Timing Solution Back Testing Report

Model : spectral nn model (sm=9.00;metric bar;ov=9;min=9) (1/1)
Topology: 32 hidden units; Training interval: all available points before LBC; Train: train 30000 steps.

LBC : 28.12.2005 05:00 WD 5 W

Training Interval: 18.08.2005 00:00 - 28.12.2005 05:00

Model Performance:
NN Model: Correlation (24 bars after LBC) = 0.5962

LBC : 12.12.2005 06:00 MO 5 W

Training Interval: 18.08.2005 00:00 - 12.12.2005 06:00

Model Performance:
NN Model: Correlation (24 bars after LBC) = 0.9316

LBC : 21.12.2005 18:00 WD 5 W

Training Interval: 18.08.2005 00:00 - 21.12.2005 18:00

Model Performance:
NN Model: Correlation (24 bars after LBC) = 0.7580

LBC : 14.12.2005 00:00 WD 5 W

Training Interval: 18.08.2005 00:00 - 14.12.2005 00:00

Model Performance:
NN Model: Correlation (24 bars after LBC) = -0.6186

LBC : 13.12.2005 09:00 TU 5 W

Training Interval: 18.08.2005 00:00 - 13.12.2005 09:00

Model Performance:
NN Model: Correlation (24 bars after LBC) = 0.1051

LBC : 12.12.2005 19:00 MO 5 W

Training Interval: 18.08.2005 00:00 - 12.12.2005 19:00

Model Performance:
NN Model: Correlation (24 bars after LBC) = 0.8785

LBC : 29.12.2005 07:00 TH 5 W

Training Interval: 18.08.2005 00:00 - 29.12.2005 07:00

Model Performance:
NN Model: Correlation (24 bars after LBC) = 0.1894