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Table 19 The detailed industry portfolio investment results under different strategies

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

Industry Portfolio Buy&Sell strategy Buy&Hold strategy
MV-GPR MV-TPR GPR TPR Stock INDU NDX SPX
Oil and Gas 131.68 133.20 137.39 139.92 99.56 109.10 114.29 109.97
Industrials 150.25 147.10 150.10 151.34 106.52
Consumer Goods 125.14 123.00 124.73 123.73 109.44
Health Care 142.24 145.59 143.30 144.37 111.85
Consumer Services 155.83 153.22 153.55 155.56 122.22
Financials 163.41 159.85 162.53 160.47 114.63
Technology 166.89 169.17 169.81 169.74 127.20