Algorithmic Trading on Wilshire 5000 (P4)
2.67Sharpe RatioNormalized SR
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Normalized SR2026.07 | 2.67 | 20.99 | -7.08 | |
| Indicator Disagreement2026.07 | 1.79 | 12.52 | -8.6 | |
| Triple Uncertainty2026.07 | 1.73 | 10.18 | -8.6 | |
| MC Dropout2026.07 | 1.62 | 11.68 | -8.2 | |
| RUE2026.07 | 1.58 | 10.61 | -8.34 | |
| Direct Multiplication SR2026.07 | 1.57 | 10.21 | -6.64 | |
| Standard PPO2026.07 | 0.74 | 8.31 | -13.36 | |
| Dual Uncertainty2026.07 | 0.66 | 13.51 | -9.51 | |
| Weighted Sum SR2026.07 | 0.53 | 2.04 | -2.8 | |
| ARIMA2026.07 | 0.06 | -11.06 | -40.44 |