Intraday Equity Trading on U.S. Equity Data Retail Consumer Goods 2020-2025 1.0 (test)
65.9ROIWaveLSFormer
Evaluation results
| Method | Links | ||
|---|---|---|---|
| WaveLSFormerBackbone=Transformer, Wavelet front-end=true2026.01 | 65.9 | 2.465 | |
| Wav.+LSTMBackbone=LSTM, Wavelet front-end=true2026.01 | 47.1 | 2.895 | |
| Trans.Backbone=Transformer, Wavelet front-end=false2026.01 | 31.7 | 1.291 | |
| LSTMBackbone=LSTM, Wavelet front-end=false2026.01 | 24.5 | 2.527 | |
| Wav.+MLPBackbone=MLP, Wavelet front-end=true2026.01 | 20.8 | 1.154 | |
| MLPBackbone=MLP, Wavelet front-end=false2026.01 | 11 | 1.11 |