Portfolio Optimization on Market Data Stable Regime
13.2Annual ReturnOur Framework
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Our Framework2026.06 | 13.2 | 5.3 | 2.49 | |
| Traditional RL2026.06 | 10.4 | 6.8 | 1.53 | |
| Risk Parity2026.06 | 9.1 | 6.1 | 1.49 | |
| Buy & Hold2026.06 | 8.7 | 9.8 | 0.89 | |
| 60/40 Portfolio2026.06 | 7.2 | 7.4 | 0.97 |