Return prediction on 17 industry portfolios Monthly return data (Recessions 2001 Recession)
0.125OOS R2ATOMS
Evaluation results
| Method | Links | |
|---|---|---|
| ATOMS2025.12 | 0.125 | |
| Fixed-val(512)Look-back horizon=5122025.12 | 0.117 | |
| ATOMS2025.12 | 0.115 | |
| Fixed-valvalidation_window=5122025.12 | 0.107 | |
| Fixed-val(32)Look-back horizon=322025.12 | 0.096 | |
| Fixed-valvalidation_window=322025.12 | 0.085 | |
| Fixed-CV2025.12 | 0.071 | |
| Fixed-CV2025.12 | 0.06 |