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SOTA Portfolio Trading benchmarks and papers with code | Wizwand
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Portfolio Trading
Benchmarks
Dataset Name
SOTA Method
Dataset Name
SOTA Method
Metric
Trend
Results
Last Updated
38-ticker universe H2 2025 (test)
SPY buy-and-hold§
Sharpe Ratio
1.756
5
1mo ago
GSPC, BTC-USD, and ETH-USD May 2021–May 2026
Ideal execution
Return
96.5
4
5d ago
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