Risk-adjusted performance summary (mean across six datasets).
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Higher is better for Sharpe/IR/Calmar; lower (less negative) is better for MDD. Full results are reported in Supporting Information S4 Appendix.
创建时间:
2025-10-09

Higher is better for Sharpe/IR/Calmar; lower (less negative) is better for MDD. Full results are reported in Supporting Information S4 Appendix.