| Category | Market | Strategy | Return | Std. Dev. of Return | Return / Std. Dev. | % time invested | % favourable decisions |
|---|---|---|---|---|---|---|---|
| Stock Index | Nikkei 225 | naive | -0.807 | 0.02927 | -27.5 | 100 % | 49.0 % | Stock Index | Nikkei 225 | Strategy I | 0.135 | 0.01895 | 7.2 | 46 % | 50.0 % | Stock Index | Nikkei 225 | Strategy II | 1.079 | 0.02924 | 36.9 | 100 % | 50.8 % |