# Stock Ranking on CSI300 Alpha158 (test)

Source: [Stock Ranking on CSI300 Alpha158 (test)](<https://www.sota2.com/research/sota/stock-ranking-on-csi300-alpha158-test>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-04-23T10:23:00.976Z

Evaluation of stock ranking models using financial metrics such as Information Coefficient (IC) and Information Ratio (ICIR) on the test split of the CSI300 Alpha158 dataset.

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

| Scope | Recorded value |
| --- | --- |
| Task | Stock ranking |
| Dataset (including any stated split) | CSI300 Alpha158 (test) |
| Metric | IC |
| Unit | SCALAR |
| Direction | Higher is better |
| Results loaded | 17 of 17 |
| Coverage | All results currently returned for this benchmark |

Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol.

## Metrics

- [IC](<https://www.sota2.com/research/sota/stock-ranking-on-csi300-alpha158-test.md?metric=IC>): Higher is better; unit: SCALAR.

- [ICIR](<https://www.sota2.com/research/sota/stock-ranking-on-csi300-alpha158-test.md?metric=ICIR>): Higher is better; unit: SCALAR.

- [Rank IC](<https://www.sota2.com/research/sota/stock-ranking-on-csi300-alpha158-test.md?metric=Rank%20IC>): Higher is better; unit: SCALAR.

- [Rank ICIR](<https://www.sota2.com/research/sota/stock-ranking-on-csi300-alpha158-test.md?metric=Rank%20ICIR>): Higher is better; unit: SCALAR.

## Recorded results

| Method | IC | Result date | Report paper |
| --- | --- | --- | --- |
| ACT | 0.0692 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| XGBoost | 0.0528 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| iTransformer | 0.0456 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| LightGBM | 0.036 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| ALSTM | 0.0355 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| CatBoost | 0.035 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| TCN | 0.0349 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| GAT | 0.0346 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| SFM | 0.034 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| Transformer | 0.0329 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| FreqCycle | 0.0325 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| GRU | 0.031 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| TabNet | 0.0294 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| Localformer | 0.0285 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| LSTM | 0.0276 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| DoubleEnsemble | 0.027 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| TimeMixer | 0.0234 | Not recorded | 69e9a7ad55a3c32af89f7181 |

### ACT

IC: 0.0692. Result ID: 69e9f2ef47f34ce924d1c392.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### XGBoost

IC: 0.0528. Result ID: 69e9f2ef47f34ce924d1c38b.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa62821e209131ce9f9b56.md>)

[Implementation](<https://github.com/dmlc/xgboost>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### iTransformer

IC: 0.0456. Result ID: 69e9f2ef47f34ce924d1c38f.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa72851e209131cea56f9c.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### LightGBM

IC: 0.036. Result ID: 69e9f2ef47f34ce924d1c38d.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### ALSTM

IC: 0.0355. Result ID: 69e9f2ef47f34ce924d1c385.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa63881e209131ce9ff51a.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### CatBoost

IC: 0.035. Result ID: 69e9f2ef47f34ce924d1c38c.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa65501e209131cea09938.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### TCN

IC: 0.0349. Result ID: 69e9f2ef47f34ce924d1c388.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa643f1e209131cea036fe.md>)

[Implementation](<http://github.com/locuslab/TCN>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### GAT

IC: 0.0346. Result ID: 69e9f2ef47f34ce924d1c387.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa640b1e209131cea0244e.md>)

[Implementation](<https://github.com/PetarV-/GAT>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### SFM

IC: 0.034. Result ID: 69e9f2ef47f34ce924d1c386.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### Transformer

IC: 0.0329. Result ID: 69e9f2ef47f34ce924d1c384.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa703d1e209131cea49db1.md>)

[Implementation](<https://github.com/tensorflow/tensor2tensor>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### FreqCycle

IC: 0.0325. Result ID: 69e9f2ef47f34ce924d1c391.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b0f7322d603e6de3e46022.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### GRU

IC: 0.031. Result ID: 69e9f2ef47f34ce924d1c383.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa617f1e209131ce9f4955.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### TabNet

IC: 0.0294. Result ID: 69e9f2ef47f34ce924d1c389.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa68db1e209131cea1eb45.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### Localformer

IC: 0.0285. Result ID: 69e9f2ef47f34ce924d1c38a.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### LSTM

IC: 0.0276. Result ID: 69e9f2ef47f34ce924d1c382.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### DoubleEnsemble

IC: 0.027. Result ID: 69e9f2ef47f34ce924d1c38e.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa692b1e209131cea2080a.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### TimeMixer

IC: 0.0234. Result ID: 69e9f2ef47f34ce924d1c390.

[Reporting paper](<https://www.sota2.com/research/paper/69e9a7ad55a3c32af89f7181.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa73451e209131cea5b721.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

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