Trading on Industrials (BA, CAT, UNP, LMT, WM)
10.94Return (%)TurnMonth
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| TurnMonthAveraging Protocol=Six-window average2026.06 | 10.94 | 0.99 | 0.85 | 6.63 | 1.46 | 60 | |
| XGBoostAveraging Protocol=Six-window average2026.06 | 8.01 | 1.24 | 1.33 | 3.62 | 1.73 | 60 | |
| GIFTAveraging Protocol=Six-window average2026.06 | 7.24 | 1.44 | 1.54 | 8.54 | 2.83 | — | |
| ATRAveraging Protocol=Six-window average2026.06 | 6.76 | 0.66 | 0.74 | 7.76 | 0.76 | 80 | |
| WMAAveraging Protocol=Six-window average2026.06 | 4.11 | 0.42 | 0.51 | 8.02 | 0.53 | 80 | |
| BollingerAveraging Protocol=Six-window average2026.06 | 3.43 | 0.32 | 0.41 | 8.82 | 0.5 | 100 | |
| SMAAveraging Protocol=Six-window average2026.06 | 0.55 | 0.06 | 0.14 | 9.92 | 0.15 | 100 |