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Goldman Sachs Group, Inc. (The) GS

Current Status

Rel W1 • Abs W1

Effect Size (Current Pattern)

Pattern -

Sample Size -

Win Rate (T+1 > 0) -

Avg Return -

Median -

Std Dev -

Sharpe Ratio -

Tail Risk

P(> +1%) -

P(< -1%) -

95th Percentile -

5th Percentile -

Return Distribution (T+1)

Edge vs Streak Length

How average next-day return changes as streaks extend.