.4999 -0.00311 9e-05 0.00055 0.00035 0.0033
DownResample(Max($high,10)/Min($low,10)-1,240,149) -0.04295 2.84651 -0.00337 -0.0064 0.69263 0.53378 -17.6558 -0.00313 0.0001 0.00054 0.00039 0.00327
DownResample(Max($high,10)/Min($low,10)-1,240,139) -0.04194 2.79379 -0.0032 -0.00625 0.69366 0.53275 -17.3288 -0.00296 9e-05 0.00049 0.00027 0.00329
DownResample(Max($high,10)/Min($low,10)-1,240,129) -0.04034 2.67328 -0.00288 -0.00582 0.67664 0.52089 -16.5813 -0.00264 -3e-05 0.0004 0.00028 0.00319
DownResample(Max($high,10)/Min($low,10)-1,240,119) -0.03771 2.5335 -0.00283 -0.00578 0.68076 0.50903 -15.7143 -0.00259 6e-05 0.00037 0.00017 0.00319
DownResample(Max($high,10)/Min($low,10)-1,240,109) -0.04105 2.69876 -0.00308 -0.00611 0.6854 0.51573 -16.7393 -0.00284 4e-05 0.00038 0.00033 0.00327
DownResample(Max($high,10)/Min($low,10)-1,240,99) -0.0426 2.72179 -0.00308 -0.00617 0.67973 0.53275 -16.8822 -0.00284 -3e-05 0.00041 0.00032 0.00334
DownResample(Max($high,10)/Min($low,10)-1,240,89) -0.04288 2.72863 -0.00313 -0.00618 0.6854 0.52295 -16.9246 -0.00289 -0 0.0004 0.00033 0.0033
DownResample(Max($high,10)/Min($low,10)-1,240,79) -0.04485 2.84112 -0.0032 -0.00632 0.68025 0.53791 -17.6223 -0.00296 -4e-05 0.00045 0.00037 0.00337
DownResample(Max($high,10)/Min($low,10)-1,240,69) -0.04587 2.81644 -0.00326 -0.00633 0.68489 0.53223 -17.4692 -0.00302 -3e-05 0.00049 0.00043 0.0033
DownResample(Max($high,10)/Min($low,10)-1,240,59) -0.047 2.88252 -0.00338 -0.00646 0.68231 0.55183 -17.8791 -0.00313 -0 0.00055 0.00044 0.00332
DownResample(Max($high,10)/Min($low,10)-1,240,49) -0.05069 3.07718 -0.00357 -0.0067 0.69624 0.55338 -19.0865 -0.00333 -3e-05 0.00057 0.00058 0.00337
DownResample(Max($high,10)/Min($low,10)-1,240,39) -0.05214 3.0514 -0.00357 -0.00672 0.69624 0.56369 -18.9266 -0.00333 -0.00014 0.00059 0.00067 0.00338
DownResample(Max($high,10)/Min($low,10)-1,240,29) -0.05496 3.17927 -0.00375 -0.00696 0.69485 0.56701 -19.7248 -0.0035 -5e-05 0.00054 0.00071 0.00345
DownResample(Max($high,10)/Min($low,10)-1,240,19) -0.05803 3.27499 -0.00392 -0.0071 0.70619 0.58299 -20.3187 -0.00368 1e-05 0.00056 0.00083 0.00341
DownResample(Max($high,10)/Min($low,10)-1,240,9) -0.06065 3.34627 -0.00346 -0.00627 0.70258 0.57887 -20.7609 -0.00322 -0.00014 0.00065 0.00079 0.00305
DownResample(Max($high,240)/Min($low,240)-1,240,239) -0.07057 3.45602 -0.0041 -0.00683 0.70928 0.60619 -21.4418 -0.00386 0.00012 0.00088 0.00102 0.00297
DownResample(Max($high,120)/Min($low,120)-1,240,239) -0.0642 3.35383 -0.00492 -0.00824 0.70361 0.59021 -20.8078 -0.00468 0.0003 0.001 0.00096 0.00356
DownResample(Max($high,120)/Min($low,120)-1,240,119) -0.06611 3.34544 -0.00372 -0.00646 0.70876 0.59485 -20.7557 -0.00348 -0.0001 0.00076 0.001 0.00298
DownResample(Max($high,90)/Min($low,90)-1,240,239) -0.06249 3.3503 -0.00494 -0.00825 0.70412 0.58711 -20.7859 -0.0047 0.00039 0.00096 0.00097 0.00355
DownResample(Max($high,90)/Min($low,90)-1,240,179) -0.05713 2.98924 -0.00409 -0.00726 0.68644 0.57194 -18.541 -0.00385 0.00011 0.00077 0.00077 0.00341
DownResample(Max($high,90)/Min($low,90)-1,240,89) -0.06631 3.38699 -0.00375 -0.00651 0.71443 0.59742 -21.0135 -0.00351 -0.0001 0.00074 0.00101 0.003
DownResample(Max($high,60)/Min($low,60)-1,240,239) -0.06088 3.40394 -0.005 -0.00825 0.71134 0.58196 -21.1187 -0.00476 0.00044 0.00099 0.00094 0.00349
DownResample(Max($high,60)/Min($low,60)-1,240,179) -0.05621 3.0568 -0.00417 -0.00737 0.69572 0.5673 -18.9601 -0.00393 0.00014 0.0008 0.00075 0.00343
DownResample(Max($high,60)/Min($low,60)-1,240,119) -0.05305 2.82882 -0.00361 -0.00673 0.68334 0.55544 -17.546 -0.00337 -4e-05 0.00057 0.00067 0.00336
DownResample(Max($high,60)/Min($low,60)-1,240,59) -0.06616 3.4235 -0.00376 -0.0065 0.70928 0.59742 -21.2401 -0.00352 -0.00014 0.00077 0.00101 0.00298
DownResample(Max($high,40)/Min($low,40)-1,240,239) -0.05901 3.50171 -0.00497 -0.00821 0.71701 0.58711 -21.7253 -0.00473 0.00042 0.001 0.001 0.00348
DownResample(Max($high,40)/Min($low,40)-1,240,199) -0.05288 2.98152 -0.00413 -0.00719 0.6935 0.55624 -18.4884 -0.00389 0.00022 0.00081 0.00072 0.0033
DownResample(Max($high,40)/Min($low,40)-1,240,159) -0.05302 2.9635 -0.00389 -0.00697 0.69159 0.5606 -18.3814 -0.00365 9e-05 0.00073 0.00066 0.00332
DownResample(Max($high,40)/Min($low,40)-1,240,119) -0.04981 2.75933 -0.00347 -0.00653 0.67818 0.54925 -17.115 -0.00323 -6e-05 0.00061 0.00055 0.0033
DownResample(Max($high,40)/Min($low,40)-1,240,79) -0.05461 2.9404 -0.00362 -0.00676 0.68128 0.56266 -18.2381 -0.00338 -0.0001 0.00057 0.00069 0.00338
DownResample(Max($high,40)/Min($low,40)-1,240,39) -0.06524 3.40889 -0.0037 -0.00649 0.71237 0.59227 -21.1494 -0.00346 -0.00014 0.00074 0.001 0.00303
DownResample(Max($high,30)/Min($low,30)-1,240,239) -0.05691 3.54021 -0.00492 -0.00808 0.72474 0.58247 -21.9642 -0.00468 0.00047 0.00095 0.00101 0.0034
DownResample(Max($high,30)/Min($low,30)-1,240,209) -0.05162 2.96871 -0.00416 -0.00723 0.69195 0.55366 -18.4089 -0.00392 0.00026 0.00081 0.00068 0.00332
DownResample(Max($high,30)/Min($low,30)-1,240,179) -0.05113 2.95969 -0.0039 -0.00699 0.69108 0.54564 -18.3577 -0.00366 9e-05 0.00073 0.00067 0.00333
DownResample(Max($high,30)/Min($low,30)-1,240,149) -0.05014 2.89399 -0.00369 -0.00672 0.68695 0.55802 -17.9502 -0.00345 8e-05 0.0007 0.00057 0.00327
DownResample(Max($high,30)/Min($low,30)-1,240,119) -0.04776 2.71737 -0.00345 -0.00647 0.68076 0.53894 -16.8547 -0.00321 0.0001 0.0005 0.00055 0.00326
DownResample(Max($high,30)/Min($low,30)-1,240,89) -0.05134 2.85177 -0.0036 -0.00676 0.68128 0.55235 -17.6884 -0.00336 4e-05 0.0005 0.00061 0.0034
DownResample(Max($high,30)/Min($low,30)-1,240,59) -0.05632 3.07134 -0.00382 -0.00695 0.68025 0.56988 -19.0503 -0.00358 -0 0.00055 0.00078 0.00338
DownResample(Max($high,30)/Min($low,30)-1,240,29) -0.06438 3.40109 -0.00365 -0.00645 0.71134 0.59124 -21.1011 -0.00341 -0.00015 0.0007 0.001 0.00303
DownResample(Max($high,20)/Min($low,20)-1,240,239) -0.05248 3.5759 -0.00471 -0.00779 0.73196 0.57371 -22.1856 -0.00447 0.00039 0.001 0.00092 0.00333
DownResample(Max($high,20)/Min($low,20)-1,240,219) -0.04952 2.99593 -0.00408 -0.00707 0.69917 0.55108 -18.5778 -0.00384 0.00029 0.00078 0.00068 0.00323
DownResample(Max($high,20)/Min($low,20)-1,240,199) -0.04824 2.89378 -0.00385 -0.00685 0.69195 0.53922 -17.9444 -0.00361 0.00019 0.00073 0.00064 0.00323
DownResample(Max($high,20)/Min($low,20)-1,240,179) -0.04774 2.91129 -0.00377 -0.00682 0.69659 0.53973 -18.0529 -0.00352 0.00016 0.00071 0.00055 0.00329
DownResample(Max($high,20)/Min($low,20)-1,240,159) -0.04969 2.96959 -0.00378 -0.00692 0.69572 0.55596 -18.4192 -0.00353 0.00014 0.0006 0.00058 0.00339
DownResample(Max($high,20)/Min($low,20)-1,240,139) -0.04635 2.80966 -0.00338 -0.00635 0.69056 0.53997 -17.4272 -0.00313 6e-05 0.00055 0.0005 0.00321
DownResample(Max($high,20)/Min($low,20)-1,240,119) -0.04442 2.6671 -0.00327 -0.00623 0.68025 0.53275 -16.543 -0.00303 0.0001 0.00046 0.00043 0.00319
DownResample(Max($high,20)/Min($low,20)-1,240,99) -0.04733 2.77242 -0.00335 -0.00643 0.68179 0.54306 -17.1962 -0.00311 -2e-05 0.00048 0.0005 0.00332
DownResample(Max($high,20)/Min($low,20)-1,240,79) -0.04986 2.8643 -0.00349 -0.00659 0.68179 0.54513 -17.7661 -0.00325 2e-05 0.00044 0.0006 0.00334
DownResample(Max($high,20)/Min($low,20)-1,240,59) -0.05278 2.99734 -0.00361 -0.00675 0.69056 0.56215 -18.5913 -0.00337 -4e-05 0.00052 0.00066 0.00338
DownResample(Max($high,20)/Min($low,20)-1,240,39) -0.05807 3.18067 -0.00377 -0.00691 0.70206 0.57732 -19.7335 -0.00353 -0.0001 0.00062 0.00078 0.00338
DownResample(Max($high,20)/Min($low,20)-1,240,19) -0.0634 3.40489 -0.00362 -0.00644 0.70722 0.58247 -21.1246 -0.00338 -0.00012 0.00065 0.00093 0.00306
DownResample(Max($high,15)/Min($low,15)-1,240,239) -0.04784 3.51665 -0.0044 -0.00738 0.73402 0.55979 -21.818 -0.00416 0.00038 0.001 0.00072 0.00322
DownResample(Max($high,15)/Min($low,15)-1,240,224) -0.04746 2.99149 -0.00401 -0.00701 0.69659 0.54592 -18.5502 -0.00377 0.00029 0.00081 0.00059 0.00324
DownResample(Max($high,15)/Min($low,15)-1,240,209) -0.04559 2.86981 -0.00382 -0.00684 0.69092 0.53818 -17.7957 -0.00358 0.00027 0.00067 0.00056 0.00326
DownResample(Max($high,15)/Min($low,15)-1,240,194) -0.0457 2.82162 -0.00368 -0.00666 0.68731 0.53251 -17.4969 -0.00343 0.0002 0.00064 0.00054 0.00323
DownResample(Max($high,15)/Min($low,15)-1,240,179) -0.04546 2.89043 -0.00364 -0.00672 0.70382 0.53096 -17.9236 -0.0034 0.00017 0.00057 0.00054 0.00332
DownResample(Max($high,15)/Min($low,15)-1,240,164) -0.04621 2.84235 -0.00356 -0.00663 0.69624 0.54306 -17.63 -0.00332 0.00015 0.00053 0.00052 0.0033
DownResample(Max($high,15)/Min($low,15)-1,240,149) -0.04652 2.91007 -0.00358 -0.00667 0.69778 0.54616 -18.05 -0.00334 0.00014 0.00051 0.00052 0.00333
DownResample(Max($high,15)/Min($low,15)-1,240,134) -0.0439 2.7453 -0.00318 -0.00614 0.6854 0.52914 -17.028 -0.00294 0 0.00049 0.00044 0.0032
DownResample(Max($high,15)/Min($low,15)-1,240,119) -0.04169 2.60893 -0.00311 -0.00603 0.68334 0.52089 -16.1822 -0.00287 0.00013 0.00038 0.00038 0.00316
DownResample(Max($high,15)/Min($low,15)-1,240,104) -0.04519 2.75363 -0.00327 -0.00634 0.67922 0.53275 -17.0797 -0.00303 3e-05 0.00045 0.00045 0.0033
DownResample(Max($high,15)/Min($low,15)-1,240,89) -0.04689 2.82866 -0.00338 -0.00648 0.68128 0.541 -17.545 -0.00314 -4e-05 0.0005 0.00047 0.00334
DownResample(Max($high,15)/Min($low,15)-1,240,74) -0.04829 2.84202 -0.00335 -0.00644 0.68283 0.54203 -17.6279 -0.00311 -3e-05 0.00046 0.00051 0.00334
DownResample(Max($high,15)/Min($low,15)-1,240,59) -0.05044 2.9485 -0.00358 -0.00671 0.69005 0.55235 -18.2883 -0.00334 7e-05 0.00048 0.00059 0.00337
DownResample(Max($high,15)/Min($low,15)-1,240,44) -0.05436 3.07933 -0.00376 -0.00693 0.69366 0.56576 -19.0999 -0.00352 -4e-05 0.00058 0.00073 0.00342
DownResample(Max($high,15)/Min($low,15)-1,240,29) -0.0577 3.17903 -0.00388 -0.00705 0.69485 0.57371 -19.7233 -0.00364 -5e-05 0.00068 0.00076 0.00341
DownResample(Max($high,15)/Min($low,15)-1,240,14) -0.06247 3.39865 -0.00358 -0.00643 0.70825 0.5799 -21.0859 -0.00334 -0.00014 0.00067 0.00089 0.00309
DownResample(Max($high,10)/Min($low,10)-1,240,239) -0.03956 3.21615 -0.00383 -0.00657 0.72732 0.51495 -19.9536 -0.00359 0.00054 0.00075 0.00049 0.00298
DownResample(Max($high,10)/Min($low,10)-1,240,229) -0.04252 2.96282 -0.0039 -0.00682 0.71001 0.53354 -18.3725 -0.00366 0.00044 0.0007 0.00056 0.00316
DownResample(Max($high,10)/Min($low,10)-1,240,219) -0.04282 2.82677 -0.00365 -0.00647 0.69969 0.53096 -17.5288 -0.00341 0.00031 0.00067 0.0005 0.00306
DownResample(Max($high,10)/Min($low,10)-1,240,209) -0.04148 2.76722 -0.00354 -0.00652 0.6935 0.51754 -17.1595 -0.0033 0.00024 0.00059 0.00043 0.00322
DownResample(Max($high,10)/Min($low,10)-1,240,199) -0.04184 2.78242 -0.00343 -0.00642 0.69143 0.52683 -17.2538 -0.00319 0.00021 0.00049 0.00043 0.00323
DownResample(Max($high,10)/Min($low,10)-1,240,189) -0.04182 2.74381 -0.00338 -0.00627 0.68627 0.51754 -17.0144 -0.00314 0.00015 0.00058 0.0004 0.00313
DownResample(Max($high,10)/Min($low,10)-1,240,179) -0.04097 2.76841 -0.0033 -0.00623 0.69298 0.51548 -17.1669 -0.00306 0.00018 0.00047 0.00041 0.00317
DownResample(Max($high,10)/Min($low,10)-1,240,169) -0.04226 2.80434 -0.0034 -0.00634 0.69401 0.52477 -17.3897 -0.00316 0.00019 0.0005 0.00042 0.00318
DownResample(Max($high,10)/Min($low,10)-1,240,159) -0.04331 2.82138 -0.00335 -0.00641 0.70036 0.53223 -17.4999 -0.00311 9e-05 0.00055 0.00035 0.0033
DownResample(Max($high,10)/Min($low,10)-1,240,149) -0.04295 2.84651 -0.00337 -0.0064 0.69263 0.53378 -17.6558 -0.00313 0.0001 0.00054 0.00039 0.00327
DownResample(Max($high,10)/Min($low,10)-1,240,139) -0.04194 2.79379 -0.0032 -0.00625 0.69366 0.53275 -17.3288 -0.00296 9e-05 0.00049 0.00027 0.00329
DownResample(Max($high,10)/Min($low,10)-1,240,129) -0.04034 2.67328 -0.00288 -0.00582 0.67664 0.52089 -16.5813 -0.00264 -3e-05 0.0004 0.00028 0.00319
DownResample(Max($high,10)/Min($low,10)-1,240,119) -0.03771 2.5335 -0.00283 -0.00578 0.68076 0.50903 -15.7143 -0.00259 6e-05 0.00037 0.00017 0.00319
DownResample(Max($high,10)/Min($low,10)-1,240,109) -0.04105 2.69876 -0.00308 -0.00611 0.6854 0.51573 -16.7393 -0.00284 4e-05 0.00038 0.00033 0.00327
DownResample(Max($high,10)/Min($low,10)-1,240,99) -0.0426 2.72179 -0.00308 -0.00617 0.67973 0.53275 -16.8822 -0.00284 -3e-05 0.00041 0.00032 0.00334
DownResample(Max($high,10)/Min($low,10)-1,240,89) -0.04288 2.72863 -0.00313 -0.00618 0.6854 0.52295 -16.9246 -0.00289 -0 0.0004 0.00033 0.0033
DownResample(Max($high,10)/Min($low,10)-1,240,79) -0.04485 2.84112 -0.0032 -0.00632 0.68025 0.53791 -17.6223 -0.00296 -4e-05 0.00045 0.00037 0.00337
DownResample(Max($high,10)/Min($low,10)-1,240,69) -0.04587 2.81644 -0.00326 -0.00633 0.68489 0.53223 -17.4692 -0.00302 -3e-05 0.00049 0.00043 0.0033
DownResample(Max($high,10)/Min($low,10)-1,240,59) -0.047 2.88252 -0.00338 -0.00646 0.68231 0.55183 -17.8791 -0.00313 -0 0.00055 0.00044 0.00332
DownResample(Max($high,10)/Min($low,10)-1,240,49) -0.05069 3.07718 -0.00357 -0.0067 0.69624 0.55338 -19.0865 -0.00333 -3e-05 0.00057 0.00058 0.00337
DownResample(Max($high,10)/Min($low,10)-1,240,39) -0.05214 3.0514 -0.00357 -0.00672 0.69624 0.56369 -18.9266 -0.00333 -0.00014 0.00059 0.00067 0.00338
DownResample(Max($high,10)/Min($low,10)-1,240,29) -0.05496 3.17927 -0.00375 -0.00696 0.69485 0.56701 -19.7248 -0.0035 -5e-05 0.00054 0.00071 0.00345
DownResample(Max($high,10)/Min($low,10)-1,240,19) -0.05803 3.27499 -0.00392 -0.0071 0.70619 0.58299 -20.3187 -0.00368 1e-05 0.00056 0.00083 0.00341
DownResample(Max($high,10)/Min($low,10)-1,240,9) -0.06065 3.34627 -0.00346 -0.00627 0.70258 0.57887 -20.7609 -0.00322 -0.00014 0.00065 0.00079 0.00305
DownResample(Med($total_turnover/($volume+1e-12),240)/$close,240,"last") 0.03409 2.02048 0.00048 0.00236 0.61527 0.45229 12.5322 0.00072 0.00147 0.00097 -0.00036 -0.00164
DownResample(Med($close,240)/$close,240,"last") 0.04329 2.77565 0.00104 0.00614 0.66804 0.5 17.2207 0.00128 0.0022 0.0018 0.00086 -0.00486
DownResample(Med($low,240)/$close,240,"last") 0.04494 2.899 0.00121 0.00636 0.67577 0.50928 17.9859 0.00145 0.00225 0.00178 0.0007 -0.00491
DownResample(Med($high,240)/$close,240,"last") 0.04149 2.65114 0.00084 0.00576 0.65773 0.49485 16.4482 0.00108 0.00203 0.00183 0.00101 -0.00468
DownResample(Med($open,240)/$close,240,"last") 0.04326 2.77018 0.00101 0.00604 0.66804 0.50052 17.1867 0.00125 0.00214 0.00181 0.00087 -0.00479
DownResample(Mad($total_turnover/($volume+1e-12),240)/$close,240,"last") 0.04258 2.57247 0.00478 0.00616 0.6634 0.50567 15.9601 0.00502 0.00077 -0.00133 -0.00211 -0.00114
DownResample(Mad($close,240)/$close,240,"last") -0.05677 2.849 -0.00365 -0.0065 0.68041 0.57577 -17.6758 -0.00341 4e-05 0.00067 0.00079 0.00309
DownResample(Mad($low,240)/$close,240,"last") -0.05552 2.7758 -0.00355 -0.00631 0.67732 0.57216 -17.2216 -0.00331 5e-05 0.0007 0.00074 0.003
DownResample(Mad($high,240)/$close,240,"last") -0.05833 2.92006 -0.00374 -0.00672 0.68247 0.58299 -18.1166 -0.0035 -2e-05 0.00067 0.0008 0.00322
DownResample(Mad($open,240)/$close,240,"last") -0.0569 2.85195 -0.00363 -0.00649 0.67887 0.57732 -17.694 -0.00339 2e-05 0.00068 0.0008 0.0031