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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
31.34%
18.35%
-IndustryYearLast 10
9.1%
18.35%
5
+GlobalYearTop 10
53.59%
17.65%
-IndustryYearLast 10
8.13%
17.65%
A
+GlobalYearTop 5
35.2%
7.52%
-GlobalYearLast 10
7.26%
7.52%

Volatility Slope

Best-fit regression line through the strike volatilities adjusted to the tangent slope at the 50 delta



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