Alpha Mining on CSI500 (test)
6.26IC (Information Coefficient)AlphaPROBE
Evaluation results
| Method | Links | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| AlphaPROBE2026.02 | 6.26 | 52.39 | 8.78 | 73.18 | 17.45 | 22.98 | 0.8262 | — | — | |
| R&D-Agent(Q)2026.02 | 5.81 | 37.72 | 7.94 | 52.35 | 12.36 | 30.74 | 0.5165 | — | — | |
| AlphaAgent2026.02 | 5.5 | 39.9 | 7.45 | 54.9 | 6.91 | 31.57 | 0.3588 | — | — | |
| Alpha1582026.02 | 5.24 | 38.16 | 7.72 | 54.78 | 10.39 | 25.78 | 0.5682 | — | — | |
| AlphaForge2026.02 | 5.17 | 31.63 | 7.85 | 49.9 | 8.09 | 23.09 | 0.4257 | — | — | |
| AlphaQCM2026.02 | 5.06 | 34.17 | 7.73 | 52.09 | 8.86 | 30.13 | 0.4118 | — | — | |
| AlphaGen2026.02 | 4.77 | 38.13 | 6.35 | 49.54 | 7.49 | 31.85 | 0.3429 | — | — | |
| AlphaSAGE2026.02 | 4.46 | 35.62 | 6.58 | 54.89 | 10.46 | 23.48 | 0.522 | — | — | |
| GP2026.02 | 2.83 | 20.76 | 5.82 | 41.67 | 6.52 | 23.46 | 0.3421 | — | — | |
| AlphaMemo (balanced)protocol=20-trading-day, variant=balanced2026.05 | 0.0401 | 0.3462 | — | — | 11.63 | 23.43 | 0.6109 | 0.0496 | 0.4597 | |
| AlphaGenprotocol=20-trading-day2026.05 | 0.0311 | 0.2988 | — | — | 8.03 | 30.99 | 0.404 | 0.0436 | 0.4156 | |
| GPprotocol=20-trading-day2026.05 | 0.0226 | 0.2404 | — | — | 6.75 | 30.28 | 0.3197 | 0.0326 | 0.3403 | |
| LSTMprotocol=20-trading-day2026.05 | 0.0222 | 0.2384 | — | — | 9.95 | 40.23 | 0.4047 | 0.0096 | 0.0939 | |
| AlphaAgentprotocol=20-trading-day2026.05 | 0.0102 | 0.115 | — | — | 4.27 | 40.16 | 0.1818 | -0.0156 | -0.1437 | |
| AlphaMemo (residual)protocol=20-trading-day, variant=residual2026.05 | 0.0101 | 0.1104 | — | — | 6.97 | 26.08 | 0.3511 | 0.0165 | 0.1808 | |
| LightGBMprotocol=20-trading-day2026.05 | 0.0095 | 0.1124 | — | — | 8.85 | 33.83 | 0.4028 | -0.0115 | -0.1085 | |
| AlphaGPTprotocol=20-trading-day2026.05 | 0.0077 | 0.0909 | — | — | 8.08 | 30.39 | 0.3903 | 0.0011 | 0.0118 | |
| Alpha158protocol=20-trading-day2026.05 | 0.0053 | 0.0634 | — | — | 7.7 | 24.34 | 0.4055 | 0.0115 | 0.1188 | |
| AlphaSAGEprotocol=20-trading-day2026.05 | 0.0031 | 0.0335 | — | — | 5.49 | 37.12 | 0.2541 | 0.019 | 0.2341 |