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Portfolio Optimization (z = 1.20) research benchmarks · SOTA2 Research

Portfolio Optimization (z = 1.20)

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

S&P 500 daily return data (2010-2019)

1.352Mean Return

7

Jun 5, 2026

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S&P 500 daily return data

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