
| Category | Market | Strategy | Return | Std. Dev. of Return | Return / Std. Dev. | % time invested | % favourable decisions |
|---|---|---|---|---|---|---|---|
| Stock Index | CAC 40 | naive | 0.455 | 0.02988 | 15.2 | 100 % | 51.5 % | Stock Index | CAC 40 | Strategy I | 0.995 | 0.02052 | 48.5 | 58 % | 52.8 % | Stock Index | CAC 40 | Strategy II | 2.068 | 0.02960 | 69.9 | 100 % | 55.4 % |