Portfolio Optimization on FF100MEINV (T=120) benchmark leaderboard · SOTA2 Research

Portfolio Optimization on FF100MEINV (T=120)

435.01Cumulative WealthmSSRM-PGA

Evaluation Results

Method	Links
mSSRM-PGA2024.10		435.01
mSSRM-PGA2024.10		433.15
1/N2024.10		428.7
mSSRM-PGA2024.10		421.97
PLCT2024.10		399.48
SSMP2024.10		222.35
MAXER2024.10		188.54
IPSRM-D2024.10		188.34
S22024.10		43.66
S32024.10		38.7
SPOLC2024.10		36.2
SSPO2024.10		25.62
S12024.10		15.57