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Corpus: 1990-03-17 – 2025-12-01

December 2025

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Results by Dataset4 total

Set 9

Set 11

4 results for “"Sharpe 5.2"”

EFTA00611837Set 9

4p1,265w

average ADV of about 175MM. • Medium frequency average holding period is 12 hours, daily Sharpe 5.2

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, return 13bps / day with capacity of approximately 500MM using all aggressive execution. • Strategy gains

https://www.justice.gov/epstein/files/DataSet%209/EFTA00611837.pdf

EFTA00583284Set 9

4p1,262w

average ADV of about 175MM. • Medium frequency average holding period is 12 hours, daily Sharpe 5.2, return 13bps / day with capacity of approximately 500MM using all aggressive execution. • Strategy gains

https://www.justice.gov/epstein/files/DataSet%209/EFTA00583284.pdf

EFTA01116865Set 9