Stock Market Trading Rules Discovery Based on Biclustering Method

Table 20

Dataset of S&P 500 index.

S&P 500 index	Training period	Testing period
Trending-up market	01/01/1998–12/30/2002	01/01/2003–12/30/2003
Flat market	01/01/1995–12/30/1999	01/01/2000–12/30/2000
Trending-down market	01/01/1997–12/30/2001	01/01/2002–12/30/2002