Alpha Mining on S&P 500 2022-01-01 to 2025-12-26 (test)
0.041ICAlphaMemo (residual)
Evaluation Results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| AlphaMemo (residual)protocol=20-trading-day, variant=residual2026.05 | 0.041 | 0.3434 | 0.0228 | 0.1984 | 23.65 | -23.62 | 1.0672 | |
| AlphaGenprotocol=20-trading-day2026.05 | 0.0348 | 0.3569 | 0.0101 | 0.1153 | 19.44 | -24.22 | 0.9471 | |
| AlphaAgentprotocol=20-trading-day2026.05 | 0.0306 | 0.2569 | 0.0133 | 0.1023 | 19.4 | -24.77 | 0.8077 | |
| AlphaMemo (balanced)protocol=20-trading-day, variant=balanced2026.05 | 0.0288 | 0.2406 | 0.0144 | 0.1207 | 17.07 | -22.54 | 0.7743 | |
| AlphaSAGEprotocol=20-trading-day2026.05 | 0.0256 | 0.2187 | 0.0079 | 0.0745 | 14.26 | -29.96 | 0.604 | |
| AlphaGPTprotocol=20-trading-day2026.05 | 0.0163 | 0.1202 | 0.0005 | 0.0038 | 17.36 | -26.14 | 0.7501 | |
| Alpha158protocol=20-trading-day2026.05 | 0.0155 | 0.13 | 0.0081 | 0.0611 | 14.36 | -21.86 | 0.6186 | |
| LSTMprotocol=20-trading-day2026.05 | 0.0138 | 0.0853 | 0.0068 | 0.0412 | 16.36 | -28.84 | 0.5792 | |
| LightGBMprotocol=20-trading-day2026.05 | 0.0133 | 0.1009 | 0.0046 | 0.0377 | 15.46 | -26.67 | 0.604 | |
| GPprotocol=20-trading-day2026.05 | 0.0062 | 0.0494 | -0.0013 | -0.0096 | 14.1 | -24.58 | 0.6534 |