Real-news Financial Return Prediction on CryptoMI (BTC+ETH+SOL pooled, rolling evaluation)
0.449Mean Sharpe RatioCGCMA
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| CGCMAInputs=P+T+W, Fusion=Grounding + cond. gate2026.04 | 0.449 | 0.257 | 0.235 | 0.256 | 0.241 | 53.5 | |
| BiLSTMInputs=P+T+W, Fusion=BiLSTM late fusion2026.04 | 0.209 | 0.196 | 0.045 | 0.015 | — | 52.1 | |
| EarlyFusionInputs=P+T+W, Fusion=Early concat2026.04 | 0.198 | 0.15 | 0.072 | 0.004 | 0.011 | 52.5 | |
| PriceTx-SInputs=P, Fusion=Transformer + CLS2026.04 | 0.194 | 0.229 | 0.003 | — | 0.015 | 51.8 | |
| MulTInputs=P+T+W, Fusion=Cross-attn2026.04 | 0.187 | 0.22 | 0.003 | 0.007 | 0.022 | 52.5 | |
| PriceWebInputs=P+W, Fusion=Price+web late fusion2026.04 | 0.161 | 0.289 | 0.299 | 0.06 | 0.099 | 53.2 | |
| TextOnlyInputs=T, Fusion=SBERT + MLP2026.04 | 0.043 | 0.168 | 0.183 | 0.237 | 0.252 | 49.5 | |
| TFNInputs=P+T+W, Fusion=Tensor fusion2026.04 | 0.033 | 0.118 | 0.132 | 0.227 | 0.242 | 51.2 |