Returns by horizon

SPX-alpha across each calendar horizon; sector alpha against category-matched ETF.

Horizon N Mean α (SPX) Median α (SPX) Win % (SPX) Mean α (Sector) Win % (Sector)

Top 10 calls by 12mo SPX-alpha

Priced calls ranked by realized one-year alpha versus SPX.

Ticker Category Entry Exit Raw % SPX α Sector α Title

Full report

Rendered from reports/capex_backtest_v2.md.

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