No Theta Correction

Instrument

Days Alive

P&L Expl

Corr Spear

KS Stat

ES0L01912069

3

0.499999707

0.866025404

0.666666667

ES0L02001177

31

0.531369376

0.904481282

0.35483871

ES0L02002142

51

0.524647408

0.827878078

0.450980392

ES0L02003066

66

0.612703836

0.876348448

0.484848485

ES0L02004171

95

0.582203017

0.886438228

0.410526316

ES0L02005087

110

0.656309424

0.928112417

0.327272727

ES0L02006127

135

0.73104161

0.948189959

0.340740741

ES0L02007109

155

0.75589121

0.971909857

0.258064516

ES0L02008149

180

0.795170883

0.958058691

0.327777778

ES0L02009113

200

0.806058676

0.940366646

0.335

ES0L02010095

220

0.818251898

0.959586288

0.277272727

ES0L02011135

245

0.842956377

0.964316175

0.265306122

ES0L02012042

258

0.835042939

0.956512459

0.313953488

ES0L02101159

225

0.867545638

0.960293302

0.257777778

ES0L02102124

205

0.894605415

0.959437564

0.273170732

ES0L02103056

190

0.901039202

0.960966256

0.247368421

ES0L02104161

161

0.823464417

0.965396329

0.273291925

ES0L02105077

146

0.741647914

0.963715319

0.260273973

ES0L02106117

121

0.64698241

0.954978578

0.26446281

ES0L02107099

101

0.624471928

0.955030541

0.277227723

ES0L02108139

76

0.644311187

0.948102061

0.276315789

ES0L02109103

56

0.691809508

0.9630943

0.267857143

ES0L02110085

36

0.666313853

0.972830415

0.25

ES0L02111125

11

0.746808533

0.972727273

0.272727273