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Strategy discovery on 20-day Trading Benchmark
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51
Mean Return
RF
-83.16
-48.33
-13.5
21.33
Jun 24, 2026
Mean Return
Volatility
Annualized Sharpe Ratio
Maximum Drawdown
Updated 1mo ago
Evaluation Results
Method
Method
Links
Mean Return
Volatility
Annualized Sharpe Ratio
Maximum Drawdown
RF
estimators=250, depth=...
2026.06
51
1.52
5.24
7.27
AlgoEvolve
architecture=bi-level
2026.06
30
0.94
5.08
1.59
Standard Evol
architecture=single-le...
2026.06
10
0.29
5.71
0.42
LSTM
architecture=2-layer,...
2026.06
-5
0.68
-1.11
3.79
Seed Heuristic
type=static
2026.06
-78
1.06
-11.75
17.56
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