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 |