# Stock Ranking on CSI500 Alpha158 (test)

Source: [Stock Ranking on CSI500 Alpha158 (test)](<https://www.sota2.com/research/sota/stock-ranking-on-csi500-alpha158-test>)

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

Data updated: 2026-04-23T10:23:01.014Z

Evaluation of stock ranking performance on the test split of the CSI500 Alpha158 dataset, assessed using financial metrics including Information Coefficient (IC), IC Ratio (ICIR), Rank IC, and Rank ICIR.

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) | CSI500 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-csi500-alpha158-test.md?metric=IC>): Higher is better; unit: SCALAR.

- [ICIR](<https://www.sota2.com/research/sota/stock-ranking-on-csi500-alpha158-test.md?metric=ICIR>): Higher is better; unit: SCALAR.

- [Rank IC](<https://www.sota2.com/research/sota/stock-ranking-on-csi500-alpha158-test.md?metric=Rank%20IC>): Higher is better; unit: SCALAR.

- [Rank ICIR](<https://www.sota2.com/research/sota/stock-ranking-on-csi500-alpha158-test.md?metric=Rank%20ICIR>): Higher is better; unit: SCALAR.

## Recorded results

| Method | IC | Result date | Report paper |
| --- | --- | --- | --- |
| ACT | 0.0877 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| iTransformer | 0.0845 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| XGBoost | 0.0601 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| TCN | 0.0593 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| GRU | 0.0578 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| Transformer | 0.0529 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| ALSTM | 0.0506 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| LSTM | 0.0466 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| Localformer | 0.0466 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| GAT | 0.045 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| CatBoost | 0.0449 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| LightGBM | 0.0442 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| TimeMixer | 0.0349 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| FreqCycle | 0.0348 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| DoubleEnsemble | 0.0331 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| TabNet | 0.032 | Not recorded | 69e9a7ad55a3c32af89f7181 |
| SFM | 0.0274 | Not recorded | 69e9a7ad55a3c32af89f7181 |

### ACT

IC: 0.0877. Result ID: 69e9f2ef47f34ce924d1c3a3.

[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.

### iTransformer

IC: 0.0845. Result ID: 69e9f2ef47f34ce924d1c3a0.

[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.

### XGBoost

IC: 0.0601. Result ID: 69e9f2ef47f34ce924d1c39c.

[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.

### TCN

IC: 0.0593. Result ID: 69e9f2ef47f34ce924d1c399.

[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.

### GRU

IC: 0.0578. Result ID: 69e9f2ef47f34ce924d1c394.

[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.

### Transformer

IC: 0.0529. Result ID: 69e9f2ef47f34ce924d1c395.

[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.

### ALSTM

IC: 0.0506. Result ID: 69e9f2ef47f34ce924d1c396.

[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.

### LSTM

IC: 0.0466. Result ID: 69e9f2ef47f34ce924d1c393.

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

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

### Localformer

IC: 0.0466. Result ID: 69e9f2ef47f34ce924d1c39b.

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

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

### GAT

IC: 0.045. Result ID: 69e9f2ef47f34ce924d1c398.

[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.

### CatBoost

IC: 0.0449. Result ID: 69e9f2ef47f34ce924d1c39d.

[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.

### LightGBM

IC: 0.0442. Result ID: 69e9f2ef47f34ce924d1c39e.

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

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

### TimeMixer

IC: 0.0349. Result ID: 69e9f2ef47f34ce924d1c3a1.

[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.

### FreqCycle

IC: 0.0348. Result ID: 69e9f2ef47f34ce924d1c3a2.

[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.

### DoubleEnsemble

IC: 0.0331. Result ID: 69e9f2ef47f34ce924d1c39f.

[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.

### TabNet

IC: 0.032. Result ID: 69e9f2ef47f34ce924d1c39a.

[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.

### SFM

IC: 0.0274. Result ID: 69e9f2ef47f34ce924d1c397.

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

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

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