Top + bottom performers by timeframe and asset class. Headline metric is g (log-wealth growth) — Itô-corrected geometric mean (μ − σ²/2). Per-class structural drift (volatility roll-decay, leveraged-ETF daily-reset drag, crypto-perp funding) is applied openly and shown on each row. Sample size disclosed everywhere; insufficient cohorts (n_bars < threshold) flag calibrating and never publish a synthetic number.