Table 3 Yield and yield-risk ratio of... | Emerald Publishing

Table 3

Yield and yield-risk ratio of the strategies and parameter of the MACD

	Yield rate^a				Yield-risk
	Initial investment	Final value	Nominal (%)	Annual (%)	Risk^b (%)	Yield^b (%)	Ratio
GA	5.036.790	7.658.339	41.90	17.13	0.84	0.07	0.0888
B&H	5.036.790	6.701.263	28.55	12.01	0.95	0.05	0.0535
TA	5.036.790	5.776.270	13.70	5.97	0.78	0.02	0.0315
^ainvestment days correspond to 808 for all the strategies; ^bon a daily basis

	Yield rate^a				Yield-risk
	Initial investment	Final value	Nominal (%)	Annual (%)	Risk^b (%)	Yield^b (%)	Ratio
GA	5.036.790	7.658.339	41.90	17.13	0.84	0.07	0.0888
B&H	5.036.790	6.701.263	28.55	12.01	0.95	0.05	0.0535
TA	5.036.790	5.776.270	13.70	5.97	0.78	0.02	0.0315
^ainvestment days correspond to 808 for all the strategies; ^bon a daily basis

MACD values
Parameter	Typical	Found by GA
Higher moving (average)	26	10
Lower moving (average)	12	7
MACD line mobile (average)	9	15

Source(s): Own elaboration