id
int32
1
842k
sorting_variable
stringclasses
50 values
min_size_quantile
float64
0.2
0.2
exclude_financials
bool
2 classes
exclude_utilities
bool
2 classes
exclude_negative_earnings
bool
2 classes
sorting_variable_lag
stringclasses
3 values
rebalancing
stringclasses
2 values
n_portfolios_main
float64
3
10
sorting_method
stringclasses
3 values
breakpoints_min_size_threshold
float64
0.2
0.2
n_portfolios_secondary
float64
2
5
breakpoints_exchanges
stringclasses
2 values
weighting_scheme
stringclasses
3 values
1
52w
null
true
true
true
3m
monthly
3
univariate
null
null
NYSE
EW
2
52w
null
true
true
true
3m
monthly
3
univariate
null
null
NYSE
VW
3
52w
null
true
true
true
3m
monthly
3
univariate
null
null
NYSE
capped VW
4
52w
null
true
true
true
3m
monthly
3
univariate
null
null
AMEX|NASDAQ|NYSE
EW
5
52w
null
true
true
true
3m
monthly
3
univariate
null
null
AMEX|NASDAQ|NYSE
VW
6
52w
null
true
true
true
3m
monthly
3
univariate
null
null
AMEX|NASDAQ|NYSE
capped VW
7
52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
NYSE
EW
8
52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
NYSE
VW
9
52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
NYSE
capped VW
10
52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
AMEX|NASDAQ|NYSE
EW
11
52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
AMEX|NASDAQ|NYSE
VW
12
52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
AMEX|NASDAQ|NYSE
capped VW
13
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
NYSE
EW
14
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
NYSE
VW
15
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
NYSE
capped VW
16
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
EW
17
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
VW
18
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
capped VW
19
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
NYSE
EW
20
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
NYSE
VW
21
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
NYSE
capped VW
22
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
EW
23
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
VW
24
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
capped VW
25
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
NYSE
EW
26
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
NYSE
VW
27
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
NYSE
capped VW
28
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
EW
29
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
VW
30
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
capped VW
31
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
NYSE
EW
32
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
NYSE
VW
33
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
NYSE
capped VW
34
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
EW
35
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
VW
36
52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
capped VW
37
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
NYSE
EW
38
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
NYSE
VW
39
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
NYSE
capped VW
40
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
AMEX|NASDAQ|NYSE
EW
41
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
AMEX|NASDAQ|NYSE
VW
42
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
AMEX|NASDAQ|NYSE
capped VW
43
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
NYSE
EW
44
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
NYSE
VW
45
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
NYSE
capped VW
46
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
AMEX|NASDAQ|NYSE
EW
47
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
AMEX|NASDAQ|NYSE
VW
48
52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
AMEX|NASDAQ|NYSE
capped VW
49
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
NYSE
EW
50
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
NYSE
VW
51
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
NYSE
capped VW
52
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
AMEX|NASDAQ|NYSE
EW
53
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
AMEX|NASDAQ|NYSE
VW
54
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
AMEX|NASDAQ|NYSE
capped VW
55
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
NYSE
EW
56
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
NYSE
VW
57
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
NYSE
capped VW
58
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
AMEX|NASDAQ|NYSE
EW
59
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
AMEX|NASDAQ|NYSE
VW
60
52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
AMEX|NASDAQ|NYSE
capped VW
61
52w
null
true
true
true
3m
monthly
5
univariate
null
null
NYSE
EW
62
52w
null
true
true
true
3m
monthly
5
univariate
null
null
NYSE
VW
63
52w
null
true
true
true
3m
monthly
5
univariate
null
null
NYSE
capped VW
64
52w
null
true
true
true
3m
monthly
5
univariate
null
null
AMEX|NASDAQ|NYSE
EW
65
52w
null
true
true
true
3m
monthly
5
univariate
null
null
AMEX|NASDAQ|NYSE
VW
66
52w
null
true
true
true
3m
monthly
5
univariate
null
null
AMEX|NASDAQ|NYSE
capped VW
67
52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
NYSE
EW
68
52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
NYSE
VW
69
52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
NYSE
capped VW
70
52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
AMEX|NASDAQ|NYSE
EW
71
52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
AMEX|NASDAQ|NYSE
VW
72
52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
AMEX|NASDAQ|NYSE
capped VW
73
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
NYSE
EW
74
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
NYSE
VW
75
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
NYSE
capped VW
76
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
EW
77
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
VW
78
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
capped VW
79
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
NYSE
EW
80
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
NYSE
VW
81
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
NYSE
capped VW
82
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
EW
83
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
VW
84
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
capped VW
85
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
NYSE
EW
86
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
NYSE
VW
87
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
NYSE
capped VW
88
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
EW
89
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
VW
90
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
capped VW
91
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
NYSE
EW
92
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
NYSE
VW
93
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
NYSE
capped VW
94
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
EW
95
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
VW
96
52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
capped VW
97
52w
null
true
true
true
3m
monthly
5
bivariate-independent
null
2
NYSE
EW
98
52w
null
true
true
true
3m
monthly
5
bivariate-independent
null
2
NYSE
VW
99
52w
null
true
true
true
3m
monthly
5
bivariate-independent
null
2
NYSE
capped VW
100
52w
null
true
true
true
3m
monthly
5
bivariate-independent
null
2
AMEX|NASDAQ|NYSE
EW