Processed window starting at index 0, Best Params: (49, 3, 20, 2), Out-of-Sample Return: 8.02%
Processed window starting at index 60, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 18.38%
Processed window starting at index 120, Best Params: (77, 5, 20, 1), Out-of-Sample Return: 4.57%
Processed window starting at index 180, Best Params: (21, 5, 30, 3), Out-of-Sample Return: 10.02%
Processed window starting at index 240, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 17.36%
Processed window starting at index 300, Best Params: (21, 2, 20, 1), Out-of-Sample Return: 23.26%
Processed window starting at index 360, Best Params: (21, 5, 20, 2), Out-of-Sample Return: 24.63%
Processed window starting at index 420, Best Params: (21, 5, 20, 2), Out-of-Sample Return: 5.10%
Processed window starting at index 480, Best Params: (49, 5, 20, 3), Out-of-Sample Return: 4.76%
Processed window starting at index 540, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 11.19%
Processed window starting at index 600, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 15.44%
Processed window starting at index 660, Best Params: (49, 2, 20, 1), Out-of-Sample Return: 41.77%
Processed window starting at index 720, Best Params: (21, 2, 20, 2), Out-of-Sample Return: 21.30%
Processed window starting at index 780, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 16.70%
Processed window starting at index 840, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 12.42%
Processed window starting at index 900, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 16.57%
Processed window starting at index 960, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 14.81%
Processed window starting at index 1020, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 10.43%
Processed window starting at index 1080, Best Params: (21, 5, 20, 3), Out-of-Sample Return: 15.93%
Processed window starting at index 1140, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 13.99%
Processed window starting at index 1200, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 6.23%
Processed window starting at index 1260, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 7.70%
Processed window starting at index 1320, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 6.24%
Processed window starting at index 1380, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 7.25%
Processed window starting at index 1440, Best Params: (21, 2, 30, 1), Out-of-Sample Return: 6.22%
Processed window starting at index 1500, Best Params: (49, 5, 20, 3), Out-of-Sample Return: 8.67%
Processed window starting at index 1560, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 7.68%
Processed window starting at index 1620, Best Params: (21, 5, 20, 3), Out-of-Sample Return: 9.61%
Processed window starting at index 1680, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 6.38%
Processed window starting at index 1740, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 16.00%
Processed window starting at index 1800, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 11.15%
Processed window starting at index 1860, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 10.23%
Processed window starting at index 1920, Best Params: (21, 2, 20, 1), Out-of-Sample Return: 5.53%
Processed window starting at index 1980, Best Params: (21, 5, 40, 1), Out-of-Sample Return: 5.47%
Processed window starting at index 2040, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 7.80%
Processed window starting at index 2100, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 7.97%
Processed window starting at index 2160, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 1.28%
Processed window starting at index 2220, Best Params: (21, 5, 20, 2), Out-of-Sample Return: 2.67%
Processed window starting at index 2280, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 6.15%
Processed window starting at index 2340, Best Params: (21, 5, 20, 3), Out-of-Sample Return: 6.37%
Processed window starting at index 2400, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 5.74%
Processed window starting at index 2460, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 2.99%
Processed window starting at index 2520, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 3.61%
Processed window starting at index 2580, Best Params: (49, 5, 40, 1), Out-of-Sample Return: 7.08%
Processed window starting at index 2640, Best Params: (21, 5, 40, 1), Out-of-Sample Return: 8.41%
Processed window starting at index 2700, Best Params: (21, 5, 40, 1), Out-of-Sample Return: 9.82%
Processed window starting at index 2760, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 7.17%
Processed window starting at index 2820, Best Params: (21, 2, 30, 1), Out-of-Sample Return: 8.40%
Processed window starting at index 2880, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 8.61%
Processed window starting at index 2940, Best Params: (21, 5, 30, 3), Out-of-Sample Return: 5.94%
Processed window starting at index 3000, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 6.99%
Processed window starting at index 3060, Best Params: (21, 3, 20, 1), Out-of-Sample Return: 11.21%
Processed window starting at index 3120, Best Params: (21, 3, 20, 1), Out-of-Sample Return: 5.91%
Processed window starting at index 3180, Best Params: (21, 2, 20, 1), Out-of-Sample Return: 5.74%
Processed window starting at index 3240, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 26.87%
Processed window starting at index 3300, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 24.51%
Processed window starting at index 3360, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 11.50%
Processed window starting at index 3420, Best Params: (77, 5, 20, 1), Out-of-Sample Return: 4.44%
Processed window starting at index 3480, Best Params: (21, 3, 20, 1), Out-of-Sample Return: 10.21%
Processed window starting at index 3540, Best Params: (21, 5, 30, 3), Out-of-Sample Return: 11.68%
Processed window starting at index 3600, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 19.49%
Processed window starting at index 3660, Best Params: (21, 5, 40, 1), Out-of-Sample Return: 10.53%
Processed window starting at index 3720, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 11.71%
Processed window starting at index 3780, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 21.27%
Processed window starting at index 3840, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 4.20%
Processed window starting at index 3900, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 4.87%
Processed window starting at index 3960, Best Params: (49, 5, 20, 2), Out-of-Sample Return: 1.57%
Processed window starting at index 4020, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 12.56%
Processed window starting at index 4080, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 9.42%
Processed window starting at index 4140, Best Params: (21, 5, 40, 1), Out-of-Sample Return: 15.58%
Processed window starting at index 4200, Best Params: (21, 2, 20, 1), Out-of-Sample Return: 20.31%
Processed window starting at index 4260, Best Params: (21, 2, 20, 1), Out-of-Sample Return: 10.51%
Processed window starting at index 4320, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 16.38%
Processed window starting at index 4380, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 11.93%
Processed window starting at index 4440, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 10.62%
Processed window starting at index 4500, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 14.38%
Processed window starting at index 4560, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 6.49%
Processed window starting at index 4620, Best Params: (21, 2, 30, 1), Out-of-Sample Return: 19.49%
Processed window starting at index 4680, Best Params: (21, 5, 40, 1), Out-of-Sample Return: 23.55%
Processed window starting at index 4740, Best Params: (21, 5, 40, 1), Out-of-Sample Return: 11.44%
Processed window starting at index 4800, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 17.99%
Processed window starting at index 4860, Best Params: (21, 2, 20, 1), Out-of-Sample Return: 45.29%
Processed window starting at index 4920, Best Params: (21, 3, 20, 2), Out-of-Sample Return: 25.52%
Processed window starting at index 4980, Best Params: (21, 5, 20, 3), Out-of-Sample Return: 15.16%
Processed window starting at index 5040, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 19.77%
Processed window starting at index 5100, Best Params: (21, 3, 30, 1), Out-of-Sample Return: 17.04%
Processed window starting at index 5160, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 24.94%
Processed window starting at index 5220, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 14.71%
Processed window starting at index 5280, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 21.77%
Processed window starting at index 5340, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 17.27%
Processed window starting at index 5400, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 18.67%
Processed window starting at index 5460, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 14.35%
Processed window starting at index 5520, Best Params: (21, 5, 20, 3), Out-of-Sample Return: 11.45%
Processed window starting at index 5580, Best Params: (21, 5, 20, 2), Out-of-Sample Return: 6.96%
Processed window starting at index 5640, Best Params: (21, 5, 20, 1), Out-of-Sample Return: -2.78%
Processed window starting at index 5700, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 15.36%
Processed window starting at index 5760, Best Params: (21, 5, 30, 2), Out-of-Sample Return: 16.16%
Processed window starting at index 5820, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 19.68%
Processed window starting at index 5880, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 12.04%
Processed window starting at index 5940, Best Params: (49, 5, 20, 1), Out-of-Sample Return: 2.67%
Processed window starting at index 6000, Best Params: (49, 5, 20, 2), Out-of-Sample Return: -0.62%
Processed window starting at index 6060, Best Params: (21, 2, 20, 2), Out-of-Sample Return: 5.57%
Processed window starting at index 6120, Best Params: (21, 2, 20, 2), Out-of-Sample Return: 0.94%
Processed window starting at index 6180, Best Params: (49, 5, 40, 2), Out-of-Sample Return: -0.01%
Processed window starting at index 6240, Best Params: (21, 5, 20, 2), Out-of-Sample Return: 8.15%
Processed window starting at index 6300, Best Params: (21, 5, 20, 1), Out-of-Sample Return: -3.20%
Processed window starting at index 6360, Best Params: (21, 3, 20, 1), Out-of-Sample Return: 12.77%
Processed window starting at index 6420, Best Params: (21, 3, 20, 1), Out-of-Sample Return: 18.22%
Processed window starting at index 6480, Best Params: (21, 5, 40, 1), Out-of-Sample Return: 17.88%
Processed window starting at index 6540, Best Params: (21, 5, 20, 3), Out-of-Sample Return: 23.95%
Processed window starting at index 6600, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 20.08%
Processed window starting at index 6660, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 10.70%
Processed window starting at index 6720, Best Params: (21, 5, 30, 1), Out-of-Sample Return: 28.59%
Processed window starting at index 6780, Best Params: (21, 3, 20, 1), Out-of-Sample Return: 22.28%
Processed window starting at index 6840, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 36.37%
Processed window starting at index 6900, Best Params: (21, 5, 20, 2), Out-of-Sample Return: 24.21%
Processed window starting at index 6960, Best Params: (21, 5, 20, 3), Out-of-Sample Return: 17.80%
Processed window starting at index 7020, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 10.09%
Processed window starting at index 7080, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 1.87%
Processed window starting at index 7140, Best Params: (21, 3, 30, 1), Out-of-Sample Return: 6.30%
Processed window starting at index 7200, Best Params: (49, 5, 30, 2), Out-of-Sample Return: 16.84%
Processed window starting at index 7260, Best Params: (21, 5, 20, 1), Out-of-Sample Return: 18.70%
Processed window starting at index 7320, Best Params: (49, 5, 20, 2), Out-of-Sample Return: 17.07%
Processed window starting at index 7380, Best Params: (49, 5, 20, 3), Out-of-Sample Return: 14.13%
Average Out-of-Sample Performance: 12.57%