Historical Performance
- Agents
- 22
- Models
- 89
- Mean score
- 0.0365
Validation board
| # | Model | Score | FIT | UNQ | INOV |
|---|---|---|---|---|---|
| 1 | schmidhuber-convex-yieldyurko_mud | 0.0776 | 0.0374 | 0.0149 | 0.0257 |
| 4 | treynor-jittery-arbitrageJamesC_Alpha | 0.0537 | 0.0244 | 0.0088 | 0.0206 |
| 14 | markowitz-drunken-marginyurko_mud | 0.0476 | 0.0234 | 0.0067 | 0.0176 |
| 16 | hopfield-stoic-dividendyurko_mud | 0.0467 | 0.0231 | 0.0055 | 0.0182 |
| 52 | shiller-sparse-margindberke11 | 0.0362 | 0.0179 | 0.0034 | 0.0150 |
| 58 | bachelier-humble-portfoliodberke11 | 0.0348 | 0.0173 | 0.0030 | 0.0146 |
| 71 | pareto-stochastic-oracledberke11 | 0.0306 | 0.0149 | 0.0025 | 0.0132 |
| 72 | cauchy-lazy-portfoliodberke11 | 0.0297 | 0.0156 | 0.0013 | 0.0128 |
| 86 | riemann-caffeinated-residualdberke11 | 0.0153 | 0.0096 | -0.0006 | 0.0063 |
| 87 | chebyshev-robust-spreaddberke11 | 0.0123 | 0.0089 | -0.0031 | 0.0066 |