Stock Prediction and Portfolio Management on CSI 500 (2023 Q4 to 2025 Q3)
31.97Annualized Return (AR)MEME
Evaluation results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| MEME2026.02 | 31.97 | 6.72 | 41.15 | 6.64 | 34.75 | 16.18 | 1.2326 | |
| R&D-Agent(Q)2026.02 | 23.5 | 4.15 | 29.09 | 4.88 | 32.19 | 19.89 | 1.0343 | |
| TradingAgents2026.02 | 23.29 | 4.06 | 31.56 | 5.01 | 33.06 | 18.64 | 1.0517 | |
| DTML2026.02 | 21.04 | 3.64 | 30.47 | 4.18 | 34.72 | 23.27 | 0.7971 | |
| FactorVAE2026.02 | 20.72 | 2.98 | 26.25 | 4.97 | 34.63 | 24.99 | 0.7104 | |
| Benchmark Indexstrategy=buy-and-hold2026.02 | 17.9 | — | — | — | — | 24.55 | 0.6824 | |
| LightGBM2026.02 | 17.41 | 2.18 | 14.01 | 4.81 | 33.11 | 24.52 | 0.6872 | |
| Master2026.02 | 16.36 | 2.74 | 15.63 | 4.6 | 23.21 | 26.64 | 0.657 | |
| SEP2026.02 | 15.78 | 2.88 | 18.76 | 3.95 | 21.86 | 25.32 | 0.5865 |