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

Multi-step Backtesting on Price-level intervals D1 horizon

0.587SMAPEBCF-GCN

Evaluation Results

Method	Links
BCF-GCN2026.05		0.587	1	0.0106	100	0.0136	155.05
LSTM2026.05		0.798	1	0.0125	100	0.0147	167.61
GCN2026.05		0.816	1	0.0131	100	0.0155	176.08
HGNN2026.05		1.029	1	0.0133	100	0.0134	152.47
GRU2026.05		1.063	1	0.0181	100	0.0144	163.2