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US-equity panel dataset and benchmarks · SOTA2 Research

Research Datasets

US-equity panel

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Walk-forward financial performance evaluation

US-equity panel 39-symbol liquid universe 2010-01-04 to 2026-02-27 (120 walk-forward windows)

0.76Mean Ex Sharpe Ratio

3

Popular tasks

Walk-forward financial performance evaluation

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