Table 9 Simulated transaction results
From: An interval constraint-based trading strategy with social sentiment for the stock market
Scheme 1.1 | Scheme2.1 | Comparison | ||||||
|---|---|---|---|---|---|---|---|---|
Add transaction cost | ||||||||
#(T) | #(+) | #(−) | #(T) | #(+) | #(−) | #(T) | #(+) | #(−) |
58 | 34 | 24 | 39 | 22 | 17 | 19\(\downarrow\) | 12\(\downarrow\) | 7\(\downarrow\) |
CR:7.22% | CR:26.52% | CR:19.30%\(\uparrow\) | ||||||
Scheme 1.2 | Scheme2.2 | Comparison | ||||||
|---|---|---|---|---|---|---|---|---|
Without transaction cost | ||||||||
#(T) | #(+) | #(−) | #(T) | #(+) | #(−) | #(T) | #(+) | #(−) |
58 | 34 | 24 | 39 | 22 | 17 | 19\(\downarrow\) | 12\(\downarrow\) | 7\(\downarrow\) |
CR:4.32% | CR:24.57% | CR:20.25%\(\uparrow\) | ||||||