Portfolio Optimization on FF100 T=120 benchmark leaderboard · SOTA2 Research

Portfolio Optimization on FF100 T=120

635.65Cumulative WealthmSSRM-PGA

Evaluation Results

Method	Links
mSSRM-PGA2024.10		635.65
mSSRM-PGA2024.10		603.05
mSSRM-PGA2024.10		597.67
PLCT2024.10		552.41
IPSRM-D2024.10		457.86
1/N2024.10		364.87
MAXER2024.10		79.82
SPOLC2024.10		16.03
S22024.10		2.67
S32024.10		2.62
SSMP2024.10		2.26
SSPO2024.10		1.74
S12024.10		1.27