Data Summary August 2023

	A	B	C	D	E	F	G
1		Mean Long-Short Return Across 212 Predictors (%, Monthly)
2	Implementation	before sample	in sample	post sample but before pub	post pub	last 5 years	2022
3	Original Paper	0.55	0.67	0.42	0.32	0.36	0.66
4	HoldPer_1	0.53	0.72	0.49	0.32	0.19	0.8
5	HoldPer_3	0.36	0.62	0.4	0.32	0.38	0.75
6	HoldPer_6	0.3	0.56	0.33	0.28	0.33	0.75
7	HoldPer_12	0.24	0.47	0.26	0.23	0.28	0.62
8	ME_gt_NYSE20pct	0.28	0.49	0.26	0.23	0.26	0.76
9	NYSEonly	0.38	0.45	0.21	0.27	0.3	0.75
10	Price_gt_5	0.34	0.55	0.31	0.23	0.25	0.54
11	VWforce	0.45	0.43	0.26	0.16	0.15	0.58
12	Quintiles (cts only)	0.43	0.62	0.39	0.29	0.31	0.66
13	QuintilesVW (cts only)	0.33	0.4	0.27	0.15	0.13	0.58
14	Deciles (cts only)	0.4	0.77	0.49	0.36	0.38	0.8
15	DecilesVW (cts only)	0.34	0.52	0.33	0.2	0.23	0.82
16	FF93style	0.12	0.18	0.1	0.04	0.02	0.4
17	PlaceboPortsFull	0.12	0.26	0.36	0.12	0.11	0.24
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