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 |