Algorithmic Trading on S&P 500 Backtesting
20.68ARGrid Trading
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| Grid Trading2026.05 | 20.68 | 0.8068 | 24.21 | |
| LSTM2026.05 | 18.26 | 1.6202 | 8.11 | |
| AlphaCrafterBackbone=Claude2026.05 | 12.79 | 1.2025 | 7.86 | |
| AlphaAgentBackbone=GPT2026.05 | 12.39 | 1.0438 | 10.81 | |
| RD-AgentBackbone=Claude2026.05 | 11.48 | 1.032 | 9.54 | |
| TradingAgentsBackbone=Gemini2026.05 | 10.64 | 0.8929 | 10.8 | |
| TradingGroupBackbone=Claude2026.05 | 10.58 | 0.8313 | 11.26 | |
| TRA2026.05 | 8.42 | 0.8182 | 9.05 | |
| Transformer2026.05 | 6.77 | 0.2272 | 12.11 | |
| LightGBM2026.05 | 4.14 | 0.1142 | 15.67 | |
| XGBoost2026.05 | 3.08 | -0.1625 | 4.63 | |
| MACD2026.05 | 2.49 | -0.0903 | 21.17 |