Before revision:   It was shown that the algorithm gives the investment portfolios that are on average better than portfolios achieved by other methods, as well as than the proposed benchmark . Remark that the algorithm of is based on cumulant tensors up to the 6'th order  , what is the novel idea.
After revision:  To determine incoming crash and provide enter and exit signal for the investment strategy the Hurst exponent was calculated using the local DFA. It was shown that the algorithm gives the investment portfolios that are on average better than portfolios achieved by other methods, as well as than the proposed benchmark . Remark that the algorithm of is based on cumulant tensors up to the 6'th order , what is the novel idea.