Annual Return Analysis (V2)

Name Normality Last Date First Date 90% CI of Annual Long-Run Vol Test w/ α = 10% Test w/ α = 25% Stdout Plot Plot (MDD days)
SPX ✅ 2026-09-04 1928-01-03 [0.19, 0.27] ✅ ✅ Stdout Plot Plot
2 SPX ✅ 2026-09-04 1928-01-03 [0.38, 0.54] ✅ ✅ Stdout Plot Plot
3 SPX ✅ 2026-09-04 1928-01-03 [0.58, 0.83] ✅ ✅ Stdout Plot Plot
-3 SPX ✅ 2026-09-04 1928-01-03 [0.59, 0.86] ❌ ❌ Stdout Plot Plot
NDX ✅ 2026-09-04 1985-10-02 [0.22, 0.29] ✅ ✅ Stdout Plot Plot
2 NDX ✅ 2026-09-04 1985-10-02 [0.45, 0.58] ✅ ✅ Stdout Plot Plot
3 NDX ✅ 2026-09-04 1985-10-02 [0.67, 0.87] ✅ ✅ Stdout Plot Plot
-3 NDX ✅ 2026-09-04 1985-10-02 [0.69, 0.93] ❌ ❌ Stdout Plot Plot
SOX ✅ 2026-09-04 1994-05-05 [0.32, 0.49] ✅ ✅ Stdout Plot Plot
3 SOX ✅ 2026-09-04 1994-05-05 [0.96, 1.46] ✅ ✅ Stdout Plot Plot
-3 SOX ✅ 2026-09-04 1994-05-05 [0.99, 1.82] ❌ ❌ Stdout Plot Plot
IXT ✅ 2026-09-04 1998-12-23 [0.23, 0.40] ✅ ✅ Stdout Plot Plot
2 IXT ✅ 2026-09-04 1998-12-23 [0.46, 0.75] ✅ ✅ Stdout Plot Plot
3 IXT ✅ 2026-09-04 1998-12-23 [0.67, 1.18] ✅ ✅ Stdout Plot Plot
-3 IXT ✅ 2026-09-04 1998-12-23 [0.72, 1.41] ❌ ❌ Stdout Plot Plot
ACXUSS ✅ 2026-09-04 2011-01-31 [0.16, 0.20] ✅ ✅ Stdout Plot Plot
AW02 ✅ 2026-09-04 2007-03-09 [0.18, 0.25] ✅ ✅ Stdout Plot Plot
000300.SS (JPY) ✅ 2026-09-04 2008-04-07 [0.44, 0.80] ❌ ❌ Stdout Plot Plot
000300.SS (USD) ✅ 2026-09-04 2013-11-07 [0.24, 0.33] ✅ ✅ Stdout Plot Plot
2 000300.SS (USD) ✅ 2026-09-04 2013-11-07 [0.48, 0.65] ✅ ✅ Stdout Plot Plot
DAX ✅ 2026-09-03 1988-01-04 [0.20, 0.24] ✅ ✅ Stdout Plot Plot
2 DAX ✅ 2026-09-03 1988-01-04 [0.40, 0.48] ✅ ✅ Stdout Plot Plot
SX5E ✅ 2026-09-03 2007-04-02 [0.19, 0.24] ✅ ✅ Stdout Plot Plot
2 SX5E ✅ 2026-09-03 2007-04-02 [0.38, 0.48] ✅ ✅ Stdout Plot Plot
N225 ✅ 2026-09-04 1965-01-06 [0.23, 0.40] ✅ ✅ Stdout Plot Plot
2 N225 ✅ 2026-09-04 1965-01-06 [0.48, 0.85] ✅ ✅ Stdout Plot Plot
TOPIX ✅ 2026-09-04 2009-01-06 [0.20, 0.24] ✅ ✅ Stdout Plot Plot
2 TOPIX ✅ 2026-09-04 2009-01-06 [0.37, 0.44] ✅ ✅ Stdout Plot Plot
UKX (EUR) ✅ 2026-09-03 2008-01-03 [0.17, 0.22] ✅ ✅ Stdout Plot Plot
UKX ✅ 2026-09-03 2009-01-05 [0.14, 0.17] ✅ ✅ Stdout Plot Plot
2 UKX ✅ 2026-09-03 2009-01-05 [0.29, 0.35] ✅ ✅ Stdout Plot Plot
M1KR2550 (USD) ✅ 2026-09-04 2000-05-15 [0.28, 0.47] ✅ ✅ Stdout Plot Plot
M1CXBISD (USD) ✅ 2026-09-04 2000-06-26 [0.25, 0.35] ✅ ✅ Stdout Plot Plot

Annual Return Analysis

Name Normality Last Date First Date 90% CI of Annual Vol Test w/ α = 10% Test w/ α = 25% Stdout Plot Plot (MDD days)
SPX ✅ 2026-09-04 1928-01-03 [0.19, 0.19] ✅ ✅ Stdout Plot Plot
2 SPX ✅ 2026-09-04 1928-01-03 [0.38, 0.38] ✅ ✅ Stdout Plot Plot
3 SPX ✅ 2026-09-04 1928-01-03 [0.57, 0.58] ❌ ✅ Stdout Plot Plot
-3 SPX ✅ 2026-09-04 1928-01-03 [0.57, 0.58] ❌ ❌ Stdout Plot Plot
NDX ✅ 2026-09-04 1985-10-02 [0.25, 0.26] ✅ ✅ Stdout Plot Plot
2 NDX ✅ 2026-09-04 1985-10-02 [0.51, 0.52] ✅ ✅ Stdout Plot Plot
3 NDX ✅ 2026-09-04 1985-10-02 [0.77, 0.79] ✅ ✅ Stdout Plot Plot
-3 NDX ✅ 2026-09-04 1985-10-02 [0.78, 0.79] ❌ ❌ Stdout Plot Plot
SOX ✅ 2026-09-04 1994-05-05 [0.37, 0.38] ✅ ✅ Stdout Plot Plot
3 SOX ✅ 2026-09-04 1994-05-05 [1.12, 1.15] ❌ ❌ Stdout Plot Plot
-3 SOX ✅ 2026-09-04 1994-05-05 [1.15, 1.18] ❌ ❌ Stdout Plot Plot
IXT ✅ 2026-09-04 1998-12-23 [0.26, 0.26] ✅ ✅ Stdout Plot Plot
2 IXT ✅ 2026-09-04 1998-12-23 [0.52, 0.53] ❌ ✅ Stdout Plot Plot
3 IXT ✅ 2026-09-04 1998-12-23 [0.77, 0.79] ❌ ❌ Stdout Plot Plot
-3 IXT ✅ 2026-09-04 1998-12-23 [0.79, 0.81] ❌ ❌ Stdout Plot Plot
ACXUSS ✅ 2026-09-04 2011-01-31 [0.17, 0.18] ✅ ✅ Stdout Plot Plot
AW02 ✅ 2026-09-04 2007-03-09 [0.22, 0.22] ❌ ✅ Stdout Plot Plot
000300.SS (JPY) ✅ 2026-09-04 2008-04-07 [0.40, 0.42] ❌ ❌ Stdout Plot Plot
000300.SS (USD) ✅ 2026-09-04 2013-11-07 [0.27, 0.29] ❌ ❌ Stdout Plot Plot
2 000300.SS (USD) ✅ 2026-09-04 2013-11-07 [0.54, 0.56] ❌ ❌ Stdout Plot Plot
DAX ✅ 2026-09-03 1988-01-04 [0.21, 0.22] ✅ ✅ Stdout Plot Plot
2 DAX ✅ 2026-09-03 1988-01-04 [0.43, 0.44] ✅ ✅ Stdout Plot Plot
SX5E ✅ 2026-09-03 2007-04-02 [0.21, 0.22] ❌ ✅ Stdout Plot Plot
2 SX5E ✅ 2026-09-03 2007-04-02 [0.42, 0.44] ❌ ❌ Stdout Plot Plot
N225 ✅ 2026-09-04 1965-01-06 [0.20, 0.20] ✅ ✅ Stdout Plot Plot
2 N225 ✅ 2026-09-04 1965-01-06 [0.41, 0.41] ✅ ✅ Stdout Plot Plot
TOPIX ✅ 2026-09-04 2009-01-06 [0.20, 0.21] ✅ ✅ Stdout Plot Plot
2 TOPIX ✅ 2026-09-04 2009-01-06 [0.39, 0.40] ✅ ✅ Stdout Plot Plot
UKX (EUR) ✅ 2026-09-03 2008-01-03 [0.19, 0.20] ❌ ✅ Stdout Plot Plot
UKX ✅ 2026-09-03 2009-01-05 [0.16, 0.16] ❌ ✅ Stdout Plot Plot
2 UKX ✅ 2026-09-03 2009-01-05 [0.31, 0.33] ✅ ✅ Stdout Plot Plot
M1KR2550 (USD) ✅ 2026-09-04 2000-05-15 [0.33, 0.34] ✅ ✅ Stdout Plot Plot
M1CXBISD (USD) ✅ 2026-09-04 2000-06-26 [0.28, 0.29] ❌ ✅ Stdout Plot Plot