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Portfolio Trading on 38-ticker universe H2 2025 (test)
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1.756
Sharpe Ratio
SPY buy-and-hold§
0.77112
1.02681
1.2825
1.53819
Apr 13, 2026
Sharpe Ratio
Return (%)
Maximum Drawdown (%)
Sharpe Change (∆Sharpe)
Updated 1mo ago
Evaluation Results
Method
Method
Links
Sharpe Ratio
Return (%)
Maximum Drawdown (%)
Sharpe Change (∆Sharpe)
SPY buy-and-hold§
2026.04
1.756
11.87
5.07
0.947
Macro Only‡
N Feats=5
2026.04
1.099
16.04
15.3
0.29
LLM + Macro (Full)
N Feats=10
2026.04
1.038
15.14
17.27
0.229
LLM Signals Only†
N Feats=5
2026.04
1.001
12.98
16.27
0.192
Baseline (OHLCV + Tech)
N Feats=0
2026.04
0.809
11.29
14.96
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