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Table 13 The movement of invested $100 for 200 days split in to 20 periods (Stock: CTRP)

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 CTRP INDU NDX SPX
Beginning ($) 100     100    
Period 1 105.67 105.67 105.67 105.67 100.78 101.20 98.70 100.71
Period 2 102.39 102.52 102.39 102.39 99.65 99.55 94.10 98.44
Period 3 102.77 102.90 102.77 102.77 91.63 101.50 96.64 100.62
Period 4 110.05 110.19 110.05 110.05 100.39 101.70 96.94 100.87
Period 5 121.51 121.66 121.51 121.51 108.33 102.22 100.79 102.55
Period 6 131.02 131.19 131.02 131.02 113.59 102.44 101.54 103.09
Period 7 138.90 139.08 144.25 138.90 120.90 103.12 103.25 104.54
Period 8 140.19 140.37 145.58 140.19 118.02 103.72 105.34 105.09
Period 9 150.29 146.38 151.82 146.20 131.35 103.82 106.98 105.67
Period 10 167.38 163.03 154.49 162.82 128.82 101.33 104.90 103.17
Period 11 166.33 162.01 154.28 161.80 127.37 104.07 109.34 106.20
Period 12 176.07 171.50 163.32 171.28 133.52 104.75 110.49 106.91
Period 13 176.00 171.43 163.25 171.21 117.53 105.12 109.57 106.52
Period 14 170.50 166.08 158.15 165.86 109.88 104.01 108.35 104.94
Period 15 178.68 174.04 165.73 173.82 108.35 100.39 104.41 101.70
Period 16 184.31 187.64 170.96 179.30 114.27 106.31 112.48 107.77
Period 17 183.77 191.85 176.72 180.87 115.96 108.03 113.68 109.03
Period 18 163.88 194.84 158.00 169.76 93.94 109.45 116.17 110.38
Period 19 169.89 201.99 163.80 176.73 80.69 104.49 110.33 105.37
Period 20 183.25 222.82 176.67 190.63 89.20 109.10 114.29 109.97