Theta Correction

Instrument

Days Alive

P&L Expl

Corr Spear

KS Stat

ES0L01912069

3

0.222198513

0.866025404

0.333333333

ES0L02001177

31

0.794818833

0.922271705

0.193548387

ES0L02002142

51

0.784719648

0.822867261

0.156862745

ES0L02003066

66

0.830371412

0.880596951

0.196969697

ES0L02004171

95

0.794372927

0.895871947

0.147368421

ES0L02005087

110

0.827979279

0.931278387

0.109090909

ES0L02006127

135

0.865239997

0.948953975

0.118518519

ES0L02007109

155

0.883256267

0.97275213

0.077419355

ES0L02008149

180

0.905718232

0.957475388

0.116666667

ES0L02009113

200

0.904082106

0.942031913

0.105

ES0L02010095

220

0.9100448

0.961324171

0.077272727

ES0L02011135

245

0.918946744

0.964233713

0.081632653

ES0L02012042

258

0.911253128

0.95747878

0.073643411

ES0L02101159

225

0.929059725

0.961428986

0.084444444

ES0L02102124

205

0.94381675

0.95928918

0.07804878

ES0L02103056

190

0.945045191

0.962041765

0.1

ES0L02104161

161

0.915330409

0.96480378

0.074534161

ES0L02105077

146

0.885989642

0.962623642

0.068493151

ES0L02106117

121

0.848810098

0.955263213

0.074380165

ES0L02107099

101

0.828311611

0.955520232

0.079207921

ES0L02108139

76

0.852830147

0.949647583

0.092105263

ES0L02109103

56

0.881935166

0.961383288

0.089285714

ES0L02110085

36

0.863806931

0.973216714

0.055555556

ES0L02111125

11

0.926093689

0.972727273

0.090909091