Algorithmic Trading on CSI 300 Backtesting
22.93Annualized ReturnLSTM
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| LSTM2026.05 | 22.93 | 1.6079 | -8.98 | |
| MACD2026.05 | 20.35 | 0.8537 | -17.53 | |
| AlphaAgentBackbone=GPT2026.05 | 18.92 | 1.4922 | -10.36 | |
| AlphaCrafterBackbone=Claude2026.05 | 18.27 | 1.5322 | -8.4 | |
| XGBoost2026.05 | 17.26 | 1.3431 | -7.81 | |
| TRA2026.05 | 17.22 | 1.1431 | -9.23 | |
| TradingAgentsBackbone=Gemini2026.05 | 16.76 | 1.2801 | -11.06 | |
| RD-AgentBackbone=Claude2026.05 | 16.48 | 1.3235 | -10.14 | |
| LightGBM2026.05 | 16.13 | 1.1149 | -10.2 | |
| TradingGroupBackbone=Claude2026.05 | 15.55 | 1.2368 | -12.68 | |
| Transformer2026.05 | 13.23 | 1.1817 | -8.62 | |
| Grid Trading2026.05 | -4.89 | -0.3291 | -18.85 |