Figure 4: Out-of-sample performance of the signal built with time-shift constraint and optimized for turning point-detection, The out-of-sample period beings where the light cyan is.
Out-of-sample performance II
Hybrid Signal Extraction, Machine Learning, and Algorithmic Financial Trading
Combining Computational Methodologies for Real-Time Learning and Signal Extraction
Hybrid Signal Extraction, Machine Learning, and Algorithmic Financial Trading 
