Buy and Hold Testing Period Simulated Return: -7.507987220447289
MODEL for PFE Total days=320
MODEL for PFE Ambient Vector=
MODEL for PFE At t-2: mean=-0.058395283458956095 sd=1.6820207971803356
MODEL for PFE At t-1: mean=-0.0235517437264004 sd=1.1837662509223883
MODEL for PFE At t+1: mean=-0.02369921440482107 sd=1.183630679476863
MODEL for PFE At t+2: mean=-0.04829572938799434 sd=1.6842165905038082
Training Results:
MODEL for PFE Total=110 Good=45 Bad=39 Mixed=13 Mention=13
MODEL for PFE Good Vector=
MODEL for PFE At t-2: mean=0.1483346700665557 sd=1.5299044363566352 t=-0.7219973918452341 v=38.89191756701539 c=32 s=0.5
MODEL for PFE At t-1: mean=-0.05544343271071971 sd=1.147401605516913 t=0.1494766334103452 v=37.90869261916705 c=32 s=0.5
MODEL for PFE At t+1: mean=-0.11372309635626979 sd=1.181592748161105 t=0.41086620749205294 v=37.496858338483875 c=32 s=0.5
MODEL for PFE At t+2: mean=-0.47827367049330555 sd=1.6609265830031155 t=1.3944970521217557 v=37.66415430658879 c=32 s=0.9
MODEL for PFE Bad Vector=
MODEL for PFE At t-2: mean=-0.41763489970519263 sd=1.709869637647905 t=1.134850382527027 v=37.25607325042512 c=32 s=0.5
MODEL for PFE At t-1: mean=-0.3261844372608508 sd=1.2472091720547558 t=1.3146838263162925 v=36.80782815789221 c=32 s=0.9
MODEL for PFE At t+1: mean=-0.09391416340094083 sd=0.9764564018648964 t=0.37982384037810846 v=40.69391218322027 c=32 s=0.5
MODEL for PFE At t+2: mean=-0.012722422735205206 sd=1.3985018016501 t=-0.13447049513563478 v=40.56127569333877 c=32 s=0.5
MODEL for PFE Mixed Vector=
MODEL for PFE At t-2: mean=-0.47149188493875055 sd=1.7241132214706445 t=0.8476560107145356 v=12.945186223469966 c=13 s=0.5
MODEL for PFE At t-1: mean=-0.2173253474379609 sd=0.5371704435112443 t=1.188652303287069 v=17.17683793189024 c=13 s=0.5
MODEL for PFE At t+1: mean=0.22622500922691882 sd=0.7982318656486956 t=-1.081614375279511 v=14.23524613490217 c=13 s=0.5
MODEL for PFE At t+2: mean=0.004819486588902052 sd=1.2315725002366624 t=-0.14990965498168626 v=13.889644076090551 c=13 s=0.5
MODEL for PFE Mention Vector=
MODEL for PFE At t-2: mean=-0.9419355410635704 sd=1.7888552302125857 t=1.6137873745371338 v=10.61676321468296 c=11 s=0.9
MODEL for PFE At t-1: mean=-0.44546052620035803 sd=1.138282267484617 t=1.207086779325578 v=10.75689582048105 c=11 s=0.5
MODEL for PFE At t+1: mean=-0.8051830307890188 sd=1.191119620138402 t=2.139993340831026 v=10.690018031671654 c=11 s=0.95
MODEL for PFE At t+2: mean=-0.6333518441322552 sd=1.4267617665836838 t=1.3285639958007307 v=10.98015469730752 c=11 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 SELL
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 SELL
On MIXED news NOTRADE
On MENTION news NOTRADE
Prediction Model Testing Period Simulated Return: 17.497105719462805 Round Trip Trades: 8.0
MODELS Found
PFE Training: from 7/1/2003 to 10/2/2004 using 110 news stories.
Certainty is 0.9 for the following: SELL-GOOD-2
Simulated Trades
ticker = PFE open order= 10/5/2004 close = 10/7/2004 purchase = 31.29 sell = 29.99 return = 4.154682007031003 trade = SELL 2 days T2 Signals buy=0.0 sell=1.0 non=0.0
ticker = PFE open order= 10/6/2004 close = 10/8/2004 purchase = 31.18 sell = 29.8 return = 4.425914047466321 trade = SELL 2 days T2 Signals buy=0.0 sell=2.0 non=1.0
ticker = PFE open order= 10/10/2004 close = 10/12/2004 purchase = 30.31 sell = 29.86 return = 1.484658528538434 trade = SELL 2 days T2 Signals buy=0.0 sell=1.0 non=0.0
ticker = PFE open order= 10/18/2004 close = 10/20/2004 purchase = 29.0 sell = 28.3 return = 2.4137931034482736 trade = SELL 2 days T2 Signals buy=0.0 sell=1.0 non=0.0
ticker = PFE open order= 10/19/2004 close = 10/21/2004 purchase = 29.0 sell = 28.44 return = 1.9310344827586163 trade = SELL 2 days T2 Signals buy=0.0 sell=1.0 non=0.0
ticker = PFE open order= 10/20/2004 close = 10/22/2004 purchase = 28.3 sell = 27.74 return = 1.9787985865724462 trade = SELL 2 days T2 Signals buy=0.0 sell=4.0 non=2.0
ticker = PFE open order= 10/27/2004 close = 10/29/2004 purchase = 29.04 sell = 28.95 return = 0.30991735537190035 trade = SELL 2 days T2 Signals buy=0.0 sell=2.0 non=0.0
ticker = PFE open order= 10/28/2004 close = 10/31/2004 purchase = 28.71 sell = 28.8 return = -0.3134796238244509 trade = SELL 2 days T2 Signals buy=0.0 sell=2.0 non=0.0