ResearchBenchmarksPortfolio Management on Light Mix Portfolio Window W3Portfolio Management on Light Mix Portfolio Window W3Follow32.7Return (%)Pure PPO12.846418.000723.15528.3093Jun 7, 2026Evaluation resultsMethodMethodLinksReturn (%)Sharpe RatioSortino RatioMaximum Drawdown (MDD) (%)Calmar RatioWin RatePure PPO2026.0632.72.051.7235.982.41—GIFT2026.0613.611.251.1321.231.511