Portfolio Optimization on S&P 500 constituents (test) benchmark leaderboard · SOTA2 Research

Portfolio Optimization on S&P 500 constituents (test)

-1.943Average LossPT

Evaluation Results

Method	Links
PT2026.01		-1.943	5.261	0.361	1.135	1.897
PT2026.01		-1.234	5.36	0.345	1.075	1.818
PT2026.01		-0.569	5.383	0.315	0.991	1.705
PT2026.01		0.016	5.189	0.263	0.883	1.543
PT2026.01		0.468	4.125	0.176	0.784	1.971
2-DRO-CMV2026.01		0.618	1.253	0.074	1.113	2.33
1-DRO-CMV2026.01		0.698	1.115	0.062	1.102	2.337
CMV2026.01		0.752	1.141	0.052	1.081	2.265
1-DRO-CMV2026.01		0.775	1.192	0.062	1.085	2.222
1-DRO-CMV2026.01		0.8	1.353	0.074	1.06	2.127
2-DRO-CMV2026.01		0.823	1.203	0.058	1.084	2.31
CMV2026.01		0.836	1.293	0.063	1.045	2.132
2-DRO-CMV2026.01		0.851	1.107	0.059	1.053	2.147
MV2026.01		0.861	1.317	0.058	1.147	2.236
CMV2026.01		0.865	1.367	0.069	1.016	2.089
MV2026.01		0.874	1.367	0.061	1.111	2.176
EW2026.01		0.879	1.163	0.068	1.195	2.45
MV2026.01		0.89	1.445	0.066	1.073	2.103
2-DRO-CMV2026.01		0.895	1.26	0.065	1.022	2.058
CMV2026.01		0.895	0.917	0.046	1.087	2.258
2-DRO-CMV2026.01		0.925	1.559	0.081	0.978	1.965
1-DRO-CMV2026.01		0.929	1.387	0.072	1.044	2.109
MV2026.01		0.936	1.512	0.069	1.037	2.033
1-DRO-CMV2026.01		0.95	1.352	0.067	0.985	2.004
CMV2026.01		0.984	1.156	0.061	1.003	2.108
MV2026.01		1.009	1.578	0.072	1.008	1.971
EW2026.01		1.016	1.163	0.068	1.195	2.45
EW2026.01		1.152	1.163	0.068	1.195	2.45
EW2026.01		1.288	1.163	0.068	1.195	2.45
EW2026.01		1.425	1.163	0.068	1.195	2.45