| BCB #1 | KNN | ||||||
| P/L | buy, hold | 6630.7 - 5871 - 7 * (22 + 8 + 11) - 1 = | 471.70 | ||||
| given exp | KNN | 1070.6 - (7 + 1) * (22 + 8) = | 661.42 | ||||
| Right | 22.00 | ||||||
| Wrong | 8.00 | Bin Test | 0.0026 | ||||
| Null | 11.00 | ||||||
| date | close | f'cast | gain/loss | cum | note | outturn | |
| 20130719 | 6630.7 | 1 | |||||
| 20130712 | 6544.94 | 1 | 85.76 | 1070.60 | early signs of reality <> model? | maybe not | |
| 20130705 | 6375.5 | −1 | −169.44 | 984.84 | dont trust this | not surprised | |
| 20130628 | 6215.47 | 1 | 160.03 | 1154.28 | - | - | |
No comments:
Post a Comment