Which look-back and holding period? Multiple of the S&P 500 (1x = tied)

source: Each cell: every H months buy the S&P 500 member(s) with the best L-month return, hold H months. Members point-in-time from github.com/fja05680/sp500; Yahoo monthly adjusted closes (only 43-66% of members have Yahoo data before 2012, missing ones are delisted or renamed firms). 0.2% per trade. vs SPY with dividends. Before taxes. • drawn 2026-10-12 14:29 UTC