Intraday Equity Trading on U.S. Equity Data 2020-2025 Overall (avg.) 1.0 (test)
60.7ROIWaveLSFormer
Evaluation results
| Method | Links | ||
|---|---|---|---|
| WaveLSFormerBackbone=Transformer, Wavelet front-end=true2026.01 | 60.7 | 2.157 | |
| Wav.+LSTMBackbone=LSTM, Wavelet front-end=true2026.01 | 31.7 | 1.879 | |
| Trans.Backbone=Transformer, Wavelet front-end=false2026.01 | 22.5 | 1.024 | |
| LSTMBackbone=LSTM, Wavelet front-end=false2026.01 | 19.1 | 1.656 | |
| Wav.+MLPBackbone=MLP, Wavelet front-end=true2026.01 | 16.5 | 1.079 | |
| MLPBackbone=MLP, Wavelet front-end=false2026.01 | 7.5 | 0.813 |