Return prediction on 17 Industry Portfolios Monthly Return Data (Recessions Gulf War: 06/1990-10/1990)
0.027OOS R2ATOMS
Evaluation results
| Method | Links | |
|---|---|---|
| ATOMS2025.12 | 0.027 | |
| Fixed-val(32)Look-back horizon=322025.12 | 0.009 | |
| Fixed-CV2025.12 | -0.007 | |
| ATOMS2025.12 | -0.019 | |
| Fixed-val(512)Look-back horizon=5122025.12 | -0.031 | |
| Fixed-valvalidation_window=322025.12 | -0.038 | |
| Fixed-CV2025.12 | -0.056 | |
| Fixed-valvalidation_window=5122025.12 | -0.08 |