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 (5) | |||||||||
BBAS3 | 30 | db4 | 0.23 | 0.42 | 10 | 10 | 61.7% | 0 | 67.6% | 0 |
BBDC4 | max | haar | 0.10 | 0.34 | 11 | 12 | 45.8% | 0 | 57.2% | 0 |
BRFS3 | max | db4 | 0.18 | 0.58 | 11 | 12 | 45.2% | 0 | 53.1% | 0 |
BVMF3 | max | meyr | 0.55 | 0.28 | 9 | 9 | 59.8% | 0 | 52.2% | 0 |
CIEL3 | 30 | meyr | 0.29 | 0.34 | 7 | 8 | 51.7% | 0 | 36.2% | 0 |
IBOV | max | gaus1 | 0.10 | 0.68 | 12 | 13 | 62.0% | 0 | 47.7% | 0 |
ITSA4 | max | meyr | 0.49 | 0.16 | 12 | 13 | 40.6% | 0 | 58.8% | 0 |
ITUB4 | 30 | db4 | 0.13 | 0.62 | 12 | 13 | 30.4% | 0 | 58.3% | 0 |
KROT3 | not enough movements (8) | |||||||||
PETR3 | max | gaus4 | 0.10 | 0.76 | 6 | 7 | 36.3% | 0 | 47.2% | 0 |
PETR4 | 30 | coif3 | 0.44 | 0.52 | 8 | 8 | 43.5% | 0 | 54.9% | 0 |
UGPA3 | max | gaus1 | 0.28 | 0.62 | 9 | 9 | 54.7% | 0 | 56.1% | 0 |
VALE3 | max | coif3 | 0.12 | 0.78 | 8 | 9 | 47.1% | 0 | 42.9% | 1 |
VALE5 | 30 | haar | 0.76 | 0.10 | 9 | 10 | 34.3% | 0 | 55.2% | 0 |