Table 4 IndexShares487 training dataset

Food and beverage index

000807 000815 399,396 801,120 930,653 930,682 930,696 CN6033 H30020 H30176 H30177 H30192 H30205

1

Pharmaceuticals and biotech index

000037 000075 000109 000121 000808 000814 000857 000913 000933 000978 000991 399,275 399,280 399,386 399,394 399,441 399,618 399,647 399,674 399,676 930,726 930,791

2

Defense index

399,368 399,813 399,959 399,967 399,973 801,740 930,617

930,875 931,066 H50036

3

Banking index

000134 000951 399,431 399,986 H30022 L11641

4

Total