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Table 4 comparison of performance over the period from first March 2019 to first March 2021

From: An LSTM and GRU based trading strategy adapted to the Moroccan market

Index or strategie Monthly return (%) Annualized return (%)
MASI 0.04 0.43
Distributors 1.19 15.24
Pharmaceutical industry 1.53 19.94
Software and computer services 3.34 48.30
Proposed strategy 2.02 27.13