Testing of Evolature Type-IV
Testing Scheme
To study the possibilities of the type IV evolatural structure, we focused on the problem of price forecasting across the
international Forex currency market, cryptocurrency markets, and stock markets. The program developed for this task implements a simulation of
the evolatural structure. It is designed to ensure that there is no unintentional "peeping" at the predicted data.
To facilitate profit-making in both rising and falling markets, the initial financial portfolio consists of an equal “weight” of the trading
instrument (used for shorting), which is fully returned at the end of the experiment, alongside the corresponding currency used to purchase this
trading instrument.
When calculating the financial result, the quantity of the trading instrument is adjusted to the starting quantity, while the remaining currency
minus its starting value represents the financial outcome. In this setup, the absence of transactions will yield a zero financial result in
the event of any price change of the trading instrument.
For the integrity of the experiment, the trading time period is kept consistent across all trading instruments, and the parameters of the evolature
remain identical for all tests.
Testing Results
| trading instrument | ticker interval | num. of test points | ticker's dates | profit |
|---|---|---|---|---|
| Crypto XRP-USD | 1 min | 10 000 | 18.06.22-27.06.22 | +44,78% |
| Crypto LTC-USD | 1 min | 10 000 | 08.06.22-24.06.22 | +7,91% |
| Crypto ETH-USD | 1 min | 10 000 | 20.06.22-27.06.22 | +28,05% |
| Crypto BCH-USD | 1 min | 10 000 | 20.06.22-27.06.22 | +25,99% |
| Crypto BTC-USD | 1 min | 10 000 | 20.06.22-27.06.22 | +1,8% |
| Forex EUR-AUD | 1 min | 10 000 | 16.06.22-27.06.22 | +13,38% |
| Forex EUR-CNY | 1 min | 10 000 | 16.06.22-27.06.22 | +7,28% |
| Forex EUR-GBP | 1 min | 10 000 | 16.06.22-27.06.22 | +17,82% |
| Forex EUR-JPY | 1 min | 10 000 | 13.06.22-23.06.22 | +7,41% |
| Forex EUR-CHF | 1 min | 10 000 | 16.06.22-27.06.22 | +7,28% |
| Forex EUR-USD | 1 min | 10 000 | 16.06.22-27.06.22 | +12,93% |
| Forex GBP-USD | 1 min | 10 000 | 16.06.22-27.06.22 | +4,63% |
| Forex USD-CHF | 1 min | 10 000 | 16.06.22-27.06.22 | +15,67% |
| Forex USD-JPY | 1 min | 10 000 | 16.06.22-27.06.22 | +3,47% |
| Forex USD-CNY | 1 min | 10 000 | 07.06.22-24.06.22 | +2,36% |
| Index DJ | 1 min | 10 000 | 18.05.22-23.06.22 | +20,76% |
| Index NASDAQ100 | 1 min | 10 000 | 16.05.22-23.06.22 | +69,16% |
| Index FTSE100 | 1 min | 10 000 | 25.05.22-24.06.22 | +21,48% |
| Index CAC40 | 1 min | 10 000 | 27.05.22-24.06.22 | +12,21% |
| Shares AAPL (Apple Inc) | 1 min | 10 000 | 16.05.22-23.06.22 | +15,81% |
| Shares BO (Boeing Co) | 1 min | 10 000 | 06.05.22-22.06.22 | +7,41% |
| Shares FB (Facebook Inc) | 1 min | 10 000 | 28.04.22-06.06.22 | +14,06% |
| Shares GOOGL (Alphabet Inc) | 1 min | 10 000 | 11.02.22-15.06.22 | -21,82% |
| Shares HPQ | 1 min | 10 000 | 13.05.22-23.06.22 | +6,38% |
| Shares IBM | 1 min | 10 000 | 03.05.22-22.06.22 | +7,36% |
| Shares NVDA | 1 min | 10 000 | 16.05.22-23.06.22 | +35,87% |
| Shares TSLA (Tesla Inc) | 1 min | 10 000 | 16.05.22-23.06.22 | +17,49% |
Video of the Testing
Shares AAPL(Apple Inc)-USD
Cryptocurrency BCH-USD
Cryptocurrency ETH-USD
Currency Pair EUR-USD
Cryptocurrency XRP-USD
