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Real-news financial return prediction research benchmarks · SOTA2 Research

Real-news financial return prediction

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

CryptoMI BTC+ETH+SOL pooled; non-overlapping rolling evaluation; ≈35 folds 1.0

0.449Mean Sharpe Ratio

8

Apr 21, 2026

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