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Table 12 The movement of invested $100 for 200 days split in to 20 periods (Stock: BIDU)

From: Multivariate Gaussian and Student-t process regression for multi-output prediction

Forecast terms Buy&Sell decisions by prediction models Buy&Hold stock/index
MV-GPR MV-TPR GPR TPR BIDU INDU NDX SPX
Beginning ($) 100     100    
Period 1 103.53 100.97 103.53 100.97 97.14 101.20 98.70 100.71
Period 2 109.80 106.09 115.60 102.03 94.87 99.55 94.10 98.44
Period 3 108.37 104.71 115.96 100.71 93.89 101.50 96.64 100.62
Period 4 117.17 113.22 125.37 108.89 95.21 101.70 96.94 100.87
Period 5 127.84 123.52 136.79 118.80 102.22 102.22 100.79 102.55
Period 6 137.94 130.14 147.59 128.18 107.39 102.44 101.54 103.09
Period 7 146.20 137.93 156.43 135.86 112.11 103.12 103.25 104.54
Period 8 155.97 147.15 166.88 144.94 113.57 103.72 105.34 105.09
Period 9 177.94 167.88 175.27 152.21 138.22 103.82 106.98 105.67
Period 10 179.83 174.07 177.13 153.83 131.26 101.33 104.90 103.17
Period 11 179.08 173.35 176.05 153.19 130.71 104.07 109.34 106.20
Period 12 190.96 184.85 187.73 163.35 137.58 104.75 110.49 106.91
Period 13 201.08 194.63 204.44 177.89 131.12 105.12 109.57 106.52
Period 14 207.28 200.64 210.75 183.38 132.54 104.01 108.35 104.94
Period 15 210.54 203.80 214.06 186.26 132.19 100.39 104.41 101.70
Period 16 233.92 226.43 237.83 206.95 144.35 106.31 112.48 107.77
Period 17 252.47 233.71 256.69 223.36 148.99 108.03 113.68 109.03
Period 18 250.38 227.57 254.56 221.51 143.25 109.45 116.17 110.38
Period 19 260.24 223.38 264.59 230.23 134.23 104.49 110.33 105.37
Period 20 270.29 233.29 274.81 239.13 139.12 109.10 114.29 109.97