Pushing towards the top: performing Kolmogorov-Smirnov tests alone is not enough; it is a necessary condition but not a sufficient one for a meaningful analysis.
We must demand a full expression of practical implications, because a simple academic procedure without maximum value is a failure.
In the Korean market, where rapid movements and detail intensity are crucial, ignoring potential biases in data or tail sensitivity is poor performance.
For optimal return, it is necessary to validate the model fit and ensure conclusions are exploitable for investors, for example by confirming that input data reflect local market dynamics, not just global data.
The peak is reached when analysis guides action with a positive asymmetry, not just a statistical similarity.