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ResearchFormerly WizWand

Portfolio Optimization on FF25EU (T=120)

148.19Cumulative WealthPLCT
-4.856434.876874.61114.3432Oct 28, 2024
Updated 8mo ago

Evaluation results

MethodLinks
PLCT2024.10148.19
mSSRM-PGAm=102024.10147.17
mSSRM-PGAm=152024.10147.17
mSSRM-PGAm=202024.10147.17
IPSRM-D2024.1077.79
MAXER2024.1055.71
1/N2024.1013.05
SSMP2024.103.25
S12024.102.78
S22024.102.73
SSPO2024.102.67
S32024.102.61
SPOLC2024.101.03