Site Map > Predictions > US Stock > Past US Stock Predictions > VAR2

Prediction Results for VAR (2-Day Holding)


Down predictions are charted as red (above),
Up predictions as green (below).
For Y-axis values (Cumulative Sum), see the tables below.

Summary of Down Predictions:

Ticker Prediction Count Avg Pct Gain Sharpe Ratio Minimum Pct Gain Maximum Pct Gain
VAR 525 0.02 0.01 -7.17 8.01

Down Prediction Details:

Ticker Prediction Date UP Probability Pct Gain Cumulative Sum
VAR 2014-01-02 0.4855 0.57 0.57
VAR 2014-01-03 0.4850 2.97 3.54
VAR 2014-01-06 0.4818 2.91 6.44
VAR 2014-01-07 0.4801 1.89 8.34
VAR 2014-01-08 0.4883 1.16 9.50
VAR 2014-01-09 0.4838 -2.20 7.30
VAR 2014-01-10 0.4859 -0.46 6.84
VAR 2014-01-13 0.4874 2.42 9.25
VAR 2014-01-14 0.4759 2.38 11.64
VAR 2014-01-15 0.4911 1.20 12.84
VAR 2014-01-16 0.4961 -0.80 12.04
VAR 2014-01-17 0.4936 0.11 12.15
VAR 2014-01-21 0.4879 2.02 14.16
VAR 2014-01-22 0.4840 -0.84 13.33
VAR 2014-01-23 0.4909 -2.25 11.08
VAR 2014-01-24 0.4986 -0.09 10.99
VAR 2014-01-27 0.4907 0.06 11.05
VAR 2014-01-28 0.4848 0.76 11.81
VAR 2014-01-29 0.4905 -0.45 11.36
VAR 2014-01-30 0.4896 -4.97 6.39
VAR 2014-01-31 0.4911 -3.62 2.78
VAR 2014-02-04 0.4830 0.73 3.50
VAR 2014-02-05 0.4929 2.36 5.86
VAR 2014-02-07 0.4975 0.92 6.78
VAR 2014-02-10 0.4957 0.24 7.02
VAR 2014-02-11 0.4935 0.39 7.41
VAR 2014-02-12 0.4902 1.19 8.60
VAR 2014-02-13 0.4875 1.83 10.43
VAR 2014-02-14 0.4924 -0.04 10.39
VAR 2014-02-18 0.4825 1.50 11.89
VAR 2014-02-19 0.4888 2.35 14.24
VAR 2014-02-20 0.4722 -0.11 14.13
VAR 2014-02-21 0.4879 -0.79 13.34
VAR 2014-02-24 0.4869 -1.37 11.97
VAR 2014-02-25 0.4889 0.43 12.41
VAR 2014-02-26 0.4843 1.17 13.58
VAR 2014-02-27 0.4866 -0.06 13.52
VAR 2014-02-28 0.4904 0.72 14.23
VAR 2014-03-03 0.4932 1.21 15.45
VAR 2014-03-04 0.4833 -0.02 15.42
VAR 2014-03-05 0.4874 0.39 15.81
VAR 2014-03-06 0.4890 -0.08 15.73
VAR 2014-03-07 0.4861 0.02 15.75
VAR 2014-03-10 0.4849 0.49 16.24
VAR 2014-03-11 0.4852 -0.73 15.51
VAR 2014-03-12 0.4897 -0.59 14.92
VAR 2014-03-13 0.4906 0.65 15.57
VAR 2014-03-14 0.4860 0.84 16.42
VAR 2014-03-17 0.4830 -0.27 16.14
VAR 2014-03-18 0.4881 -0.84 15.31
VAR 2014-03-19 0.4903 -0.68 14.63
VAR 2014-03-20 0.4851 -2.46 12.18
VAR 2014-03-21 0.4846 -1.97 10.21
VAR 2014-03-24 0.4955 -0.19 10.01
VAR 2014-03-25 0.4898 0.09 10.10
VAR 2014-03-26 0.4931 0.57 10.67
VAR 2014-03-27 0.4945 2.10 12.77
VAR 2014-03-28 0.4932 2.05 14.82
VAR 2014-03-31 0.4879 0.35 15.17
VAR 2014-04-01 0.4990 0.74 15.90
VAR 2014-04-02 0.4938 0.68 16.58
VAR 2014-04-03 0.4885 -1.69 14.89
VAR 2014-04-04 0.4886 -1.07 13.82
VAR 2014-04-07 0.4905 0.74 14.57
VAR 2014-04-08 0.4794 -3.41 11.16
VAR 2014-04-09 0.4851 -4.68 6.48
VAR 2014-04-10 0.4992 -0.52 5.96
VAR 2014-04-11 0.4954 2.50 8.46
VAR 2014-04-14 0.4847 0.29 8.74
VAR 2014-04-15 0.4946 -2.17 6.58
VAR 2014-04-17 0.4894 1.47 8.05
VAR 2014-04-21 0.4770 0.09 8.13
VAR 2014-04-22 0.4847 -3.34 4.79
VAR 2014-04-23 0.4918 -3.26 1.53
VAR 2014-04-24 0.4957 1.03 2.56
VAR 2014-04-25 0.4777 1.39 3.95
VAR 2014-04-28 0.4788 0.00 3.95
VAR 2014-04-29 0.4923 -0.84 3.11
VAR 2014-04-30 0.4914 0.38 3.48
VAR 2014-05-01 0.4805 1.92 5.41
VAR 2014-05-02 0.4730 1.26 6.67
VAR 2014-05-05 0.4789 -0.34 6.34
VAR 2014-05-06 0.4811 0.07 6.41
VAR 2014-05-07 0.4789 2.02 8.43
VAR 2014-05-08 0.4663 3.05 11.48
VAR 2014-05-09 0.4701 0.84 12.32
VAR 2014-05-12 0.4745 -1.34 10.98
VAR 2014-05-13 0.4756 -2.26 8.72
VAR 2014-05-14 0.4690 -1.47 7.25
VAR 2014-05-15 0.4728 0.93 8.17
VAR 2014-05-16 0.4724 -0.30 7.88
VAR 2014-05-19 0.4834 -0.36 7.52
VAR 2014-05-20 0.4920 0.67 8.19
VAR 2014-05-21 0.4843 -0.38 7.81
VAR 2014-05-22 0.4833 1.82 9.63
VAR 2014-05-23 0.4880 1.78 11.41
VAR 2014-05-27 0.4809 -0.41 11.00
VAR 2014-05-28 0.4851 0.11 11.11
VAR 2014-05-29 0.4844 -0.21 10.90
VAR 2014-05-30 0.4797 -0.41 10.49
VAR 2014-06-02 0.4784 -0.61 9.88
VAR 2014-06-03 0.4841 -0.35 9.53
VAR 2014-06-04 0.4853 0.27 9.80
VAR 2014-06-05 0.4845 -0.09 9.71
VAR 2014-06-06 0.4849 -0.52 9.19
VAR 2014-06-09 0.4927 -0.53 8.66
VAR 2014-06-10 0.4968 0.09 8.75
VAR 2014-06-11 0.4942 0.63 9.37
VAR 2014-06-12 0.4895 0.73 10.11
VAR 2014-06-13 0.4944 0.86 10.96
VAR 2014-06-16 0.4938 1.74 12.70
VAR 2014-06-17 0.4917 1.43 14.13
VAR 2014-06-18 0.4857 0.74 14.87
VAR 2014-06-19 0.4897 1.03 15.90
VAR 2014-06-20 0.4909 -1.27 14.63
VAR 2014-06-23 0.4908 -0.65 13.98
VAR 2014-06-24 0.4931 0.88 14.86
VAR 2014-06-25 0.4845 -0.20 14.65
VAR 2014-06-26 0.4937 -1.02 13.63
VAR 2014-06-27 0.4982 0.12 13.75
VAR 2014-06-30 0.4984 1.09 14.84
VAR 2014-07-01 0.4874 0.39 15.24
VAR 2014-07-02 0.4965 0.51 15.75
VAR 2014-07-03 0.4974 0.31 16.06
VAR 2014-07-07 0.4951 0.96 17.02
VAR 2014-07-08 0.4920 0.85 17.87
VAR 2014-07-09 0.4875 -0.18 17.69
VAR 2014-07-10 0.4918 -0.35 17.34
VAR 2014-07-11 0.4901 -0.54 16.80
VAR 2014-07-14 0.4904 -0.06 16.74
VAR 2014-07-15 0.4895 -1.69 15.05
VAR 2014-07-16 0.4895 -0.38 14.68
VAR 2014-07-17 0.4974 1.23 15.90
VAR 2014-07-18 0.4819 1.09 16.99
VAR 2014-07-21 0.4944 3.86 20.85
VAR 2014-07-22 0.4912 -2.51 18.33
VAR 2014-07-23 0.4910 -5.46 12.87
VAR 2014-07-24 0.4869 -0.07 12.80
VAR 2014-07-25 0.4904 0.48 13.28
VAR 2014-07-28 0.4816 -0.25 13.03
VAR 2014-07-29 0.4990 -1.19 11.84
VAR 2014-07-31 0.4953 1.50 13.33
VAR 2014-08-01 0.4929 1.23 14.57
VAR 2014-08-04 0.4877 0.10 14.66
VAR 2014-08-06 0.4984 2.10 16.76
VAR 2014-08-07 0.4909 1.47 18.23
VAR 2014-08-08 0.4833 -0.08 18.15
VAR 2014-08-11 0.4927 0.71 18.86
VAR 2014-08-12 0.4849 0.23 19.09
VAR 2014-08-13 0.4835 -1.34 17.76
VAR 2014-08-14 0.4807 -0.38 17.38
VAR 2014-08-15 0.4871 0.53 17.92
VAR 2014-08-18 0.4776 -0.93 16.99
VAR 2014-08-19 0.4852 -0.21 16.78
VAR 2014-08-20 0.4925 0.13 16.91
VAR 2014-08-21 0.4849 0.05 16.95
VAR 2014-08-22 0.4881 0.77 17.72
VAR 2014-08-25 0.4891 0.53 18.26
VAR 2014-08-26 0.4895 -0.21 18.05
VAR 2014-08-27 0.4886 0.02 18.07
VAR 2014-08-28 0.4882 0.35 18.42
VAR 2014-08-29 0.4830 0.33 18.75
VAR 2014-09-02 0.4846 -0.38 18.38
VAR 2014-09-03 0.4840 -0.27 18.11
VAR 2014-09-04 0.4825 1.10 19.20
VAR 2014-09-05 0.4787 0.35 19.56
VAR 2014-09-08 0.4796 0.23 19.79
VAR 2014-09-09 0.4833 0.70 20.49
VAR 2014-09-10 0.4799 -0.69 19.80
VAR 2014-09-11 0.4797 -2.73 17.07
VAR 2014-09-12 0.4856 -2.71 14.36
VAR 2014-09-15 0.4884 -1.34 13.02
VAR 2014-09-16 0.4848 -0.35 12.68
VAR 2014-09-17 0.4864 0.16 12.83
VAR 2014-09-18 0.4834 -1.37 11.47
VAR 2014-09-19 0.4946 -1.17 10.29
VAR 2014-09-22 0.4969 1.08 11.37
VAR 2014-09-23 0.4886 -0.94 10.43
VAR 2014-09-24 0.4883 -1.92 8.51
VAR 2014-09-25 0.4979 0.38 8.90
VAR 2014-09-26 0.4931 -0.96 7.93
VAR 2014-09-29 0.4885 -1.50 6.43
VAR 2014-09-30 0.4933 -0.07 6.35
VAR 2014-10-01 0.4913 0.90 7.26
VAR 2014-10-02 0.4863 1.29 8.54
VAR 2014-10-03 0.4873 -1.51 7.03
VAR 2014-10-06 0.4853 -0.80 6.23
VAR 2014-10-07 0.4876 0.48 6.71
VAR 2014-10-08 0.4729 -1.03 5.67
VAR 2014-10-09 0.4809 -0.98 4.70
VAR 2014-10-10 0.4849 0.49 5.19
VAR 2014-10-13 0.4875 -1.15 4.04
VAR 2014-10-14 0.4747 -1.29 2.75
VAR 2014-10-15 0.4860 1.50 4.25
VAR 2014-10-16 0.4749 1.75 5.99
VAR 2014-10-17 0.4819 3.15 9.14
VAR 2014-10-20 0.4823 0.80 9.94
VAR 2014-10-21 0.4805 -2.63 7.31
VAR 2014-10-22 0.4762 -0.31 7.01
VAR 2014-10-23 0.4783 2.91 9.92
VAR 2014-10-24 0.4621 3.64 13.56
VAR 2014-10-27 0.4744 1.40 14.96
VAR 2014-10-28 0.4820 0.38 15.34
VAR 2014-10-29 0.4733 1.15 16.50
VAR 2014-10-30 0.4612 -0.29 16.21
VAR 2014-10-31 0.4650 0.23 16.44
VAR 2014-11-03 0.4692 0.78 17.21
VAR 2014-11-04 0.4700 1.02 18.23
VAR 2014-11-05 0.4691 0.27 18.51
VAR 2014-11-06 0.4668 0.18 18.68
VAR 2014-11-07 0.4722 2.63 21.32
VAR 2014-11-10 0.4700 2.44 23.75
VAR 2014-11-11 0.4748 2.08 25.84
VAR 2014-11-12 0.4794 0.21 26.04
VAR 2014-11-13 0.4750 -1.21 24.84
VAR 2014-11-14 0.4732 0.88 25.72
VAR 2014-11-17 0.4712 0.06 25.77
VAR 2014-11-18 0.4727 -0.53 25.24
VAR 2014-11-19 0.4789 0.10 25.34
VAR 2014-11-20 0.4823 0.99 26.33
VAR 2014-11-21 0.4791 1.53 27.86
VAR 2014-11-24 0.4773 0.28 28.14
VAR 2014-11-25 0.4865 -0.65 27.49
VAR 2014-11-26 0.4848 -0.82 26.67
VAR 2014-11-28 0.4854 -0.67 26.01
VAR 2014-12-01 0.4796 -0.67 25.34
VAR 2014-12-02 0.4822 -0.66 24.68
VAR 2014-12-03 0.4888 -0.40 24.28
VAR 2014-12-04 0.4868 1.06 25.34
VAR 2014-12-05 0.4873 1.74 27.08
VAR 2014-12-08 0.4852 -1.89 25.19
VAR 2014-12-09 0.4910 -2.95 22.24
VAR 2014-12-10 0.4933 -1.67 20.57
VAR 2014-12-11 0.4902 -1.45 19.12
VAR 2014-12-12 0.4921 -0.09 19.02
VAR 2014-12-15 0.4942 1.29 20.32
VAR 2014-12-16 0.4942 2.47 22.79
VAR 2014-12-17 0.4858 2.28 25.06
VAR 2014-12-18 0.4888 1.64 26.71
VAR 2014-12-19 0.4881 -0.33 26.38
VAR 2014-12-22 0.4825 -0.18 26.20
VAR 2014-12-23 0.4795 0.99 27.19
VAR 2014-12-24 0.4661 0.06 27.24
VAR 2014-12-26 0.4730 -0.69 26.55
VAR 2014-12-29 0.4729 -2.24 24.32
VAR 2014-12-30 0.4722 -1.12 23.19
VAR 2014-12-31 0.4748 -0.89 22.30
VAR 2015-01-02 0.4769 -2.48 19.82
VAR 2015-01-05 0.4885 1.28 21.10
VAR 2015-01-06 0.4914 4.69 25.79
VAR 2015-01-07 0.4776 0.62 26.41
VAR 2015-01-08 0.4892 -1.63 24.78
VAR 2015-01-09 0.4852 -0.56 24.22
VAR 2015-01-12 0.4723 -0.31 23.91
VAR 2015-01-13 0.4666 -0.85 23.06
VAR 2015-01-14 0.4737 0.54 23.60
VAR 2015-01-15 0.4808 0.82 24.43
VAR 2015-01-16 0.4672 -0.84 23.58
VAR 2015-01-20 0.4767 1.60 25.18
VAR 2015-01-21 0.4729 0.44 25.62
VAR 2015-01-22 0.4701 -1.10 24.52
VAR 2015-01-23 0.4760 -0.18 24.34
VAR 2015-01-26 0.4731 -0.87 23.46
VAR 2015-01-27 0.4708 8.01 31.47
VAR 2015-01-28 0.4746 6.98 38.45
VAR 2015-01-29 0.4488 -1.25 37.20
VAR 2015-01-30 0.4684 0.10 37.29
VAR 2015-02-02 0.4708 -1.02 36.27
VAR 2015-02-03 0.4560 -0.65 35.62
VAR 2015-02-04 0.4591 0.67 36.30
VAR 2015-02-05 0.4736 0.22 36.51
VAR 2015-02-06 0.4692 0.00 36.51
VAR 2015-02-09 0.4777 0.08 36.59
VAR 2015-02-10 0.4748 0.10 36.69
VAR 2015-02-11 0.4754 0.36 37.05
VAR 2015-02-12 0.4852 0.26 37.30
VAR 2015-02-13 0.4848 1.21 38.51
VAR 2015-02-17 0.4822 -0.27 38.24
VAR 2015-02-18 0.4781 -0.93 37.32
VAR 2015-02-19 0.4788 0.59 37.91
VAR 2015-02-20 0.4729 0.69 38.60
VAR 2015-02-23 0.4760 0.48 39.08
VAR 2015-02-24 0.4768 -1.17 37.92
VAR 2015-02-25 0.4788 -0.68 37.23
VAR 2015-02-26 0.4780 1.86 39.09
VAR 2015-02-27 0.4742 1.00 40.09
VAR 2015-03-02 0.4790 -0.41 39.68
VAR 2015-03-03 0.4844 0.34 40.02
VAR 2015-03-04 0.4851 -0.64 39.38
VAR 2015-03-05 0.4783 0.16 39.54
VAR 2015-03-06 0.4804 -0.70 38.84
VAR 2015-03-09 0.4707 -1.48 37.36
VAR 2015-03-10 0.4820 2.28 39.64
VAR 2015-03-11 0.4766 0.46 40.10
VAR 2015-03-12 0.4771 0.29 40.39
VAR 2015-03-13 0.4832 1.01 41.39
VAR 2015-03-16 0.4775 -0.36 41.03
VAR 2015-03-17 0.4768 0.48 41.51
VAR 2015-03-18 0.4782 -0.06 41.45
VAR 2015-03-19 0.4803 -0.20 41.25
VAR 2015-03-20 0.4754 -0.84 40.41
VAR 2015-03-23 0.4805 -1.99 38.42
VAR 2015-03-24 0.4794 -0.91 37.52
VAR 2015-03-25 0.4826 1.10 38.62
VAR 2015-03-26 0.4815 2.07 40.69
VAR 2015-03-27 0.4670 0.37 41.06
VAR 2015-03-30 0.4758 -1.83 39.23
VAR 2015-03-31 0.4735 -0.32 38.91
VAR 2015-04-01 0.4700 1.60 40.52
VAR 2015-04-02 0.4627 0.28 40.79
VAR 2015-04-06 0.4698 -0.44 40.35
VAR 2015-04-07 0.4753 0.13 40.48
VAR 2015-04-08 0.4682 0.28 40.75
VAR 2015-04-09 0.4634 0.15 40.90
VAR 2015-04-10 0.4666 -0.42 40.48
VAR 2015-04-13 0.4693 0.29 40.76
VAR 2015-04-14 0.4701 1.17 41.93
VAR 2015-04-15 0.4652 -0.85 41.09
VAR 2015-04-16 0.4646 -0.20 40.89
VAR 2015-04-17 0.4719 1.78 42.67
VAR 2015-04-20 0.4628 1.13 43.80
VAR 2015-04-21 0.4690 0.72 44.52
VAR 2015-04-22 0.4717 -0.49 44.03
VAR 2015-04-23 0.4702 -1.30 42.73
VAR 2015-04-24 0.4696 -0.73 42.00
VAR 2015-04-27 0.4700 -0.07 41.92
VAR 2015-04-28 0.4697 -6.28 35.65
VAR 2015-04-29 0.4770 -6.57 29.08
VAR 2015-04-30 0.4999 -0.52 28.56
VAR 2015-05-01 0.4780 -2.20 26.36
VAR 2015-05-04 0.4890 -1.91 24.45
VAR 2015-05-07 0.4941 0.52 24.96
VAR 2015-05-08 0.4941 -1.18 23.78
VAR 2015-05-11 0.4975 -1.80 21.98
VAR 2015-05-12 0.4898 0.79 22.77
VAR 2015-05-13 0.4914 1.38 24.15
VAR 2015-05-14 0.4744 0.08 24.23
VAR 2015-05-15 0.4871 0.22 24.45
VAR 2015-05-18 0.4842 -0.13 24.33
VAR 2015-05-19 0.4792 0.08 24.41
VAR 2015-05-20 0.4780 0.02 24.43
VAR 2015-05-21 0.4845 -1.30 23.13
VAR 2015-05-22 0.4841 -0.53 22.60
VAR 2015-05-26 0.4870 1.19 23.79
VAR 2015-05-27 0.4746 -0.59 23.21
VAR 2015-05-28 0.4810 -1.70 21.50
VAR 2015-05-29 0.4879 -0.16 21.34
VAR 2015-06-01 0.4838 1.89 23.23
VAR 2015-06-02 0.4745 0.27 23.49
VAR 2015-06-03 0.4803 -0.81 22.68
VAR 2015-06-04 0.4859 -0.62 22.06
VAR 2015-06-05 0.4783 -1.01 21.04
VAR 2015-06-08 0.4782 0.13 21.17
VAR 2015-06-09 0.4783 0.80 21.98
VAR 2015-06-10 0.4810 -0.56 21.42
VAR 2015-06-11 0.4807 -1.52 19.90
VAR 2015-06-12 0.4827 0.35 20.25
VAR 2015-06-15 0.4804 0.77 21.02
VAR 2015-06-16 0.4735 1.89 22.91
VAR 2015-06-17 0.4818 2.36 25.27
VAR 2015-06-18 0.4738 0.38 25.65
VAR 2015-06-19 0.4770 -0.74 24.91
VAR 2015-06-22 0.4729 -2.29 22.62
VAR 2015-06-23 0.4732 -2.32 20.29
VAR 2015-06-24 0.4766 -0.85 19.44
VAR 2015-06-25 0.4798 -2.02 17.43
VAR 2015-06-26 0.4893 -1.13 16.30
VAR 2015-06-29 0.4959 0.93 17.24
VAR 2015-06-30 0.4859 1.87 19.11
VAR 2015-07-01 0.4941 2.03 21.14
VAR 2015-07-02 0.4923 0.63 21.76
VAR 2015-07-06 0.4956 -1.50 20.27
VAR 2015-07-07 0.4856 -1.70 18.57
VAR 2015-07-08 0.4890 2.36 20.92
VAR 2015-07-09 0.4811 3.31 24.23
VAR 2015-07-10 0.4836 1.23 25.46
VAR 2015-07-13 0.4914 -0.49 24.97
VAR 2015-07-14 0.4867 -0.01 24.96
VAR 2015-07-15 0.4783 0.39 25.35
VAR 2015-07-16 0.4727 -0.16 25.19
VAR 2015-07-17 0.4833 -0.50 24.69
VAR 2015-07-20 0.4859 0.08 24.77
VAR 2015-07-21 0.4872 0.37 25.14
VAR 2015-07-22 0.4821 -0.74 24.40
VAR 2015-07-23 0.4857 -0.31 24.09
VAR 2015-07-24 0.4885 2.51 26.60
VAR 2015-07-27 0.4880 3.53 30.13
VAR 2015-07-28 0.4844 -3.73 26.40
VAR 2015-07-29 0.4926 -4.78 21.62
VAR 2015-07-30 0.4926 -0.30 21.32
VAR 2015-07-31 0.4775 0.14 21.46
VAR 2015-08-03 0.4840 1.87 23.33
VAR 2015-08-04 0.4967 0.42 23.74
VAR 2015-08-05 0.4997 -1.41 22.33
VAR 2015-08-06 0.4928 0.76 23.10
VAR 2015-08-07 0.4897 0.09 23.19
VAR 2015-08-10 0.4826 -0.45 22.74
VAR 2015-08-11 0.4969 0.95 23.69
VAR 2015-08-12 0.4933 0.10 23.80
VAR 2015-08-13 0.4881 0.33 24.13
VAR 2015-08-14 0.4858 0.63 24.76
VAR 2015-08-17 0.4838 -0.74 24.02
VAR 2015-08-18 0.4827 -2.72 21.30
VAR 2015-08-19 0.4899 -4.13 17.17
VAR 2015-08-20 0.4956 -7.17 10.00
VAR 2015-08-26 0.4748 3.38 13.38
VAR 2015-08-31 0.4807 -0.74 12.64
VAR 2015-09-01 0.4803 2.54 15.18
VAR 2015-09-02 0.4564 -1.80 13.39
VAR 2015-09-03 0.4863 -0.15 13.24
VAR 2015-09-04 0.4894 0.29 13.53
VAR 2015-09-08 0.4567 -1.30 12.22
VAR 2015-09-09 0.4612 -0.23 12.00
VAR 2015-09-10 0.4709 -0.83 11.17
VAR 2015-09-11 0.4741 -0.50 10.66
VAR 2015-09-14 0.4744 -0.24 10.42
VAR 2015-09-15 0.4755 -0.27 10.16
VAR 2015-09-16 0.4712 -1.42 8.73
VAR 2015-09-17 0.4741 -0.14 8.59
VAR 2015-09-18 0.4776 -0.46 8.13
VAR 2015-09-21 0.4646 -2.22 5.91
VAR 2015-09-22 0.4764 -1.94 3.97
VAR 2015-09-23 0.4716 -1.98 1.99
VAR 2015-09-24 0.4702 -5.69 -3.70
VAR 2015-09-25 0.4764 -2.68 -6.38
VAR 2015-09-28 0.4925 3.28 -3.10
VAR 2015-09-29 0.4454 0.66 -2.45
VAR 2015-09-30 0.4797 1.91 -0.54
VAR 2015-10-01 0.4811 3.19 2.65
VAR 2015-10-02 0.4668 0.31 2.96
VAR 2015-10-05 0.4618 0.80 3.76
VAR 2015-10-06 0.4631 2.65 6.41
VAR 2015-10-07 0.4509 1.67 8.08
VAR 2015-10-08 0.4541 -0.78 7.30
VAR 2015-10-09 0.4563 -2.59 4.71
VAR 2015-10-12 0.4517 -1.82 2.89
VAR 2015-10-13 0.4517 1.34 4.23
VAR 2015-10-14 0.4536 2.20 6.43
VAR 2015-10-15 0.4503 1.95 8.38
VAR 2015-10-16 0.4696 -2.31 6.07
VAR 2015-10-19 0.4653 -4.18 1.89
VAR 2015-10-20 0.4726 0.80 2.69
VAR 2015-10-21 0.4722 2.75 5.44
VAR 2015-10-22 0.4700 1.48 6.92
VAR 2015-10-23 0.4767 -1.41 5.51
VAR 2015-10-26 0.4802 0.17 5.68
VAR 2015-10-27 0.4707 3.12 8.80
VAR 2015-10-28 0.4608 1.79 10.59
VAR 2015-10-29 0.4687 0.09 10.68
VAR 2015-10-30 0.4757 0.64 11.32
VAR 2015-11-02 0.4737 1.02 12.33
VAR 2015-11-03 0.4583 1.66 13.99
VAR 2015-11-04 0.4641 1.84 15.83
VAR 2015-11-05 0.4668 0.44 16.27
VAR 2015-11-06 0.4702 -0.12 16.14
VAR 2015-11-09 0.4693 0.04 16.18
VAR 2015-11-10 0.4647 -2.82 13.36
VAR 2015-11-11 0.4672 -2.79 10.57
VAR 2015-11-12 0.4803 0.82 11.38
VAR 2015-11-13 0.4745 0.05 11.44
VAR 2015-11-16 0.4743 0.45 11.89
VAR 2015-11-17 0.4875 1.11 13.00
VAR 2015-11-18 0.4811 1.41 14.41
VAR 2015-11-19 0.4844 1.80 16.21
VAR 2015-11-20 0.4813 0.36 16.57
VAR 2015-11-23 0.4953 -0.14 16.43
VAR 2015-11-24 0.4867 -0.14 16.30
VAR 2015-11-25 0.4857 0.10 16.40
VAR 2015-11-27 0.4806 1.01 17.41
VAR 2015-11-30 0.4810 0.58 17.99
VAR 2015-12-01 0.4771 -2.44 15.55
VAR 2015-12-02 0.4820 -1.26 14.30
VAR 2015-12-03 0.4847 1.17 15.47
VAR 2015-12-04 0.4695 -0.87 14.59
VAR 2015-12-07 0.4786 -2.17 12.42
VAR 2015-12-08 0.4905 -1.16 11.26
VAR 2015-12-09 0.4902 -1.46 9.81
VAR 2015-12-10 0.4845 -0.90 8.90
VAR 2015-12-11 0.4885 1.24 10.14
VAR 2015-12-14 0.4855 2.22 12.36
VAR 2015-12-15 0.4832 -0.22 12.14
VAR 2015-12-16 0.4907 -0.92 11.23
VAR 2015-12-17 0.4903 1.22 12.45
VAR 2015-12-18 0.4777 1.64 14.09
VAR 2015-12-21 0.4777 1.74 15.82
VAR 2015-12-22 0.4808 1.16 16.98
VAR 2015-12-23 0.4837 0.37 17.35
VAR 2015-12-24 0.4755 0.86 18.22
VAR 2015-12-28 0.4699 0.32 18.54
VAR 2015-12-29 0.4668 -1.25 17.29
VAR 2015-12-30 0.4733 -3.32 13.97
VAR 2015-12-31 0.4755 -2.43 11.55
VAR 2016-01-04 0.4886 -0.28 11.27
VAR 2016-01-05 0.4766 -2.59 8.68
VAR 2016-01-06 0.4868 -2.40 6.28
VAR 2016-01-07 0.4982 -0.89 5.40
VAR 2016-01-08 0.4910 -0.25 5.15
VAR 2016-01-11 0.4904 -1.06 4.08
VAR 2016-01-12 0.4970 -0.39 3.69
VAR 2016-01-14 0.4889 -0.16 3.53
VAR 2016-01-15 0.4960 -1.09 2.44
VAR 2016-01-19 0.4910 -1.49 0.95
VAR 2016-01-20 0.4925 1.44 2.39
VAR 2016-01-21 0.4859 0.99 3.38
VAR 2016-01-22 0.4767 0.96 4.34
VAR 2016-01-25 0.4879 2.85 7.18
VAR 2016-01-26 0.4761 -2.50 4.68
VAR 2016-01-27 0.4812 -0.73 3.94
VAR 2016-01-28 0.4842 2.76 6.70
VAR 2016-01-29 0.4542 -1.54 5.16
VAR 2016-02-01 0.4770 -2.22 2.94
VAR 2016-02-02 0.4913 -0.05 2.89
VAR 2016-02-03 0.4826 -1.06 1.83
VAR 2016-02-04 0.4710 -2.48 -0.65
VAR 2016-02-05 0.4909 0.24 -0.41
VAR 2016-02-08 0.4922 4.20 3.79
VAR 2016-02-09 0.4831 0.43 4.22
VAR 2016-02-10 0.4915 -1.65 2.57
VAR 2016-02-11 0.4895 3.78 6.35
VAR 2016-02-12 0.4773 4.03 10.39
VAR 2016-02-16 0.4724 0.26 10.64
VAR 2016-02-17 0.4868 -1.44 9.20
VAR 2016-02-18 0.4855 0.65 9.85
VAR 2016-02-19 0.4724 -0.48 9.37
VAR 2016-02-22 0.4625 -1.46 7.91
VAR 2016-02-23 0.4757   7.91
VAR 2016-02-24 0.4743   7.91

Summary of Up Predictions (2-Day Holding):

Ticker Prediction Count Avg Pct Gain Sharpe Ratio Minimum Pct Gain Maximum Pct Gain
VAR 13 0.00 0.00 -7.19 6.12

Up Prediction Details:

Ticker Prediction Date UP Probability Pct Gain Cumulative Sum
VAR 2014-02-03 0.5019 0.26 0.26
VAR 2014-02-06 0.5029 2.18 2.43
VAR 2014-04-16 0.5028 0.43 2.87
VAR 2014-07-30 0.5049 -1.44 1.42
VAR 2014-08-05 0.5002 0.78 2.21
VAR 2015-05-05 0.5065 0.63 2.84
VAR 2015-05-06 0.5039 1.43 4.27
VAR 2015-08-21 0.5003 -7.19 -2.91
VAR 2015-08-24 0.5131 1.00 -1.91
VAR 2015-08-25 0.5104 6.12 4.21
VAR 2015-08-27 0.5132 -0.70 3.51
VAR 2015-08-28 0.5011 -4.51 -1.00
VAR 2016-01-13 0.5034 1.02 0.02

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