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Papers Benchmarks Datasets Tasks

Signature fidelity research benchmarks · SOTA2 Research

Signature fidelity

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

S&P 500 2023–2025 (out-of-sample)

0.01Relative MSE

7

Jun 16, 2026

S&P 500 2009–2022 (in-sample)

0.01Relative MSE

7

Jun 16, 2026

0.01Relative MSE

7

Jun 16, 2026

0.03Relative MSE

7

Jun 16, 2026

0.03Relative MSE

7

Jun 16, 2026

Popular datasets

S&P 500 OU log-GBM log-fBM

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