Fig. 3
From: Financial market predictability with tensor decomposition and links forecast
Cumulative sum of returns obtained with the signal-optimized portfolio strategies (blue lines) together with the cumulative performance of the equal weight investment strategy (black lines). Figure 3 a shows the performance of the investment strategy for the basket of stocks belonging to the S&P500. Panel b reports the results for the basket of stocks belonging to the FTSE MIB and panel c presents the cumulative sum of returns for the basket of stocks belonging to the Euronext Paris stock exchange