list of strategies

«‎PhD-trader»

In PhD-trader it is possible to model 512 statistical arbitrage trading strategies with different combinations of indicators, hedge and signals management logic. Here we prepared a list of all 512 strategies.

List of strategies available for backtesting and optimization in PhD-trader

Strategy №	Spread model	OLS-spread with MA	MA type	Bands type	Separate period for Bands	Hedge model	Accum. position	Reverse position at opposite Band	Trigger: upper Band is crossed from above/lower-from below
	Price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	Price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	Price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	Price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	Price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	Price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	Price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	Price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	Price ratio		SMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	Price ratio		SMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	Price ratio		SMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	Price ratio		SMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	Price ratio		SMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	Price ratio		SMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	Price ratio		SMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	Price ratio		SMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	Price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	Price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	Price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	Price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
21.	Price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	Price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	Price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	Price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	Price ratio		EMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	Price ratio		EMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	Price ratio		EMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	Price ratio		EMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	Price ratio		EMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	Price ratio		EMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	Price ratio		EMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	Price ratio		EMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	Price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	Price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	Price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	Price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	Price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	Price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	Price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	Price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	Price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	Price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	Price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	Price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	Price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	Price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	Price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	Price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	Price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	Price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	Price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	Price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	Price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	Price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	Price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	Price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	Price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	Price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	Price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	Price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	Price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	Price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	Price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	Price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	Price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	Price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	Price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	Price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	Price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	Price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	Price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	Price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	Price ratio		SMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	Price ratio		SMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	Price ratio		SMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	Price ratio		SMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	Price ratio		SMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	Price ratio		SMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	Price ratio		SMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	Price ratio		SMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	Price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	Price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	Price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	Price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	Price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	Price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	Price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	Price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	Price ratio		EMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	Price ratio		EMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	Price ratio		EMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	Price ratio		EMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	Price ratio		EMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	Price ratio		EMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	Price ratio		EMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	Price ratio		EMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	Price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	Price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	Price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	Price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	Price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	Price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	Price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	Price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	Price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	Price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	Price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	Price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	Price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	Price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	Price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	Price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	Price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	Price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	Price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	Price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	Price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	Price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	Price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	Price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	Price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	Price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	Price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	Price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	Price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	Price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	Price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	Price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	Log-price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	Log-price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	Log-price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	Log-price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	Log-price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	Log-price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	Log-price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	Log-price ratio		SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	Log-price ratio		SMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	Log-price ratio		SMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	Log-price ratio		SMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	Log-price ratio		SMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	Log-price ratio		SMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	Log-price ratio		SMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	Log-price ratio		SMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	Log-price ratio		SMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	Log-price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	Log-price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	Log-price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	Log-price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	Log-price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	Log-price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	Log-price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	Log-price ratio		EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	Log-price ratio		EMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	Log-price ratio		EMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	Log-price ratio		EMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	Log-price ratio		EMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	Log-price ratio		EMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	Log-price ratio		EMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	Log-price ratio		EMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	Log-price ratio		EMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	Log-price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	Log-price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	Log-price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	Log-price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	Log-price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	Log-price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	Log-price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	Log-price ratio		SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	Log-price ratio		SMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	Log-price ratio		SMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	Log-price ratio		SMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	Log-price ratio		SMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	Log-price ratio		SMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	Log-price ratio		SMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	Log-price ratio		SMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	Log-price ratio		SMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	Log-price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	Log-price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	Log-price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	Log-price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	Log-price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	Log-price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	Log-price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	Log-price ratio		EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	Log-price ratio		EMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	Log-price ratio		EMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	Log-price ratio		EMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	Log-price ratio		EMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	Log-price ratio		EMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	Log-price ratio		EMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	Log-price ratio		EMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	Log-price ratio		EMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	Log-price ratio		EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	Log-price ratio		SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	FALSE	SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	FALSE	SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	FALSE	SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	FALSE	SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	FALSE	SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	FALSE	SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	FALSE	SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	FALSE	SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	FALSE	SMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	FALSE	SMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	FALSE	SMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	FALSE	SMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	FALSE	SMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	FALSE	SMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	FALSE	SMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	FALSE	SMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	FALSE	SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	FALSE	SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	FALSE	SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	FALSE	SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	FALSE	SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	FALSE	SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	FALSE	SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	FALSE	SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	FALSE	SMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	FALSE	SMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	FALSE	SMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	FALSE	SMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	FALSE	SMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	FALSE	SMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	FALSE	SMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	FALSE	SMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	FALSE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	FALSE	EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	FALSE	EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	FALSE	EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	FALSE	EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	FALSE	EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	FALSE	EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	FALSE	EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	FALSE	EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	FALSE	EMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	FALSE	EMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	FALSE	EMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	FALSE	EMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	FALSE	EMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	FALSE	EMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	FALSE	EMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	FALSE	EMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	FALSE	EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	FALSE	EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	FALSE	EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	FALSE	EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	FALSE	EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	FALSE	EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	FALSE	EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	FALSE	EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	FALSE	EMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	FALSE	EMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	FALSE	EMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	FALSE	EMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	FALSE	EMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	FALSE	EMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	FALSE	EMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	FALSE	EMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	FALSE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	TRUE	SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	TRUE	SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	TRUE	SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	TRUE	SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	TRUE	SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	TRUE	SMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	TRUE	SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	TRUE	SMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	TRUE	SMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	TRUE	SMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	TRUE	SMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	TRUE	SMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	TRUE	SMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	TRUE	SMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	TRUE	SMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	TRUE	SMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	TRUE	SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	TRUE	SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	TRUE	SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	TRUE	SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	TRUE	SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	TRUE	SMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	TRUE	SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	TRUE	SMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	TRUE	SMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	TRUE	SMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	TRUE	SMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	TRUE	SMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	TRUE	SMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	TRUE	SMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	TRUE	SMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	TRUE	SMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	TRUE	SMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	TRUE	EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	TRUE	EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	TRUE	EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	TRUE	EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	TRUE	EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	TRUE	EMA	Standard dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	TRUE	EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	TRUE	EMA	Standard dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	TRUE	EMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	TRUE	EMA	Standard dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	TRUE	EMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	TRUE	EMA	Standard dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	TRUE	EMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	TRUE	EMA	Standard dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	TRUE	EMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	TRUE	EMA	Standard dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	TRUE	EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	TRUE	EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	TRUE	EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	TRUE	EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	TRUE	EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	TRUE	EMA	Standard dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	TRUE	EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	TRUE	EMA	Standard dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	TRUE	EMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	TRUE	EMA	Standard dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	TRUE	EMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	TRUE	EMA	Standard dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	TRUE	EMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	TRUE	EMA	Standard dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	TRUE	EMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	TRUE	EMA	Standard dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	FALSE	Dollar neutral	TRUE	TRUE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	FALSE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	FALSE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	FALSE	TRUE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	OLS-beta neutral	TRUE	TRUE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	FALSE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	FALSE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	FALSE	TRUE	TRUE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	FALSE
	OLS	TRUE	EMA	Apirine exp. dev.	TRUE	Dollar neutral	TRUE	TRUE	TRUE