Portfolio Optimization on FF25EU (T=60) benchmark leaderboard · SOTA2 Research

Portfolio Optimization on FF25EU (T=60)

126.04Cumulative WealthPLCT

Evaluation Results

Method	Links
PLCT2024.10		126.04
mSSRM-PGA2024.10		126.02
mSSRM-PGA2024.10		125.19
mSSRM-PGA2024.10		125.19
MAXER2024.10		47.56
IPSRM-D2024.10		37.25
SSMP2024.10		13.47
1/N2024.10		13.05
S22024.10		2.17
S32024.10		2.01
SSPO2024.10		1.22
S12024.10		1.08
SPOLC2024.10		0.96