Predicting Stock Price Trend Using MACD Optimized by Historical Volatility

Table 2

Comparison of the specific values of the buying-selling points with the buy-and-hold strategy applied for 5 d.

	Test date	Price_(Test date)	Price_(Test date_+_5 d)	Predicted trend	Actual trend
MACD	391	13.04	15.70
	791	4.81	5.19
	881	5.55	5.61
	911	5.71	5.59
	1071	6.57	6.74
	1181	6.66	6.95
	1326	10.70	11.93
	1481	17.28	13.51
Win rate	0.6250
MACD-HVIX	371	11.68	12.00
	751	5.53	5.75
	771	5.76	5.62
	1201	7.66	7.83
	1331	11.93	12.23
	1561	16.89	19.05
Win rate	0.8333