Based
on the second strategy preprocessor selected 193 trade periods
in 2002. The acquired result was as following:
-
System
selected 109 negative trade periods. If it traded during
these periods it would loose 377,950.00 $
-
System
selected 84 positive trade periods. If it traded during
these periods it would gain 506,450.00 $
When
Artificial Foreteller was used the following result was obtained:
-
System
managed to recognize 59 from 109 negative periods of trade
as negative periods and managed to avoid loss of 215,000.00$.
-
System
made wrong prediction in 44 negative trade periods and lost
was 131,400.00 $.
- System
recognized 10 periods as unknown.
-
System
made correct prediction in 40 trade periods and gain was
254,250.00 $.
-
System
recognized as negative 40 positive trade periods and did
not obtained 218,115.00 $. This happened only because Artificial
Foreteller was not trained on these types of trade periods.
NOTE:
During unknown periods system did not trade.
Preprocessor
managed to select trade periods in such a manner that totals
was 128,500.00 $
If
Artificial Foreteller traded it would gain 254,250.00 - 131,400.00
= 122,850.00 $.
Tables
with results for 2000 - 2002 in Excel format and corresponding
files for demo version of Foreteller can be downloaded here
