Portfolio Optimization on FF49 T=60 benchmark leaderboard · SOTA2 Research

Portfolio Optimization on FF49 T=60

285.02Cumulative WealthmSSRM-PGA

Evaluation Results

Method	Links
mSSRM-PGA2024.10		285.02
mSSRM-PGA2024.10		262.54
mSSRM-PGA2024.10		262.06
PLCT2024.10		238.27
1/N2024.10		235.48
SSMP2024.10		186.79
MAXER2024.10		142.31
IPSRM-D2024.10		69.57
SPOLC2024.10		5.44
S22024.10		1.39
SSPO2024.10		1.33
S32024.10		1.28
S12024.10		1.09