Global Factor Data
Global Factor Data
Global Factor Data
Global Factor Data

CTF Model Leaderboard

Rankings of models submitted to the Common Task Framework

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23
Total Submissions
17
Completed Models
6
Pending
0.799
Avg Sharpe Ratio
Rank Model Name Author Language Files Sharpe Ratio Annual Return Volatility Max Drawdown Year
1
MAXSER Submitted Jan 13, 2026 · Scored Jan 13, 2026 Yingying Li R
2.0261
20.26% 10.00% -13.23% 2024
2
Benchmark: Instrumented PCA factor portfolio Benchmark python
1.9481
19.48% 10.00% -9.92% 2024
3
Dynamically Regularized MVP (test subset) Submitted Feb 5, 2026 · Scored Feb 6, 2026 Mads Hebsgaard python
0.8703
8.70% 10.00% -31.48% 2024
4
Parsimonious Imputed Expanding Lasso Submitted Feb 16, 2026 · Scored Feb 17, 2026 Lukas Jaeger python
0.8695
8.69% 10.00% -28.63% 2024
5
Ridge & XGB Submitted Jan 9, 2026 · Scored Jan 9, 2026 Thanh Tuan Le python
0.8574
8.57% 10.00% -34.69% 2024
6
Elastic Net with Inverse-Variance Weights Submitted Feb 19, 2026 · Scored Feb 19, 2026 Jakob Jorsal Rasmussen python
0.7593
7.59% 10.00% -28.66% 2024
7
Benchmark: Factor-ML Benchmark R
0.7442
7.44% 10.00% -35.94% 2024
8
Dynamically Regularized MVP Submitted Jan 31, 2026 · Scored Jan 31, 2026 Mads Hebsgaard python
0.7296
7.30% 10.00% -38.72% 2024
9
Elastic Net (pooled) Submitted Nov 27, 2025 · Scored Nov 27, 2025 Rob Capellini python
0.6691
6.69% 10.00% -31.17% 2024
10
Neural Net First submitted Nov 18, 2025 · Resubmitted Nov 18, 2025 · Scored Nov 18, 2025 Rob Capellini python
0.6474
6.47% 10.00% -30.92% 2024
11
Elastic Net (stockwise) Submitted Nov 16, 2025 · Scored Nov 16, 2025 Rob Capellini python
0.6441
6.44% 10.00% -32.14% 2024
12
Ridge Tilt Portfolio Submitted Feb 16, 2026 · Scored Feb 17, 2026 TM python
0.5890
5.89% 10.00% -34.08% 2024
13
ensemble model Submitted Jan 9, 2026 · Scored Jan 9, 2026 Lu Li python
0.5453
5.45% 10.00% -19.15% 2024
14
Elasticnet XGBoost First submitted Feb 11, 2026 · Resubmitted Feb 17, 2026 · Scored Feb 18, 2026 DU python
0.4995
5.00% 10.00% -44.83% 2024
15
Benchmark: Equal-weight portfolio Benchmark python
0.4912
4.91% 10.00% -33.74% 2024
16
Benchmark: Minimum Variance Benchmark R
0.4731
4.73% 10.00% -34.19% 2024
17
Benchmark: Kozak-Nagel-Santosh rank-weighted factors portfolio Benchmark R
0.2199
2.20% 10.00% -54.31% 2024

For easier comparability, all models have been standardized to have an ex-post volatility of 10%.

All models are rescaled to 10% ex-post annualized volatility. Because each return series is multiplied by a single constant, realized Sharpe ratios are unchanged. This standardization is applied solely to improve comparability across models.

Model Name Author Language Status Progress Submitted Year
MVRLE MVO R Submitted
0%
8 minutes ago 2024
Neural Net with SR-Val PK R Submitted
0%
33 minutes ago 2025
Cross-Sectional Ridge–Forest Ensemble Hassan Mir R Submitted
0%
4 hours ago 2025
XGBoost–Ledoit-Wolf Constrained MVP RR Python Scoring
53%
Apptainer image ready for download
5 hours ago 2024
Ridge Regression PB R Scoring
53%
Apptainer image ready for download
6 hours ago 2024
Grid-Optimized Group Lasso (GOGL) mbn Python Scoring
53%
Apptainer image ready for download
6 hours ago 2024

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