| Dataset Name | SOTA Method | Metric | Trend | ||
|---|---|---|---|---|---|
| Value-weighted decile portfolios (out-of-sample) | Return (P1)0.938 | 26 | 1mo ago | ||
| 91-day (holdout) | Agora | Annualized Sharpe Ratio1.989 | 8 | 25d ago | |
| Financial Portfolio 2019-2024 (93 trading days) | Total Return37.17 | 6 | 3mo ago | ||
| Extended OOS 2024-01-02 to 2025-08-01 397 trading days | Sharpe Ratio1.69 | 6 | 4mo ago | ||
| 2D coupled VG-jump model 5,000-path Monte Carlo 1.0 | Learned coupled VG policy (post-fix) | E[WT]1.012 | 2 | 1mo ago |
