Portfolio Trading on 38-ticker universe H2 2025 (test)
1.756Sharpe RatioSPY buy-and-hold§
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| SPY buy-and-hold§2026.04 | 1.756 | 11.87 | 5.07 | 0.947 | |
| Macro Only‡N Feats=52026.04 | 1.099 | 16.04 | 15.3 | 0.29 | |
| LLM + Macro (Full)N Feats=102026.04 | 1.038 | 15.14 | 17.27 | 0.229 | |
| LLM Signals Only†N Feats=52026.04 | 1.001 | 12.98 | 16.27 | 0.192 | |
| Baseline (OHLCV + Tech)N Feats=02026.04 | 0.809 | 11.29 | 14.96 | — |