Financial Trading on Cons. Disc. 16-stock universe April 2025 to March 2026
16.8ReturnSHARP
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| SHARPBackbone=GPT-4o-mini2026.05 | 16.8 | 1.77 | -7.2 | 2.32 | |
| FinConBackbone=GPT-4o-mini2026.05 | 14 | 1.62 | -7.3 | 1.92 | |
| FinConBackbone=GPT-4.1-mini2026.05 | 8.6 | 1.06 | -8.4 | 1.02 | |
| FinHEARBackbone=GPT-4o-mini2026.05 | 1.2 | 0.23 | -7.5 | 0.16 | |
| SHARPBackbone=GPT-4.1-mini2026.05 | -0.5 | 0.1 | -9.8 | -0.05 | |
| FinHEARBackbone=GPT-4.1-mini2026.05 | -2.2 | -0.16 | -8.9 | -0.25 | |
| Lopez-LiraBackbone=GPT-4o-mini2026.05 | -3.2 | -0.26 | -10.7 | -0.3 | |
| Lopez-LiraBackbone=GPT-4.1-mini2026.05 | -7 | -0.68 | -11.8 | -0.6 | |
| Random L/SPortfolio Strategy=Dollar-neutral 5L/5S2026.05 | -7.7 | -0.94 | -16.6 | -0.68 | |
| Momentum (tuned)Portfolio Strategy=Dollar-neutral 5L/5S2026.05 | -18 | -2 | -21.1 | -0.85 | |
| Mean ReversionPortfolio Strategy=Dollar-neutral 5L/5S2026.05 | -18.3 | -1.82 | -24.5 | -0.75 |