S&P 500
Benchmarks
Task NameDataset NameSOTA ResultTrendResults
S&P 500 1984-06-01 to 2025-08-20 (val)
-3.95VaR-ES Score
6
S&P 500 1984-06-01 to 2025-08-20 (train)
-3.932VaR-ES Score
6
S&P 500
0.577MAE (H1)
6
S&P 500 (test)
1.84Sharpe Ratio
6
S&P 500 2017 (held-out)
27.3Top-1 Scenario Accuracy
5
S&P 500 (held-out 2017)
57.9Directional Accuracy
5
S&P 500 constituent stocks (January 2020 to June 2022)
0.052Daily Return (x10^-1)
5
S&P 500 IntraDay
0.003Mean Return (Long)
5
S&P 500 (test)
35.2MAE
4
S&P 500 (d=98)
-46.6Neg Log-Likelihood (-ℓ̄)
4
S&P 500
0.023MAE
4
S&P 500 (test)
0.143Average Daily Return
4
S&P 500 (test)
53.2Accuracy
4
S&P 500 top-20 by market cap 2015–2024
43.2Concentration Value
3
S&P 500 returns (rolling evaluation horizon)
97.5Coverage
3
S&P 500 returns
2.603Mean Absolute Error
3
S&P 500 Industrials sector Window W6
9.16Return
2
S&P 500 Industrials sector Window W5
3.23Return (%)
2
S&P 500 Industrials sector Window W4
12.86Return (%)
2
S&P 500 Industrials sector Window W3
3.77Return (%)
2
S&P 500 Industrials sector Window W2
3.45Return (%)
2
S&P 500 Industrials sector Window W1
15.89Return (%)
2
S&P 500 Energy sector (Window W6)
5.4Return (%)
2
S&P 500 Energy sector Window W5
7.62Return (%)
2
S&P 500 Energy sector Window W4
31.8Return (%)
2