Share your thoughts, 1 month free Claude Pro on usSee more

Portfolio Management

Benchmarks

Dataset Name	SOTA Method	Metric
S&P 500	PRISM-VQ	Annualized Return14	22	2mo ago
CSI 300	PRISM-VQ	Annualized Return28	22	2mo ago
DJIA 29 constituents 2014-2024 (test)	BAVAR-BLED	Return57.26	16	1mo ago
13 crypto assets 1,037 trading days (2023-03-01 to 2025-12-31)	MRC	Calmar Ratio (CR)440.1	14	2mo ago
DJ30	FinPILOT	Total Return (%)23.46	10	2mo ago
51-stock Intraday Portfolio 1-hour bars 414 aligned (40 hourly decisions window)		Return0.0196	7	1mo ago
U.S. large-cap equities (AAPL, TSLA, NVDA) 2021-2023 (test)	MultiHedge	Sharpe Ratio1.69	6	2mo ago
period (test)	HQFS	Annualized Return0.156	5	4mo ago
Financial Market Data Partial-information setting 2018-2025 (Evaluation Period)	Regime-Aware MV-UCB1	Total Return90.67	5	4mo ago
S&P 500 constituent stocks (January 2020 to June 2022)	FinRipple	Daily Return (x10^-1)0.052	5	4mo ago
Full-information setting 2018–2025	CP-RegimeAware	Total Return176.06	4	4mo ago
Portfolio 2 AMZN, GM, and LLY (test)	FINCON	Calmar Ratio32.922	4	4mo ago
Portfolio 1 TSLA, MSFT, and PFE (test)	FINCON	CR (%)113.836	4	4mo ago
Portfolio High Volatility condition April 1, 2022, to October 15, 2022 (test)	FINCON	Calmar Ratio-8.429	4	4mo ago
Heavy Mix Portfolio Window W6	GIFT	Return (%)4.14	2	1mo ago
Heavy Mix Portfolio Window W5	GIFT	Return (%)17.01	2	1mo ago
Heavy Mix Portfolio Window W4	Pure PPO	Return (%)10.04	2	1mo ago
Heavy Mix Portfolio Window W3	Pure PPO	Return (%)15.83	2	1mo ago
Heavy Mix Portfolio Window W2	Pure PPO	Return (%)23.16	2	1mo ago
Heavy Mix Portfolio Window W1	GIFT	Return (%)14.26	2	1mo ago
Light Mix Portfolio Window W6	GIFT	Return (%)5.8	2	1mo ago
Light Mix Portfolio Window W5	GIFT	Return (%)20.4	2	1mo ago
Light Mix Portfolio Window W4	Pure PPO	Return (%)23.46	2	1mo ago
Light Mix Portfolio Window W3	Pure PPO	Return (%)32.7	2	1mo ago
Light Mix Portfolio Window W2	GIFT	Return (%)12.16	2	1mo ago

Showing 25 of 51 rows