Portfolio Optimization on FF25EU (T=120) benchmark leaderboard · SOTA2 Research

Portfolio Optimization on FF25EU (T=120)

148.19Cumulative WealthPLCT

Evaluation Results

Method	Links
PLCT2024.10		148.19
mSSRM-PGA2024.10		147.17
mSSRM-PGA2024.10		147.17
mSSRM-PGA2024.10		147.17
IPSRM-D2024.10		77.79
MAXER2024.10		55.71
1/N2024.10		13.05
SSMP2024.10		3.25
S12024.10		2.78
S22024.10		2.73
SSPO2024.10		2.67
S32024.10		2.61
SPOLC2024.10		1.03