Event-Driven Financial Forecasting on S&P500 latest (test) benchmark leaderboard · SOTA2 Research

Event-Driven Financial Forecasting on S&P500 latest (test)

3.38MSEGS-Fuse

Evaluation Results

Method	Links
GS-Fuse2026.05		3.38	11.44	53.16	1.92
GS-Fuse2026.05		3.98	12.48	53.84	1.25
GS-Fuse2026.05		6.6	15.67	56.03	0.79
TEST2026.05		9.93	22.32	45.57	-0.47
Kronos2026.05		10.17	24.08	49.55	0.12
TEST2026.05		10.69	24.71	50.49	1.36
TEST2026.05		13.65	17.01	46.3	-0.61
Kronos2026.05		15.8	36.88	48.43	-0.07
Chronos2026.05		21.19	30.43	53.7	0.34
Moment2026.05		22.19	30.86	49.98	0
TimeCMA2026.05		32.43	39.6	49.47	0.16
TimesFM2026.05		34.4	33.05	50.57	1.16
Chronos2026.05		42.75	44.39	53.59	1
Moment2026.05		43.86	45.23	49.72	0.02
TimesFM2026.05		47.92	48.3	51.72	1.24
FEDformer2026.05		52.82	53.01	54.29	0.81
ARIMA2026.05		52.95	52.98	52.58	0.61
iTransformer2026.05		52.98	53.12	49	-0.56
Autoformer2026.05		55.95	55.18	50.86	1.08
ARIMA2026.05		62.35	57.65	-0.36	1.26
iTransformer2026.05		63.53	58.17	51.43	-0.15
GPT4MTS2026.05		64.41	60.31	46.5	-1.42
TimeCMA2026.05		65.14	58.74	48.52	-0.06
FEDformer2026.05		65.4	60.17	53.46	0.68
GPT4MTS2026.05		72.16	59.09	51.14	0.69
Autoformer2026.05		73.57	63.4	50.43	1.13
Chronos2026.05		77.74	62.22	53.91	0.46
Dlinear2026.05		81.36	68.78	45.27	-1.18
Moment2026.05		85.06	64.77	52.37	0.44
Kronos2026.05		85.39	90.82	51.69	0.26
GPT4MTS2026.05		87.86	72.62	51.23	0.08
TimesFM2026.05		95.16	69.45	53.08	0.75
Dlinear2026.05		100.29	77.45	54.01	1.13
ARIMA2026.05		101.25	60.12	50.36	-0.19
iTransformer2026.05		103.3	73.82	49.64	-0.06
Autoformer2026.05		115.67	78.18	51.94	0.14
FEDformer2026.05		115.96	78.48	49.16	0.42
TimeCMA2026.05		130.52	84.43	48.76	0
Dlinear2026.05		223.97	118.85	44.48	-0.51