Buy and Hold Testing Period Simulated Return: -17.1665447451841
MODEL for AMZN Total days=570
MODEL for AMZN Ambient Vector=
MODEL for AMZN At t-2: mean=0.4236221852033863 sd=4.415930869402069
MODEL for AMZN At t-1: mean=0.20698625206742713 sd=3.0609538095226747
MODEL for AMZN At t+1: mean=0.23847696493615853 sd=2.9793263326041606
MODEL for AMZN At t+2: mean=0.48357585729451275 sd=4.303072452685492
Training Results:
MODEL for AMZN Total=233 Good=137 Bad=41 Mixed=17 Mention=38
MODEL for AMZN Good Vector=
MODEL for AMZN At t-2: mean=0.5414419052733198 sd=3.6413986112250805 t=-0.2521253737863752 v=99.40085182662753 c=72 s=0.5
MODEL for AMZN At t-1: mean=0.30005702546018304 sd=2.5097744089481724 t=-0.2887067362881063 v=99.74734261925317 c=72 s=0.5
MODEL for AMZN At t+1: mean=0.5414623840034181 sd=2.6609040105984434 t=-0.8977133518159238 v=94.9698748437735 c=72 s=0.5
MODEL for AMZN At t+2: mean=0.7130266210597964 sd=3.6305014759357985 t=-0.4942167611938221 v=98.04871657046769 c=72 s=0.5
MODEL for AMZN Bad Vector=
MODEL for AMZN At t-2: mean=-1.4928105971081989 sd=3.405935775650511 t=2.9082795841670137 v=32.98235504891603 c=29 s=0.995
MODEL for AMZN At t-1: mean=-1.72817352723986 sd=2.983261640110412 t=3.403255113376011 v=31.07539361390109 c=29 s=0.995
MODEL for AMZN At t+1: mean=-0.06133248923454821 sd=2.0214348164323725 t=0.7579166399048944 v=34.51037072216033 c=29 s=0.5
MODEL for AMZN At t+2: mean=-0.5664001347342524 sd=3.3247033067175704 t=1.6325454348949746 v=32.96428122101945 c=29 s=0.9
MODEL for AMZN Mixed Vector=
MODEL for AMZN At t-2: mean=-0.9790566850199205 sd=3.7074298978161386 t=1.4387039663779704 v=15.06437519362494 c=15 s=0.9
MODEL for AMZN At t-1: mean=-1.5097097163453197 sd=3.8516570174219305 t=1.7120326963429 v=14.46913285651944 c=15 s=0.9
MODEL for AMZN At t+1: mean=-0.5380726508447857 sd=2.235458358247872 t=1.3150072861623217 v=15.338576960884993 c=15 s=0.5
MODEL for AMZN At t+2: mean=-1.0393193953646696 sd=2.6611056516103058 t=2.1438942402324654 v=15.991094686240482 c=15 s=0.97
MODEL for AMZN Mention Vector=
MODEL for AMZN At t-2: mean=0.299069461827559 sd=3.2665862484056096 t=0.20541201193110958 v=37.66567152092306 c=32 s=0.5
MODEL for AMZN At t-1: mean=-0.13082384658880664 sd=2.4131878941653007 t=0.7583654860816555 v=36.83667113926685 c=32 s=0.5
MODEL for AMZN At t+1: mean=0.34715298733506994 sd=2.2606100977833825 t=-0.25958424980663375 v=37.32120490992237 c=32 s=0.5
MODEL for AMZN At t+2: mean=0.8082297367295623 sd=3.8461668884253575 t=-0.4615519396694112 v=35.50033034478705 c=32 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 NOTRADE
On BAD news SELL
On MIXED news SELL
On MENTION news NOTRADE
Hindsight: One Day Ago Trade Strategy
On GOOD news NOTRADE
On BAD news SELL
On MIXED news SELL
On MENTION news NOTRADE
Hindsight: Two Days Ago Trade Strategy
On GOOD news NOTRADE
On BAD news SELL
On MIXED news SELL
On MENTION news NOTRADE
Prediction Model Testing Period Simulated Return: 4.335919705938827 Round Trip Trades: 5.0
MODELS Found
AMZN Training: from 7/1/2002 to 10/4/2004 using 233 news stories.
Certainty is 0.97 for the following: SELL-MIXED-2
AMZN Training: from 7/1/2002 to 10/4/2004 using 233 news stories.
Certainty is 0.9 for the following: SELL-BAD-2
Simulated Trades
ticker = AMZN open order= 10/6/2004 close = 10/8/2004 purchase = 41.36 sell = 40.0 return = 3.288201160541585 trade = SELL 2 days T2 Signals buy=0.0 sell=1.0 non=0.0
ticker = AMZN open order= 10/14/2004 close = 10/18/2004 purchase = 39.1 sell = 39.27 return = -0.43478260869565655 trade = SELL 2 days T2 Signals buy=0.0 sell=1.0 non=0.0
ticker = AMZN open order= 10/22/2004 close = 10/25/2004 purchase = 34.6 sell = 33.97 return = 1.8208092485549205 trade = SELL 2 days T2 Signals buy=0.0 sell=2.0 non=0.0
ticker = AMZN open order= 10/23/2004 close = 10/26/2004 purchase = 33.97 sell = 33.83 return = 0.4121283485428336 trade = SELL 2 days T2 Signals buy=0.0 sell=1.0 non=0.0
ticker = AMZN open order= 10/25/2004 close = 10/27/2004 purchase = 33.97 sell = 34.23 return = -0.7653812187223963 trade = SELL 2 days T2 Signals buy=0.0 sell=1.0 non=0.0