I did use only drastically-up and drastically-down data to build a model this time. I got something like this.
52% accuracy is no better than an average human.
This result indicates either, Machine learning, as far as I tested, supports that the stock market is random walking, or there is something wrong with my code or model.
The latter case is likely. I need to research further.
Second attempt.
Okay, the first one is not working. This time I will do a basic like a simple "up" and "down" analysis but this time with a more significant amount of data, including the following in a period of 2001-01-01 to today :
^N225 nikkei 225
AAPL Apple Inc.
^GSPC S%P 500
TM TOYOTA
GOOGL Alphabet Inc Class A
BA Boeing Company
AMZN Amazon.com Inc.
PYPL PayPal
TWTR Twitter, Inc.
V Visa Inc.
I got this result.
Third attempt.
In that training dataset in the second attempt, price up by even 1 or 2 cents could cause promotion from “down” to “up” and vice versa.
Data with minor price changes might confuse the algorithm. This time only price movement of 1% or more can be considered up or down. I will ignore slight changes.
Now, I got this.
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