Portfolio Trading on GSPC, BTC-USD, and ETH-USD May 2021–May 2026
96.5ReturnIdeal execution
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| Ideal executionDecision frequency=weekly, Execution realism=ideal2026.05 | 96.5 | 1.544 | 52.5 | 36.5 | 97.5 | 0 | |
| Buy-and-hold realisticDecision frequency=weekly, Execution realism=realistic2026.05 | 14.3 | 0.629 | 96.9 | 62.6 | 90.6 | 68 | |
| Risk-aware realisticDecision frequency=weekly, Execution realism=realistic2026.05 | 13.6 | 0.512 | 60 | 36.6 | 86.3 | 62 | |
| No-risk realisticDecision frequency=weekly, Execution realism=realistic2026.05 | 7.5 | 0.485 | 78.7 | 51 | 52.6 | 221 |