Portfolio Optimization on Market Data (Bear Regime)
-2.1Annual ReturnOur Framework
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Our Framework2026.06 | -2.1 | 13.1 | -0.16 | |
| Risk Parity2026.06 | -4.3 | 16.4 | -0.26 | |
| Traditional RL2026.06 | -6.2 | 18.3 | -0.34 | |
| 60/40 Portfolio2026.06 | -7.8 | 21.2 | -0.37 | |
| Buy & Hold2026.06 | -12.4 | 28.7 | -0.43 |