Financial Time Series Forecasting on NI225 benchmark leaderboard · SOTA2 Research

Financial Time Series Forecasting on NI225

0.261AR (Annualized Return)TIPS (Distilled Student)

Evaluation Results

Method
TIPS (Distilled Student)2026.03	0.261	0.958	0.784
TIPS (Distilled Student)2026.03	0.259	0.946	0.774
Mamba2026.03	0.239	0.972	0.781
Mamba2026.03	0.237	0.96	0.771
Bias Teacher Ensemble2026.03	0.233	0.902	0.729
Bias Teacher Ensemble2026.03	0.231	0.89	0.72
Ensemble (Classical Architecture)2026.03	0.228	0.922	0.757
Ensemble2026.03	0.226	0.91	0.747
LSTM2026.03	0.208	0.845	0.674
LSTM2026.03	0.206	0.834	0.665
GRU2026.03	0.204	0.849	0.648
GRU2026.03	0.202	0.838	0.64
Transformer2026.03	0.192	0.774	0.643
Transformer2026.03	0.19	0.764	0.635
iTransformer2026.03	0.168	0.737	0.6
PatchTST2026.03	0.159	0.719	0.554
RankLSTM2026.03	0.152	0.61	0.447
TCN2026.03	0.148	0.68	0.576
MASTER2026.03	0.148	0.637	0.511
TCN2026.03	0.146	0.671	0.568
Ensemble (Generic Time Series SOTA)2026.03	0.138	0.624	0.491
DLinear2026.03	0.134	0.553	0.472
Ensemble (Financial Time Series Specialist)2026.03	0.134	0.576	0.462
AutoFormer2026.03	0.124	0.562	0.449
TimeMixer2026.03	0.12	0.538	0.392
StockMixer2026.03	0.071	0.322	0.251