# Financial Backtesting on U.S. equities 2025-01-01 to 2025-10-01 Source: [Financial Backtesting on U.S. equities 2025-01-01 to 2025-10-01]() Collection index: [llms.txt]() Data updated: 2026-05-22T08:03:10.516Z Evaluation of models performing financial backtesting using U.S. equity data restricted to the period between January 1st, 2025, and October 1st, 2025. Metrics include Sharpe Performance (SP), Maximum Drawdown (MDD), and Beta. A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage. | Scope | Recorded value | | --- | --- | | Task | Financial Backtesting | | Dataset (including any stated split) | U.S. equities 2025-01-01 to 2025-10-01 | | Metric | Sharpe Performance | | Unit | SCALAR | | Direction | Higher is better | | Results loaded | 10 of 10 | | Coverage | All results currently returned for this benchmark | Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol. ## Metrics - [Sharpe Performance](): Higher is better; unit: SCALAR. - [Annualized Return](): Higher is better; unit: SCALAR. - [Maximum Drawdown](): Lower is better; unit: PERCENT. - [Beta](): Lower is better; unit: SCALAR. - [Trading Time](): Lower is better; unit: TIME. - [Win Rate](): Higher is better; unit: PERCENT. ## Recorded results | Method | Sharpe Performance | Result date | Report paper | | --- | --- | --- | --- | | STOCK-R1 | 1.059 | Not recorded | 6a0fe326f984739ed6739e83 | | PatchTST | 0.976 | Not recorded | 6a0fe326f984739ed6739e83 | | iTransformer | 0.873 | Not recorded | 6a0fe326f984739ed6739e83 | | TimeMixer | 0.705 | Not recorded | 6a0fe326f984739ed6739e83 | | ARIMA | 0.455 | Not recorded | 6a0fe326f984739ed6739e83 | | NSTransformer | 0.414 | Not recorded | 6a0fe326f984739ed6739e83 | | TimesNet | 0.027 | Not recorded | 6a0fe326f984739ed6739e83 | | Mamba | -0.008 | Not recorded | 6a0fe326f984739ed6739e83 | | DLinear | -0.266 | Not recorded | 6a0fe326f984739ed6739e83 | | Prophet | -0.813 | Not recorded | 6a0fe326f984739ed6739e83 | ### STOCK-R1 Sharpe Performance: 1.059. Result ID: 6a100dbafbc373592c08d6bf. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### PatchTST Sharpe Performance: 0.976. Result ID: 6a100dbafbc373592c08d6bb. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### iTransformer Sharpe Performance: 0.873. Result ID: 6a100dbafbc373592c08d6ba. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### TimeMixer Sharpe Performance: 0.705. Result ID: 6a100dbafbc373592c08d6bc. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### ARIMA Sharpe Performance: 0.455. Result ID: 6a100dbafbc373592c08d6b6. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### NSTransformer Sharpe Performance: 0.414. Result ID: 6a100dbafbc373592c08d6b8. [Reporting paper]() [Method origin paper]() [Implementation]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### TimesNet Sharpe Performance: 0.027. Result ID: 6a100dbafbc373592c08d6b9. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### Mamba Sharpe Performance: -0.008. Result ID: 6a100dbafbc373592c08d6be. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### DLinear Sharpe Performance: -0.266. Result ID: 6a100dbafbc373592c08d6bd. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### Prophet Sharpe Performance: -0.813. Result ID: 6a100dbafbc373592c08d6b7. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. Page 1 of 1. This is an index page, not the full collection.