FTSE100
Benchmarks
Task NameDataset NameSOTA ResultTrendResults
FTSE100 (out-of-sample)
1.142Sharpe Ratio
21
FTSE100 Post-COVID 2022-2023
0.645Variance
3
FTSE100 COVID 2020-2021
2.105Sharpe Ratio (Variance)
3
FTSE100 Pre-COVID 2018-2019
0.959Variance
3