ResearchBenchmarksPortfolio Optimization on FF25 T=120Follow643.44Cumulative WealthmSSRM-PGA47.5408202.2454356.95511.6546Oct 28, 2024Evaluation ResultsMethodMethodLinksCumulative WealthmSSRM-PGAm=15m=152024.10643.44mSSRM-PGAm=20m=202024.10643.44mSSRM-PGAm=10m=102024.10640.89PLCT2024.10608.65IPSRM-D2024.10567.761/N2024.10355.98SSPO2024.10286.51S12024.10265.82SSMP2024.10237.45MAXER2024.10216.94S22024.10130.31S32024.10129.9SPOLC2024.1070.46