shareholder_benefit_yield
JP-specific shareholder-benefit yield anomaly — extends Dogs of the Dow (O'Higgins 1991) with 優待 yield component
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
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Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
JP-specific shareholder-benefit yield anomaly — extends Dogs of the Dow (O'Higgins 1991) with 優待 yield component
Supported Markets
JP Stock
State Transition History
No state changes recorded yet