Sequential portfolio allocation on D full (frozen test)
2.13Sharpe RatioAEL
Evaluation results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| AELCategory=Ours, Seeds (N)=52026.04 | 2.13 | 4.08 | 10.4 | 0.62 | 1.53 | 47 | 1.24 | |
| +MemoryCategory=AEL Variants, Seeds (N)=52026.04 | 1.68 | 3.29 | 8.5 | 0.49 | 1.53 | 46 | 1.27 | |
| MomCategory=Non-LLM2026.04 | 1.44 | 2.73 | 6.89 | 1.21 | 1.64 | 48 | 1.09 | |
| EvoToolCategory=Prior, Seeds (N)=52026.04 | 1.37 | 2.73 | 6.28 | 0.34 | 1.46 | 47 | 1.17 | |
| StatelessCategory=AEL Variants, Seeds (N)=52026.04 | 1.35 | 2.51 | 6.52 | 0.36 | 1.59 | 47 | 1.05 | |
| +ToolsCategory=AEL Variants, Seeds (N)=52026.04 | 1.29 | 2.51 | 6.07 | 0.33 | 1.63 | 49 | 1.05 | |
| FactorMinerCategory=Prior, Seeds (N)=52026.04 | 0.85 | 1.55 | 3.61 | 0.22 | 1.93 | 47 | 1.02 | |
| ExpeLCategory=Prior, Seeds (N)=52026.04 | 0.76 | 1.68 | 3.97 | 0.24 | 1.76 | 45 | 1.05 | |
| HyperAgentCategory=Prior, Seeds (N)=52026.04 | 0.72 | 1 | 3.9 | 0.34 | 2.49 | 49 | 0.76 | |
| EqWCategory=Non-LLM2026.04 | 0.7 | 1.32 | 3.05 | 0.34 | 1.47 | 47 | 1.14 | |
| MinVCategory=Non-LLM2026.04 | 0.61 | 0.82 | 2.06 | 0.32 | 1.59 | 45 | 0.89 | |
| ReflexionCategory=Prior, Seeds (N)=52026.04 | 0.59 | 0.57 | 1.64 | 0.23 | 2.3 | 48 | 0.85 | |
| InvMCategory=Non-LLM2026.04 | 0.2 | 0.3 | 0.66 | 0.17 | 1.73 | 45 | 0.96 | |
| Meta-Refl.Category=Prior, Seeds (N)=52026.04 | 0.2 | 0.37 | 1.66 | 0.11 | 2.22 | 49 | 0.87 |