Financial Trading on AI Tech 16-stock universe April 2025 to March 2026
33.2ReturnSHARP
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| SHARPBackbone=GPT-4o-mini, Portfolio Strategy=Dollar-neutral 5L/5S2026.05 | 33.2 | 2.45 | -7.3 | 4.57 | |
| SHARPBackbone=GPT-4.1-mini, Portfolio Strategy=Dollar-neutral 5L/5S2026.05 | 22.9 | 1.44 | -27.3 | 0.84 | |
| FinHEARBackbone=GPT-4o-mini, Portfolio Strategy=Dollar-neutral 5L/5S2026.05 | 22.8 | 1.97 | -9.2 | 2.48 | |
| Lopez-LiraBackbone=GPT-4.1-mini, Portfolio Strategy=Dollar-neutral 5L/5S2026.05 | 15.4 | 1.24 | -19.2 | 0.8 | |
| FinConBackbone=GPT-4o-mini, Portfolio Strategy=Dollar-neutral 5L/5S2026.05 | 14.8 | 1.41 | -10 | 1.48 | |
| FinHEARBackbone=GPT-4.1-mini, Portfolio Strategy=Dollar-neutral 5L/5S2026.05 | 11.5 | 1.07 | -10.2 | 1.12 | |
| FinConBackbone=GPT-4.1-mini, Portfolio Strategy=Dollar-neutral 5L/5S2026.05 | 8.5 | 0.8 | -11 | 0.77 | |
| Lopez-LiraBackbone=GPT-4o-mini, Portfolio Strategy=Dollar-neutral 5L/5S2026.05 | 7 | 0.67 | -22.7 | 0.31 | |
| Random L/SPortfolio Strategy=Dollar-neutral 5L/5S, Transaction Cost=5 bps, Execution Protocol=O2O returns2026.05 | -8.4 | -0.76 | -21.1 | -0.74 | |
| Momentum (tuned)Portfolio Strategy=Dollar-neutral 5L/5S, Transaction Cost=5 bps, Execution Protocol=O2O returns2026.05 | -9.5 | -0.62 | -16.8 | -0.56 | |
| Mean ReversionPortfolio Strategy=Dollar-neutral 5L/5S, Transaction Cost=5 bps, Execution Protocol=O2O returns2026.05 | -18.4 | -1.38 | -23.9 | -0.77 |