Period | Mean QMC | Mean LSMC | t-Value | p-Value |
In-Sample | 55.70% | 52.05% | 1.45 | 0.16 |
Out-Sample | 51.97% | 49.01% | 0.80 | 0.43 |
All Periods | 54.25% | 50.81% | 1.90 | 0.06 |