Portfolio Allocation Backtesting on 14-day walk-forward backtest 10 tickers universe (June 2026)
5.95Total ReturnCollapsed repr.
Evaluation Results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| Collapsed repr.Similarity Parameter (sim)=0.962026.06 | 5.95 | 0.74 | 3.53 | 6.91 | 5.87 | 35.7 | 0 | |
| Single-headOptimization Objective=ALPHA_VS_EW2026.06 | 5.3 | 2.7 | 2.39 | 5.9 | 5.66 | 42.9 | 0.057 | |
| MoE portfolio actor criticOptimization Objective=all objectives2026.06 | 5.15 | 2.92 | 2.32 | 6.44 | 5.37 | 42.9 | 0.057 |