US Equity Returns
Benchmarks
TaskDatasetSOTA resultTrendResults
US Equity Returns Nano stocks (out-of-sample)
3.693Average Loss (ℓoos)
13
US Equity Returns Micro stocks (out-of-sample)
3.404Average Loss (OOS)
13
US Equity Returns Small stocks (out-of-sample)
3.264Average Loss (Out-of-Sample)
13
US Equity Returns Large stocks (out-of-sample)
3.042Average Loss (ℓoos)
13
US Equity Returns Mega stocks (out-of-sample)
2.808Average Loss (OOS)
13
US Equity Returns All stocks (out-of-sample)
3.279Average Loss (Out-of-Sample)
13