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 (2) | |||||||||
BBAS3 | max | haar | 0.17 | 0.56 | 19 | 19 | 49.1% | 0 | 54.0% | 0 |
BBDC4 | 30 | gaus1 | 0.19 | 0.58 | 8 | 9 | 52.0% | 0 | 25.6% | 0 |
BRFS3 | 30 | sym5 | 0.18 | 0.48 | 11 | 11 | 35.3% | 0 | 48.9% | 0 |
BVMF3 | max | gaus1 | 0.48 | 0.64 | 12 | 12 | 41.3% | 0 | 41.7% | 0 |
CIEL3 | 30 | haar | 0.19 | 0.44 | 7 | 7 | 27.0% | 0 | 32.2% | 0 |
IBOV | max | meyr | 0.96 | 0.12 | 12 | 12 | 36.0% | 0 | 38.7% | 0 |
ITSA4 | max | haar | 0.10 | 0.42 | 10 | 11 | 50.0% | 0 | 39.0% | 0 |
ITUB4 | max | db4 | 0.72 | 0.52 | 12 | 13 | 46.7% | 0 | 45.5% | 0 |
KROT3 | not enough movements (9) | |||||||||
PETR3 | 30 | mexh | 0.93 | 0.10 | 19 | 19 | 63.1% | 0 | 36.8% | 0 |
PETR4 | max | db4 | 0.99 | 0.58 | 17 | 18 | 39.5% | 0 | 51.8% | 0 |
UGPA3 | not enough movements (7) | |||||||||
VALE3 | 30 | meyr | 0.51 | 0.10 | 17 | 17 | 43.6% | 0 | 55.3% | 0 |
VALE5 | max | meyr | 0.49 | 0.10 | 15 | 16 | 56.3% | 0 | 57.8% | 0 |