{
 "slug": "coskewness",
 "groups": 10,
 "as_of": "2026-05-31",
 "n_months": 89,
 "avg_per_group": 439.0,
 "base": {
  "all": 17.2,
  "tr": 23.3,
  "te": 13.3
 },
 "deciles": [
  {
   "g": 1,
   "ex": 1.5,
   "ex_tr": 0.5,
   "ex_te": 2.1
  },
  {
   "g": 2,
   "ex": 3.2,
   "ex_tr": 2.3,
   "ex_te": 3.8
  },
  {
   "g": 3,
   "ex": 1.0,
   "ex_tr": -0.5,
   "ex_te": 2.0
  },
  {
   "g": 4,
   "ex": 0.9,
   "ex_tr": 0.6,
   "ex_te": 1.0
  },
  {
   "g": 5,
   "ex": 3.2,
   "ex_tr": 2.6,
   "ex_te": 3.6
  },
  {
   "g": 6,
   "ex": 1.1,
   "ex_tr": 1.0,
   "ex_te": 1.2
  },
  {
   "g": 7,
   "ex": 0.0,
   "ex_tr": -2.6,
   "ex_te": 1.6
  },
  {
   "g": 8,
   "ex": -0.5,
   "ex_tr": -1.2,
   "ex_te": -0.1
  },
  {
   "g": 9,
   "ex": -3.7,
   "ex_tr": -2.1,
   "ex_te": -4.8
  },
  {
   "g": 10,
   "ex": -7.6,
   "ex_tr": -1.9,
   "ex_te": -10.9
  }
 ],
 "spread": {
  "monthly_mean_pct": -0.64,
  "t_stat": -1.69,
  "win_rate": 43.0,
  "ann_top_minus_bottom": -9.1
 },
 "size_neutral_ann": -5.4,
 "monotonic_spearman": -0.83,
 "yearly": [
  {
   "year": 2019,
   "top_ex": 8.9,
   "bot_ex": 0.4
  },
  {
   "year": 2020,
   "top_ex": -3.9,
   "bot_ex": 2.7
  },
  {
   "year": 2021,
   "top_ex": -9.5,
   "bot_ex": -1.8
  },
  {
   "year": 2022,
   "top_ex": -14.2,
   "bot_ex": 12.2
  },
  {
   "year": 2023,
   "top_ex": -9.8,
   "bot_ex": 10.4
  },
  {
   "year": 2024,
   "top_ex": -10.4,
   "bot_ex": 2.3
  },
  {
   "year": 2025,
   "top_ex": -3.7,
   "bot_ex": -15.6
  },
  {
   "year": 2026,
   "top_ex": -6.8,
   "bot_ex": -5.1
  }
 ],
 "nav": {
  "dates": [
   "2019-01-31",
   "2019-02-28",
   "2019-03-31",
   "2019-04-30",
   "2019-05-31",
   "2019-06-30",
   "2019-07-31",
   "2019-08-31",
   "2019-09-30",
   "2019-10-31",
   "2019-11-30",
   "2019-12-31",
   "2020-01-31",
   "2020-02-29",
   "2020-03-31",
   "2020-04-30",
   "2020-05-31",
   "2020-06-30",
   "2020-07-31",
   "2020-08-31",
   "2020-09-30",
   "2020-10-31",
   "2020-11-30",
   "2020-12-31",
   "2021-01-31",
   "2021-02-28",
   "2021-03-31",
   "2021-04-30",
   "2021-05-31",
   "2021-06-30",
   "2021-07-31",
   "2021-08-31",
   "2021-09-30",
   "2021-10-31",
   "2021-11-30",
   "2021-12-31",
   "2022-01-31",
   "2022-02-28",
   "2022-03-31",
   "2022-04-30",
   "2022-05-31",
   "2022-06-30",
   "2022-07-31",
   "2022-08-31",
   "2022-09-30",
   "2022-10-31",
   "2022-11-30",
   "2022-12-31",
   "2023-01-31",
   "2023-02-28",
   "2023-03-31",
   "2023-04-30",
   "2023-05-31",
   "2023-06-30",
   "2023-07-31",
   "2023-08-31",
   "2023-09-30",
   "2023-10-31",
   "2023-11-30",
   "2023-12-31",
   "2024-01-31",
   "2024-02-29",
   "2024-03-31",
   "2024-04-30",
   "2024-05-31",
   "2024-06-30",
   "2024-07-31",
   "2024-08-31",
   "2024-09-30",
   "2024-10-31",
   "2024-11-30",
   "2024-12-31",
   "2025-01-31",
   "2025-02-28",
   "2025-03-31",
   "2025-04-30",
   "2025-05-31",
   "2025-06-30",
   "2025-07-31",
   "2025-08-31",
   "2025-09-30",
   "2025-10-31",
   "2025-11-30",
   "2025-12-31",
   "2026-01-31",
   "2026-02-28",
   "2026-03-31",
   "2026-04-30",
   "2026-05-31"
  ],
  "top": [
   1.196,
   1.316,
   1.292,
   1.244,
   1.262,
   1.259,
   1.287,
   1.308,
   1.32,
   1.288,
   1.387,
   1.408,
   1.425,
   1.392,
   1.426,
   1.454,
   1.631,
   1.811,
   1.798,
   1.682,
   1.683,
   1.662,
   1.627,
   1.527,
   1.54,
   1.573,
   1.564,
   1.643,
   1.675,
   1.699,
   1.784,
   1.776,
   1.777,
   1.967,
   1.977,
   1.787,
   1.821,
   1.672,
   1.423,
   1.522,
   1.646,
   1.623,
   1.574,
   1.457,
   1.464,
   1.595,
   1.538,
   1.651,
   1.669,
   1.632,
   1.592,
   1.593,
   1.617,
   1.656,
   1.57,
   1.546,
   1.508,
   1.589,
   1.561,
   1.23,
   1.316,
   1.308,
   1.319,
   1.302,
   1.237,
   1.227,
   1.167,
   1.435,
   1.509,
   1.582,
   1.493,
   1.478,
   1.662,
   1.647,
   1.691,
   1.738,
   1.876,
   1.964,
   2.218,
   2.263,
   2.236,
   2.124,
   2.152,
   2.29,
   2.319,
   2.068,
   2.165,
   2.115,
   1.979
  ],
  "bot": [
   1.197,
   1.327,
   1.314,
   1.26,
   1.276,
   1.259,
   1.232,
   1.246,
   1.249,
   1.23,
   1.322,
   1.323,
   1.283,
   1.302,
   1.32,
   1.345,
   1.392,
   1.573,
   1.655,
   1.558,
   1.585,
   1.668,
   1.61,
   1.522,
   1.579,
   1.599,
   1.661,
   1.746,
   1.789,
   1.745,
   1.843,
   1.816,
   1.739,
   1.913,
   2.041,
   1.898,
   2.014,
   1.98,
   1.768,
   1.962,
   2.061,
   2.138,
   2.124,
   1.936,
   2.017,
   2.184,
   2.099,
   2.255,
   2.406,
   2.376,
   2.332,
   2.376,
   2.445,
   2.492,
   2.395,
   2.423,
   2.41,
   2.515,
   2.491,
   2.135,
   2.153,
   2.316,
   2.26,
   2.236,
   1.976,
   2.051,
   2.015,
   2.442,
   2.827,
   3.035,
   2.89,
   2.836,
   2.976,
   2.979,
   2.989,
   3.184,
   3.295,
   3.434,
   3.585,
   3.636,
   3.765,
   3.78,
   3.761,
   4.053,
   4.172,
   3.923,
   4.019,
   3.776,
   3.572
  ],
  "mk": [
   1.22,
   1.347,
   1.298,
   1.236,
   1.245,
   1.227,
   1.214,
   1.233,
   1.23,
   1.206,
   1.307,
   1.318,
   1.32,
   1.271,
   1.306,
   1.335,
   1.433,
   1.624,
   1.68,
   1.575,
   1.582,
   1.628,
   1.58,
   1.481,
   1.528,
   1.556,
   1.569,
   1.67,
   1.732,
   1.737,
   1.853,
   1.84,
   1.802,
   1.995,
   2.057,
   1.873,
   1.956,
   1.847,
   1.577,
   1.747,
   1.889,
   1.944,
   1.884,
   1.722,
   1.785,
   1.922,
   1.845,
   1.996,
   2.061,
   2.04,
   1.988,
   2.0,
   2.05,
   2.07,
   1.985,
   1.985,
   1.966,
   2.071,
   2.062,
   1.683,
   1.802,
   1.876,
   1.854,
   1.836,
   1.689,
   1.703,
   1.637,
   2.02,
   2.224,
   2.345,
   2.226,
   2.197,
   2.38,
   2.389,
   2.421,
   2.546,
   2.709,
   2.856,
   3.102,
   3.132,
   3.183,
   3.155,
   3.223,
   3.484,
   3.619,
   3.263,
   3.49,
   3.387,
   3.249
  ]
 }
}