KArtSell.Aegis/research/original/results_kr/price_factor_summary.csv

1	factor	bucket	observations	mean_fwd12m	median_fwd12m	positive_rate	loss_gt_20_rate
2	mom12_1	preferred_tercile	874	0.32387300753079057	0.20242994039354578	0.7391304347826086	0.10983981693363844
3	mom12_1	opposite_tercile	519	0.42464731050951354	0.1594236579130841	0.7302504816955684	0.08477842003853564
4	mom12_1	preferred_minus_opposite	519	-0.10077430297872297	0.04300628248046168
5	mom6_1	preferred_tercile	904	0.33155396665287856	0.18977767692799152	0.7123893805309734	0.12278761061946902
6	mom6_1	opposite_tercile	537	0.3700245000830613	0.1640926640926641	0.707635009310987	0.10986964618249534
7	mom6_1	preferred_minus_opposite	537	-0.03847053343018275	0.025685012835327425
8	vol63	preferred_tercile	550	0.13883071070567335	0.12215983587011692	0.730909090909091	0.07090909090909091
9	vol63	opposite_tercile	926	0.45110012944579264	0.22311068692741454	0.6922246220302376	0.15334773218142547
10	vol63	preferred_minus_opposite	550	-0.31226941874011926	-0.10095085105729762
11	drawdown252	preferred_tercile	906	0.25751171686318947	0.15399048507301294	0.7317880794701986	0.10264900662251655
12	drawdown252	opposite_tercile	537	0.4705274237016531	0.21757225433526006	0.702048417132216	0.1191806331471136
13	drawdown252	preferred_minus_opposite	537	-0.21301570683846366	-0.06358176926224712