Multi-step Backtesting on Price-level intervals D1-D5 horizon benchmark leaderboard · SOTA2 Research

Multi-step Backtesting on Price-level intervals D1-D5 horizon

0.0108SMAPEBCF-GCN

Evaluation Results

Method	Links
BCF-GCN2026.05		0.0108	1	0.0177	0.9048	0.0135	171.83
GRU2026.05		0.0123	1	0.0185	1	0.0185	213.34
GCN2026.05		0.0134	1	0.0198	0.9048	0.0132	218.99
LSTM2026.05		0.0154	1	0.0221	0.6429	0.0095	308.4
HGNN2026.05		0.0218	1	0.0274	0.5952	0.0122	442.08