IND | BASE | MAPE (%) | HR (%) | ||||
ARMA | TECH | MACRO | ARMA | TECH | MACRO | ||
MKT | 24 | 4.00 | 4.19 | 4.19 | 50.98 | 51.47 | 50.98 |
MKT | 30 | 3.83 | 4.05 | 4.08 | 48.48 | 51.52 | 56.06 |
MKT | 36 | 3.73 | 4.02 | 4.25 | 53.13 | 52.08 | 49.48 |
MKT | 42 | 3.71 | 4.04 | 4.13 | 51.61 | 50.00 | 49.46 |
MKT | 48 | 3.70 | 3.98 | 4.06 | 52.22 | 51.11 | 55.56 |
ELEC | 24 | 4.54 | 4.24 | 4.22 | 51.96 | 64.22 | 63.24 |
ELEC | 30 | 4.40 | 4.10 | 4.04 | 47.98 | 66.67 | 69.70 |
ELEC | 36 | 4.37 | 3.95 | 3.92 | 51.56 | 69.79 | 74.48 |
ELEC | 42 | 4.39 | 4.00 | 3.89 | 51.61 | 71.51 | 73.12 |
ELEC | 48 | 4.36 | 3.85 | 3.90 | 51.67 | 77.78 | 73.89 |
FINA | 24 | 4.97 | 4.66 | 4.59 | 51.47 | 62.25 | 63.24 |
FINA | 30 | 4.55 | 4.39 | 4.49 | 52.02 | 65.66 | 65.66 |
FINA | 36 | 4.48 | 4.29 | 4.29 | 52.60 | 63.02 | 65.10 |
FINA | 42 | 4.42 | 4.21 | 4.44 | 53.76 | 67.20 | 61.29 |
FINA | 48 | 4.50 | 4.19 | 4.13 | 46.11 | 67.78 | 68.89 |
AVG | 4.2628 | 4.1436 | 4.1755 | 51.1452 | 62.1368 | 62.6755 |