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Portfolio Management on period (test)
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0.156
Annualized Return
HQFS
0.11648
0.12674
0.137
0.14726
Feb 19, 2026
Annualized Return
Annualized Volatility
Sharpe Ratio
Maximum Drawdown
Turnover
Updated 4d ago
Evaluation Results
Method
Method
Links
Annualized Return
Annualized Volatility
Sharpe Ratio
Maximum Drawdown
Turnover
HQFS
2026.02
0.156
0.171
0.91
0.192
0.44
Transformer + SA-QUBO
2026.02
0.147
0.173
0.85
0.206
0.47
SA-QUBO
type=classical
2026.02
0.141
0.175
0.81
0.214
0.49
MV-PG
inputs=forecast inputs
2026.02
0.134
0.182
0.74
0.238
0.71
Equal-Weight (EW)
2026.02
0.118
0.176
0.67
0.221
0.42
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