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Alpha Discovery on daily portfolio returns 91 daily observations (holdout)
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2.58
NW t-stat
B1 (GP)
0.0944
0.7397
1.385
2.0303
Jun 28, 2026
NW t-stat
One-sided p-value
Significance Verdict
Updated 25d ago
Evaluation Results
Method
Method
Links
NW t-stat
One-sided p-value
Significance Verdict
B1 (GP)
lag=5, comparison_refe...
2026.06
2.58
0.005
0
B7 (Random search)
lag=5, comparison_refe...
2026.06
1.7
0.045
0
B4 (Iterative LLM)
lag=5, comparison_refe...
2026.06
1.64
0.051
0.05
B6 (Frozen libs)
lag=5, comparison_refe...
2026.06
1.36
0.088
0
B5 (Alpha101)
lag=5, comparison_refe...
2026.06
1.25
0.106
0
B3 (Single LLM)
lag=5, comparison_refe...
2026.06
0.3
0.382
0
B2 (AlphaGen-PPO)
lag=5, comparison_refe...
2026.06
0.19
0.424
0
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