Portfolio Evaluation on 89-stock universe (test)
14.2Annualized ReturnFrozen + Source Memory
Evaluation Results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| Frozen + Source MemoryStrategy=Frozen + Source Memory2026.05 | 14.2 | 16.9 | 0.84 | -20.2 | 0.089 | |
| LoRA + Source MemoryStrategy=LoRA + Source Memory2026.05 | 12.8 | 19.2 | 0.67 | -22.9 | 0.096 | |
| LoRA + No MemoryStrategy=LoRA + No Memory2026.05 | 10.9 | 23.1 | 0.47 | -24.6 | 0.101 | |
| Market Proxy (QQQ)Strategy=Market Proxy (QQQ)2026.05 | 10 | 24.1 | 0.41 | -37.8 | 0 | |
| Frozen + No MemoryStrategy=Frozen + No Memory2026.05 | 9.9 | 19.1 | 0.52 | -21.5 | 0.094 | |
| Equal-weight universeStrategy=Equal-weight universe2026.05 | 6 | 23.7 | 0.25 | -33.5 | 0.004 |