Algorithmic Trading on Russel 2000 (P2)
1.79Sharpe RatioRUE
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| RUE2026.07 | 1.79 | 19.24 | -16.18 | |
| Triple Uncertainty2026.07 | 1.77 | 37.52 | -17.62 | |
| Standard PPO2026.07 | 1.58 | 13.61 | -17.03 | |
| Indicator Disagreement2026.07 | 1.51 | 41.72 | -23.32 | |
| Normalized SR2026.07 | 1.23 | 33.13 | -16.43 | |
| Direct Multiplication SR2026.07 | 0.98 | 7.71 | -19.75 | |
| Weighted Sum SR2026.07 | 0.89 | 20.09 | 20.09 | |
| MC Dropout2026.07 | 0.69 | 29.31 | -19.05 | |
| Dual Uncertainty2026.07 | 0.45 | 16.24 | -15.34 | |
| ARIMA2026.07 | -0.44 | -79.27 | -81.98 |