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Table 7 Annualized returns of all trading strategies

From: Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading

Annualized Return

Investment Strategy

Intervals

Overall (%)

Up (%)

Down (%)

VMD-LMH-BiLSTM

235.23

383.06

148.76

Buy and Hold

30.43

241.41

− 78.46

VMD-M-BiLSTM

84.13

223.00

2.98

VMD-H-BiLSTM

173.88

333.23

80.67

VMD-LM-BiLSTM

132.91

247.17

66.08

VMD-LH-BiLSTM

168.52

323.48

77.87

VMD-MH-BiLSTM

219.37

356.36

139.24