21 KiB
21 KiB
| 1 | market | symbol | strategy | period | start | end | observations | cagr | mdd | calmar | annual_vol | sharpe_zero_rf | sortino_zero_rf | ulcer_index | recovery_days_max | turnover_annual | avg_exposure | cvar_5_daily | final_equity |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | KR | 005930 | buy_hold | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1750 | 0.12967134298041105 | -0.47342611694340286 | 0.2738998511903242 | 0.3326070963773868 | 0.5351301841457318 | 0.8577724141464788 | 15.666775998484988 | 325 | 0.0 | 1.0 | -0.042921463800847354 | 2.3456656176847828 |
| 3 | KR | 005930 | buy_hold | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 981 | 0.1830634689280799 | -0.28953034273852707 | 0.6322773191803365 | 0.25557521285787116 | 0.8014134621974379 | 1.203967531350709 | 11.469623835698364 | 325 | 0.0 | 1.0 | -0.034770491210861974 | 1.9544868436494838 |
| 4 | KR | 005930 | buy_hold | oos_2018_source_end | 2018-01-01 | 2021-04-15 | 808 | 0.15758066320113495 | -0.3189102564102565 | 0.4941222805904934 | 0.2807150188658532 | 0.6738850883016786 | 1.1182306039972656 | 13.067737588820876 | 446 | 0.0 | 1.0 | -0.035970549570908075 | 1.6173076923076957 |
| 5 | KR | 005930 | buy_hold | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 756 | 0.09814776053607122 | -0.47342611694340286 | 0.20731378566469028 | 0.38170565765154063 | 0.43501861766741595 | 0.6901375628210762 | 20.457045412344677 | 325 | 0.0 | 1.0 | -0.049439695541392235 | 1.3233545108919573 |
| 6 | KR | 005930 | buy_hold | covid_2020 | 2020-01-02 | 2020-12-30 | 248 | 0.454969962472755 | -0.3189102564102564 | 1.4266394803165787 | 0.33360515677855895 | 1.3009900297944954 | 2.147480142130591 | 12.787189228405817 | 202 | 0.0 | 1.0 | -0.04229622805996724 | 1.4516129032258092 |
| 7 | KR | 005930 | trend_10m_shifted | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1750 | 0.010251568308020209 | -0.40222436489246804 | 0.025487188750390338 | 0.22555325650598085 | 0.15808299946237436 | 0.20332398878684504 | 17.21748037855849 | 962 | 2.0021534847298357 | 0.5937142857142857 | -0.03260213227599751 | 1.0739235913610203 |
| 8 | KR | 005930 | trend_10m_shifted | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 981 | 0.14844310471331768 | -0.22093328559971614 | 0.6718910838191436 | 0.19530531280993613 | 0.8238100164791896 | 0.8762716162351177 | 9.533106857867153 | 333 | 2.5085851648351647 | 0.6004077471967381 | -0.030885487142683337 | 1.736261296305743 |
| 9 | KR | 005930 | trend_10m_shifted | oos_2018_source_end | 2018-01-01 | 2021-04-15 | 808 | 0.11305054173609386 | -0.3189102564102565 | 0.35449014092121883 | 0.22143866346157864 | 0.6056233748902595 | 0.764647758978678 | 14.333594650290866 | 414 | 3.6525000000000003 | 0.573019801980198 | -0.03190700100930451 | 1.4217426069042753 |
| 10 | KR | 005930 | trend_10m_shifted | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 756 | -0.0074065190815114645 | -0.40222436489246804 | -0.01841389962413527 | 0.19817306892548356 | 0.061441208420549745 | 0.06672937967253564 | 21.38438118136115 | 417 | 2.005032021957914 | 0.42328042328042326 | -0.03148736677461947 | 0.9779993449657826 |
| 11 | KR | 005930 | trend_10m_shifted | covid_2020 | 2020-01-02 | 2020-12-30 | 248 | 0.2149331506912624 | -0.3189102564102564 | 0.6739612363384309 | 0.29668210978919973 | 0.8096735226772354 | 1.140161573150933 | 18.658298958235303 | 231 | 2.012396694214876 | 0.7459677419354839 | -0.040790642391332795 | 1.21347693464817 |
| 12 | KR | 005930 | trailing_12 | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1750 | 0.010961273898902446 | -0.37191272085678795 | 0.029472704976723 | 0.24965026017103759 | 0.16876946642534568 | 0.21849813951334007 | 17.04810250009203 | 531 | 4.862372748629601 | 0.6794285714285714 | -0.036479971968358844 | 1.0792100761007186 |
| 13 | KR | 005930 | trailing_12 | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 981 | 0.10936364432366252 | -0.30163927827315606 | 0.3625643349558272 | 0.21207935374238862 | 0.6069758076492735 | 0.7806018109627744 | 12.497870308671136 | 352 | 3.7628777472527473 | 0.7176350662589195 | -0.031237995738400328 | 1.512441858564475 |
| 14 | KR | 005930 | trailing_12 | oos_2018_source_end | 2018-01-01 | 2021-04-15 | 808 | 0.1708330009670398 | -0.24923014560154555 | 0.6854427683886904 | 0.22304695041086017 | 0.8357003043288475 | 1.2200360223170594 | 11.804603674767666 | 407 | 2.7393750000000003 | 0.7165841584158416 | -0.03044784135562058 | 1.6789383892765444 |
| 15 | KR | 005930 | trailing_12 | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 756 | 0.009105968288438682 | -0.3649071338716712 | 0.02495420736729424 | 0.26701421962126093 | 0.1672757394835891 | 0.2016009092294584 | 17.18231361762925 | 531 | 5.346752058554437 | 0.6111111111111112 | -0.040925090187362546 | 1.027497287446589 |
| 16 | KR | 005930 | trailing_12 | covid_2020 | 2020-01-02 | 2020-12-30 | 248 | 0.5653022850812413 | -0.1598851282927436 | 3.5356777151042733 | 0.2554809305958573 | 1.8992401087711293 | 2.99850161205154 | 7.952339226893308 | 129 | 2.012396694214876 | 0.7862903225806451 | -0.032140839640177506 | 1.560987632591546 |
| 17 | KR | 005930 | kartsell_v11_original | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1750 | 0.042931023764978704 | -0.3897192409999386 | 0.11015885090719826 | 0.24642284809684253 | 0.2948670446221773 | 0.4499140267966271 | 18.025995429374536 | 885 | 8.838077525450274 | 0.7795428571428571 | -0.03390182168178739 | 1.341688376717285 |
| 18 | KR | 005930 | kartsell_v11_original | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 981 | 0.1153772707149705 | -0.2591277319955153 | 0.44525250086689805 | 0.19875618182954527 | 0.6623716035851022 | 0.861962749662369 | 12.617986236348644 | 547 | 10.548600618131866 | 0.7404689092762489 | -0.03019726402816983 | 1.545389622760389 |
| 19 | KR | 005930 | kartsell_v11_original | oos_2018_source_end | 2018-01-01 | 2021-04-15 | 808 | 0.04854992593689933 | -0.30100826397303015 | 0.1612910067520582 | 0.20316635451964907 | 0.3403903034131262 | 0.4991508773404462 | 19.064727358792265 | 717 | 13.955593749999998 | 0.6979579207920793 | -0.029021940795372816 | 1.1685408686888865 |
| 20 | KR | 005930 | kartsell_v11_original | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 756 | 0.0028437456413115125 | -0.3897192409999386 | 0.007296908497550832 | 0.2561505812845312 | 0.13894977845351714 | 0.21114230797935374 | 23.555681484159958 | 622 | 7.85304208600183 | 0.7436507936507937 | -0.03631810300961394 | 1.0085339574685617 |
| 21 | KR | 005930 | kartsell_v11_original | covid_2020 | 2020-01-02 | 2020-12-30 | 248 | 0.3024309431976755 | -0.234911793556279 | 1.2874234137811416 | 0.2501709915055301 | 1.1913608058660463 | 1.989350552457134 | 15.02791699655385 | 216 | 12.47685950413223 | 0.8088709677419355 | -0.030901670979005147 | 1.3003126806619725 |
| 22 | KR | 005930 | kartsell_v12_candidate | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1750 | 0.08220498589809333 | -0.22960106653309875 | 0.3580339897342892 | 0.20488675206569448 | 0.490486717031807 | 0.7483016987831093 | 12.280092778410419 | 300 | 1.3800557948316368 | 0.6246285714285714 | -0.027804071191600662 | 1.7374343109947654 |
| 23 | KR | 005930 | kartsell_v12_candidate | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 981 | 0.0693324241437161 | -0.25182793291796524 | 0.27531665506821135 | 0.18507245176839046 | 0.46360541374653486 | 0.6128361793614766 | 14.105081127466317 | 644 | 1.6054945054945053 | 0.6940366972477064 | -0.027983074708209085 | 1.306328527136377 |
| 24 | KR | 005930 | kartsell_v12_candidate | oos_2018_source_end | 2018-01-01 | 2021-04-15 | 808 | 0.07941444479540416 | -0.28496973560227357 | 0.27867676764890315 | 0.18435105559137294 | 0.5166346118380698 | 0.7283838506578694 | 13.74012335015664 | 475 | 1.3392500000000003 | 0.5841584158415842 | -0.02693917070326227 | 1.2853970274742281 |
| 25 | KR | 005930 | kartsell_v12_candidate | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 756 | 0.08758817047271483 | -0.22960106653309875 | 0.3814798066719273 | 0.2327508229401477 | 0.4758591323925663 | 0.7252406292075142 | 14.123755621502788 | 298 | 1.3199794144556265 | 0.6417328042328042 | -0.032122951127363915 | 1.2856385350382955 |
| 26 | KR | 005930 | kartsell_v12_candidate | covid_2020 | 2020-01-02 | 2020-12-30 | 248 | 0.22973348163549878 | -0.284969735602273 | 0.8061679993840944 | 0.22758012614175152 | 1.0311503451261066 | 1.405153950846396 | 17.110514298060515 | 220 | 1.5092975206611572 | 0.6060483870967742 | -0.033520731859014136 | 1.2281679137483954 |
| 27 | KR | 000660 | buy_hold | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1750 | 0.019399677585812736 | -0.8456613414596607 | 0.022940244084384612 | 0.5217201883515642 | 0.2972397796725248 | 0.43564421838707545 | 37.08532619170478 | 938 | 0.0 | 1.0 | -0.07262025712238879 | 1.1437961143151718 |
| 28 | KR | 000660 | buy_hold | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 980 | 0.21239609343853005 | -0.49246010346136193 | 0.4312960419446334 | 0.3424096279134221 | 0.7477697198663205 | 1.1896904613152033 | 22.501323161728145 | 620 | 0.0 | 1.0 | -0.04555112565720825 | 2.1549295774647788 |
| 29 | KR | 000660 | buy_hold | oos_2018_source_end | 2018-01-01 | 2021-04-16 | 811 | 0.19520361906613726 | -0.40045120671563417 | 0.4874591855200826 | 0.3820719938575616 | 0.6664927568129478 | 1.1383357507439367 | 18.373763984891266 | 391 | 0.0 | 1.0 | -0.046846287984054054 | 1.7973856209150392 |
| 30 | KR | 000660 | buy_hold | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 756 | -0.10933948808749872 | -0.8456613414596607 | -0.12929465109374919 | 0.6275068991679718 | 0.12830024722331998 | 0.1876040811680147 | 45.33256772000711 | 617 | 0.0 | 1.0 | -0.08872849088047087 | 0.707155975126463 |
| 31 | KR | 000660 | buy_hold | covid_2020 | 2020-01-02 | 2020-12-30 | 247 | 0.26109951748855065 | -0.34285714285714286 | 0.7615402593416061 | 0.41048192925656807 | 0.7754691393918177 | 1.2893489111666356 | 18.15977659503759 | 196 | 0.0 | 1.0 | -0.05011517024267404 | 1.2592986184909676 |
| 32 | KR | 000660 | trend_10m_shifted | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1750 | 0.019490174151640893 | -0.5559232318730603 | 0.035059110744433304 | 0.27716179324951556 | 0.2087985981168765 | 0.21771547966265994 | 30.987614482983364 | 930 | 1.716131558339859 | 0.4542857142857143 | -0.044952494273897546 | 1.1445063171661367 |
| 33 | KR | 000660 | trend_10m_shifted | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 980 | 0.2524026736301006 | -0.27157482507027353 | 0.929403797147943 | 0.2820859851236207 | 0.9593135523747284 | 1.2200305569001326 | 13.669934770270476 | 595 | 1.003434065934066 | 0.7071428571428572 | -0.04240248984197793 | 2.452663127344184 |
| 34 | KR | 000660 | trend_10m_shifted | oos_2018_source_end | 2018-01-01 | 2021-04-16 | 811 | 0.03417786609352058 | -0.34285714285714297 | 0.09968544277276833 | 0.29923278449601287 | 0.2632737151342943 | 0.3323921169864724 | 20.060358397572834 | 421 | 1.824729392173189 | 0.5893958076448829 | -0.042512526065066905 | 1.1168412913615176 |
| 35 | KR | 000660 | trend_10m_shifted | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 756 | 0.09904554993735148 | -0.2993741265453954 | 0.33084205064839756 | 0.2331276970805137 | 0.5203094667740285 | 0.4444434901696136 | 20.254047831749006 | 641 | 1.3366880146386093 | 0.2830687830687831 | -0.03890405528719767 | 1.3265947234823672 |
| 36 | KR | 000660 | trend_10m_shifted | covid_2020 | 2020-01-02 | 2020-12-30 | 247 | -0.1131055341377305 | -0.34285714285714286 | -0.3298911412350473 | 0.3112040200422069 | -0.23743358480345172 | -0.23840746528835377 | 19.097367729770944 | 216 | 1.006198347107438 | 0.4089068825910931 | -0.04850207914983714 | 0.8875504782146659 |
| 37 | KR | 000660 | trailing_12 | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1750 | 0.14754666337203926 | -0.46930782719418385 | 0.3143920787645193 | 0.3139219054065111 | 0.5969203877368722 | 0.7505536461586775 | 18.919083364649058 | 652 | 5.148394675019577 | 0.5794285714285714 | -0.04456409591979111 | 2.6178361789830227 |
| 38 | KR | 000660 | trailing_12 | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 980 | 0.14185911787332173 | -0.4547531957470957 | 0.31194748975929043 | 0.26573878655360705 | 0.6447851767107756 | 0.8172902443024499 | 21.35190754834452 | 620 | 4.766311813186813 | 0.6744897959183673 | -0.040153308204255625 | 1.6969202178067728 |
| 39 | KR | 000660 | trailing_12 | oos_2018_source_end | 2018-01-01 | 2021-04-16 | 811 | 0.15647395808147935 | -0.3430119903132052 | 0.456176350974211 | 0.29068355860171724 | 0.6552612697443887 | 0.9434528317780103 | 16.938905765476385 | 422 | 3.9535803497085764 | 0.6720098643649816 | -0.038842947858232155 | 1.6128750565140728 |
| 40 | KR | 000660 | trailing_12 | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 756 | 0.07078082310197775 | -0.46930782719418385 | 0.1508196092214141 | 0.3238999185463309 | 0.37003293636498624 | 0.41187957315949675 | 25.2072186414431 | 652 | 6.683440073193047 | 0.458994708994709 | -0.04854203917519534 | 1.2270948564520843 |
| 41 | KR | 000660 | trailing_12 | covid_2020 | 2020-01-02 | 2020-12-30 | 247 | 0.23840841388544098 | -0.2554619818820554 | 0.9332442038107733 | 0.28733677925011636 | 0.8963689499763928 | 1.4305187223342728 | 16.24425960183073 | 196 | 4.024793388429752 | 0.7368421052631579 | -0.03563172279621986 | 1.236778244361088 |
| 42 | KR | 000660 | kartsell_v11_original | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1750 | 0.007650424536767009 | -0.5786856403156295 | 0.013220346253268489 | 0.32150631288252746 | 0.18395889149339167 | 0.26449150390550336 | 30.9012388090533 | 678 | 7.651086530931872 | 0.6880571428571428 | -0.04587375947790562 | 1.0547373489592362 |
| 43 | KR | 000660 | kartsell_v11_original | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 980 | 0.20256217673597154 | -0.35301696075862277 | 0.5738029592138337 | 0.2715719140462577 | 0.8323661108090542 | 1.1942736548292412 | 19.126846134655906 | 617 | 8.504103708791206 | 0.7751530612244898 | -0.03975567330148222 | 2.086092435762121 |
| 44 | KR | 000660 | kartsell_v11_original | oos_2018_source_end | 2018-01-01 | 2021-04-16 | 811 | 0.06448961991327029 | -0.3777089812808926 | 0.17073891040285058 | 0.2869791417676846 | 0.36523294749467294 | 0.5455345925722372 | 23.475462340347793 | 643 | 10.887552039966694 | 0.709987669543773 | -0.039082134471695694 | 1.2281328123835107 |
| 45 | KR | 000660 | kartsell_v11_original | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 756 | -0.035526893835401196 | -0.5786856403156295 | -0.06139238882102543 | 0.351732390126222 | 0.07166691948534971 | 0.10565525642608048 | 37.40637668268595 | 617 | 1.737694419030192 | 0.6722883597883598 | -0.04976849692797292 | 0.8974053355025998 |
| 46 | KR | 000660 | kartsell_v11_original | covid_2020 | 2020-01-02 | 2020-12-30 | 247 | 0.06466595350642623 | -0.3314255870921804 | 0.19511454765392178 | 0.27421309124586773 | 0.3673863395192383 | 0.5395400531864669 | 24.288794064963607 | 216 | 7.848347107438017 | 0.6208502024291499 | -0.037750412655164114 | 1.0642550689698884 |
| 47 | KR | 000660 | kartsell_v12_candidate | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1750 | 0.03228444092206462 | -0.5513875231192475 | 0.05855127214237403 | 0.2882175304576982 | 0.25436292293421864 | 0.370784779140014 | 25.843739498417392 | 887 | 1.6732282693813627 | 0.6131428571428571 | -0.04053234864412289 | 1.248796789991585 |
| 48 | KR | 000660 | kartsell_v12_candidate | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 980 | 0.17676975274147178 | -0.33258073470064675 | 0.5315092977366257 | 0.2381016728920376 | 0.8199502529439687 | 1.1187153316778844 | 19.079171734822367 | 614 | 1.3546359890109891 | 0.6405102040816327 | -0.03581012196842551 | 1.9133669754882898 |
| 49 | KR | 000660 | kartsell_v12_candidate | oos_2018_source_end | 2018-01-01 | 2021-04-16 | 811 | 0.08960623388010669 | -0.28953895641015315 | 0.3094790248299883 | 0.23483714481716444 | 0.4902644762309107 | 0.6862970779095595 | 16.568005227331636 | 640 | 1.338134887593672 | 0.5525893958076449 | -0.03335632673603792 | 1.3260145664533576 |
| 50 | KR | 000660 | kartsell_v12_candidate | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 756 | -0.055664677253036254 | -0.5513875231192475 | -0.10095382089557685 | 0.32464777889038837 | -0.014985865952402729 | -0.022820145565384403 | 34.03421415709285 | 617 | 1.5706084172003658 | 0.6406084656084657 | -0.044649185656263905 | 0.8424923788940795 |
| 51 | KR | 000660 | kartsell_v12_candidate | covid_2020 | 2020-01-02 | 2020-12-30 | 247 | 0.10382765884679301 | -0.19963452449777952 | 0.5200886926146276 | 0.17850193978931092 | 0.6500355342242884 | 0.8566585801204647 | 14.21034873309387 | 216 | 1.2074380165289258 | 0.38947368421052636 | -0.027285405359504085 | 1.1031561568765191 |
| 52 | KR | 035900 | buy_hold | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1674 | -0.2055992848875967 | -0.95703125 | -0.21483027318867248 | 0.7706288490997154 | 0.06659351935400556 | 0.10534007226602071 | 80.36037385084892 | 1526 | 0.0 | 1.0 | -0.1064640570667647 | 0.19999999999999943 |
| 53 | KR | 035900 | buy_hold | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 981 | 0.3233935206958787 | -0.36453201970443383 | 0.8871470905576123 | 0.38102578785127594 | 0.9408957895147205 | 1.7201193699984705 | 20.640805862573735 | 531 | 0.0 | 1.0 | -0.044808405925394645 | 3.05555555555555 |
| 54 | KR | 035900 | buy_hold | oos_2018_source_end | 2018-01-01 | 2021-04-15 | 801 | 0.3184426101646445 | -0.6079182630906772 | 0.5238247137792363 | 0.5075331882883968 | 0.8175346780840668 | 1.235164722325043 | 28.98922610491348 | 456 | 0.0 | 1.0 | -0.06683348850954346 | 2.479999999999994 |
| 55 | KR | 035900 | buy_hold | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 689 | -0.47751376457189487 | -0.9277343750000001 | -0.5147095736017056 | 0.8763646918068945 | -0.37518288664622435 | -0.612794118646051 | 74.97911935343643 | 541 | 0.0 | 1.0 | -0.12051834743880414 | 0.14333333333333312 |
| 56 | KR | 035900 | buy_hold | covid_2020 | 2020-01-03 | 2020-12-30 | 245 | 0.5966964692502665 | -0.43772893772893817 | 1.3631643188729925 | 0.5886960790606961 | 1.1018162422146502 | 1.8223743240100023 | 17.705031925507008 | 112 | 0.0 | 1.0 | -0.07186167241805669 | 1.5900621118012421 |
| 57 | KR | 035900 | trend_10m_shifted | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1674 | -0.009502924369447663 | -0.684848484848485 | -0.0138759515129103 | 0.4936537097467898 | 0.2233958236649976 | 0.22511216892964728 | 46.5263282262532 | 556 | 1.5731205951448708 | 0.4199522102747909 | -0.07453130670892916 | 0.9354134392983943 |
| 58 | KR | 035900 | trend_10m_shifted | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 981 | 0.05262232410596401 | -0.42234828527015245 | 0.12459461998834558 | 0.30526873287031114 | 0.3219431821453402 | 0.4242995306261927 | 29.09226775936284 | 843 | 2.2577266483516483 | 0.5188583078491336 | -0.04187475357622425 | 1.2268328899257772 |
| 59 | KR | 035900 | trend_10m_shifted | oos_2018_source_end | 2018-01-01 | 2021-04-15 | 801 | 0.23111216022649916 | -0.5629854349851631 | 0.41051179278304045 | 0.43189542207651077 | 0.7148538657749709 | 0.873111354120233 | 26.979327964361612 | 606 | 2.435 | 0.6741573033707865 | -0.05992293385537137 | 1.980002303108525 |
| 60 | KR | 035900 | trend_10m_shifted | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 689 | -0.11105529238422596 | -0.6090909090909091 | -0.18232958451141573 | 0.4719578422983217 | -0.03918851688653811 | -0.03471805795228601 | 33.44088604664285 | 556 | 0.6683440073193047 | 0.2772133526850508 | -0.07551250218454908 | 0.7030871694915248 |
| 61 | KR | 035900 | trend_10m_shifted | covid_2020 | 2020-01-03 | 2020-12-30 | 245 | 0.11355097620037924 | -0.4038834951456315 | 0.2811478497269002 | 0.47642594585988235 | 0.467021558256506 | 0.568080784314083 | 19.863548375797162 | 109 | 5.044889502762431 | 0.5959183673469388 | -0.06799869223017217 | 1.1124857987698908 |
| 62 | KR | 035900 | trailing_12 | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1674 | -0.104728354387146 | -0.7760014835470278 | -0.13495896155822126 | 0.4057603623246051 | -0.08725752151265395 | -0.07180574597727546 | 53.97521177345941 | 1526 | 9.152701644479249 | 0.25507765830346474 | -0.0626692839495128 | 0.4613659579256004 |
| 63 | KR | 035900 | trailing_12 | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 981 | 0.3018976483011744 | -0.3289781831921976 | 0.9176828851437784 | 0.2951671845913775 | 1.0609140824069785 | 1.515372553258447 | 15.475817942449783 | 292 | 5.518887362637362 | 0.583078491335372 | -0.037557989395490224 | 2.8624565197711407 |
| 64 | KR | 035900 | trailing_12 | oos_2018_source_end | 2018-01-01 | 2021-04-15 | 801 | 0.13303662217460044 | -0.3522942701162618 | 0.3776292533247747 | 0.35919725298480126 | 0.5396360152270591 | 0.6064696737969112 | 22.918412864026983 | 456 | 6.391875000000001 | 0.5555555555555556 | -0.0493832355174462 | 1.5073503321120374 |
| 65 | KR | 035900 | trailing_12 | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 689 | -0.036108435706248554 | -0.5613112655518437 | -0.06432872084038639 | 0.452349435432934 | 0.1336834685601532 | 0.09503258908152332 | 28.33655105936652 | 541 | 8.354300091491309 | 0.16400580551523947 | -0.07147584000475005 | 0.8957870745774741 |
| 66 | KR | 035900 | trailing_12 | covid_2020 | 2020-01-03 | 2020-12-30 | 245 | 0.23473332406633296 | -0.1614990912863069 | 1.4534652931897667 | 0.3897241835636466 | 0.7422665784519299 | 1.017351629814629 | 10.872600568977317 | 76 | 7.0628453038674035 | 0.5551020408163265 | -0.050955838859852345 | 1.2324189002260713 |
| 67 | KR | 035900 | kartsell_v11_original | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1674 | -0.15818690843506333 | -0.8427911180858594 | -0.18769408580661862 | 0.5671206191151892 | -0.03889417285403577 | -0.05432991596070688 | 69.10725850633702 | 1526 | 10.97609142521535 | 0.6141577060931899 | -0.08337592696346136 | 0.29996652089284803 |
| 68 | KR | 035900 | kartsell_v11_original | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 981 | 0.2312196564324096 | -0.29933752051736096 | 0.7724379357214571 | 0.2832090512599872 | 0.8916444860015474 | 1.5003081882082507 | 19.231835155119875 | 745 | 15.841715315934065 | 0.6265035677879714 | -0.034992540971631146 | 2.2914244110879762 |
| 69 | KR | 035900 | kartsell_v11_original | oos_2018_source_end | 2018-01-01 | 2021-04-15 | 801 | 0.21751357852899322 | -0.5154671019843359 | 0.42197373545596917 | 0.402936757669396 | 0.7071772335568932 | 1.0054866817549382 | 29.508941528589368 | 606 | 11.9619375 | 0.7431335830212235 | -0.0526337023718275 | 1.9090506759719237 |
| 70 | KR | 035900 | kartsell_v11_original | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 689 | -0.3693881413049789 | -0.817412352106905 | -0.4518993875647582 | 0.6743613891693072 | -0.41446743480733167 | -0.6003662823000335 | 67.60974749686306 | 541 | 6.4829368709972535 | 0.6544992743105952 | -0.09769116809846502 | 0.25164830477311445 |
| 71 | KR | 035900 | kartsell_v11_original | covid_2020 | 2020-01-03 | 2020-12-30 | 245 | 0.26300975195846776 | -0.2783589853003575 | 0.9448581358876291 | 0.43895581610886286 | 0.75889427218775 | 1.2408406297769463 | 15.417463627298648 | 119 | 15.891401933701658 | 0.750408163265306 | -0.05405245703576895 | 1.2603883651214156 |
| 72 | KR | 035900 | kartsell_v12_candidate | research_2007_2013 | 2007-01-02 | 2013-12-30 | 1674 | -0.059196720575692696 | -0.7818310638902997 | -0.07571548805075198 | 0.48416948009980065 | 0.10645135267044523 | 0.13832699219030362 | 59.65841223739014 | 1526 | 1.2012920908379012 | 0.42305854241338114 | -0.0731492839862408 | 0.6526664488969559 |
| 73 | KR | 035900 | kartsell_v12_candidate | validation_2014_2017 | 2014-01-02 | 2017-12-28 | 981 | 0.18113806523420584 | -0.3796708845837016 | 0.4770923254566086 | 0.2702962719088219 | 0.7633694694270408 | 1.1771982476882246 | 24.502587674390252 | 755 | 1.906524725274725 | 0.5389398572884812 | -0.03508459916220834 | 1.9418376702122802 |
| 74 | KR | 035900 | kartsell_v12_candidate | oos_2018_source_end | 2018-01-01 | 2021-04-15 | 801 | 0.25149885349176415 | -0.42356837971511585 | 0.5937621067486614 | 0.3574601598973567 | 0.8287164973674097 | 1.0579957573738765 | 23.434266137016998 | 606 | 1.461 | 0.5588639200998752 | -0.05005257929453103 | 2.0897775582488447 |
| 75 | KR | 035900 | kartsell_v12_candidate | gfc_2007_2009 | 2007-01-02 | 2009-12-30 | 689 | -0.29998604630341363 | -0.7818310638902997 | -0.38369676028312083 | 0.6415852352465292 | -0.2915976800045207 | -0.3971863096031916 | 66.79260043257293 | 541 | 0.9356816102470266 | 0.5567489114658927 | -0.09576860948247466 | 0.3439428588832688 |
| 76 | KR | 035900 | kartsell_v12_candidate | covid_2020 | 2020-01-03 | 2020-12-30 | 245 | 0.0885782117260554 | -0.32195964408103417 | 0.27512209481683086 | 0.4231471890690222 | 0.41378622661388126 | 0.6121032030425398 | 19.571934804052667 | 152 | 1.8161602209944752 | 0.6761224489795918 | -0.055632775073148164 | 1.0877564317703716 |