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  • For the Baseline trading algorithm, will also test with 6month and 9 month offsets, and record results
  • When I ran the Dataoffset longer, ie 6 months and then 12 months, the results were that accuracy improved over 6 months, and also recall for the buy signal, went from 90 to 97. Compare this to the 12 months offset and accuracy was also similar at 53%, however the recall continued to rise
  • Further increasing the offset for testing the base line meant that the Random Forest classifier had better outcomes then ADA boost as the offset was extended.