ResearchBenchmarksMulti-step Backtesting on Price-level intervals D1-D5 horizonMulti-step Backtesting on Price-level intervals D1-D5 horizonFollow0.0108SMAPEBCF-GCN0.0103690.0133470.0163250.019303May 5, 2026Evaluation resultsMethodMethodLinksSMAPEDStatTheilsUPICPPIAWWinkler ScoreBCF-GCNHorizon=D1-D5Horizon=D1-D52026.050.010810.01770.90480.0135171.83GRUHorizon=D1-D5Horizon=D1-D52026.050.012310.018510.0185213.34GCNHorizon=D1-D5Horizon=D1-D52026.050.013410.01980.90480.0132218.99LSTMHorizon=D1-D5Horizon=D1-D52026.050.015410.02210.64290.0095308.4HGNNHorizon=D1-D5Horizon=D1-D52026.050.021810.02740.59520.0122442.08