
| Category | Market | Strategy | Return | Std. Dev. of Return | Return / Std. Dev. | % time invested | % favourable decisions |
|---|---|---|---|---|---|---|---|
| Stock Index | DAX | naive | 0.508 | 0.03197 | 15.9 | 100 % | 55.6 % | Stock Index | DAX | Strategy I | 1.076 | 0.0201 | 53.5 | 58 % | 60.2 % | Stock Index | DAX | Strategy II | 1.656 | 0.02807 | 59.0 | 76 % | 59.8 % |