Days
500
30
50
100
250
750
1000
Return
Yields
Left
Bankers
Return
Volatility
Correlation
Right
Return
Bankers
Volatility
Correlation
Bankers Long
AVG
4
5
6
7
8
9
10
11
12
13
NULL
Bankers Short
NULL
4
5
6
7
8
9
10
11
12
13
AVG
Yields Long
AVG
3MO
6MO
1YR
2YR
3YR
5YR
7YR
10YR
20YR
30YR
NULL
Yields Short
NULL
3MO
6MO
1YR
2YR
3YR
5YR
7YR
10YR
20YR
30YR
AVG