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Portfolio Optimization on Market Data Bull Regime
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24.3
Annual Return
Our Framework
12.34
15.445
18.55
21.655
Jun 9, 2026
Annual Return
Volatility
Sharpe Ratio
Updated 1mo ago
Evaluation Results
Method
Method
Links
Annual Return
Volatility
Sharpe Ratio
Our Framework
2026.06
24.3
7.2
3.38
Traditional RL
2026.06
19.7
10.1
1.95
Buy & Hold
2026.06
18.3
14.2
1.29
60/40 Portfolio
2026.06
14.2
11.3
1.26
Risk Parity
2026.06
12.8
8.7
1.47
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