Stock Trading Performance on 2025YTD OOS 145 trading days (2025-01-02 to 2025-08-01)
1.4Sharpe Ratio (Annualized)BlindTrade
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| BlindTradeDescription=Full System2026.03 | 1.4 | 32.22 | 31.66 | 42.34 | |
| BlindTradeAblation=Removing LLM features2026.03 | 1.14 | — | — | — | |
| BlindTradeConfiguration=Baseline RL configuration (Top-K)2026.03 | 1.08 | — | — | — | |
| RAW Top-20Strategy=RAW Technical Indicators Top-202026.03 | 0.97 | 11.54 | 15.63 | 21.78 | |
| MomentumStrategy=12-12026.03 | 0.89 | 15.42 | 26.49 | 32.19 | |
| MCap Top-20Strategy=Market Cap Top-202026.03 | 0.85 | 11.5 | 19.56 | 24.91 | |
| EQWLDescription=Equal-Weight ETF2026.03 | 0.74 | 7.23 | 15.39 | 22.51 | |
| SPYDescription=S&P 500 ETF2026.03 | 0.64 | 8.52 | 19 | 23.26 | |
| BlindTradeAblation=Removing graph structure2026.03 | 0.62 | — | — | — |