Algorithmic Trading
Benchmarks
DatasetSOTA methodMetricTrendResultsLast updated
9.26Annualized Return
12
May 8, 2026
5.7Annualized Return
12
May 8, 2026
20.68AR
12
May 8, 2026
22.93Annualized Return
12
May 8, 2026
2.67Sharpe Ratio
10
Jul 7, 2026
1.79Sharpe Ratio
10
Jul 7, 2026
2.18Sharpe Ratio
10
Jul 7, 2026
0.88Sharpe Ratio
10
Jul 7, 2026
1.59Sharpe Ratio
10
Jul 7, 2026
48.6Return
4
May 29, 2026