The decision principle of our approach: If you have the choice between two decision rules choose the rule that led after T decisions always to a better result.

If a decision rule A always led to a better state compared to a decision rule B after T decisions, we call rule A TB-dominant against B.

Rule H1 which selects one option out of the action set {long,short,hold cash} every day led to a higher account balance compared to rule B (hold cash) after each sequence of at least 2625 decisions since 1885.

H1 is TB-dominant against B after T=2625 decisions.

In addition, rule H1 also led to a higher account balance compared to rule C (always go long) after each sequence of at least 7000 decisions since 1885.

H1 is TB-dominant against B and C.