Financial Trading on Biotech 16-stock universe April 2025 to March 2026
18.8ReturnFinCon
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| FinConBackbone=GPT-4o-mini2026.05 | 18.8 | 1.75 | -9.8 | 1.91 | |
| SHARPBackbone=GPT-4.1-mini2026.05 | 17.8 | 1.08 | -13.5 | 1.32 | |
| SHARPBackbone=GPT-4o-mini2026.05 | 12.7 | 1.26 | -11.5 | 1.11 | |
| Momentum (tuned)Portfolio Strategy=Dollar-neutral 5L/5S2026.05 | 12.6 | 1.19 | -14.8 | 0.85 | |
| FinConBackbone=GPT-4.1-mini2026.05 | 10 | 0.99 | -8 | 1.26 | |
| FinHEARBackbone=GPT-4o-mini2026.05 | 9.2 | 0.91 | -12.4 | 0.74 | |
| FinHEARBackbone=GPT-4.1-mini2026.05 | -5.9 | -0.47 | -14.8 | -0.4 | |
| Random L/SPortfolio Strategy=Dollar-neutral 5L/5S2026.05 | -7.8 | -0.84 | -17.9 | -0.72 | |
| Lopez-LiraBackbone=GPT-4.1-mini2026.05 | -10.1 | -1.16 | -12.6 | -0.8 | |
| Lopez-LiraBackbone=GPT-4o-mini2026.05 | -14.4 | -1.71 | -23.4 | -0.62 | |
| Mean ReversionPortfolio Strategy=Dollar-neutral 5L/5S2026.05 | -17.9 | -1.72 | -27.7 | -0.65 |