Algorithmic Trading on S&P 500 (P1)
1.59Sharpe RatioTriple Uncertainty
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Triple Uncertainty2026.07 | 1.59 | 12.33 | -1.77 | |
| Indicator Disagreement2026.07 | 1.53 | 6.6 | -2.9 | |
| RUE2026.07 | 1.41 | 8.69 | -4.37 | |
| Normalized SR2026.07 | 1.3 | 5.54 | -1.89 | |
| Weighted Sum SR2026.07 | 1.11 | 7.77 | -3.85 | |
| Dual Uncertainty2026.07 | 0.98 | 6.91 | -3.65 | |
| MC Dropout2026.07 | 0.94 | 5.24 | -2.86 | |
| Direct Multiplication SR2026.07 | 0.88 | 2.58 | -1.47 | |
| Standard PPO2026.07 | 0.6 | 0.23 | -0.2 | |
| ARIMA2026.07 | -0.54 | -7.14 | -11.47 |