Algorithmic Trading on Dow Jones (P4)
2.18Sharpe RatioTriple Uncertainty
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Triple Uncertainty2026.07 | 2.18 | 12.63 | -4.9 | |
| ARIMA2026.07 | 2.15 | -21.15 | -46.9 | |
| Normalized SR2026.07 | 1.74 | 17.52 | -9 | |
| Weighted Sum SR2026.07 | 1.39 | 20.75 | -2.17 | |
| Indicator Disagreement2026.07 | 1.29 | 24.84 | -11.67 | |
| Dual Uncertainty2026.07 | 1.1 | 6.36 | -7.57 | |
| Direct Multiplication SR2026.07 | 1.1 | 5.85 | -6.58 | |
| MC Dropout2026.07 | 1.05 | 18.25 | -11.77 | |
| RUE2026.07 | 1.04 | 13.08 | -11 | |
| Standard PPO2026.07 | 0.76 | 2.17 | -4.24 |