Table 2 Presented are the percentage reductions in economic cost achieved by support vector machine regressions of each of four bilateral gamma parameters of motion on the set of all ten asset prices being used to form the portfolio

XLB

0.7118

0.2730

0.6917

0.2373

XLE

0.7949

0.3700

0.8182

0.3712

XLF

0.8790

0.2651

0.8370

0.5581

XLI

0.7720

0.2388

0.7558

0.3569

XLK

0.8003

0.1720

0.7375

0.2468

XLP

0.5554

0.3532

0.6455

0.3757

XLU

0.7228

0.2954

0.7372

0.3354

XLV

0.6854

0.1767

0.6415

0.2234

XLY

0.8094

0.1730

0.7756

0.2469

SPX

0.7848

0.3644

0.7383

0.4737