Trading on Light Mix (TSLA, NFLX, AMZN, MSFT, JNJ)
8.48Return (%)TurnMonth
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| TurnMonthAveraging Protocol=Six-window average2026.06 | 8.48 | 0.55 | 0.47 | 8.54 | 1.07 | 0.6 | |
| XGBoostAveraging Protocol=Six-window average2026.06 | 6.55 | 0.61 | 0.67 | 9.63 | 1.12 | 0.6 | |
| WMAAveraging Protocol=Six-window average2026.06 | 5.96 | 0.4 | 0.51 | 9.51 | 0.63 | 0.6 | |
| SMAAveraging Protocol=Six-window average2026.06 | 3.96 | 0.22 | 0.27 | 11.27 | 0.3 | 0.6 | |
| GIFTAveraging Protocol=Six-window average2026.06 | 3 | 0.73 | 0.78 | 11.78 | 1.38 | — | |
| BollingerAveraging Protocol=Six-window average2026.06 | 2.81 | 0.43 | 0.38 | 14.11 | 0.56 | 1 | |
| ATRAveraging Protocol=Six-window average2026.06 | 0.58 | 0.34 | 0.33 | 13.33 | 0.71 | 1 |