50 beta sim results (excluding negative betas)

[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.830066151716061 0.68389471194706 -0.622675201973026 -0.556247144178638"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.830066151716061 0.68389471194706 -0.622675201973026 -0.556247144178638"
[1] "start:  2016-07-31 end:  2018-07-31 Weights 2 vs -1 The lag month is 1 and the return is 0.767987888522862"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.830066151716061 0.68389471194706 -0.622675201973026 -0.556247144178638"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.830066151716061 0.68389471194706 -0.622675201973026 -0.556247144178638"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.830066151716061 0.68389471194706 -0.622675201973026 -0.556247144178638"
[1] "start:  2016-07-31 end:  2018-07-31 Weights 3 vs -2 The lag month is 1 and the return is 0.917363546515321"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.830066151716061 0.68389471194706 -0.622675201973026 -0.556247144178638"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.830066151716061 0.68389471194706 -0.622675201973026 -0.556247144178638"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.830066151716061 0.68389471194706 -0.622675201973026 -0.556247144178638"
[1] "start:  2016-07-31 end:  2018-07-31 Weights 4 vs -3 The lag month is 1 and the return is 0.806174126361053"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.830066151716061 0.68389471194706 -0.622675201973026 -0.556247144178638"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.830066151716061 0.68389471194706 -0.622675201973026 -0.556247144178638"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.830066151716061 0.68389471194706 -0.622675201973026 -0.556247144178638"
[1] "start:  2016-07-31 end:  2018-07-31 Weights 5 vs -4 The lag month is 1 and the return is 0.46437775032384"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.434038538449314 0.405393939015004 -0.350524477072868 -0.238679431918448"
[1] "start:  2016-07-31 end:  2018-07-31 Markowitz Profile & The lag month is 1 and the return is 0.0951644916086234"
[1] "End Date:  2018-06-30"
[1] "iterator 2"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.772624483015413 1.07691293524543 -0.46363879094038 -0.400781760156146"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.772624483015413 1.07691293524543 -0.456035878964292 -0.30057356338149"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.772624483015413 1.07691293524543 -0.456035878964292 -0.30057356338149"
[1] "start:  2016-06-30 end:  2018-06-30 Weights 2 vs -1 The lag month is 2 and the return is 0.899029129669151"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.772624483015413 1.07691293524543 -0.46363879094038 -0.400781760156146"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.772624483015413 1.07691293524543 -0.456035878964292 -0.30057356338149"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.772624483015413 1.07691293524543 -0.456035878964292 -0.30057356338149"
[1] "start:  2016-06-30 end:  2018-06-30 Weights 3 vs -2 The lag month is 2 and the return is 1.23724562242252"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.772624483015413 1.07691293524543 -0.46363879094038 -0.400781760156146"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.772624483015413 1.07691293524543 -0.456035878964292 -0.30057356338149"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.772624483015413 1.07691293524543 -0.456035878964292 -0.30057356338149"
[1] "start:  2016-06-30 end:  2018-06-30 Weights 4 vs -3 The lag month is 2 and the return is 1.3650769574206"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.772624483015413 1.07691293524543 -0.46363879094038 -0.400781760156146"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.772624483015413 1.07691293524543 -0.456035878964292 -0.30057356338149"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.772624483015413 1.07691293524543 -0.456035878964292 -0.30057356338149"
[1] "start:  2016-06-30 end:  2018-06-30 Weights 5 vs -4 The lag month is 2 and the return is 1.22839403042869"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.618049720853953 0.432187999366315 -0.369006089446237 -0.249088410032802"
[1] "start:  2016-06-30 end:  2018-06-30 Markowitz Profile & The lag month is 2 and the return is 0.101596138154862"
[1] "End Date:  2018-05-31"
[1] "iterator 3"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.764615906116732 0.574075135820605 -0.661476815302883 -0.329074980990924"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.76125427620317 0.656288961528858 -0.661476815302883 -0.329074980990924"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.76125427620317 0.656288961528858 -0.661476815302883 -0.329074980990924"
[1] "start:  2016-05-31 end:  2018-05-31 Weights 2 vs -1 The lag month is 3 and the return is 0.881227235570636"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.764615906116732 0.574075135820605 -0.661476815302883 -0.329074980990924"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.76125427620317 0.656288961528858 -0.661476815302883 -0.329074980990924"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.76125427620317 0.656288961528858 -0.661476815302883 -0.329074980990924"
[1] "start:  2016-05-31 end:  2018-05-31 Weights 3 vs -2 The lag month is 3 and the return is 1.25836746255659"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.764615906116732 0.574075135820605 -0.661476815302883 -0.329074980990924"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.76125427620317 0.656288961528858 -0.661476815302883 -0.329074980990924"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.76125427620317 0.656288961528858 -0.661476815302883 -0.329074980990924"
[1] "start:  2016-05-31 end:  2018-05-31 Weights 4 vs -3 The lag month is 3 and the return is 1.44927373479742"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.764615906116732 0.574075135820605 -0.661476815302883 -0.329074980990924"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.76125427620317 0.656288961528858 -0.661476815302883 -0.329074980990924"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.76125427620317 0.656288961528858 -0.661476815302883 -0.329074980990924"
[1] "start:  2016-05-31 end:  2018-05-31 Weights 5 vs -4 The lag month is 3 and the return is 1.38376100688049"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.620653017276415 0.420995444222342 -0.313863926518583 -0.274123175459877"
[1] "start:  2016-05-31 end:  2018-05-31 Markowitz Profile & The lag month is 3 and the return is 0.113800140348537"
[1] "End Date:  2018-04-30"
[1] "iterator 4"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.783968083126792 0.334317227571224 -0.510406366058215 -0.112325564021247"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.783968083126792 0.334317227571224 -0.508434649551972 -0.36908256333005"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.783968083126792 0.334317227571224 -0.508434649551972 -0.36908256333005"
[1] "start:  2016-04-30 end:  2018-04-30 Weights 2 vs -1 The lag month is 4 and the return is 0.638016512213958"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.783968083126792 0.334317227571224 -0.510406366058215 -0.112325564021247"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.783968083126792 0.334317227571224 -0.508434649551972 -0.36908256333005"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.783968083126792 0.334317227571224 -0.508434649551972 -0.36908256333005"
[1] "start:  2016-04-30 end:  2018-04-30 Weights 3 vs -2 The lag month is 4 and the return is 0.816420149989971"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.783968083126792 0.334317227571224 -0.510406366058215 -0.112325564021247"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.783968083126792 0.334317227571224 -0.508434649551972 -0.36908256333005"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.783968083126792 0.334317227571224 -0.508434649551972 -0.36908256333005"
[1] "start:  2016-04-30 end:  2018-04-30 Weights 4 vs -3 The lag month is 4 and the return is 0.824002508574424"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.783968083126792 0.334317227571224 -0.510406366058215 -0.112325564021247"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.783968083126792 0.334317227571224 -0.508434649551972 -0.36908256333005"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.783968083126792 0.334317227571224 -0.508434649551972 -0.36908256333005"
[1] "start:  2016-04-30 end:  2018-04-30 Weights 5 vs -4 The lag month is 4 and the return is 0.646084770218059"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.649560585610829 0.325440288186789 -0.306991094660039 -0.257876961193371"
[1] "start:  2016-04-30 end:  2018-04-30 Markowitz Profile & The lag month is 4 and the return is 0"
[1] "End Date:  2018-03-31"
[1] "iterator 5"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "start:  2016-03-31 end:  2018-03-31 Weights 2 vs -1 The lag month is 5 and the return is 0.828305887015926"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "start:  2016-03-31 end:  2018-03-31 Weights 3 vs -2 The lag month is 5 and the return is 1.14837226189966"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "start:  2016-03-31 end:  2018-03-31 Weights 4 vs -3 The lag month is 5 and the return is 1.29402171290206"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.847999394635294 0.404842943775361 -0.53843036937076 -0.419004228333766"
[1] "start:  2016-03-31 end:  2018-03-31 Weights 5 vs -4 The lag month is 5 and the return is 1.21048709581685"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.614897983466266 0.408957840183244 -0.53843036937076 -0.419004228333766"
[1] "start:  2016-03-31 end:  2018-03-31 Markowitz Profile & The lag month is 5 and the return is 0"
[1] "End Date:  2018-02-28"
[1] "iterator 6"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "start:  2016-02-29 end:  2018-02-28 Weights 2 vs -1 The lag month is 6 and the return is 0.964331367099267"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "start:  2016-02-29 end:  2018-02-28 Weights 3 vs -2 The lag month is 6 and the return is 1.28648563249889"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "start:  2016-02-29 end:  2018-02-28 Weights 4 vs -3 The lag month is 6 and the return is 1.33939427932857"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.46818715790957 0.628752858294034 -0.616314255984428 -0.459524399380775"
[1] "start:  2016-02-29 end:  2018-02-28 Weights 5 vs -4 The lag month is 6 and the return is 1.08833091405832"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.850438967047308 0.489748066085812 -0.616314255984428 -0.459524399380775"
[1] "start:  2016-02-29 end:  2018-02-28 Markowitz Profile & The lag month is 6 and the return is 0"
[1] "End Date:  2018-01-31"
[1] "iterator 7"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "start:  2016-01-31 end:  2018-01-31 Weights 2 vs -1 The lag month is 7 and the return is 1.51320044940984"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "start:  2016-01-31 end:  2018-01-31 Weights 3 vs -2 The lag month is 7 and the return is 2.7154788260453"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "start:  2016-01-31 end:  2018-01-31 Weights 4 vs -3 The lag month is 7 and the return is 4.2109689597464"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.39483722960507 0.456492658085007 -0.615804875093725 -0.457386123982907"
[1] "start:  2016-01-31 end:  2018-01-31 Weights 5 vs -4 The lag month is 7 and the return is 5.9270847101063"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.768747122852779 0.607359710978001 -0.615804875093725 -0.457386123982907"
[1] "start:  2016-01-31 end:  2018-01-31 Markowitz Profile & The lag month is 7 and the return is 0"
[1] "End Date:  2017-12-31"
[1] "iterator 8"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.04614082162527 0.61139687953879 -0.582764450533975 -0.216451392352322"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.03743542041159 0.563322922505817 -0.582764450533975 -0.216451392352322"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.03743542041159 0.563322922505817 -0.582764450533975 -0.216451392352322"
[1] "start:  2015-12-31 end:  2017-12-31 Weights 2 vs -1 The lag month is 8 and the return is 1.50735109337481"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.04614082162527 0.61139687953879 -0.582764450533975 -0.216451392352322"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.03743542041159 0.563322922505817 -0.582764450533975 -0.216451392352322"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.03743542041159 0.563322922505817 -0.582764450533975 -0.216451392352322"
[1] "start:  2015-12-31 end:  2017-12-31 Weights 3 vs -2 The lag month is 8 and the return is 2.69609327398104"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.04614082162527 0.61139687953879 -0.582764450533975 -0.216451392352322"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.03743542041159 0.563322922505817 -0.582764450533975 -0.216451392352322"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.03743542041159 0.563322922505817 -0.582764450533975 -0.216451392352322"
[1] "start:  2015-12-31 end:  2017-12-31 Weights 4 vs -3 The lag month is 8 and the return is 4.12616492324841"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.04614082162527 0.61139687953879 -0.582764450533975 -0.216451392352322"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.03743542041159 0.563322922505817 -0.582764450533975 -0.216451392352322"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.03743542041159 0.563322922505817 -0.582764450533975 -0.216451392352322"
[1] "start:  2015-12-31 end:  2017-12-31 Weights 5 vs -4 The lag month is 8 and the return is 5.67954348030456"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.461116962740099 0.586910313226123 -0.46747589907521 -0.173025625393724"
[1] "start:  2015-12-31 end:  2017-12-31 Markowitz Profile & The lag month is 8 and the return is 0"
[1] "End Date:  2017-11-30"
[1] "iterator 9"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "start:  2015-11-30 end:  2017-11-30 Weights 2 vs -1 The lag month is 9 and the return is 1.56010012681299"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "start:  2015-11-30 end:  2017-11-30 Weights 3 vs -2 The lag month is 9 and the return is 2.49373146195808"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "start:  2015-11-30 end:  2017-11-30 Weights 4 vs -3 The lag month is 9 and the return is 3.37066047673697"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.855335851362583 0.145631754875298 -0.585959192210578 -0.130092525477956"
[1] "start:  2015-11-30 end:  2017-11-30 Weights 5 vs -4 The lag month is 9 and the return is 3.99867502346334"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.266241264549584 0.703963189990048 -0.469738941210169 -0.440866572286641"
[1] "start:  2015-11-30 end:  2017-11-30 Markowitz Profile & The lag month is 9 and the return is 0"
[1] "End Date:  2017-10-31"
[1] "iterator 10"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "start:  2015-10-31 end:  2017-10-31 Weights 2 vs -1 The lag month is 10 and the return is 2.25234681808087"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "start:  2015-10-31 end:  2017-10-31 Weights 3 vs -2 The lag month is 10 and the return is 4.12329014397036"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "start:  2015-10-31 end:  2017-10-31 Weights 4 vs -3 The lag month is 10 and the return is 6.45924663143057"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.703568874823098 0.357215750598326 -0.499702362318267 -0.349075187891214"
[1] "start:  2015-10-31 end:  2017-10-31 Weights 5 vs -4 The lag month is 10 and the return is 9.02493515065364"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.127761690661408 0.888678366820428 -0.396650179188206 -0.446870367307122"
[1] "start:  2015-10-31 end:  2017-10-31 Markowitz Profile & The lag month is 10 and the return is 0"
[1] "End Date:  2017-09-30"
[1] "iterator 11"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.667334524264128 0.355958543652904 -0.569684762550695 -0.300821707762335"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.513070423156116 0.695913565712519 -0.569684762550695 -0.300821707762335"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.513070423156116 0.695913565712519 -0.569684762550695 -0.300821707762335"
[1] "start:  2015-09-30 end:  2017-09-30 Weights 2 vs -1 The lag month is 11 and the return is 1.60538404027372"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.667334524264128 0.355958543652904 -0.569684762550695 -0.300821707762335"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.513070423156116 0.695913565712519 -0.569684762550695 -0.300821707762335"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.513070423156116 0.695913565712519 -0.569684762550695 -0.300821707762335"
[1] "start:  2015-09-30 end:  2017-09-30 Weights 3 vs -2 The lag month is 11 and the return is 2.83777918301293"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.667334524264128 0.355958543652904 -0.569684762550695 -0.300821707762335"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.513070423156116 0.695913565712519 -0.569684762550695 -0.300821707762335"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.513070423156116 0.695913565712519 -0.569684762550695 -0.300821707762335"
[1] "start:  2015-09-30 end:  2017-09-30 Weights 4 vs -3 The lag month is 11 and the return is 4.21937278765582"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.667334524264128 0.355958543652904 -0.569684762550695 -0.300821707762335"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.513070423156116 0.695913565712519 -0.569684762550695 -0.300821707762335"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.513070423156116 0.695913565712519 -0.569684762550695 -0.300821707762335"
[1] "start:  2015-09-30 end:  2017-09-30 Weights 5 vs -4 The lag month is 11 and the return is 5.54122193098777"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.44944855124069 0.610974358545388 -0.495035996128392 -0.412502067376504"
[1] "start:  2015-09-30 end:  2017-09-30 Markowitz Profile & The lag month is 11 and the return is 0"
[1] "End Date:  2017-08-31"
[1] "iterator 12"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.552368531932397 0.454611162955526 -0.539427912350227 -0.262488184766814"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.4547023462412 0.581661144795552 -0.539427912350227 -0.262488184766814"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.4547023462412 0.581661144795552 -0.539427912350227 -0.262488184766814"
[1] "start:  2015-08-31 end:  2017-08-31 Weights 2 vs -1 The lag month is 12 and the return is 1.09740462886324"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.552368531932397 0.454611162955526 -0.539427912350227 -0.262488184766814"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.4547023462412 0.581661144795552 -0.539427912350227 -0.262488184766814"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.4547023462412 0.581661144795552 -0.539427912350227 -0.262488184766814"
[1] "start:  2015-08-31 end:  2017-08-31 Weights 3 vs -2 The lag month is 12 and the return is 1.72791182348924"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.552368531932397 0.454611162955526 -0.539427912350227 -0.262488184766814"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.4547023462412 0.581661144795552 -0.539427912350227 -0.262488184766814"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.4547023462412 0.581661144795552 -0.539427912350227 -0.262488184766814"
[1] "start:  2015-08-31 end:  2017-08-31 Weights 4 vs -3 The lag month is 12 and the return is 2.26697022853522"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.552368531932397 0.454611162955526 -0.539427912350227 -0.262488184766814"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.4547023462412 0.581661144795552 -0.539427912350227 -0.262488184766814"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.4547023462412 0.581661144795552 -0.539427912350227 -0.262488184766814"
[1] "start:  2015-08-31 end:  2017-08-31 Weights 5 vs -4 The lag month is 12 and the return is 2.59075632157827"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.338675357540957 0.464389564664653 -0.478356104962343 -0.39557987916969"
[1] "start:  2015-08-31 end:  2017-08-31 Markowitz Profile & The lag month is 12 and the return is 0"
[1] "End Date:  2017-07-31"
[1] "iterator 13"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749818547812977 0.0502771359057859 -0.52301962934205 -0.256008799290185"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.615628122185066 0.690048750631014 -0.52301962934205 -0.256008799290185"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.615628122185066 0.690048750631014 -0.52301962934205 -0.256008799290185"
[1] "start:  2015-07-31 end:  2017-07-31 Weights 2 vs -1 The lag month is 13 and the return is 1.17994977257872"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749818547812977 0.0502771359057859 -0.52301962934205 -0.256008799290185"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.615628122185066 0.690048750631014 -0.52301962934205 -0.256008799290185"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.615628122185066 0.690048750631014 -0.52301962934205 -0.256008799290185"
[1] "start:  2015-07-31 end:  2017-07-31 Weights 3 vs -2 The lag month is 13 and the return is 1.86984076350021"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749818547812977 0.0502771359057859 -0.52301962934205 -0.256008799290185"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.615628122185066 0.690048750631014 -0.52301962934205 -0.256008799290185"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.615628122185066 0.690048750631014 -0.52301962934205 -0.256008799290185"
[1] "start:  2015-07-31 end:  2017-07-31 Weights 4 vs -3 The lag month is 13 and the return is 2.49699730717706"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749818547812977 0.0502771359057859 -0.52301962934205 -0.256008799290185"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.615628122185066 0.690048750631014 -0.52301962934205 -0.256008799290185"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.615628122185066 0.690048750631014 -0.52301962934205 -0.256008799290185"
[1] "start:  2015-07-31 end:  2017-07-31 Weights 5 vs -4 The lag month is 13 and the return is 2.93181419151436"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.124675635821429 0.513851680205168 -0.379225544179306 -0.314208352776974"
[1] "start:  2015-07-31 end:  2017-07-31 Markowitz Profile & The lag month is 13 and the return is 0"
[1] "End Date:  2017-06-30"
[1] "iterator 14"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.750651540465774 -0.00759889308658956 -0.46339906103344 -0.144250840477307"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.669083948744877 0.175769216868212 -0.39034215866455 0.0370224172645151"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.669083948744877 0.175769216868212 -0.39034215866455 0.0370224172645151"
[1] "start:  2015-06-30 end:  2017-06-30 Weights 2 vs -1 The lag month is 14 and the return is 1.6483070738388"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.750651540465774 -0.00759889308658956 -0.46339906103344 -0.144250840477307"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.669083948744877 0.175769216868212 -0.39034215866455 0.0370224172645151"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.669083948744877 0.175769216868212 -0.39034215866455 0.0370224172645151"
[1] "start:  2015-06-30 end:  2017-06-30 Weights 3 vs -2 The lag month is 14 and the return is 2.835343874"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.750651540465774 -0.00759889308658956 -0.46339906103344 -0.144250840477307"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.669083948744877 0.175769216868212 -0.39034215866455 0.0370224172645151"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.669083948744877 0.175769216868212 -0.39034215866455 0.0370224172645151"
[1] "start:  2015-06-30 end:  2017-06-30 Weights 4 vs -3 The lag month is 14 and the return is 4.12904303403112"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.750651540465774 -0.00759889308658956 -0.46339906103344 -0.144250840477307"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.669083948744877 0.175769216868212 -0.39034215866455 0.0370224172645151"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.669083948744877 0.175769216868212 -0.39034215866455 0.0370224172645151"
[1] "start:  2015-06-30 end:  2017-06-30 Weights 5 vs -4 The lag month is 14 and the return is 5.31505454034647"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 -0.0657139405130239 0.672218511324248 -0.301166834226161 -0.3265373872065"
[1] "start:  2015-06-30 end:  2017-06-30 Markowitz Profile & The lag month is 14 and the return is 0"
[1] "End Date:  2017-05-31"
[1] "iterator 15"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.972881981107714 0.000192231181984082 -0.490353080561834 -0.267906423669124"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.862129498296407 0.245791467215727 -0.42870368051031 0.0811916441324817"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.862129498296407 0.245791467215727 -0.42870368051031 0.0811916441324817"
[1] "start:  2015-05-31 end:  2017-05-31 Weights 2 vs -1 The lag month is 15 and the return is 1.92958576016237"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.972881981107714 0.000192231181984082 -0.490353080561834 -0.267906423669124"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.862129498296407 0.245791467215727 -0.42870368051031 0.0811916441324817"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.862129498296407 0.245791467215727 -0.42870368051031 0.0811916441324817"
[1] "start:  2015-05-31 end:  2017-05-31 Weights 3 vs -2 The lag month is 15 and the return is 3.03170437005237"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.972881981107714 0.000192231181984082 -0.490353080561834 -0.267906423669124"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.862129498296407 0.245791467215727 -0.42870368051031 0.0811916441324817"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.862129498296407 0.245791467215727 -0.42870368051031 0.0811916441324817"
[1] "start:  2015-05-31 end:  2017-05-31 Weights 4 vs -3 The lag month is 15 and the return is 3.7303682355318"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.972881981107714 0.000192231181984082 -0.490353080561834 -0.267906423669124"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.862129498296407 0.245791467215727 -0.42870368051031 0.0811916441324817"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.862129498296407 0.245791467215727 -0.42870368051031 0.0811916441324817"
[1] "start:  2015-05-31 end:  2017-05-31 Weights 5 vs -4 The lag month is 15 and the return is 3.64543935703008"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 -0.200562144037503 0.821179380000806 -0.257753775647149 -0.291787628945789"
[1] "start:  2015-05-31 end:  2017-05-31 Markowitz Profile & The lag month is 15 and the return is 0"
[1] "End Date:  2017-04-30"
[1] "iterator 16"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.37210587660109 0.267551440361057 -0.457525287903497 -0.237755282803998"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.33660017704164 -0.0524442634757094 -0.394047966748424 -0.136244762483062"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.33660017704164 -0.0524442634757094 -0.394047966748424 -0.136244762483062"
[1] "start:  2015-04-30 end:  2017-04-30 Weights 2 vs -1 The lag month is 16 and the return is 2.02526228935916"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.37210587660109 0.267551440361057 -0.457525287903497 -0.237755282803998"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.33660017704164 -0.0524442634757094 -0.394047966748424 -0.136244762483062"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.33660017704164 -0.0524442634757094 -0.394047966748424 -0.136244762483062"
[1] "start:  2015-04-30 end:  2017-04-30 Weights 3 vs -2 The lag month is 16 and the return is 3.19420463243306"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.37210587660109 0.267551440361057 -0.457525287903497 -0.237755282803998"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.33660017704164 -0.0524442634757094 -0.394047966748424 -0.136244762483062"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.33660017704164 -0.0524442634757094 -0.394047966748424 -0.136244762483062"
[1] "start:  2015-04-30 end:  2017-04-30 Weights 4 vs -3 The lag month is 16 and the return is 3.9409278066156"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.37210587660109 0.267551440361057 -0.457525287903497 -0.237755282803998"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.33660017704164 -0.0524442634757094 -0.394047966748424 -0.136244762483062"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.33660017704164 -0.0524442634757094 -0.394047966748424 -0.136244762483062"
[1] "start:  2015-04-30 end:  2017-04-30 Weights 5 vs -4 The lag month is 16 and the return is 3.86464633683326"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 -0.151231963197604 0.844998671620837 -0.00900000000000034 0.0604517681910758"
[1] "start:  2015-04-30 end:  2017-04-30 Markowitz Profile & The lag month is 16 and the return is 0"
[1] "End Date:  2017-03-31"
[1] "iterator 17"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.55238256792088 -0.0669481017217757 -0.578146077284711 -0.245763023621874"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.55238256792088 -0.0669481017217757 -0.396284393368315 0.512959180356629"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.55238256792088 -0.0669481017217757 -0.396284393368315 0.512959180356629"
[1] "start:  2015-03-31 end:  2017-03-31 Weights 2 vs -1 The lag month is 17 and the return is 2.04637832160349"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.55238256792088 -0.0669481017217757 -0.578146077284711 -0.245763023621874"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.55238256792088 -0.0669481017217757 -0.396284393368315 0.512959180356629"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.55238256792088 -0.0669481017217757 -0.396284393368315 0.512959180356629"
[1] "start:  2015-03-31 end:  2017-03-31 Weights 3 vs -2 The lag month is 17 and the return is 3.19673157962981"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.55238256792088 -0.0669481017217757 -0.578146077284711 -0.245763023621874"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.55238256792088 -0.0669481017217757 -0.396284393368315 0.512959180356629"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.55238256792088 -0.0669481017217757 -0.396284393368315 0.512959180356629"
[1] "start:  2015-03-31 end:  2017-03-31 Weights 4 vs -3 The lag month is 17 and the return is 3.88500849666149"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.55238256792088 -0.0669481017217757 -0.578146077284711 -0.245763023621874"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.55238256792088 -0.0669481017217757 -0.396284393368315 0.512959180356629"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.55238256792088 -0.0669481017217757 -0.396284393368315 0.512959180356629"
[1] "start:  2015-03-31 end:  2017-03-31 Weights 5 vs -4 The lag month is 17 and the return is 3.71475968788377"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 -0.19765787880547 0.861096216846947 -0.299928177112069 -0.318779815993186"
[1] "start:  2015-03-31 end:  2017-03-31 Markowitz Profile & The lag month is 17 and the return is 0"
[1] "End Date:  2017-02-28"
[1] "iterator 18"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "start:  2015-02-28 end:  2017-02-28 Weights 2 vs -1 The lag month is 18 and the return is 3.05962986865808"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "start:  2015-02-28 end:  2017-02-28 Weights 3 vs -2 The lag month is 18 and the return is 5.25483225977837"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "start:  2015-02-28 end:  2017-02-28 Weights 4 vs -3 The lag month is 18 and the return is 7.02754126813399"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.22386254158123 -0.0946140180280604 -0.680214928369478 1.5431945883368"
[1] "start:  2015-02-28 end:  2017-02-28 Weights 5 vs -4 The lag month is 18 and the return is 7.41415840921107"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 -0.377980854703997 1.1844235940072 -0.256772705760439 -0.241119783161221"
[1] "start:  2015-02-28 end:  2017-02-28 Markowitz Profile & The lag month is 18 and the return is 0"
[1] "End Date:  2017-01-31"
[1] "iterator 19"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.3447349188723 0.513949205276221 -0.699871186243208 0.309495114343061"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.277975694453477 0.497381086865847 -0.680129194384051 1.35469446086075"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.277975694453477 0.497381086865847 -0.680129194384051 1.35469446086075"
[1] "start:  2015-01-31 end:  2017-01-31 Weights 2 vs -1 The lag month is 19 and the return is 2.70581424298058"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.3447349188723 0.513949205276221 -0.699871186243208 0.309495114343061"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.277975694453477 0.497381086865847 -0.680129194384051 1.35469446086075"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.277975694453477 0.497381086865847 -0.680129194384051 1.35469446086075"
[1] "start:  2015-01-31 end:  2017-01-31 Weights 3 vs -2 The lag month is 19 and the return is 4.36271650455762"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.3447349188723 0.513949205276221 -0.699871186243208 0.309495114343061"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.277975694453477 0.497381086865847 -0.680129194384051 1.35469446086075"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.277975694453477 0.497381086865847 -0.680129194384051 1.35469446086075"
[1] "start:  2015-01-31 end:  2017-01-31 Weights 4 vs -3 The lag month is 19 and the return is 5.31829369550082"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.3447349188723 0.513949205276221 -0.699871186243208 0.309495114343061"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.277975694453477 0.497381086865847 -0.680129194384051 1.35469446086075"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.277975694453477 0.497381086865847 -0.680129194384051 1.35469446086075"
[1] "start:  2015-01-31 end:  2017-01-31 Weights 5 vs -4 The lag month is 19 and the return is 4.92828440655514"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 -0.256044656695622 1.07879081514183 -0.356987759195528 -0.38066830205275"
[1] "start:  2015-01-31 end:  2017-01-31 Markowitz Profile & The lag month is 19 and the return is 0"
[1] "End Date:  2016-12-31"
[1] "iterator 20"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.495436273328071 0.511815913064654 -0.732936388186509 0.133309397456569"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.495436273328071 0.511815913064654 -0.676645532351377 1.04159123102897"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.495436273328071 0.511815913064654 -0.676645532351377 1.04159123102897"
[1] "start:  2014-12-31 end:  2016-12-31 Weights 2 vs -1 The lag month is 20 and the return is 1.0540508387444"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.495436273328071 0.511815913064654 -0.732936388186509 0.133309397456569"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.495436273328071 0.511815913064654 -0.676645532351377 1.04159123102897"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.495436273328071 0.511815913064654 -0.676645532351377 1.04159123102897"
[1] "start:  2014-12-31 end:  2016-12-31 Weights 3 vs -2 The lag month is 20 and the return is 1.05306819725289"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.495436273328071 0.511815913064654 -0.732936388186509 0.133309397456569"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.495436273328071 0.511815913064654 -0.676645532351377 1.04159123102897"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.495436273328071 0.511815913064654 -0.676645532351377 1.04159123102897"
[1] "start:  2014-12-31 end:  2016-12-31 Weights 4 vs -3 The lag month is 20 and the return is 0.591539669402913"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.495436273328071 0.511815913064654 -0.732936388186509 0.133309397456569"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.495436273328071 0.511815913064654 -0.676645532351377 1.04159123102897"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.495436273328071 0.511815913064654 -0.676645532351377 1.04159123102897"
[1] "start:  2014-12-31 end:  2016-12-31 Weights 5 vs -4 The lag month is 20 and the return is -0.0718363209320771"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 -0.14240489448318 0.595253335243406 -0.521031089993925 -0.307741212965238"
[1] "start:  2014-12-31 end:  2016-12-31 Markowitz Profile & The lag month is 20 and the return is 0"
[1] "End Date:  2016-11-30"
[1] "iterator 21"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.333521828999786 0.47934492995244 -0.677467533798765 -0.208539150714137"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.333521828999786 0.47934492995244 -0.626309398214103 0.573479368659346"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.333521828999786 0.47934492995244 -0.626309398214103 0.573479368659346"
[1] "start:  2014-11-30 end:  2016-11-30 Weights 2 vs -1 The lag month is 21 and the return is 0.454255157787575"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.333521828999786 0.47934492995244 -0.677467533798765 -0.208539150714137"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.333521828999786 0.47934492995244 -0.626309398214103 0.573479368659346"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.333521828999786 0.47934492995244 -0.626309398214103 0.573479368659346"
[1] "start:  2014-11-30 end:  2016-11-30 Weights 3 vs -2 The lag month is 21 and the return is 0.232168756618749"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.333521828999786 0.47934492995244 -0.677467533798765 -0.208539150714137"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.333521828999786 0.47934492995244 -0.626309398214103 0.573479368659346"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.333521828999786 0.47934492995244 -0.626309398214103 0.573479368659346"
[1] "start:  2014-11-30 end:  2016-11-30 Weights 4 vs -3 The lag month is 21 and the return is -0.190977349384639"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.333521828999786 0.47934492995244 -0.677467533798765 -0.208539150714137"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.333521828999786 0.47934492995244 -0.626309398214103 0.573479368659346"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.333521828999786 0.47934492995244 -0.626309398214103 0.573479368659346"
[1] "start:  2014-11-30 end:  2016-11-30 Weights 5 vs -4 The lag month is 21 and the return is -0.600265664684777"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.0304768065133265 0.336076756289764 -0.309414149443562 -0.0358962559854874"
[1] "start:  2014-11-30 end:  2016-11-30 Markowitz Profile & The lag month is 21 and the return is 0"
[1] "End Date:  2016-10-31"
[1] "iterator 22"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.518851496944988 0.407851920075026 -0.505317633511536 0.278754447234263"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.503267924748643 0.299322893335654 -0.502145629040721 0.604425881204535"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.503267924748643 0.299322893335654 -0.502145629040721 0.604425881204535"
[1] "start:  2014-10-31 end:  2016-10-31 Weights 2 vs -1 The lag month is 22 and the return is 0.20037238079556"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.518851496944988 0.407851920075026 -0.505317633511536 0.278754447234263"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.503267924748643 0.299322893335654 -0.502145629040721 0.604425881204535"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.503267924748643 0.299322893335654 -0.502145629040721 0.604425881204535"
[1] "start:  2014-10-31 end:  2016-10-31 Weights 3 vs -2 The lag month is 22 and the return is -0.0702316820468212"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.518851496944988 0.407851920075026 -0.505317633511536 0.278754447234263"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.503267924748643 0.299322893335654 -0.502145629040721 0.604425881204535"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.503267924748643 0.299322893335654 -0.502145629040721 0.604425881204535"
[1] "start:  2014-10-31 end:  2016-10-31 Weights 4 vs -3 The lag month is 22 and the return is -0.439951727031036"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.518851496944988 0.407851920075026 -0.505317633511536 0.278754447234263"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.503267924748643 0.299322893335654 -0.502145629040721 0.604425881204535"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.503267924748643 0.299322893335654 -0.502145629040721 0.604425881204535"
[1] "start:  2014-10-31 end:  2016-10-31 Weights 5 vs -4 The lag month is 22 and the return is -0.745430244209978"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 -0.0253763979368321 0.229805715000512 -0.256604156117476 -0.0422051762061316"
[1] "start:  2014-10-31 end:  2016-10-31 Markowitz Profile & The lag month is 22 and the return is 0"
[1] "End Date:  2016-09-30"
[1] "iterator 23"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.592175021548198 0.308702576901082 -0.570799931719903 0.395856360721222"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.302427105769724 -0.101046418665621 -0.533805808250587 0.599708353362934"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.302427105769724 -0.101046418665621 -0.533805808250587 0.599708353362934"
[1] "start:  2014-09-30 end:  2016-09-30 Weights 2 vs -1 The lag month is 23 and the return is 1.10002624380079"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.592175021548198 0.308702576901082 -0.570799931719903 0.395856360721222"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.302427105769724 -0.101046418665621 -0.533805808250587 0.599708353362934"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.302427105769724 -0.101046418665621 -0.533805808250587 0.599708353362934"
[1] "start:  2014-09-30 end:  2016-09-30 Weights 3 vs -2 The lag month is 23 and the return is 1.11497057988627"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.592175021548198 0.308702576901082 -0.570799931719903 0.395856360721222"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.302427105769724 -0.101046418665621 -0.533805808250587 0.599708353362934"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.302427105769724 -0.101046418665621 -0.533805808250587 0.599708353362934"
[1] "start:  2014-09-30 end:  2016-09-30 Weights 4 vs -3 The lag month is 23 and the return is 0.641192261117097"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.592175021548198 0.308702576901082 -0.570799931719903 0.395856360721222"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.302427105769724 -0.101046418665621 -0.533805808250587 0.599708353362934"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.302427105769724 -0.101046418665621 -0.533805808250587 0.599708353362934"
[1] "start:  2014-09-30 end:  2016-09-30 Weights 5 vs -4 The lag month is 23 and the return is -0.0466860061014104"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 -0.125066883687116 0.62974479391339 -0.314022839160993 -0.0827377276665475"
[1] "start:  2014-09-30 end:  2016-09-30 Markowitz Profile & The lag month is 23 and the return is 0"
[1] "End Date:  2016-08-31"
[1] "iterator 24"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.258861245216543 -0.121171867737915 -0.553410828390406 0.245722560651562"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.0209432400616212 -0.391657920477382 -0.533454276860467 0.292609420048393"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.0209432400616212 -0.391657920477382 -0.533454276860467 0.292609420048393"
[1] "start:  2014-08-31 end:  2016-08-31 Weights 2 vs -1 The lag month is 24 and the return is 0.824139156225396"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.258861245216543 -0.121171867737915 -0.553410828390406 0.245722560651562"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.0209432400616212 -0.391657920477382 -0.533454276860467 0.292609420048393"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.0209432400616212 -0.391657920477382 -0.533454276860467 0.292609420048393"
[1] "start:  2014-08-31 end:  2016-08-31 Weights 3 vs -2 The lag month is 24 and the return is 0.704166992402086"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.258861245216543 -0.121171867737915 -0.553410828390406 0.245722560651562"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.0209432400616212 -0.391657920477382 -0.533454276860467 0.292609420048393"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.0209432400616212 -0.391657920477382 -0.533454276860467 0.292609420048393"
[1] "start:  2014-08-31 end:  2016-08-31 Weights 4 vs -3 The lag month is 24 and the return is 0.225899274369372"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.258861245216543 -0.121171867737915 -0.553410828390406 0.245722560651562"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.0209432400616212 -0.391657920477382 -0.533454276860467 0.292609420048393"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.0209432400616212 -0.391657920477382 -0.533454276860467 0.292609420048393"
[1] "start:  2014-08-31 end:  2016-08-31 Weights 5 vs -4 The lag month is 24 and the return is -0.338775286804053"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 -0.198688788943206 0.53327027888246 -0.364213448704143 -0.0190896098622102"
[1] "start:  2014-08-31 end:  2016-08-31 Markowitz Profile & The lag month is 24 and the return is 0"
[1] "End Date:  2016-07-31"
[1] "iterator 25"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.482297122660337 -0.252055093476835 -0.564067803652708 0.324722943155193"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.140273005371777 -0.470804487891027 -0.564067803652708 0.324722943155193"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.140273005371777 -0.470804487891027 -0.564067803652708 0.324722943155193"
[1] "start:  2014-07-31 end:  2016-07-31 Weights 2 vs -1 The lag month is 25 and the return is 0.00720235508023492"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.482297122660337 -0.252055093476835 -0.564067803652708 0.324722943155193"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.140273005371777 -0.470804487891027 -0.564067803652708 0.324722943155193"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.140273005371777 -0.470804487891027 -0.564067803652708 0.324722943155193"
[1] "start:  2014-07-31 end:  2016-07-31 Weights 3 vs -2 The lag month is 25 and the return is -0.324768749728013"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.482297122660337 -0.252055093476835 -0.564067803652708 0.324722943155193"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.140273005371777 -0.470804487891027 -0.564067803652708 0.324722943155193"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.140273005371777 -0.470804487891027 -0.564067803652708 0.324722943155193"
[1] "start:  2014-07-31 end:  2016-07-31 Weights 4 vs -3 The lag month is 25 and the return is -0.665332673266702"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.482297122660337 -0.252055093476835 -0.564067803652708 0.324722943155193"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.140273005371777 -0.470804487891027 -0.564067803652708 0.324722943155193"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.140273005371777 -0.470804487891027 -0.564067803652708 0.324722943155193"
[1] "start:  2014-07-31 end:  2016-07-31 Weights 5 vs -4 The lag month is 25 and the return is -0.882065010169551"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.15774517092012 0.14701425186644 -0.492858057045344 0.106333617890731"
[1] "start:  2014-07-31 end:  2016-07-31 Markowitz Profile & The lag month is 25 and the return is 0"
[1] "End Date:  2016-06-30"
[1] "iterator 26"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.585701802535364 -0.32787126333359 -0.58692596662671 0.210226116562195"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.348880003994557 -0.483599695296107 -0.58692596662671 0.210226116562195"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.348880003994557 -0.483599695296107 -0.58692596662671 0.210226116562195"
[1] "start:  2014-06-30 end:  2016-06-30 Weights 2 vs -1 The lag month is 26 and the return is -0.468659967942601"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.585701802535364 -0.32787126333359 -0.58692596662671 0.210226116562195"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.348880003994557 -0.483599695296107 -0.58692596662671 0.210226116562195"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.348880003994557 -0.483599695296107 -0.58692596662671 0.210226116562195"
[1] "start:  2014-06-30 end:  2016-06-30 Weights 3 vs -2 The lag month is 26 and the return is -0.762459949503205"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.585701802535364 -0.32787126333359 -0.58692596662671 0.210226116562195"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.348880003994557 -0.483599695296107 -0.58692596662671 0.210226116562195"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.348880003994557 -0.483599695296107 -0.58692596662671 0.210226116562195"
[1] "start:  2014-06-30 end:  2016-06-30 Weights 4 vs -3 The lag month is 26 and the return is -0.923673378427077"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.585701802535364 -0.32787126333359 -0.58692596662671 0.210226116562195"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.348880003994557 -0.483599695296107 -0.58692596662671 0.210226116562195"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.348880003994557 -0.483599695296107 -0.58692596662671 0.210226116562195"
[1] "start:  2014-06-30 end:  2016-06-30 Weights 5 vs -4 The lag month is 26 and the return is -0.983209898840575"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.124244276687066 -0.11934430217832 -0.483987675289609 0.215356735941726"
[1] "start:  2014-06-30 end:  2016-06-30 Markowitz Profile & The lag month is 26 and the return is 0"
[1] "End Date:  2016-05-31"
[1] "iterator 27"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.952787422906947 -0.297526591145788 -0.563551776048706 0.101012223071047"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.952787422906947 -0.297526591145788 -0.559693512329898 0.0630074297299713"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.952787422906947 -0.297526591145788 -0.559693512329898 0.0630074297299713"
[1] "start:  2014-05-31 end:  2016-05-31 Weights 2 vs -1 The lag month is 27 and the return is -0.487722028943612"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.952787422906947 -0.297526591145788 -0.563551776048706 0.101012223071047"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.952787422906947 -0.297526591145788 -0.559693512329898 0.0630074297299713"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.952787422906947 -0.297526591145788 -0.559693512329898 0.0630074297299713"
[1] "start:  2014-05-31 end:  2016-05-31 Weights 3 vs -2 The lag month is 27 and the return is -0.749193939983377"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.952787422906947 -0.297526591145788 -0.563551776048706 0.101012223071047"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.952787422906947 -0.297526591145788 -0.559693512329898 0.0630074297299713"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.952787422906947 -0.297526591145788 -0.559693512329898 0.0630074297299713"
[1] "start:  2014-05-31 end:  2016-05-31 Weights 4 vs -3 The lag month is 27 and the return is -0.906012089611904"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.952787422906947 -0.297526591145788 -0.563551776048706 0.101012223071047"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.952787422906947 -0.297526591145788 -0.559693512329898 0.0630074297299713"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.952787422906947 -0.297526591145788 -0.559693512329898 0.0630074297299713"
[1] "start:  2014-05-31 end:  2016-05-31 Weights 5 vs -4 The lag month is 27 and the return is -0.973582939061424"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.447498045168286 -0.200562144037503 -0.559693512329898 0.0630074297299713"
[1] "start:  2014-05-31 end:  2016-05-31 Markowitz Profile & The lag month is 27 and the return is 0"
[1] "End Date:  2016-04-30"
[1] "iterator 28"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.825356848956399 -0.271508876682514 -0.600190215634952 -0.186450287974095"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.825356848956399 -0.271508876682514 -0.518762778567366 0.0047338380722094"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.825356848956399 -0.271508876682514 -0.518762778567366 0.0047338380722094"
[1] "start:  2014-04-30 end:  2016-04-30 Weights 2 vs -1 The lag month is 28 and the return is -0.497496868032386"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.825356848956399 -0.271508876682514 -0.600190215634952 -0.186450287974095"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.825356848956399 -0.271508876682514 -0.518762778567366 0.0047338380722094"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.825356848956399 -0.271508876682514 -0.518762778567366 0.0047338380722094"
[1] "start:  2014-04-30 end:  2016-04-30 Weights 3 vs -2 The lag month is 28 and the return is -0.771576628875536"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.825356848956399 -0.271508876682514 -0.600190215634952 -0.186450287974095"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.825356848956399 -0.271508876682514 -0.518762778567366 0.0047338380722094"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.825356848956399 -0.271508876682514 -0.518762778567366 0.0047338380722094"
[1] "start:  2014-04-30 end:  2016-04-30 Weights 4 vs -3 The lag month is 28 and the return is -0.924237540223114"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.825356848956399 -0.271508876682514 -0.600190215634952 -0.186450287974095"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.825356848956399 -0.271508876682514 -0.518762778567366 0.0047338380722094"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.825356848956399 -0.271508876682514 -0.518762778567366 0.0047338380722094"
[1] "start:  2014-04-30 end:  2016-04-30 Weights 5 vs -4 The lag month is 28 and the return is -0.982190446525404"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.340571541865019 -0.190851983614912 -0.487089912718263 0.0590137201979321"
[1] "start:  2014-04-30 end:  2016-04-30 Markowitz Profile & The lag month is 28 and the return is 0"
[1] "End Date:  2016-03-31"
[1] "iterator 29"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.64642700106901 -0.166768448209472 -0.526034651850361 0.046459436463087"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.27981291823286 -0.438392396333463 -0.516833868470976 0.184307881394993"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.27981291823286 -0.438392396333463 -0.516833868470976 0.184307881394993"
[1] "start:  2014-03-31 end:  2016-03-31 Weights 2 vs -1 The lag month is 29 and the return is -0.540515166861086"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.64642700106901 -0.166768448209472 -0.526034651850361 0.046459436463087"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.27981291823286 -0.438392396333463 -0.516833868470976 0.184307881394993"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.27981291823286 -0.438392396333463 -0.516833868470976 0.184307881394993"
[1] "start:  2014-03-31 end:  2016-03-31 Weights 3 vs -2 The lag month is 29 and the return is -0.801471419377189"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.64642700106901 -0.166768448209472 -0.526034651850361 0.046459436463087"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.27981291823286 -0.438392396333463 -0.516833868470976 0.184307881394993"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.27981291823286 -0.438392396333463 -0.516833868470976 0.184307881394993"
[1] "start:  2014-03-31 end:  2016-03-31 Weights 4 vs -3 The lag month is 29 and the return is -0.936691173438034"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.64642700106901 -0.166768448209472 -0.526034651850361 0.046459436463087"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.27981291823286 -0.438392396333463 -0.516833868470976 0.184307881394993"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.27981291823286 -0.438392396333463 -0.516833868470976 0.184307881394993"
[1] "start:  2014-03-31 end:  2016-03-31 Weights 5 vs -4 The lag month is 29 and the return is -0.985537784569368"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.316942242956885 -0.201888329200819 -0.43949873444564 0.109348260001737"
[1] "start:  2014-03-31 end:  2016-03-31 Markowitz Profile & The lag month is 29 and the return is 0"
[1] "End Date:  2016-02-29"
[1] "iterator 30"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "start:  2014-02-28 end:  2016-02-29 Weights 2 vs -1 The lag month is 30 and the return is -0.664960132779685"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "start:  2014-02-28 end:  2016-02-29 Weights 3 vs -2 The lag month is 30 and the return is -0.864454736089331"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "start:  2014-02-28 end:  2016-02-29 Weights 4 vs -3 The lag month is 30 and the return is -0.957522661438313"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.62904127106171 -0.262140776375975 -0.505685075939513 0.155687661454432"
[1] "start:  2014-02-28 end:  2016-02-29 Weights 5 vs -4 The lag month is 30 and the return is -0.989909254295015"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.391926417925206 -0.353921936248792 -0.358611553930672 -0.0877278323397123"
[1] "start:  2014-02-28 end:  2016-02-29 Markowitz Profile & The lag month is 30 and the return is 0"
[1] "End Date:  2016-01-31"
[1] "iterator 31"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "start:  2014-01-31 end:  2016-01-31 Weights 2 vs -1 The lag month is 31 and the return is -0.565090479493157"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "start:  2014-01-31 end:  2016-01-31 Weights 3 vs -2 The lag month is 31 and the return is -0.797541443036198"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "start:  2014-01-31 end:  2016-01-31 Weights 4 vs -3 The lag month is 31 and the return is -0.928253656932543"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.579151506444627 -0.407811372729056 -0.525903146919521 0.0236861773968907"
[1] "start:  2014-01-31 end:  2016-01-31 Weights 5 vs -4 The lag month is 31 and the return is -0.981136690329035"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.429676984826549 -0.283515399406096 -0.319786611550627 -0.106701393420042"
[1] "start:  2014-01-31 end:  2016-01-31 Markowitz Profile & The lag month is 31 and the return is 0"
[1] "End Date:  2015-12-31"
[1] "iterator 32"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "start:  2013-12-31 end:  2015-12-31 Weights 2 vs -1 The lag month is 32 and the return is -0.337010123340068"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "start:  2013-12-31 end:  2015-12-31 Weights 3 vs -2 The lag month is 32 and the return is -0.597013170793223"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "start:  2013-12-31 end:  2015-12-31 Weights 4 vs -3 The lag month is 32 and the return is -0.806744483738471"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.14571106775829 -0.370681071488533 -0.566459319136503 -0.587774863409975"
[1] "start:  2013-12-31 end:  2015-12-31 Weights 5 vs -4 The lag month is 32 and the return is -0.928214585977943"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.421898078528344 -0.14240489448318 -0.540983323215438 -0.27503245924958"
[1] "start:  2013-12-31 end:  2015-12-31 Markowitz Profile & The lag month is 32 and the return is 0"
[1] "End Date:  2015-11-30"
[1] "iterator 33"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "start:  2013-11-30 end:  2015-11-30 Weights 2 vs -1 The lag month is 33 and the return is -0.191245571683513"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "start:  2013-11-30 end:  2015-11-30 Weights 3 vs -2 The lag month is 33 and the return is -0.460838564558702"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "start:  2013-11-30 end:  2015-11-30 Weights 4 vs -3 The lag month is 33 and the return is -0.708255906761226"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.722004953800696 -0.338735169364911 -0.569114807069243 -0.256079092742893"
[1] "start:  2013-11-30 end:  2015-11-30 Weights 5 vs -4 The lag month is 33 and the return is -0.873579897130574"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.539146326643123 -0.0247654086161964 -0.569114807069243 -0.256079092742893"
[1] "start:  2013-11-30 end:  2015-11-30 Markowitz Profile & The lag month is 33 and the return is 0"
[1] "End Date:  2015-10-31"
[1] "iterator 34"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.419422461339816 -0.128039725025048 -0.54968539871254 -0.446798645638055"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.379365220928485 -0.166207830581062 -0.536033862375817 -0.323505124888595"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.379365220928485 -0.166207830581062 -0.536033862375817 -0.323505124888595"
[1] "start:  2013-10-31 end:  2015-10-31 Weights 2 vs -1 The lag month is 34 and the return is -0.133596246425282"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.419422461339816 -0.128039725025048 -0.54968539871254 -0.446798645638055"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.379365220928485 -0.166207830581062 -0.536033862375817 -0.323505124888595"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.379365220928485 -0.166207830581062 -0.536033862375817 -0.323505124888595"
[1] "start:  2013-10-31 end:  2015-10-31 Weights 3 vs -2 The lag month is 34 and the return is -0.413814046904835"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.419422461339816 -0.128039725025048 -0.54968539871254 -0.446798645638055"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.379365220928485 -0.166207830581062 -0.536033862375817 -0.323505124888595"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.379365220928485 -0.166207830581062 -0.536033862375817 -0.323505124888595"
[1] "start:  2013-10-31 end:  2015-10-31 Weights 4 vs -3 The lag month is 34 and the return is -0.675884214080202"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.419422461339816 -0.128039725025048 -0.54968539871254 -0.446798645638055"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.379365220928485 -0.166207830581062 -0.536033862375817 -0.323505124888595"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.379365220928485 -0.166207830581062 -0.536033862375817 -0.323505124888595"
[1] "start:  2013-10-31 end:  2015-10-31 Weights 5 vs -4 The lag month is 34 and the return is -0.855265911919216"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.341007868835734 0.0383819237177471 -0.426582147418334 -0.22827157872068"
[1] "start:  2013-10-31 end:  2015-10-31 Markowitz Profile & The lag month is 34 and the return is 0"
[1] "End Date:  2015-09-30"
[1] "iterator 35"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "start:  2013-09-30 end:  2015-09-30 Weights 2 vs -1 The lag month is 35 and the return is -0.337861262631116"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "start:  2013-09-30 end:  2015-09-30 Weights 3 vs -2 The lag month is 35 and the return is -0.610427096549167"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "start:  2013-09-30 end:  2015-09-30 Weights 4 vs -3 The lag month is 35 and the return is -0.817786796383069"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.713441613615575 -0.296683329447855 -0.530004413176612 -0.214707920818243"
[1] "start:  2013-09-30 end:  2015-09-30 Weights 5 vs -4 The lag month is 35 and the return is -0.933483722421356"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.468759749817974 -0.109605330764846 -0.371854302040365 -0.122826691582362"
[1] "start:  2013-09-30 end:  2015-09-30 Markowitz Profile & The lag month is 35 and the return is 0"
[1] "End Date:  2015-08-31"
[1] "iterator 36"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "start:  2013-08-31 end:  2015-08-31 Weights 2 vs -1 The lag month is 36 and the return is -0.347447156070788"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "start:  2013-08-31 end:  2015-08-31 Weights 3 vs -2 The lag month is 36 and the return is -0.606515195785776"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "start:  2013-08-31 end:  2015-08-31 Weights 4 vs -3 The lag month is 36 and the return is -0.807006469193216"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.927518857886945 -0.308424550732341 -0.586767167999291 -0.259859693240128"
[1] "start:  2013-08-31 end:  2015-08-31 Weights 5 vs -4 The lag month is 36 and the return is -0.92418933196607"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.812422881979936 -0.12547828186614 -0.390208661822693 -0.164263106837412"
[1] "start:  2013-08-31 end:  2015-08-31 Markowitz Profile & The lag month is 36 and the return is 0"
[1] "End Date:  2015-07-31"
[1] "iterator 37"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "start:  2013-07-31 end:  2015-07-31 Weights 2 vs -1 The lag month is 37 and the return is 0.152319002141931"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "start:  2013-07-31 end:  2015-07-31 Weights 3 vs -2 The lag month is 37 and the return is -0.0355699863035511"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "start:  2013-07-31 end:  2015-07-31 Weights 4 vs -3 The lag month is 37 and the return is -0.32177780039471"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.692992912793306 -0.156879159817317 -0.557524593825157 -0.347938727696351"
[1] "start:  2013-07-31 end:  2015-07-31 Weights 5 vs -4 The lag month is 37 and the return is -0.603950768240357"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.481674046054055 0.15592825819068 -0.392318107672706 -0.151335221827466"
[1] "start:  2013-07-31 end:  2015-07-31 Markowitz Profile & The lag month is 37 and the return is 0"
[1] "End Date:  2015-06-30"
[1] "iterator 38"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "start:  2013-06-30 end:  2015-06-30 Weights 2 vs -1 The lag month is 38 and the return is 0.0942687124352601"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "start:  2013-06-30 end:  2015-06-30 Weights 3 vs -2 The lag month is 38 and the return is -0.110656385926029"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "start:  2013-06-30 end:  2015-06-30 Weights 4 vs -3 The lag month is 38 and the return is -0.394645845260806"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.838612330545042 -0.0635954069218175 -0.561521950447299 -0.438314606741573"
[1] "start:  2013-06-30 end:  2015-06-30 Weights 5 vs -4 The lag month is 38 and the return is -0.659132250347249"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.781045848202588 0.117798538288358 -0.37092448053157 -0.200822290180089"
[1] "start:  2013-06-30 end:  2015-06-30 Markowitz Profile & The lag month is 38 and the return is 0"
[1] "End Date:  2015-05-31"
[1] "iterator 39"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.562856963934155 0.222323022850358 -0.498001820010886 -0.491537211251759"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.546024538557412 0.036395218005694 -0.488151432740384 -0.566218809867855"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.546024538557412 0.036395218005694 -0.488151432740384 -0.566218809867855"
[1] "start:  2013-05-31 end:  2015-05-31 Weights 2 vs -1 The lag month is 39 and the return is 1.14127531876456"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.562856963934155 0.222323022850358 -0.498001820010886 -0.491537211251759"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.546024538557412 0.036395218005694 -0.488151432740384 -0.566218809867855"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.546024538557412 0.036395218005694 -0.488151432740384 -0.566218809867855"
[1] "start:  2013-05-31 end:  2015-05-31 Weights 3 vs -2 The lag month is 39 and the return is 1.69308412906235"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.562856963934155 0.222323022850358 -0.498001820010886 -0.491537211251759"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.546024538557412 0.036395218005694 -0.488151432740384 -0.566218809867855"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.546024538557412 0.036395218005694 -0.488151432740384 -0.566218809867855"
[1] "start:  2013-05-31 end:  2015-05-31 Weights 4 vs -3 The lag month is 39 and the return is 1.87494847570654"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.562856963934155 0.222323022850358 -0.498001820010886 -0.491537211251759"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.546024538557412 0.036395218005694 -0.488151432740384 -0.566218809867855"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.546024538557412 0.036395218005694 -0.488151432740384 -0.566218809867855"
[1] "start:  2013-05-31 end:  2015-05-31 Weights 5 vs -4 The lag month is 39 and the return is 1.58074930293451"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.504157905866073 0.440913661530672 -0.488151432740384 -0.566218809867855"
[1] "start:  2013-05-31 end:  2015-05-31 Markowitz Profile & The lag month is 39 and the return is 0"
[1] "End Date:  2015-04-30"
[1] "iterator 40"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "start:  2013-04-30 end:  2015-04-30 Weights 2 vs -1 The lag month is 40 and the return is 0.627364696415128"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "start:  2013-04-30 end:  2015-04-30 Weights 3 vs -2 The lag month is 40 and the return is 0.639688468545434"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "start:  2013-04-30 end:  2015-04-30 Weights 4 vs -3 The lag month is 40 and the return is 0.378359731600081"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.614474112387331 0.000903522676702184 -0.491119755718701 -0.518762778567366"
[1] "start:  2013-04-30 end:  2015-04-30 Weights 5 vs -4 The lag month is 40 and the return is -0.0451236291313375"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.580019521425384 0.340571541865019 -0.35180439948067 -0.467905346470531"
[1] "start:  2013-04-30 end:  2015-04-30 Markowitz Profile & The lag month is 40 and the return is 0"
[1] "End Date:  2015-03-31"
[1] "iterator 41"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "start:  2013-03-31 end:  2015-03-31 Weights 2 vs -1 The lag month is 41 and the return is 0.722963414122777"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "start:  2013-03-31 end:  2015-03-31 Weights 3 vs -2 The lag month is 41 and the return is 0.81719607025177"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "start:  2013-03-31 end:  2015-03-31 Weights 4 vs -3 The lag month is 41 and the return is 0.615633762407531"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "start:  2013-03-31 end:  2015-03-31 Weights 5 vs -4 The lag month is 41 and the return is 0.198103758184065"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.723489188466058 0.370333397545194 -0.543200924172401 -0.544740296412335"
[1] "start:  2013-03-31 end:  2015-03-31 Markowitz Profile & The lag month is 41 and the return is 0"
[1] "End Date:  2015-02-28"
[1] "iterator 42"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "start:  2013-02-28 end:  2015-02-28 Weights 2 vs -1 The lag month is 42 and the return is 0.715672941189714"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "start:  2013-02-28 end:  2015-02-28 Weights 3 vs -2 The lag month is 42 and the return is 0.836276233329831"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "start:  2013-02-28 end:  2015-02-28 Weights 4 vs -3 The lag month is 42 and the return is 0.681604637600858"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "start:  2013-02-28 end:  2015-02-28 Weights 5 vs -4 The lag month is 42 and the return is 0.308059454458927"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.883025985837688 0.389482500948014 -0.610785494544848 -0.493942334061133"
[1] "start:  2013-02-28 end:  2015-02-28 Markowitz Profile & The lag month is 42 and the return is 0"
[1] "End Date:  2015-01-31"
[1] "iterator 43"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "start:  2013-01-31 end:  2015-01-31 Weights 2 vs -1 The lag month is 43 and the return is 0.672902503724059"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "start:  2013-01-31 end:  2015-01-31 Weights 3 vs -2 The lag month is 43 and the return is 0.761756196060023"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "start:  2013-01-31 end:  2015-01-31 Weights 4 vs -3 The lag month is 43 and the return is 0.574545525122869"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "start:  2013-01-31 end:  2015-01-31 Weights 5 vs -4 The lag month is 43 and the return is 0.183484222804358"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.692117561054208 0.368175342718668 -0.565549413410081 -0.52468678840503"
[1] "start:  2013-01-31 end:  2015-01-31 Markowitz Profile & The lag month is 43 and the return is 0"
[1] "End Date:  2014-12-31"
[1] "iterator 44"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "start:  2012-12-31 end:  2014-12-31 Weights 2 vs -1 The lag month is 44 and the return is 0.68943215123592"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "start:  2012-12-31 end:  2014-12-31 Weights 3 vs -2 The lag month is 44 and the return is 0.735205195055371"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "start:  2012-12-31 end:  2014-12-31 Weights 4 vs -3 The lag month is 44 and the return is 0.512444768468206"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.11601000716896 0.430061308563338 -0.596335552355603 -0.54580566940019"
[1] "start:  2012-12-31 end:  2014-12-31 Weights 5 vs -4 The lag month is 44 and the return is 0.10746578529554"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 1.11601000716896 0.430061308563338 -0.371530280294419 -0.235967392181461"
[1] "start:  2012-12-31 end:  2014-12-31 Markowitz Profile & The lag month is 44 and the return is 0"
[1] "End Date:  2014-11-30"
[1] "iterator 45"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "start:  2012-11-30 end:  2014-11-30 Weights 2 vs -1 The lag month is 45 and the return is 0.995634984913611"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "start:  2012-11-30 end:  2014-11-30 Weights 3 vs -2 The lag month is 45 and the return is 1.32368649316809"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "start:  2012-11-30 end:  2014-11-30 Weights 4 vs -3 The lag month is 45 and the return is 1.33145082199944"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "start:  2012-11-30 end:  2014-11-30 Weights 5 vs -4 The lag month is 45 and the return is 0.998614159471374"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 1.13277825172134 0.539528326702949 -0.582340110362358 -0.426143131071841"
[1] "start:  2012-11-30 end:  2014-11-30 Markowitz Profile & The lag month is 45 and the return is 0"
[1] "End Date:  2014-10-31"
[1] "iterator 46"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "start:  2012-10-31 end:  2014-10-31 Weights 2 vs -1 The lag month is 46 and the return is 0.699959055526169"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "start:  2012-10-31 end:  2014-10-31 Weights 3 vs -2 The lag month is 46 and the return is 0.729854871756768"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "start:  2012-10-31 end:  2014-10-31 Weights 4 vs -3 The lag month is 46 and the return is 0.49519046669032"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 1.0276899794988 0.437804767730634 -0.572054585009271 -0.556547090013775"
[1] "start:  2012-10-31 end:  2014-10-31 Weights 5 vs -4 The lag month is 46 and the return is 0.0864357800644704"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 1.0276899794988 0.437804767730634 -0.360667796373514 -0.263210521023247"
[1] "start:  2012-10-31 end:  2014-10-31 Markowitz Profile & The lag month is 46 and the return is 0"
[1] "End Date:  2014-09-30"
[1] "iterator 47"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "start:  2012-09-30 end:  2014-09-30 Weights 2 vs -1 The lag month is 47 and the return is 0.764836816802547"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "start:  2012-09-30 end:  2014-09-30 Weights 3 vs -2 The lag month is 47 and the return is 0.936764131245156"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "start:  2012-09-30 end:  2014-09-30 Weights 4 vs -3 The lag month is 47 and the return is 0.869459483092677"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "start:  2012-09-30 end:  2014-09-30 Weights 5 vs -4 The lag month is 47 and the return is 0.578541716780605"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.749006133313528 0.464745740943971 -0.516838935792307 -0.406518270547328"
[1] "start:  2012-09-30 end:  2014-09-30 Markowitz Profile & The lag month is 47 and the return is 0"
[1] "End Date:  2014-08-31"
[1] "iterator 48"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "start:  2012-08-31 end:  2014-08-31 Weights 2 vs -1 The lag month is 48 and the return is 1.66256767814688"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "start:  2012-08-31 end:  2014-08-31 Weights 3 vs -2 The lag month is 48 and the return is 2.46321633660226"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "start:  2012-08-31 end:  2014-08-31 Weights 4 vs -3 The lag month is 48 and the return is 2.97321046514586"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.637214343652533 0.338754934610069 -0.503461399210218 -0.47938654353562"
[1] "start:  2012-08-31 end:  2014-08-31 Weights 5 vs -4 The lag month is 48 and the return is 3.00263504583988"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.516559622568951 0.818275222541515 -0.503461399210218 -0.47938654353562"
[1] "start:  2012-08-31 end:  2014-08-31 Markowitz Profile & The lag month is 48 and the return is 0"
[1] "End Date:  2014-07-31"
[1] "iterator 49"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.881146256782069 0.146611511396137 -0.554228973936143 -0.367013902363027"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.858409564340409 0.221275464980535 -0.554228973936143 -0.367013902363027"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.858409564340409 0.221275464980535 -0.554228973936143 -0.367013902363027"
[1] "start:  2012-07-31 end:  2014-07-31 Weights 2 vs -1 The lag month is 49 and the return is 0.969956309132094"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.881146256782069 0.146611511396137 -0.554228973936143 -0.367013902363027"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.858409564340409 0.221275464980535 -0.554228973936143 -0.367013902363027"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.858409564340409 0.221275464980535 -0.554228973936143 -0.367013902363027"
[1] "start:  2012-07-31 end:  2014-07-31 Weights 3 vs -2 The lag month is 49 and the return is 1.32076557400329"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.881146256782069 0.146611511396137 -0.554228973936143 -0.367013902363027"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.858409564340409 0.221275464980535 -0.554228973936143 -0.367013902363027"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.858409564340409 0.221275464980535 -0.554228973936143 -0.367013902363027"
[1] "start:  2012-07-31 end:  2014-07-31 Weights 4 vs -3 The lag month is 49 and the return is 1.40632899889514"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.881146256782069 0.146611511396137 -0.554228973936143 -0.367013902363027"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.858409564340409 0.221275464980535 -0.554228973936143 -0.367013902363027"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.858409564340409 0.221275464980535 -0.554228973936143 -0.367013902363027"
[1] "start:  2012-07-31 end:  2014-07-31 Weights 5 vs -4 The lag month is 49 and the return is 1.18428277555951"
[1] "Beta: Iterator:[from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 test_b20 0.762342373264627 0.488787837371654 -0.554228973936143 -0.367013902363027"
[1] "start:  2012-07-31 end:  2014-07-31 Markowitz Profile & The lag month is 49 and the return is 0"
[1] "End Date:  2014-06-30"
[1] "iterator 50"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "start:  2012-06-30 end:  2014-06-30 Weights 2 vs -1 The lag month is 50 and the return is 1.45644092517619"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "start:  2012-06-30 end:  2014-06-30 Weights 3 vs -2 The lag month is 50 and the return is 1.9218498546436"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "start:  2012-06-30 end:  2014-06-30 Weights 4 vs -3 The lag month is 50 and the return is 2.05885930551329"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "Beta: [from a Set of Beta] Cumulative Returns train_t20 test_t20 train_b20 mean_acc_testing_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "Average: [from a Set of Average] Cumulative Returns: train_t20 test_t20 train_b20 test_b20 0.564540418911027 0.462193581986268 -0.479861640839632 -0.472585649644473"
[1] "start:  2012-06-30 end:  2014-06-30 Weights 5 vs -4 The lag month is 50 and the return is 1.80506296115746"