Alpha Discovery on daily portfolio returns 91 daily observations (holdout)
2.58NW t-statB1 (GP)
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| B1 (GP)lag=5, comparison_reference=Agora2026.06 | 2.58 | 0.005 | 0 | |
| B7 (Random search)lag=5, comparison_reference=Agora2026.06 | 1.7 | 0.045 | 0 | |
| B4 (Iterative LLM)lag=5, comparison_reference=Agora2026.06 | 1.64 | 0.051 | 0.05 | |
| B6 (Frozen libs)lag=5, comparison_reference=Agora2026.06 | 1.36 | 0.088 | 0 | |
| B5 (Alpha101)lag=5, comparison_reference=Agora2026.06 | 1.25 | 0.106 | 0 | |
| B3 (Single LLM)lag=5, comparison_reference=Agora2026.06 | 0.3 | 0.382 | 0 | |
| B2 (AlphaGen-PPO)lag=5, comparison_reference=Agora2026.06 | 0.19 | 0.424 | 0 |