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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39
Total Submissions
39
Completed Models
0
Pending
1.365
Avg Sharpe Ratio

Test period: 1990–2023 · all models are evaluated on the full hindcast sample

Rank Model Name Author Language Files Sharpe Ratio Annual Return Volatility Max Drawdown
1
Nonlinear IPCA with Precision Weighting Submitted Jul 19, 2026 · Scored Jul 20, 2026 Szymon Kubiak python
3.3057
33.06% 10.00% -11.96%
2
Coupled Factor Portfolio Submitted Aug 10, 2026 · Scored Aug 12, 2026 Hema Srikar Ankem python
3.0226
30.23% 10.00% -9.98%
3
Volatility-Targeted Shrinkage MLP Submitted Jul 31, 2026 · Scored Jul 31, 2026 Hema Srikar Ankem python
2.9146
29.15% 10.00% -10.02%
4
Implementation of the Nonlinear Portfolio Transformer Submitted Apr 3, 2026 · Scored Apr 4, 2026 Gareth Campbell python
2.7879
27.88% 10.00% -18.74%
5
XGBoost–Ledoit-Wolf Constrained MVP Submitted Feb 19, 2026 · Scored Feb 21, 2026 RR python
2.7143
27.14% 10.00% -12.54%
6
Cross Sectional Multi Layer Perceptron Submitted Jul 21, 2026 · Scored Jul 31, 2026 Hema Srikar Ankem python
2.6179
26.18% 10.00% -22.77%
7
Beta Neutral Cross-Sectional MLP Submitted Jul 26, 2026 · Scored Jul 30, 2026 Hema Srikar Ankem python
2.6039
26.04% 10.00% -15.91%
8
Cross-Sectional Rank Boosting + Factor-Risk MVO Submitted Jul 14, 2026 · Scored Jul 15, 2026 Abhinav Keshri python
2.3530
23.53% 10.00% -14.21%
9
LightGBM + Investment Families Submitted Apr 22, 2026 · Scored Apr 28, 2026 Darren Li python
2.1854
21.85% 10.00% -19.40%
10
MAXSER Submitted Jan 13, 2026 · Scored Jan 13, 2026 Yingying Li R
2.0261
20.26% 10.00% -13.23%
11
Benchmark: Instrumented PCA factor portfolio Benchmark python
1.9481
19.48% 10.00% -9.92%
12
WF-MetaSelect Submitted Jul 30, 2026 · Scored Jul 31, 2026 Luke McLaughlin python
1.7193
17.19% 10.00% -18.56%
13
Walk-Forward Factor Selection with Trailing Meta-Selection Submitted Jun 28, 2026 · Scored Jun 30, 2026 Gaurav Chhabra python
1.6067
16.07% 10.00% -17.28%
14
ClusterSharpe Selection + MeanVar Weighting + Linear LS Submitted Mar 10, 2026 · Scored Mar 11, 2026 Gareth Campbell python
1.5010
15.01% 10.00% -20.71%
15
Benchmark: Kozak-Nagel-Santosh rank-weighted factors portfolio Benchmark R
1.4195
14.20% 10.00% -8.12%
16
Bull/Bear Naive Submitted Feb 20, 2026 · Scored Feb 24, 2026 Kavita Kar python
1.3762
13.76% 10.00% -23.86%
17
Cross-Sectional Return Ensemble (CSRE) Submitted Feb 21, 2026 · Scored Feb 23, 2026 Anna Siamionava python
1.2591
12.59% 10.00% -29.00%
18
Rolling Factor Selection with RankSharpe Weighting Submitted Mar 9, 2026 · Scored Mar 10, 2026 Gareth Campbell python
1.1895
11.89% 10.00% -15.19%
19
Grid-Optimized Group Lasso (GOGL) Submitted Feb 19, 2026 · Scored Feb 20, 2026 mbn python
1.1030
11.03% 10.00% -29.37%
20
Adaptive Ensemble with Dynamic Risk Management Submitted Feb 22, 2026 · Scored Feb 25, 2026 Angikar Ghosal python
1.0457
10.46% 10.00% -28.06%
21
MVRLE Submitted Feb 19, 2026 · Scored Feb 20, 2026 MVO R
1.0137
10.14% 10.00% -30.10%
22
Dynamically Regularized MVP (test subset) Submitted Feb 5, 2026 · Scored Feb 6, 2026 Mads Hebsgaard python
0.8703
8.70% 10.00% -31.48%
23
Parsimonious Imputed Expanding Lasso Submitted Feb 16, 2026 · Scored Feb 17, 2026 Lukas Jaeger python
0.8695
8.69% 10.00% -28.63%
24
Cross-Sectional Ridge–Forest Ensemble First submitted Feb 19, 2026 · Resubmitted Feb 21, 2026 · Scored Feb 23, 2026 Hassan Mir R
0.8652
8.65% 10.00% -27.76%
25
Ridge & XGB Submitted Jan 9, 2026 · Scored Jan 9, 2026 Thanh Tuan Le python
0.8574
8.57% 10.00% -34.69%
26
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%
27
Benchmark: Factor-ML Benchmark R
0.7442
7.44% 10.00% -35.94%
28
Dynamically Regularized MVP Submitted Jan 31, 2026 · Scored Jan 31, 2026 Mads Hebsgaard python
0.7296
7.30% 10.00% -38.72%
29
Elastic Net (pooled) Submitted Nov 27, 2025 · Scored Nov 27, 2025 Rob Capellini python
0.6691
6.69% 10.00% -31.17%
30
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%
31
Elastic Net (stockwise) Submitted Nov 16, 2025 · Scored Nov 16, 2025 Rob Capellini python
0.6441
6.44% 10.00% -32.14%
32
Ridge Tilt Portfolio Submitted Feb 16, 2026 · Scored Feb 17, 2026 TM python
0.5890
5.89% 10.00% -34.08%
33
Inverse Volatility Weighting Submitted Mar 12, 2026 · Scored Mar 17, 2026 Yash Dave python
0.5764
5.76% 10.00% -35.06%
34
ensemble model Submitted Jan 9, 2026 · Scored Jan 9, 2026 Lu Li python
0.5453
5.45% 10.00% -19.15%
35
Market Submitted Mar 6, 2026 · Scored Mar 7, 2026 GC TC python
0.5436
5.44% 10.00% -37.42%
36
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%
37
Benchmark: Equal-weight portfolio Benchmark python
0.4912
4.91% 10.00% -33.74%
38
Benchmark: Minimum Variance Benchmark R
0.4731
4.73% 10.00% -34.19%
39
Ridge Regression Submitted Feb 19, 2026 · Scored Feb 20, 2026 PB R
0.1477
1.48% 10.00% -36.80%
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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.

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