Strategy discovery on 20-day Trading Benchmark
51Mean ReturnRF
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| RFestimators=250, depth=8, window=30-candle, features=592026.06 | 51 | 1.52 | 5.24 | 7.27 | |
| AlgoEvolvearchitecture=bi-level2026.06 | 30 | 0.94 | 5.08 | 1.59 | |
| Standard Evolarchitecture=single-level evolution ablation2026.06 | 10 | 0.29 | 5.71 | 0.42 | |
| LSTMarchitecture=2-layer, hidden units=128, temporal lookback=20-step2026.06 | -5 | 0.68 | -1.11 | 3.79 | |
| Seed Heuristictype=static2026.06 | -78 | 1.06 | -11.75 | 17.56 |