# Option Strategy Performance Evaluation on Option Strategy Evaluation Set Source: [Option Strategy Performance Evaluation on Option Strategy Evaluation Set]() Collection index: [llms.txt]() Data updated: 2026-03-18T08:45:34.923Z Evaluation of models on the Option Strategy Evaluation Set, focusing on financial performance metrics such as Win Rate (WR), Return Error (RE), Profit, and Return on Capital (ROC). A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage. | Scope | Recorded value | | --- | --- | | Task | Option Strategy Performance Evaluation | | Dataset (including any stated split) | Option Strategy Evaluation Set | | Metric | Win Rate | | Unit | PERCENT | | Direction | Higher is better | | Results loaded | 18 of 18 | | Coverage | All results currently returned for this benchmark | Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol. ## Metrics - [Win Rate](): Higher is better; unit: PERCENT. - [Return Error @50](): Lower is better; unit: PERCENT. - [Return Error @90](): Lower is better; unit: PERCENT. - [Profit](): Higher is better; unit: SCALAR. - [Return on Capital (ROC)](): Higher is better; unit: PERCENT. ## Recorded results | Method | Win Rate | Result date | Report paper | | --- | --- | --- | --- | | DeepSeek-V3 | 60.9 | Not recorded | 69ba31890636e5bf4afc07e9 | | DeepSeek-V3 | 58 | Not recorded | 69ba31890636e5bf4afc07e9 | | Gemini-2.5-Flash | 55.8 | Not recorded | 69ba31890636e5bf4afc07e9 | | Gemini-2.5-Flash | 55.2 | Not recorded | 69ba31890636e5bf4afc07e9 | | Qwen3-8B | 54.6 | Not recorded | 69ba31890636e5bf4afc07e9 | | DeepSeek-Coder-6.7B | 50.4 | Not recorded | 69ba31890636e5bf4afc07e9 | | DeepSeek-Coder-6.7B | 50.3 | Not recorded | 69ba31890636e5bf4afc07e9 | | GPT-4.1-Mini | 48.9 | Not recorded | 69ba31890636e5bf4afc07e9 | | GPT-4.1 | 48.6 | Not recorded | 69ba31890636e5bf4afc07e9 | | Qwen3-8B | 48.3 | Not recorded | 69ba31890636e5bf4afc07e9 | | GPT-4.1-Mini | 47.6 | Not recorded | 69ba31890636e5bf4afc07e9 | | Qwen2.5-Coder-7B | 47.6 | Not recorded | 69ba31890636e5bf4afc07e9 | | GPT-4.1 | 47.5 | Not recorded | 69ba31890636e5bf4afc07e9 | | Qwen2.5-Coder-7B | 46.4 | Not recorded | 69ba31890636e5bf4afc07e9 | | LLaMA-3.1-8B | 42 | Not recorded | 69ba31890636e5bf4afc07e9 | | LLaMA-3.1-8B | 41.6 | Not recorded | 69ba31890636e5bf4afc07e9 | | Qwen3-4B | 41 | Not recorded | 69ba31890636e5bf4afc07e9 | | Qwen3-4B | 40.6 | Not recorded | 69ba31890636e5bf4afc07e9 | ### DeepSeek-V3 Win Rate: 60.9. Result ID: 69ba662d47f34ce924a46250. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Large","Strategy Selection":"Top"}. This record does not assert independent reproduction. ### DeepSeek-V3 Win Rate: 58. Result ID: 69ba662d47f34ce924a4624f. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Large","Strategy Selection":"All"}. This record does not assert independent reproduction. ### Gemini-2.5-Flash Win Rate: 55.8. Result ID: 69ba662d47f34ce924a46251. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Large","Strategy Selection":"All"}. This record does not assert independent reproduction. ### Gemini-2.5-Flash Win Rate: 55.2. Result ID: 69ba662d47f34ce924a46252. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Large","Strategy Selection":"Top"}. This record does not assert independent reproduction. ### Qwen3-8B Win Rate: 54.6. Result ID: 69ba662d47f34ce924a46260. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Small","Strategy Selection":"Top"}. This record does not assert independent reproduction. ### DeepSeek-Coder-6.7B Win Rate: 50.4. Result ID: 69ba662d47f34ce924a4625c. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Small","Strategy Selection":"Top"}. This record does not assert independent reproduction. ### DeepSeek-Coder-6.7B Win Rate: 50.3. Result ID: 69ba662d47f34ce924a4625b. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Small","Strategy Selection":"All"}. This record does not assert independent reproduction. ### GPT-4.1-Mini Win Rate: 48.9. Result ID: 69ba662d47f34ce924a46256. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Large","Strategy Selection":"Top"}. This record does not assert independent reproduction. ### GPT-4.1 Win Rate: 48.6. Result ID: 69ba662d47f34ce924a46253. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Large","Strategy Selection":"All"}. This record does not assert independent reproduction. ### Qwen3-8B Win Rate: 48.3. Result ID: 69ba662d47f34ce924a4625f. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Small","Strategy Selection":"All"}. This record does not assert independent reproduction. ### GPT-4.1-Mini Win Rate: 47.6. Result ID: 69ba662d47f34ce924a46255. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Large","Strategy Selection":"All"}. This record does not assert independent reproduction. ### Qwen2.5-Coder-7B Win Rate: 47.6. Result ID: 69ba662d47f34ce924a46259. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Small","Strategy Selection":"All"}. This record does not assert independent reproduction. ### GPT-4.1 Win Rate: 47.5. Result ID: 69ba662d47f34ce924a46254. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Large","Strategy Selection":"Top"}. This record does not assert independent reproduction. ### Qwen2.5-Coder-7B Win Rate: 46.4. Result ID: 69ba662d47f34ce924a4625a. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Small","Strategy Selection":"Top"}. This record does not assert independent reproduction. ### LLaMA-3.1-8B Win Rate: 42. Result ID: 69ba662d47f34ce924a46257. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Small","Strategy Selection":"All"}. This record does not assert independent reproduction. ### LLaMA-3.1-8B Win Rate: 41.6. Result ID: 69ba662d47f34ce924a46258. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Small","Strategy Selection":"Top"}. This record does not assert independent reproduction. ### Qwen3-4B Win Rate: 41. Result ID: 69ba662d47f34ce924a4625d. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Small","Strategy Selection":"All"}. This record does not assert independent reproduction. ### Qwen3-4B Win Rate: 40.6. Result ID: 69ba662d47f34ce924a4625e. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Size":"Small","Strategy Selection":"Top"}. This record does not assert independent reproduction. Page 1 of 1. This is an index page, not the full collection.