ResearchBenchmarksPortfolio Optimization on Financial Portfolio Optimization 60 stacksFollow-29,400,000F(E)sCMAES-38,416,00022,442,00083,300,000144,158,000Jan 16, 2026Evaluation ResultsMethodMethodLinksF(E)Sharpe Ratio (Sr)S(E)³sCMAES2026.01-29,400,0001.3556.426COLSHADE2026.01-15,400,0002.4614.92SASS2026.01-6,720,0002.6223.593DE2026.01-1,760,0002.9742.328HSEPSO2026.013.3623.3631ADE2026.019.70310.51.001QHDE2026.0116.8316.911NDSOT2026.01196,000,0000.57315