Drop

Scale

Wavelet

Best Coeff. Thresh.

Best WI Thresh.

#of Movem. Search

#of Movem. Test

ESL Search

FN

Search

ESL Test

FN Test

ABEV3

not enough movements (7)

BBAS3

max

haar

0.28

0.40

29

29

54.3%

0

55.3%

0

BBDC4

max

meyr

0.61

0.32

20

20

52.4%

0

41.7%

0

BRFS3

max

meyr

0.50

0.14

22

23

46.8%

0

53.9%

0

BVMF3

max

gaus1

0.32

0.64

21

21

45.7%

0

47.4%

0

CIEL3

30

haar

0.16

0.44

14

15

34.6%

0

34.8%

0

IBOV

max

meyr

0.75

0.10

24

25

36.4%

0

55.2%

0

ITSA4

max

haar

0.19

0.24

23

23

55.8%

0

47.0%

0

ITUB4

max

gaus1

0.10

0.66

25

25

54.1%

0

50.7%

0

KROT3

30

haar

0.12

0.24

8

9

26.2%

0

51.4%

0

PETR3

max

gaus1

0.55

0.62

25

26

54.3%

0

49.1%

0

PETR4

30

db4

0.42

0.44

25

26

46.4%

0

47.2%

0

UGPA3

30

coif3

0.14

0.54

12

13

29.9%

0

67.2%

0

VALE3

30

meyr

0.51

0.14

25

26

54.8%

0

52.5%

0

VALE5

max

meyr

0.49

0.10

25

25

61.1%

0

54.9%

0