Predicting Stock Price Trend Using MACD Optimized by Historical Volatility

Table 3

Comparison of the specific values of the buying-selling points with the buy-and-hold strategy applied for 10 d.

	Test date	Price_(Test date)	Price_(Test date_+_10 d)	Predicted trend	Actual trend
MACD	621	6.59	6.23
	901	18.87	19.05
	1971	13.05	13.22
	2071	12.25	10.31
	2291	11.11	10.52
	2431	10.56	10.81
	2661	8.51	8.23
Win rate	0.7143
MACD-HVIX	901	18.87	19.05
	2071	12.25	10.31
	2421	11.30	10.56
	2661	8.51	8.23
	2741	6.95	7.19
Win rate	0.8000