In this section results of our model for each asset are described with the following criterions:

 

• Asset’s buy and hold return

 

• Return of our strategy

 

• Charts of asset’s return and our model’s return

 

• Statistics of our model including: annual return, maximum drawdown, monthly Sharpe Ratio

 

• Comparison between asset’s buy and hold strategy and our strategy

 

• Results of three robustness checks using simulated prices