Commodity Futures Based on Genetic Algorithms: Returns up to 3.44% in 7 Days
This Commodities Package forecast had correctly predicted 8 out of 10 stock movements. ICE_B1 was the top performing prediction with a return of 3.44%. CME_WS1 and CME_CL1 followed with returns of 2.69% and 2.69% for the 7 Days period. The package had an overall average return of 0.92% during the period.