35 lines
743 B
JSON
35 lines
743 B
JSON
{
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"panel_size": 71,
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"date_range": "2015-01-02 to 2026-08-19",
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"n_trading_days": 2924,
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"horizons": {
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"5d": {
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"mean_vr": 0.9248,
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"median_vr": 0.9248,
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"frac_lt1": 0.789,
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"frac_sig_revert_z2": 0.465,
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"frac_sig_momentum_z2": 0.028
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},
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"10d": {
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"mean_vr": 0.8925,
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"median_vr": 0.8999,
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"frac_lt1": 0.859,
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"frac_sig_revert_z2": 0.423,
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"frac_sig_momentum_z2": 0.014
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},
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"20d": {
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"mean_vr": 0.8733,
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"median_vr": 0.8838,
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"frac_lt1": 0.845,
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"frac_sig_revert_z2": 0.366,
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"frac_sig_momentum_z2": 0.014
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}
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},
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"trend_slope_5_beta": {
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"mean": 3.7952,
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"se": 0.016,
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"t_stat": 237.3,
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"n_negative": 0,
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"n_total": 71
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}
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} |