Back Testing Results
Security: DJI_from_1970.csv


Models ranked by Chi Sq Criterion

ModelThe Best ParametersThe Best Second
CandleStick_1_b.HYP Neural Net (32 hidden)
train last 5000 bars
forecast on 7 bars
Chi Sq= 5.8 (+124/-76)		 Neural Net (32 hidden)
train last 1000 bars
forecast on 5 bars
Chi Sq= 4.4 (+121/-79)


Models ranked by Av. Correlation Criterion

ModelThe Best ParametersThe Best Second
CandleStick_1_b.HYP Neural Net (32 hidden)
train last 5000 bars
forecast on 7 bars
Av. Correlation=0.1125 (+124/-76)		 Neural Net (32 hidden)
train last 1000 bars
forecast on 5 bars
Av. Correlation=0.1019 (+121/-79)

Detailed Report



Mode: Neural Net
Price Events: Rel. Osc.(1,5,5 Close)
Criterion: Correlation 5 bars after LBC

Model candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp
NN Topology 32 hidden 32 hidden 32 hidden
NN Training last 1000; 25000 st. last 2500; 25000 st. last 5000; 25000 st.
Statistics +121 / -79 ChSq=4.4 +102 / -98 ChSq=0.0 +110 / -90 ChSq=1.0
Average 0.102 0.017 0.066
21.04.1993 09:30 0.654 -0.032 -0.336
15.12.1999 09:30 0.099 0.748 -0.380
30.03.1992 09:30 0.766 -0.392 0.603
16.02.2000 09:30 0.131 0.079 0.142
08.07.1992 09:30 0.057 0.618 0.490
11.10.1993 09:30 0.709 -0.127 0.434
09.01.2002 09:30 0.840 -0.301 0.066
21.08.1998 09:30 0.276 -0.067 -0.405
14.05.1993 09:30 -0.184 -0.845 0.596
02.10.2000 09:30 -0.281 -0.339 -0.227
18.05.1998 09:30 0.947 0.485 -0.631
09.04.1997 09:30 0.379 0.899 -0.019
01.05.1998 09:30 -0.659 -0.928 -0.141
22.06.1993 09:30 0.418 -0.064 0.426
17.11.2000 09:30 0.524 -0.430 -0.090
22.06.1998 09:30 0.106 -0.113 0.904
28.08.1996 09:30 0.331 0.308 -0.152
28.10.2002 09:30 -0.544 -0.452 -0.394
31.08.2000 09:30 0.480 0.005 -0.420
17.04.2003 09:30 0.532 -0.583 0.404
31.12.1990 09:30 0.434 0.415 0.032
02.04.1998 09:30 -0.432 -0.002 -0.065
23.04.2004 09:30 0.095 -0.377 0.820
13.10.1999 09:30 0.319 -0.212 0.751
21.12.1999 09:30 0.150 -0.517 0.565
18.08.1998 09:30 -0.461 -0.257 0.762
27.03.1991 09:30 -0.500 -0.315 -0.169
24.05.2002 09:30 0.576 -0.370 0.970
06.04.2000 09:30 -0.774 0.622 0.564
26.12.1990 09:30 -0.307 0.609 0.164
27.01.1999 09:30 0.492 0.556 -0.196
13.08.2004 09:30 0.466 0.246 0.653
31.08.1990 09:30 -0.060 -0.345 -0.644
27.04.1992 09:30 0.127 0.433 0.419
12.09.1990 09:30 0.315 0.351 -0.170
31.08.1992 09:30 0.230 0.063 0.025
29.04.2003 09:30 0.616 -0.123 0.227
07.09.1990 09:30 0.019 -0.501 -0.662
24.09.1991 09:30 -0.076 0.404 -0.423
23.11.1992 09:30 0.097 -0.222 -0.275
08.05.1997 09:30 0.329 -0.445 0.723
28.02.2003 09:30 0.862 0.020 -0.172
20.02.2001 09:30 0.130 0.824 0.617
21.04.1993 09:30 -0.121 0.454 -0.718
11.11.1992 09:30 0.852 0.502 -0.096
29.12.1995 09:30 0.682 -0.372 -0.420
25.09.2000 09:30 -0.933 0.080 -0.199
22.05.1992 09:30 -0.796 -0.431 0.574
11.10.1994 09:30 -0.408 0.109 0.299
11.10.1991 09:30 -0.275 0.085 0.011
13.09.2000 09:30 0.486 0.025 0.186
18.08.1998 09:30 -0.369 -0.371 0.278
29.09.2000 09:30 0.669 -0.115 -0.325
05.12.1994 09:30 0.272 0.594 -0.394
02.05.1999 09:30 0.376 0.700 -0.674
22.04.1994 09:30 -0.079 -0.182 0.078
27.10.1998 09:30 0.534 -0.515 0.162
04.10.1993 09:30 -0.078 -0.264 0.723
13.02.1990 09:30 -0.205 -0.232 -0.281
04.01.2000 09:30 0.636 0.242 0.709
09.02.2001 09:30 -0.033 0.305 -0.605
28.06.2002 09:30 0.080 -0.553 0.383
23.06.2004 09:30 -0.372 0.366 -0.480
22.06.2001 09:30 -0.800 0.350 0.734
27.09.1991 09:30 -0.371 -0.218 -0.436
14.02.1992 09:30 0.072 -0.445 0.731
16.01.1998 09:30 -0.210 0.539 -0.519
30.08.1995 09:30 0.388 -0.065 -0.171
26.11.2004 09:30 -0.758 0.625 -0.853
14.03.1996 09:30 0.392 0.336 0.430
31.08.2004 09:30 0.722 -0.311 0.193
14.05.2002 09:30 0.074 0.389 0.481
23.01.1992 09:30 -0.026 0.407 -0.629
30.06.1992 09:30 0.011 -0.189 0.621
12.03.2001 09:30 0.933 0.282 -0.252
21.04.2003 09:30 -0.672 -0.087 0.159
06.11.1992 09:30 -0.230 0.474 0.001
15.04.2003 09:30 -0.631 0.269 -0.442
09.02.2004 09:30 -0.003 0.427 0.152
27.06.2000 09:30 0.602 -0.417 0.025
05.01.1994 09:30 -0.252 0.191 0.046
04.03.1991 09:30 0.827 -0.424 0.772
20.07.1992 09:30 -0.369 0.329 0.566
28.01.2004 09:30 -0.660 -0.477 0.042
25.03.1994 09:30 -0.201 0.516 -0.537
17.08.1993 09:30 0.422 -0.020 -0.533
30.10.2001 09:30 0.607 -0.573 0.962
13.08.1993 09:30 0.045 0.360 0.703
09.08.1993 09:30 0.022 0.176 0.009
08.08.1997 09:30 -0.096 0.755 0.095
10.10.1996 09:30 0.614 0.598 0.196
17.01.1991 09:30 0.384 0.130 -0.059
15.07.1999 09:30 0.075 0.511 0.667
09.04.1996 09:30 -0.200 -0.122 0.382
27.06.2000 09:30 -0.890 0.572 -0.445
19.12.2000 09:30 0.034 -0.772 -0.843
14.03.1997 09:30 0.482 0.067 -0.185
20.01.1999 09:30 0.051 -0.312 0.647
22.01.2004 09:30 0.568 -0.803 0.739
11.12.2000 09:30 0.080 -0.458 0.498
18.12.1998 09:30 0.270 -0.514 -0.249
31.12.1990 09:30 0.297 -0.269 0.355
06.04.2001 09:30 0.478 -0.250 -0.323
24.06.1998 09:30 -0.019 -0.475 -0.451
13.02.2001 09:30 0.783 -0.018 0.192
02.05.1994 09:30 0.778 -0.297 -0.031
28.01.1998 09:30 0.514 0.433 0.126
22.08.1999 09:30 0.187 0.682 0.398
20.02.1998 09:30 0.374 -0.225 0.563
22.04.2002 09:30 -0.697 -0.459 -0.014
25.10.2002 09:30 0.783 -0.016 -0.515
24.10.1997 09:30 0.447 -0.203 0.867
21.07.1997 09:30 -0.003 -0.216 0.101
18.08.1992 09:30 0.251 0.605 0.411
22.09.1995 09:30 0.054 0.489 0.677
16.08.2001 09:30 0.765 0.206 0.201
09.01.2002 09:30 0.081 0.266 0.429
10.11.1999 09:30 0.093 0.400 0.037
01.03.1991 09:30 0.527 -0.729 0.584
11.09.1997 09:30 0.828 -0.227 0.685
14.01.1992 09:30 -0.244 0.434 -0.318
27.03.1991 09:30 -0.346 0.569 -0.010
11.04.1994 09:30 0.376 0.000 0.468
24.04.1998 09:30 -0.069 -0.206 0.588
21.09.1992 09:30 0.724 -0.466 -0.093
25.02.1993 09:30 -0.314 0.706 0.361
20.02.2001 09:30 -0.790 0.214 0.669
17.12.1997 09:30 -0.239 0.319 -0.234
11.08.2004 09:30 -0.196 0.376 -0.157
25.05.2004 09:30 0.663 0.492 -0.654
20.01.1993 09:30 0.432 -0.365 0.172
23.05.2003 09:30 0.619 0.302 -0.555
30.11.1993 09:30 0.066 -0.433 0.187
01.04.1993 09:30 -0.479 0.051 0.171
29.05.1990 09:30 0.348 -0.436 -0.185
20.12.2000 09:30 -0.454 -0.370 -0.162
29.10.2003 09:30 0.069 0.080 0.033
28.12.1990 09:30 -0.313 0.045 0.168
30.10.1996 09:30 -0.404 0.234 -0.363
25.09.2003 09:30 -0.314 0.501 0.274
14.09.1994 09:30 0.708 -0.470 -0.328
21.06.1993 09:30 0.005 0.602 -0.011
28.02.1991 09:30 0.507 -0.301 0.505
15.08.1990 09:30 0.065 0.427 0.421
22.08.1997 09:30 -0.622 -0.440 0.070
27.09.2002 09:30 0.776 -0.209 -0.359
22.02.2002 09:30 -0.506 -0.215 -0.699
28.02.2003 09:30 -0.205 0.661 -0.288
11.02.1994 09:30 -0.099 -0.548 0.587
31.01.2002 09:30 0.148 -0.241 -0.639
13.04.1998 09:30 0.024 0.589 -0.047
10.12.2004 09:30 0.254 0.432 0.895
13.12.1994 09:30 -0.133 -0.537 -0.242
07.08.1995 09:30 0.744 0.513 0.183
30.11.2004 09:30 0.536 -0.256 -0.427
24.07.2001 09:30 -0.811 -0.395 0.680
10.04.2003 09:30 0.565 0.174 0.601
03.04.1992 09:30 0.917 -0.457 -0.224
11.09.1992 09:30 0.517 -0.137 -0.612
27.03.2003 09:30 -0.209 0.310 0.121
10.11.1992 09:30 0.415 0.133 -0.451
26.08.1998 09:30 -0.349 0.053 -0.028
29.07.1993 09:30 -0.351 0.106 -0.549
17.06.1993 09:30 0.713 0.324 -0.303
26.09.2000 09:30 0.319 0.343 -0.388
30.07.1999 09:30 -0.437 0.127 0.408
16.08.2001 09:30 -0.272 -0.042 0.200
19.05.1995 09:30 -0.100 -0.602 0.327
21.08.1998 09:30 -0.275 0.248 -0.708
03.04.1992 09:30 0.072 0.303 -0.315
21.07.1994 09:30 0.302 0.062 0.330
20.05.1993 09:30 0.654 -0.497 -0.216
25.06.1997 09:30 0.200 -0.198 -0.489
24.09.1998 09:30 -0.832 -0.039 -0.166
14.03.1991 09:30 -0.507 0.176 0.515
03.12.1990 09:30 -0.332 -0.633 -0.229
03.02.1992 09:30 0.069 -0.374 0.224
30.04.1992 09:30 -0.555 0.621 0.597
16.08.1994 09:30 0.514 -0.675 -0.291
12.10.1998 09:30 -0.493 0.288 -0.588
08.09.1997 09:30 -0.058 0.028 -0.135
10.09.2002 09:30 0.109 0.043 0.195
16.10.1992 09:30 0.247 -0.418 0.253
31.10.2002 09:30 0.535 -0.081 -0.310
12.10.1998 09:30 -0.395 0.856 0.433
29.09.2000 09:30 -0.450 0.813 -0.506
10.04.1992 09:30 0.216 0.247 -0.568
12.04.1994 09:30 -0.075 -0.570 0.003
25.09.1991 09:30 0.148 0.250 -0.047
09.01.1997 09:30 0.824 -0.356 0.343
27.05.1997 09:30 -0.583 0.347 0.658
02.05.1994 09:30 -0.627 0.028 0.028
03.03.1993 09:30 0.531 -0.233 -0.734
17.12.1997 09:30 -0.019 0.021 0.276
22.04.1994 09:30 0.927 -0.744 -0.304
24.10.1997 09:30 0.015 -0.140 0.655
08.05.1997 09:30 -0.662 -0.137 0.937
06.06.1991 09:30 0.375 0.411 0.272
01.08.1994 09:30 0.522 -0.188 0.466
06.08.1992 09:30 0.752 0.345 0.182



Mode: Neural Net
Price Events: Rel. Osc.(1,5,5 Close)
Criterion: Correlation 7 bars after LBC

Model candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp
NN Topology 32 hidden 32 hidden 32 hidden
NN Training last 1000; 25000 st. last 2500; 25000 st. last 5000; 25000 st.
Statistics +113 / -87 ChSq=1.7 +105 / -95 ChSq=0.3 +124 / -76 ChSq=5.8
Average 0.079 0.044 0.112
21.04.1993 09:30 0.615 0.406 -0.137
15.12.1999 09:30 0.749 0.624 -0.183
30.03.1992 09:30 0.683 -0.365 0.011
16.02.2000 09:30 0.266 0.321 -0.187
08.07.1992 09:30 -0.290 0.144 0.089
11.10.1993 09:30 0.243 -0.066 0.424
09.01.2002 09:30 0.710 -0.344 0.161
21.08.1998 09:30 0.252 -0.441 -0.420
14.05.1993 09:30 0.069 -0.818 0.588
02.10.2000 09:30 -0.092 -0.449 -0.261
18.05.1998 09:30 0.516 0.062 0.406
09.04.1997 09:30 -0.473 0.924 0.020
01.05.1998 09:30 -0.589 -0.933 -0.248
22.06.1993 09:30 0.535 0.425 0.268
17.11.2000 09:30 0.540 -0.263 0.230
22.06.1998 09:30 -0.025 -0.309 0.705
28.08.1996 09:30 0.537 0.422 -0.053
28.10.2002 09:30 -0.267 -0.600 -0.371
31.08.2000 09:30 0.643 -0.008 0.479
17.04.2003 09:30 0.459 0.030 0.273
31.12.1990 09:30 0.327 0.486 0.079
02.04.1998 09:30 0.131 0.100 -0.084
23.04.2004 09:30 0.258 -0.754 0.755
13.10.1999 09:30 -0.155 -0.167 0.829
21.12.1999 09:30 0.303 -0.530 0.460
18.08.1998 09:30 -0.597 -0.485 0.641
27.03.1991 09:30 -0.630 0.074 0.174
24.05.2002 09:30 0.629 -0.354 0.910
06.04.2000 09:30 -0.456 0.536 0.539
26.12.1990 09:30 -0.363 0.770 0.086
27.01.1999 09:30 0.605 -0.250 -0.226
13.08.2004 09:30 0.158 0.138 0.564
31.08.1990 09:30 0.350 -0.387 -0.505
27.04.1992 09:30 -0.072 0.281 0.275
12.09.1990 09:30 0.302 0.257 0.050
31.08.1992 09:30 0.503 0.143 0.244
29.04.2003 09:30 0.430 0.083 0.354
07.09.1990 09:30 0.029 -0.389 -0.420
24.09.1991 09:30 -0.249 0.230 0.119
23.11.1992 09:30 -0.433 0.120 -0.304
08.05.1997 09:30 0.334 0.213 0.729
28.02.2003 09:30 0.394 -0.357 -0.462
20.02.2001 09:30 0.521 0.739 0.579
21.04.1993 09:30 -0.012 0.440 -0.499
11.11.1992 09:30 0.899 0.204 0.000
29.12.1995 09:30 0.187 0.655 -0.575
25.09.2000 09:30 -0.705 0.165 -0.255
22.05.1992 09:30 -0.321 -0.246 0.497
11.10.1994 09:30 0.113 0.323 0.295
11.10.1991 09:30 0.046 0.634 0.751
13.09.2000 09:30 0.388 0.489 0.483
18.08.1998 09:30 0.263 -0.459 0.640
29.09.2000 09:30 0.422 -0.504 -0.324
05.12.1994 09:30 0.075 -0.335 -0.566
02.05.1999 09:30 0.492 0.666 -0.360
22.04.1994 09:30 0.023 -0.330 0.229
27.10.1998 09:30 0.147 -0.363 0.320
04.10.1993 09:30 -0.156 -0.169 0.553
13.02.1990 09:30 0.054 -0.184 -0.181
04.01.2000 09:30 0.123 -0.065 0.622
09.02.2001 09:30 0.149 0.522 -0.273
28.06.2002 09:30 0.116 -0.571 0.175
23.06.2004 09:30 -0.353 0.139 0.123
22.06.2001 09:30 -0.522 0.348 0.605
27.09.1991 09:30 -0.373 -0.115 -0.367
14.02.1992 09:30 0.334 0.105 0.176
16.01.1998 09:30 -0.393 0.565 -0.050
30.08.1995 09:30 0.263 -0.102 0.131
26.11.2004 09:30 0.384 0.664 -0.335
14.03.1996 09:30 -0.096 0.355 0.480
31.08.2004 09:30 0.625 -0.339 0.443
14.05.2002 09:30 0.513 0.730 0.551
23.01.1992 09:30 -0.321 -0.055 -0.548
30.06.1992 09:30 -0.367 0.217 0.573
12.03.2001 09:30 0.941 -0.009 -0.368
21.04.2003 09:30 -0.179 -0.055 0.119
06.11.1992 09:30 0.279 0.608 0.112
15.04.2003 09:30 -0.676 0.817 0.368
09.02.2004 09:30 0.122 0.159 0.292
27.06.2000 09:30 0.575 0.086 -0.375
05.01.1994 09:30 -0.153 -0.221 0.203
04.03.1991 09:30 0.771 -0.576 0.838
20.07.1992 09:30 -0.427 0.310 0.907
28.01.2004 09:30 0.144 -0.412 -0.222
25.03.1994 09:30 -0.014 -0.013 0.046
17.08.1993 09:30 -0.185 -0.251 -0.432
30.10.2001 09:30 0.534 0.422 0.843
13.08.1993 09:30 -0.344 0.519 0.294
09.08.1993 09:30 0.126 0.336 0.445
08.08.1997 09:30 -0.666 0.864 0.143
10.10.1996 09:30 0.840 0.477 0.517
17.01.1991 09:30 0.278 -0.060 0.080
15.07.1999 09:30 -0.188 0.553 0.709
09.04.1996 09:30 -0.366 0.100 0.359
27.06.2000 09:30 -0.601 0.368 -0.476
19.12.2000 09:30 0.203 -0.583 -0.866
14.03.1997 09:30 0.494 0.119 -0.020
20.01.1999 09:30 -0.091 -0.197 0.659
22.01.2004 09:30 0.088 -0.737 0.649
11.12.2000 09:30 0.057 -0.088 0.471
18.12.1998 09:30 0.128 -0.635 -0.264
31.12.1990 09:30 -0.349 0.151 0.094
06.04.2001 09:30 0.338 0.254 0.096
24.06.1998 09:30 0.182 -0.397 -0.001
13.02.2001 09:30 0.639 0.246 0.465
02.05.1994 09:30 0.809 -0.061 -0.068
28.01.1998 09:30 -0.115 0.658 0.289
22.08.1999 09:30 -0.674 0.816 0.589
20.02.1998 09:30 0.114 -0.500 0.504
22.04.2002 09:30 -0.687 -0.233 -0.215
25.10.2002 09:30 0.654 0.125 -0.375
24.10.1997 09:30 0.404 0.043 0.761
21.07.1997 09:30 0.145 -0.166 0.179
18.08.1992 09:30 0.587 0.557 0.289
22.09.1995 09:30 0.014 -0.238 0.011
16.08.2001 09:30 -0.107 0.171 -0.261
09.01.2002 09:30 0.332 0.735 0.415
10.11.1999 09:30 -0.021 -0.046 -0.106
01.03.1991 09:30 0.482 -0.675 0.523
11.09.1997 09:30 0.596 -0.354 0.651
14.01.1992 09:30 -0.112 0.585 -0.261
27.03.1991 09:30 -0.411 0.648 0.099
11.04.1994 09:30 0.640 0.031 0.508
24.04.1998 09:30 0.681 -0.372 0.644
21.09.1992 09:30 0.701 -0.385 0.130
25.02.1993 09:30 -0.370 0.763 -0.163
20.02.2001 09:30 -0.668 -0.010 0.667
17.12.1997 09:30 -0.214 0.115 -0.447
11.08.2004 09:30 -0.316 0.407 -0.200
25.05.2004 09:30 0.043 -0.293 0.243
20.01.1993 09:30 0.781 0.067 0.156
23.05.2003 09:30 0.261 0.096 -0.628
30.11.1993 09:30 -0.179 0.330 -0.334
01.04.1993 09:30 -0.447 0.151 -0.392
29.05.1990 09:30 -0.094 -0.308 -0.204
20.12.2000 09:30 -0.482 -0.125 -0.239
29.10.2003 09:30 -0.058 0.099 0.582
28.12.1990 09:30 -0.479 -0.114 0.429
30.10.1996 09:30 -0.314 0.145 -0.541
25.09.2003 09:30 -0.392 0.050 0.332
14.09.1994 09:30 0.673 -0.096 -0.371
21.06.1993 09:30 0.275 0.472 0.113
28.02.1991 09:30 0.544 -0.526 0.392
15.08.1990 09:30 -0.388 0.517 -0.381
22.08.1997 09:30 -0.503 -0.515 0.693
27.09.2002 09:30 0.754 0.244 -0.210
22.02.2002 09:30 -0.302 -0.017 -0.642
28.02.2003 09:30 -0.100 0.522 0.272
11.02.1994 09:30 -0.071 -0.450 0.417
31.01.2002 09:30 -0.030 -0.088 -0.567
13.04.1998 09:30 -0.077 0.155 -0.150
10.12.2004 09:30 0.253 0.300 0.769
13.12.1994 09:30 -0.304 0.215 -0.227
07.08.1995 09:30 -0.036 0.531 0.069
30.11.2004 09:30 0.649 0.253 -0.413
24.07.2001 09:30 -0.470 0.132 0.736
10.04.2003 09:30 0.144 -0.036 0.606
03.04.1992 09:30 0.498 -0.129 -0.610
11.09.1992 09:30 0.363 -0.164 -0.569
27.03.2003 09:30 0.016 -0.267 0.244
10.11.1992 09:30 0.383 -0.046 -0.323
26.08.1998 09:30 -0.426 -0.163 0.085
29.07.1993 09:30 -0.590 0.261 -0.415
17.06.1993 09:30 -0.358 0.250 -0.254
26.09.2000 09:30 0.306 0.230 -0.143
30.07.1999 09:30 -0.449 0.650 0.422
16.08.2001 09:30 0.212 -0.039 0.433
19.05.1995 09:30 -0.382 -0.153 0.177
21.08.1998 09:30 -0.127 -0.220 -0.650
03.04.1992 09:30 -0.095 0.261 -0.182
21.07.1994 09:30 0.089 -0.076 -0.607
20.05.1993 09:30 0.590 -0.230 -0.524
25.06.1997 09:30 -0.199 -0.557 -0.569
24.09.1998 09:30 -0.191 0.304 -0.153
14.03.1991 09:30 -0.260 0.004 0.197
03.12.1990 09:30 -0.442 -0.699 0.058
03.02.1992 09:30 0.473 -0.399 0.065
30.04.1992 09:30 -0.397 0.242 0.657
16.08.1994 09:30 -0.272 -0.670 -0.347
12.10.1998 09:30 0.118 0.623 -0.268
08.09.1997 09:30 -0.120 -0.034 -0.575
10.09.2002 09:30 -0.320 0.459 0.354
16.10.1992 09:30 0.226 -0.447 0.593
31.10.2002 09:30 0.328 -0.233 0.079
12.10.1998 09:30 0.038 0.654 0.358
29.09.2000 09:30 0.326 0.708 -0.425
10.04.1992 09:30 0.274 0.439 0.057
12.04.1994 09:30 -0.168 0.403 0.169
25.09.1991 09:30 0.283 0.278 0.346
09.01.1997 09:30 0.045 -0.498 0.243
27.05.1997 09:30 -0.498 -0.040 0.655
02.05.1994 09:30 -0.123 0.060 0.106
03.03.1993 09:30 0.708 -0.271 0.166
17.12.1997 09:30 0.285 -0.255 0.183
22.04.1994 09:30 0.853 -0.509 -0.052
24.10.1997 09:30 -0.152 -0.297 0.583
08.05.1997 09:30 -0.229 -0.148 0.650
06.06.1991 09:30 0.299 0.323 0.725
01.08.1994 09:30 0.256 0.110 0.381
06.08.1992 09:30 0.697 -0.082 0.316




Mode: Neural Net
Price Events: Rel. Osc.(1,5,5 Close)
Criterion: Correlation 10 bars after LBC

Model candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp
NN Topology 32 hidden 32 hidden 32 hidden
NN Training last 1000; 25000 st. last 2500; 25000 st. last 5000; 25000 st.
Statistics +114 / -86 ChSq=2.0 +98 / -102 ChSq=0.0 +119 / -81 ChSq=3.6
Average 0.080 0.047 0.098
21.04.1993 09:30 0.342 0.419 0.178
15.12.1999 09:30 0.452 0.665 -0.104
30.03.1992 09:30 0.508 -0.248 0.135
16.02.2000 09:30 0.218 0.283 -0.079
08.07.1992 09:30 0.092 0.415 -0.245
11.10.1993 09:30 -0.121 -0.023 0.325
09.01.2002 09:30 0.560 -0.033 -0.036
21.08.1998 09:30 0.663 -0.672 -0.325
14.05.1993 09:30 0.078 -0.341 0.465
02.10.2000 09:30 0.048 -0.011 0.404
18.05.1998 09:30 0.476 0.158 0.461
09.04.1997 09:30 -0.577 0.879 0.196
01.05.1998 09:30 -0.371 -0.451 -0.345
22.06.1993 09:30 0.213 0.332 -0.156
17.11.2000 09:30 0.025 -0.514 0.226
22.06.1998 09:30 -0.094 -0.176 0.667
28.08.1996 09:30 0.526 0.495 -0.485
28.10.2002 09:30 -0.012 -0.001 -0.131
31.08.2000 09:30 0.588 0.052 0.249
17.04.2003 09:30 0.265 -0.154 0.180
31.12.1990 09:30 -0.221 0.034 0.119
02.04.1998 09:30 0.383 0.558 -0.239
23.04.2004 09:30 0.571 -0.593 0.539
13.10.1999 09:30 -0.250 -0.193 0.813
21.12.1999 09:30 -0.077 -0.506 0.185
18.08.1998 09:30 -0.245 -0.275 0.731
27.03.1991 09:30 -0.615 -0.609 0.324
24.05.2002 09:30 0.450 -0.524 0.771
06.04.2000 09:30 -0.075 0.215 0.247
26.12.1990 09:30 0.006 0.571 0.151
27.01.1999 09:30 0.581 -0.123 -0.140
13.08.2004 09:30 0.010 -0.510 0.540
31.08.1990 09:30 0.407 0.269 -0.204
27.04.1992 09:30 -0.059 0.095 -0.029
12.09.1990 09:30 0.002 -0.191 0.224
31.08.1992 09:30 0.636 -0.014 0.265
29.04.2003 09:30 -0.287 -0.375 -0.290
07.09.1990 09:30 -0.073 -0.175 -0.182
24.09.1991 09:30 -0.165 0.332 0.559
23.11.1992 09:30 -0.031 0.173 -0.302
08.05.1997 09:30 0.340 0.728 0.580
28.02.2003 09:30 0.574 -0.079 -0.532
20.02.2001 09:30 0.517 0.659 0.600
21.04.1993 09:30 0.331 -0.089 0.087
11.11.1992 09:30 0.778 0.060 -0.409
29.12.1995 09:30 0.222 0.569 -0.431
25.09.2000 09:30 -0.333 0.677 0.175
22.05.1992 09:30 -0.214 -0.247 0.496
11.10.1994 09:30 0.318 0.237 0.833
11.10.1991 09:30 0.119 -0.187 0.781
13.09.2000 09:30 0.535 0.749 0.442
18.08.1998 09:30 0.208 0.157 0.695
29.09.2000 09:30 0.297 -0.461 0.022
05.12.1994 09:30 0.419 -0.343 -0.563
02.05.1999 09:30 0.041 0.547 0.068
22.04.1994 09:30 -0.038 -0.586 0.351
27.10.1998 09:30 0.174 -0.290 0.383
04.10.1993 09:30 0.268 -0.514 -0.419
13.02.1990 09:30 0.206 -0.367 -0.153
04.01.2000 09:30 0.118 -0.051 0.470
09.02.2001 09:30 0.562 -0.012 0.077
28.06.2002 09:30 0.233 -0.535 -0.209
23.06.2004 09:30 0.104 -0.586 0.400
22.06.2001 09:30 -0.046 0.530 0.221
27.09.1991 09:30 0.074 -0.068 -0.122
14.02.1992 09:30 0.331 -0.036 0.188
16.01.1998 09:30 -0.279 0.388 0.065
30.08.1995 09:30 0.228 -0.042 -0.196
26.11.2004 09:30 0.496 0.175 -0.225
14.03.1996 09:30 -0.154 0.132 0.557
31.08.2004 09:30 0.617 -0.135 0.653
14.05.2002 09:30 -0.239 0.723 0.749
23.01.1992 09:30 -0.124 -0.192 -0.320
30.06.1992 09:30 -0.099 0.253 0.264
12.03.2001 09:30 0.842 -0.620 0.152
21.04.2003 09:30 -0.410 -0.021 0.087
06.11.1992 09:30 0.490 -0.061 0.067
15.04.2003 09:30 -0.589 0.713 0.165
09.02.2004 09:30 -0.175 -0.178 0.561
27.06.2000 09:30 -0.131 0.171 -0.505
05.01.1994 09:30 -0.245 0.218 0.207
04.03.1991 09:30 0.749 0.084 0.819
20.07.1992 09:30 -0.669 0.090 0.928
28.01.2004 09:30 0.142 0.316 -0.104
25.03.1994 09:30 -0.104 -0.415 -0.111
17.08.1993 09:30 -0.176 -0.261 -0.053
30.10.2001 09:30 0.239 -0.253 0.819
13.08.1993 09:30 -0.414 0.498 0.143
09.08.1993 09:30 0.004 0.414 0.135
08.08.1997 09:30 -0.103 0.576 0.118
10.10.1996 09:30 0.777 0.279 0.343
17.01.1991 09:30 0.236 0.200 0.053
15.07.1999 09:30 -0.281 0.427 0.308
09.04.1996 09:30 -0.384 0.208 0.071
27.06.2000 09:30 0.123 -0.032 -0.682
19.12.2000 09:30 0.072 -0.329 -0.791
14.03.1997 09:30 0.405 -0.098 0.248
20.01.1999 09:30 -0.259 -0.449 0.522
22.01.2004 09:30 0.069 -0.347 0.510
11.12.2000 09:30 -0.021 -0.306 -0.121
18.12.1998 09:30 -0.144 -0.415 -0.534
31.12.1990 09:30 -0.303 0.055 0.042
06.04.2001 09:30 0.366 0.333 0.092
24.06.1998 09:30 0.488 -0.022 -0.099
13.02.2001 09:30 0.686 0.310 0.135
02.05.1994 09:30 0.725 0.555 -0.199
28.01.1998 09:30 -0.270 0.439 0.297
22.08.1999 09:30 0.353 0.787 0.105
20.02.1998 09:30 -0.044 -0.102 0.562
22.04.2002 09:30 -0.652 -0.073 0.056
25.10.2002 09:30 0.412 -0.062 -0.171
24.10.1997 09:30 0.692 0.295 0.765
21.07.1997 09:30 0.137 -0.039 0.118
18.08.1992 09:30 0.509 -0.057 -0.428
22.09.1995 09:30 -0.194 -0.301 0.092
16.08.2001 09:30 -0.006 0.147 0.397
09.01.2002 09:30 0.539 0.499 0.247
10.11.1999 09:30 0.062 -0.221 -0.096
01.03.1991 09:30 -0.076 -0.660 0.542
11.09.1997 09:30 0.599 0.051 0.501
14.01.1992 09:30 -0.143 -0.153 -0.364
27.03.1991 09:30 -0.446 0.618 0.123
11.04.1994 09:30 0.693 0.082 0.622
24.04.1998 09:30 0.306 -0.306 0.587
21.09.1992 09:30 0.528 -0.400 0.476
25.02.1993 09:30 -0.416 -0.079 0.171
20.02.2001 09:30 -0.563 -0.147 0.539
17.12.1997 09:30 0.502 -0.339 -0.585
11.08.2004 09:30 -0.425 0.370 -0.207
25.05.2004 09:30 -0.341 -0.366 -0.121
20.01.1993 09:30 0.351 0.268 -0.268
23.05.2003 09:30 0.163 -0.240 0.172
30.11.1993 09:30 -0.312 0.323 -0.535
01.04.1993 09:30 -0.045 0.246 -0.632
29.05.1990 09:30 -0.498 -0.097 -0.249
20.12.2000 09:30 0.331 0.070 -0.149
29.10.2003 09:30 0.081 0.150 0.701
28.12.1990 09:30 0.042 -0.355 0.123
30.10.1996 09:30 -0.223 0.310 -0.446
25.09.2003 09:30 -0.129 -0.242 0.038
14.09.1994 09:30 0.696 -0.252 -0.282
21.06.1993 09:30 0.075 0.458 -0.175
28.02.1991 09:30 0.504 -0.459 0.544
15.08.1990 09:30 -0.387 0.385 -0.529
22.08.1997 09:30 -0.021 0.307 0.712
27.09.2002 09:30 0.686 0.853 -0.176
22.02.2002 09:30 -0.369 -0.010 -0.610
28.02.2003 09:30 -0.335 0.547 0.021
11.02.1994 09:30 -0.201 -0.165 -0.192
31.01.2002 09:30 -0.361 -0.381 -0.390
13.04.1998 09:30 0.254 0.249 -0.038
10.12.2004 09:30 0.407 0.574 0.602
13.12.1994 09:30 -0.249 0.250 -0.166
07.08.1995 09:30 0.232 0.574 0.059
30.11.2004 09:30 0.181 0.419 -0.493
24.07.2001 09:30 -0.518 0.533 0.586
10.04.2003 09:30 0.205 -0.100 0.307
03.04.1992 09:30 0.069 0.142 -0.316
11.09.1992 09:30 0.648 -0.351 0.119
27.03.2003 09:30 -0.356 0.217 0.261
10.11.1992 09:30 0.442 0.046 -0.269
26.08.1998 09:30 -0.497 -0.616 -0.310
29.07.1993 09:30 -0.165 0.142 -0.308
17.06.1993 09:30 -0.528 0.243 -0.070
26.09.2000 09:30 0.051 0.495 -0.270
30.07.1999 09:30 -0.156 0.570 0.496
16.08.2001 09:30 0.200 -0.015 0.228
19.05.1995 09:30 -0.696 0.588 0.327
21.08.1998 09:30 0.170 0.193 -0.523
03.04.1992 09:30 -0.107 0.528 -0.397
21.07.1994 09:30 -0.705 -0.313 -0.509
20.05.1993 09:30 0.587 -0.402 -0.065
25.06.1997 09:30 -0.254 -0.271 -0.603
24.09.1998 09:30 0.106 0.313 -0.151
14.03.1991 09:30 -0.314 0.245 -0.324
03.12.1990 09:30 -0.143 -0.708 0.451
03.02.1992 09:30 0.339 -0.346 0.082
30.04.1992 09:30 -0.332 0.283 0.640
16.08.1994 09:30 -0.807 -0.582 -0.366
12.10.1998 09:30 -0.258 0.628 0.192
08.09.1997 09:30 0.138 -0.488 -0.250
10.09.2002 09:30 0.473 0.537 0.430
16.10.1992 09:30 0.152 -0.007 0.509
31.10.2002 09:30 0.601 0.135 -0.027
12.10.1998 09:30 0.387 0.737 0.494
29.09.2000 09:30 0.100 0.257 -0.048
10.04.1992 09:30 0.216 -0.033 0.239
12.04.1994 09:30 -0.254 0.423 -0.384
25.09.1991 09:30 -0.094 0.340 0.316
09.01.1997 09:30 -0.418 -0.163 0.287
27.05.1997 09:30 -0.468 -0.206 -0.189
02.05.1994 09:30 0.094 -0.442 -0.211
03.03.1993 09:30 0.763 -0.168 0.361
17.12.1997 09:30 0.057 0.184 -0.484
22.04.1994 09:30 0.793 0.362 0.466
24.10.1997 09:30 0.378 -0.297 0.587
08.05.1997 09:30 0.049 -0.025 0.591
06.06.1991 09:30 -0.298 0.661 0.564
01.08.1994 09:30 -0.089 -0.148 0.338
06.08.1992 09:30 0.478 -0.038 0.407




Mode: Neural Net
Price Events: Rel. Osc.(1,5,5 Close)
Criterion: Next trade day price movement

Model candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp
NN Topology 32 hidden 32 hidden 32 hidden
NN Training last 1000; 25000 st. last 2500; 25000 st. last 5000; 25000 st.
Statistics +87 / -113 ChSq=1.7 +98 / -102 ChSq=0.0 +90 / -110 ChSq=1.0
Average 0.435 0.490 0.450
21.04.1993 09:30 No No Yes
15.12.1999 09:30 Yes Yes Yes
30.03.1992 09:30 Yes No Yes
16.02.2000 09:30 No Yes Yes
08.07.1992 09:30 No No Yes
11.10.1993 09:30 Yes No No
09.01.2002 09:30 Yes No Yes
21.08.1998 09:30 No Yes No
14.05.1993 09:30 Yes No Yes
02.10.2000 09:30 Yes No No
18.05.1998 09:30 Yes Yes No
09.04.1997 09:30 No No Yes
01.05.1998 09:30 No No No
22.06.1993 09:30 Yes Yes Yes
17.11.2000 09:30 No No Yes
22.06.1998 09:30 No Yes Yes
28.08.1996 09:30 No Yes No
28.10.2002 09:30 No Yes No
31.08.2000 09:30 Yes Yes Yes
17.04.2003 09:30 Yes No No
31.12.1990 09:30 Yes No No
02.04.1998 09:30 No No No
23.04.2004 09:30 No No No
13.10.1999 09:30 No No No
21.12.1999 09:30 No No Yes
18.08.1998 09:30 No No No
27.03.1991 09:30 No No Yes
24.05.2002 09:30 Yes No Yes
06.04.2000 09:30 No Yes No
26.12.1990 09:30 No Yes No
27.01.1999 09:30 Yes Yes No
13.08.2004 09:30 No No Yes
31.08.1990 09:30 No No No
27.04.1992 09:30 No Yes No
12.09.1990 09:30 Yes Yes No
31.08.1992 09:30 Yes No No
29.04.2003 09:30 No Yes Yes
07.09.1990 09:30 No No No
24.09.1991 09:30 No No No
23.11.1992 09:30 No No No
08.05.1997 09:30 No No Yes
28.02.2003 09:30 Yes Yes Yes
20.02.2001 09:30 Yes Yes Yes
21.04.1993 09:30 Yes No No
11.11.1992 09:30 Yes Yes No
29.12.1995 09:30 Yes Yes No
25.09.2000 09:30 No No No
22.05.1992 09:30 No No No
11.10.1994 09:30 No Yes No
11.10.1991 09:30 Yes Yes Yes
13.09.2000 09:30 No No Yes
18.08.1998 09:30 No No No
29.09.2000 09:30 Yes No No
05.12.1994 09:30 No Yes No
02.05.1999 09:30 No Yes No
22.04.1994 09:30 No Yes No
27.10.1998 09:30 Yes No No
04.10.1993 09:30 Yes Yes No
13.02.1990 09:30 No Yes Yes
04.01.2000 09:30 Yes Yes No
09.02.2001 09:30 Yes Yes No
28.06.2002 09:30 Yes No Yes
23.06.2004 09:30 Yes No No
22.06.2001 09:30 No Yes Yes
27.09.1991 09:30 No No No
14.02.1992 09:30 Yes No No
16.01.1998 09:30 No Yes No
30.08.1995 09:30 Yes Yes Yes
26.11.2004 09:30 No Yes Yes
14.03.1996 09:30 No Yes No
31.08.2004 09:30 No No Yes
14.05.2002 09:30 Yes No No
23.01.1992 09:30 Yes Yes No
30.06.1992 09:30 No Yes No
12.03.2001 09:30 Yes Yes No
21.04.2003 09:30 No No No
06.11.1992 09:30 Yes Yes No
15.04.2003 09:30 No No Yes
09.02.2004 09:30 Yes No No
27.06.2000 09:30 Yes No No
05.01.1994 09:30 No Yes Yes
04.03.1991 09:30 Yes Yes Yes
20.07.1992 09:30 No Yes Yes
28.01.2004 09:30 No No No
25.03.1994 09:30 No No No
17.08.1993 09:30 Yes No Yes
30.10.2001 09:30 Yes Yes No
13.08.1993 09:30 No Yes No
09.08.1993 09:30 No No Yes
08.08.1997 09:30 No Yes No
10.10.1996 09:30 No Yes Yes
17.01.1991 09:30 Yes No No
15.07.1999 09:30 No Yes Yes
09.04.1996 09:30 No No Yes
27.06.2000 09:30 No Yes Yes
19.12.2000 09:30 Yes No No
14.03.1997 09:30 Yes No Yes
20.01.1999 09:30 No Yes Yes
22.01.2004 09:30 No No Yes
11.12.2000 09:30 No No No
18.12.1998 09:30 Yes No No
31.12.1990 09:30 No No No
06.04.2001 09:30 Yes Yes No
24.06.1998 09:30 Yes No Yes
13.02.2001 09:30 No Yes Yes
02.05.1994 09:30 No No Yes
28.01.1998 09:30 Yes No Yes
22.08.1999 09:30 No No No
20.02.1998 09:30 No No Yes
22.04.2002 09:30 Yes Yes Yes
25.10.2002 09:30 Yes No No
24.10.1997 09:30 No Yes Yes
21.07.1997 09:30 No Yes Yes
18.08.1992 09:30 Yes Yes No
22.09.1995 09:30 No Yes No
16.08.2001 09:30 Yes No No
09.01.2002 09:30 Yes Yes No
10.11.1999 09:30 No Yes No
01.03.1991 09:30 No No No
11.09.1997 09:30 No Yes Yes
14.01.1992 09:30 No Yes No
27.03.1991 09:30 No Yes Yes
11.04.1994 09:30 Yes No No
24.04.1998 09:30 Yes Yes Yes
21.09.1992 09:30 Yes No Yes
25.02.1993 09:30 No Yes Yes
20.02.2001 09:30 Yes No Yes
17.12.1997 09:30 Yes Yes Yes
11.08.2004 09:30 No No Yes
25.05.2004 09:30 No Yes No
20.01.1993 09:30 Yes No No
23.05.2003 09:30 No No No
30.11.1993 09:30 Yes Yes Yes
01.04.1993 09:30 Yes Yes No
29.05.1990 09:30 Yes Yes No
20.12.2000 09:30 No Yes No
29.10.2003 09:30 No Yes Yes
28.12.1990 09:30 No Yes No
30.10.1996 09:30 No No No
25.09.2003 09:30 No Yes Yes
14.09.1994 09:30 Yes No No
21.06.1993 09:30 Yes No No
28.02.1991 09:30 No Yes No
15.08.1990 09:30 No No Yes
22.08.1997 09:30 No Yes No
27.09.2002 09:30 Yes No Yes
22.02.2002 09:30 No No Yes
28.02.2003 09:30 Yes Yes Yes
11.02.1994 09:30 Yes Yes Yes
31.01.2002 09:30 Yes Yes No
13.04.1998 09:30 Yes No No
10.12.2004 09:30 Yes Yes Yes
13.12.1994 09:30 Yes Yes No
07.08.1995 09:30 No Yes Yes
30.11.2004 09:30 Yes No No
24.07.2001 09:30 No No Yes
10.04.2003 09:30 Yes Yes Yes
03.04.1992 09:30 No No Yes
11.09.1992 09:30 No No No
27.03.2003 09:30 No Yes Yes
10.11.1992 09:30 No No No
26.08.1998 09:30 No No No
29.07.1993 09:30 Yes Yes No
17.06.1993 09:30 Yes No No
26.09.2000 09:30 No No No
30.07.1999 09:30 No Yes No
16.08.2001 09:30 No No No
19.05.1995 09:30 Yes Yes Yes
21.08.1998 09:30 No Yes No
03.04.1992 09:30 No No Yes
21.07.1994 09:30 No No Yes
20.05.1993 09:30 Yes Yes No
25.06.1997 09:30 Yes No Yes
24.09.1998 09:30 No Yes No
14.03.1991 09:30 No No Yes
03.12.1990 09:30 No No Yes
03.02.1992 09:30 Yes Yes Yes
30.04.1992 09:30 Yes Yes Yes
16.08.1994 09:30 Yes No No
12.10.1998 09:30 No No No
08.09.1997 09:30 No No No
10.09.2002 09:30 No No Yes
16.10.1992 09:30 Yes No No
31.10.2002 09:30 No No No
12.10.1998 09:30 Yes Yes Yes
29.09.2000 09:30 No Yes No
10.04.1992 09:30 Yes No Yes
12.04.1994 09:30 No No Yes
25.09.1991 09:30 Yes Yes Yes
09.01.1997 09:30 Yes Yes Yes
27.05.1997 09:30 No No No
02.05.1994 09:30 No Yes Yes
03.03.1993 09:30 No Yes No
17.12.1997 09:30 No No Yes
22.04.1994 09:30 Yes No No
24.10.1997 09:30 No Yes Yes
08.05.1997 09:30 No Yes Yes
06.06.1991 09:30 Yes Yes Yes
01.08.1994 09:30 Yes No No
06.08.1992 09:30 No Yes No



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