Portfolio Optimization on Yahoo Finance NASDAQ-100 2019-2023 (test)
243.574Cumulative Return (%)Buy & Hold
Evaluation results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| Buy & Holdweighting=EW2026.05 | 243.574 | 1.032 | 1.406 | -36.705 | 0.969 | -4.008 | 0.764 | |
| Equal-Volstrategy=risk parity2026.05 | 230.661 | 0.989 | 1.315 | -38.523 | 0.978 | -4.11 | 0.703 | |
| DP-PPOsignals=all signals, reward_type=drawdown-shaped2026.05 | 190.431 | 0.917 | 1.216 | -42.54 | 0.911 | -4.169 | 0.56 | |
| Momentumselection=top-102026.05 | 117.566 | 0.664 | 0.922 | -51.027 | 0.971 | -4.406 | 0.33 |