| Logistic regression | GDA | Naive Bayes | Linear SVM | RBF SVM | Poly SVM |
| Momentum (n = 4) | Crude Oil | Crude Oil | S&P 500 volume | Crude Oil | Crude Oil |
| SSE | DJIA | USDJPY | SSE | S&P 500 volume | Gold Price |
| S&P 500 lag one | SSE | S&P 500 lag one | Nikkei | SSE | S&P 500 volume |
| Crude Oil |
| USDCNY | Crude Oil | S&P 500 lag one | USDCNY |
| DJIA |
| S&P 500 volume | NASDAQ |
| NASDAQ |
| USDCNY |
| Gold price | DJIA |
| Nikkei |
| USDJPY |
| ROC (n = 4) |
|
|
|
| Gold price |
| SSE |
|
|
|