Portfolio Management on DJIA 29 constituents 2014-2024 (test)
57.26ReturnBAVAR-BLED
Evaluation Results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| BAVAR-BLED2026.06 | 57.26 | 1.72 | 2.7 | -8.85 | 12.64 | |
| Risk-Adj DRL2026.06 | 52.7 | 1.21 | 1.7 | -12.83 | 17.46 | |
| Dual MA2026.06 | 48.14 | 1.59 | 2.53 | -9.22 | 11.86 | |
| Momentum2026.06 | 48.03 | 1.44 | 2.19 | -11.08 | 13.21 | |
| TimeXer2026.06 | 47.77 | 1.57 | 2.48 | -8.49 | 11.9 | |
| iTransformer2026.06 | 45.33 | 1.45 | 2.3 | -8.88 | 12.44 | |
| Equal Weight2026.06 | 45.16 | 1.51 | 2.39 | -8.45 | 11.84 | |
| PatchTST2026.06 | 42.21 | 1.5 | 2.34 | -7.56 | 11.28 | |
| Informer2026.06 | 39.59 | 1.52 | 2.5 | -6.89 | 10.49 | |
| TFT2026.06 | 38.75 | 1.42 | 2.3 | -7.52 | 11.05 | |
| TimesNet2026.06 | 37.76 | 1.44 | 2.37 | -7.54 | 10.7 | |
| Mean-Variance2026.06 | 35.86 | 0.72 | 1.11 | -19.91 | 23.46 | |
| EIIE2026.06 | 34.49 | 0.73 | 1.04 | -28.61 | 22.24 | |
| Min Variance2026.06 | 20.92 | 0.92 | 1.39 | -10.33 | 10.06 | |
| A2C2026.06 | 7.78 | 0.65 | 1.07 | -8.66 | 5.58 | |
| PPO2026.06 | -0.39 | -0.01 | -0.02 | -6.03 | 4.91 |