Buy and Hold Testing Period Simulated Return: 35.08636246455272
MODEL for AAPL Total days=575
MODEL for AAPL Ambient Vector=
MODEL for AAPL At t-2: mean=0.33885801828537304 sd=3.489137844113128
MODEL for AAPL At t-1: mean=0.16587478651041027 sd=2.4609791977587583
MODEL for AAPL At t+1: mean=0.17289204397505012 sd=2.4557355520353283
MODEL for AAPL At t+2: mean=0.3498410103764264 sd=3.4843059327774633
Training Results:
MODEL for AAPL Total=225 Good=77 Bad=47 Mixed=25 Mention=76
MODEL for AAPL Good Vector=
MODEL for AAPL At t-2: mean=0.2831969141422541 sd=2.9028710730680136 t=0.13003529651116583 v=65.09834535902755 c=52 s=0.5
MODEL for AAPL At t-1: mean=0.33441763353536264 sd=2.28102761844349 t=-0.5068132319186716 v=62.24103937075013 c=52 s=0.5
MODEL for AAPL At t+1: mean=0.5142593280414781 sd=1.8322143064744398 t=-1.2461155354617424 v=68.75572770966538 c=52 s=0.5
MODEL for AAPL At t+2: mean=0.9370475737180413 sd=2.8077988675656105 t=-1.4129102056884253 v=66.08007361732187 c=52 s=0.9
MODEL for AAPL Bad Vector=
MODEL for AAPL At t-2: mean=0.9856270627884438 sd=3.472283363794683 t=-1.0402997716733906 v=35.809545637028634 c=33 s=0.5
MODEL for AAPL At t-1: mean=0.3144476210456239 sd=2.2270655814844456 t=-0.37047182775021836 v=36.63226949176368 c=33 s=0.5
MODEL for AAPL At t+1: mean=-0.0987827415547163 sd=1.870042273317234 t=0.7960893808652956 v=38.62647509295339 c=33 s=0.5
MODEL for AAPL At t+2: mean=0.2293268962916045 sd=2.455239677248198 t=0.26696246591384726 v=39.795116914461 c=33 s=0.5
MODEL for AAPL Mixed Vector=
MODEL for AAPL At t-2: mean=0.4378830472427462 sd=3.1867786046138935 t=-0.1485582489636592 v=25.356657782890863 c=24 s=0.5
MODEL for AAPL At t-1: mean=-0.07933016284825856 sd=1.8120814312515652 t=0.6387815971734774 v=26.671270255453656 c=24 s=0.5
MODEL for AAPL At t+1: mean=0.6949396377751104 sd=1.9020837615265287 t=-1.300111654767937 v=26.30663674529333 c=24 s=0.5
MODEL for AAPL At t+2: mean=0.6923566731277303 sd=2.8592885593220045 t=-0.5694684339401835 v=25.935501253802656 c=24 s=0.5
MODEL for AAPL Mention Vector=
MODEL for AAPL At t-2: mean=0.6860459320306266 sd=2.4584023950166416 t=-0.7680922490006193 v=39.79672961390225 c=33 s=0.5
MODEL for AAPL At t-1: mean=0.20689709319094712 sd=1.8318432083177805 t=-0.12245778310570102 v=38.949304302464455 c=33 s=0.5
MODEL for AAPL At t+1: mean=-0.04715223909610665 sd=1.6055410965295236 t=0.7392445870051902 v=41.12857347301844 c=33 s=0.5
MODEL for AAPL At t+2: mean=0.6575134708480782 sd=2.910018631176659 t=-0.5838217641807559 v=37.46832502443188 c=33 s=0.5
One Day Trade Strategy
On GOOD news NOTRADE
On BAD news NOTRADE
On MIXED news NOTRADE
On MENTION news NOTRADE
Two Day Trade Strategy
On GOOD news BUY
On BAD news NOTRADE
On MIXED news NOTRADE
On MENTION news NOTRADE
Hindsight: One Day Ago Trade Strategy
On GOOD news NOTRADE
On BAD news NOTRADE
On MIXED news NOTRADE
On MENTION news NOTRADE
Hindsight: Two Days Ago Trade Strategy
On GOOD news NOTRADE
On BAD news NOTRADE
On MIXED news NOTRADE
On MENTION news NOTRADE
Prediction Model Testing Period Simulated Return: 45.251054608440604 Round Trip Trades: 6.0
MODELS Found
AAPL Training: from 7/1/2002 to 10/4/2004 using 225 news stories.
Certainty is 0.9 for the following: BUY-GOOD-2
Simulated Trades
ticker = AAPL open order= 10/13/2004 close = 10/15/2004 purchase = 39.75 sell = 45.5 return = 14.465408805031446 trade = BUY 2 days T2 Signals buy=5.0 sell=0.0 non=1.0
ticker = AAPL open order= 10/14/2004 close = 10/17/2004 purchase = 44.98 sell = 47.75 return = 6.158292574477554 trade = BUY 2 days T2 Signals buy=12.0 sell=0.0 non=2.0
ticker = AAPL open order= 10/15/2004 close = 10/18/2004 purchase = 45.5 sell = 47.75 return = 4.945054945054945 trade = BUY 2 days T2 Signals buy=4.0 sell=0.0 non=2.0
ticker = AAPL open order= 10/26/2004 close = 10/28/2004 purchase = 47.97 sell = 52.19 return = 8.797164894725869 trade = BUY 2 days T2 Signals buy=6.0 sell=0.0 non=5.0
ticker = AAPL open order= 10/27/2004 close = 10/29/2004 purchase = 50.3 sell = 52.4 return = 4.174950298210739 trade = BUY 2 days T2 Signals buy=7.0 sell=0.0 non=2.0
ticker = AAPL open order= 10/28/2004 close = 11/1/2004 purchase = 52.19 sell = 52.45 return = 0.49817972791723536 trade = BUY 2 days T2 Signals buy=6.0 sell=0.0 non=1.0