ResearchBenchmarksPortfolio Management on Light Mix Portfolio Window W4Portfolio Management on Light Mix Portfolio Window W4Follow23.46Return (%)Pure PPO8.598412.456716.31520.1733Jun 7, 2026Evaluation resultsMethodMethodLinksReturn (%)Sharpe RatioSortino RatioMaximum Drawdown (%)Calmar RatioWin Rate (%)Pure PPO2026.0623.462.32.4226.352.32—GIFT2026.069.170.720.7713.71.43100