Portfolio Trading on Mainstream Tech & Market-Index Portfolio FinRL 6-asset (Out-of-Sample Test)
195.32Compound Return (CR)FPQC-SAC
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| FPQC-SACCategory=Our Model2026.06 | 195.32 | 50.05 | 1.71 | 2.13 | 1.75 | |
| DDPGCategory=DRL-based2026.06 | 153.65 | 41.67 | 1.6 | 1.9 | 1.48 | |
| DroQCategory=DRL-based2026.06 | 152.8 | 41.55 | 1.56 | 1.91 | 1.56 | |
| PPOCategory=DRL-based2026.06 | 151.94 | 41.31 | 1.56 | 1.89 | 1.48 | |
| TD3Category=DRL-based2026.06 | 151.55 | 41.2 | 1.57 | 1.87 | 1.46 | |
| CrossQCategory=DRL-based2026.06 | 148.19 | 40.32 | 1.54 | 1.87 | 1.53 | |
| REDQCategory=DRL-based2026.06 | 147.87 | 40.48 | 1.57 | 1.85 | 1.44 | |
| A2CCategory=DRL-based2026.06 | 145.76 | 40.06 | 1.51 | 1.84 | 1.46 | |
| TQCCategory=DRL-based2026.06 | 145.1 | 39.89 | 1.57 | 1.82 | 1.38 | |
| SACCategory=DRL-based2026.06 | 117.04 | 33.67 | 1.4 | 1.59 | 1.11 | |
| B&HCategory=Market2026.06 | 88.57 | 26.9 | 1.18 | 1.28 | 0.8 | |
| SMACategory=Rule-based2026.06 | 49.47 | 16.29 | 0.87 | 0.83 | 0.7 | |
| ZMRCategory=Rule-based2026.06 | 43.12 | 14.41 | 0.82 | 0.85 | 0.52 | |
| MACDCategory=Rule-based2026.06 | 14.55 | 5.23 | 0.39 | 0.38 | 0.28 | |
| KDJ_RSICategory=Rule-based2026.06 | 0.86 | 0.32 | 0.74 | 0.17 | 0.58 |