Portfolio Optimization on Market Data (Volatile Regime)
11.8Annual ReturnOur Framework
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Our Framework2026.06 | 11.8 | 15.7 | 0.75 | |
| Traditional RL2026.06 | 8.3 | 20.4 | 0.41 | |
| Risk Parity2026.06 | 6.7 | 18.2 | 0.37 | |
| 60/40 Portfolio2026.06 | 5.1 | 23.6 | 0.22 | |
| Buy & Hold2026.06 | 3.2 | 31.4 | 0.1 |