Financial Backtesting on U.S. equities 2025-01-01 to 2025-10-01
1.059Sharpe PerformanceSTOCK-R1
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| STOCK-R12026.05 | 1.059 | 31.89 | 12.11 | 0.521 | 14 | 59.48 | |
| PatchTST2026.05 | 0.976 | 15.67 | 7.19 | 0.221 | 13 | 51.25 | |
| iTransformer2026.05 | 0.873 | 10 | 8.21 | 0.308 | 13.67 | 61.21 | |
| TimeMixer2026.05 | 0.705 | 17.78 | 7.85 | 0.305 | 13.11 | 50.67 | |
| ARIMA2026.05 | 0.455 | -2.78 | 16.15 | 0.08 | 12.33 | 51.03 | |
| NSTransformer2026.05 | 0.414 | 8.67 | 8.26 | 0.204 | 13.22 | 48.38 | |
| TimesNet2026.05 | 0.027 | 11.22 | 7.6 | 0.28 | 13.56 | 47.44 | |
| Mamba2026.05 | -0.008 | 25.22 | 8.57 | 0.4 | 13.33 | 47.42 | |
| DLinear2026.05 | -0.266 | 20.78 | 10.2 | 0.134 | 15.11 | 37.67 | |
| Prophet2026.05 | -0.813 | 0.56 | 11.83 | 0.239 | 15.56 | 41.39 |