Holding days | Mean | S.D. | Min | p25 | p50 | p75 | Max | N |
| SSO: multiple = 2, benchmarked on the S&P 500 Index | |||||||
5 | 2.50 | 7.20 | 0.00 | 0.14 | 0.46 | 1.55 | 74.92 | 3457 |
22 | 2.43 | 6.44 | 0.01 | 0.25 | 0.63 | 1.77 | 73.51 | 3441 |
250 | 6.50 | 17.25 | 0.02 | 0.41 | 0.93 | 2.24 | 173.30 | 3217 |
| DDM: multiple = 2, benchmarked on the Dow Jones Industrial Average Index | |||||||
5 | 1.57 | 4.17 | 0.00 | 0.09 | 0.32 | 1.03 | 47.03 | 3456 |
22 | 1.73 | 4.35 | 0.01 | 0.19 | 0.51 | 1.26 | 48.55 | 3440 |
250 | 2.06 | 3.78 | 0.01 | 0.27 | 0.63 | 1.57 | 27.93 | 3217 |
| QLD: multiple = 2, benchmarked on the NASDAQ-100 Index | |||||||
5 | 3.65 | 9.34 | 0.01 | 0.28 | 0.86 | 2.86 | 111.60 | 3457 |
22 | 5.31 | 11.81 | 0.02 | 0.52 | 1.45 | 4.50 | 126.40 | 3439 |
250 | 6.49 | 8.77 | 0.06 | 1.37 | 3.41 | 6.92 | 59.36 | 3217 |
| MVV: multiple = 2, benchmarked on the S&P MidCap 400 Index | |||||||
5 | 3.28 | 7.68 | 0.01 | 0.27 | 0.81 | 2.53 | 76.53 | 3458 |
22 | 4.77 | 10.96 | 0.03 | 0.56 | 1.43 | 4.06 | 111.40 | 3441 |
250 | 5.77 | 14.88 | 0.03 | 0.74 | 1.61 | 4.39 | 157.10 | 3218 |
| SH: multiple = −1, benchmarked on the S&P 500 Index | |||||||
5 | 1.71 | 1.71 | 1.71 | 1.71 | 1.71 | 1.71 | 1.71 | 1.71 |
22 | 1.30 | 1.30 | 1.30 | 1.30 | 1.30 | 1.30 | 1.30 | 1.30 |
250 | 1.75 | 1.75 | 1.75 | 1.75 | 1.75 | 1.75 | 1.75 | 1.75 |
| DOG: multiple = −1, benchmarked on the Dow Jones Industrial Average Index | |||||||
5 | 1.49 | 1.49 | 1.49 | 1.49 | 1.49 | 1.49 | 1.49 | 1.49 |
22 | 1.47 | 1.47 | 1.47 | 1.47 | 1.47 | 1.47 | 1.47 | 1.47 |
250 | 1.69 | 1.69 | 1.69 | 1.69 | 1.69 | 1.69 | 1.69 | 1.69 |
| PSQ: multiple = −1, benchmarked on the NASDAQ-100 Index | |||||||
5 | 3.23 | 3.23 | 3.23 | 3.23 | 3.23 | 3.23 | 3.23 | 3.23 |
22 | 2.22 | 2.22 | 2.22 | 2.22 | 2.22 | 2.22 | 2.22 | 2.22 |
250 | 4.82 | 4.82 | 4.82 | 4.82 | 4.82 | 4.82 | 4.82 | 4.82 |
| MYY: multiple = −1, benchmarked on the S&P MidCap 400 Index | |||||||
5 | 2.36 | 2.36 | 2.36 | 2.36 | 2.36 | 2.36 | 2.36 | 2.36 |
22 | 1.69 | 1.69 | 1.69 | 1.69 | 1.69 | 1.69 | 1.69 | 1.69 |
250 | 2.63 | 2.63 | 2.63 | 2.63 | 2.63 | 2.63 | 2.63 | 2.63 |