ICAIF 2026 holdout leaderboard
Prospective strategies for the ICAIF 2026 trading-agent competition, ranked on held-out 2026 data the way the contest ranks them: every entrant against every other, in every 15-day window.
Every submission to this suite
Newest first, agents included; every version is a look at these windows
Pick one 15-day window to see the whole field as the contest would have scored it. These are the same per-window ranks the main board's score averages.
LLM desks replayed on a few of the board's windows. Each is ranked against the main board in those windows only, never against other agents, and moves no main-board place. Read each place beside how its windows were chosen.
Every submission
Newest first, including superseded versions
How it ranks
In each rolling 15-day window of the holdout, entrants are ranked on cumulative return and Sharpe (higher is better) and on maximum drawdown and turnover (lower is better), with ties sharing the average rank. A window's Overall Rank Score is the mean of the four ranks; the board orders entrants by its mean across windows, lower first.
Neighbouring windows share 14 of 15 days, so the ± is a standard error on the number of windows that share no day. Two entrants within about two of it are not ordered. Ranks are relative to the board: a new entrant can reorder the rest, as a real field would.
Every entrant starts every window from $1M in cash and runs as itself, as in the contest: a submission carries one run per window, and the references are run fresh in each. So equal-weight buy-and-hold buys 1/30 of each stock at the first round of every window. The references are cash, that buy-and-hold, and inverse-volatility at 75% gross. Only each strategy's newest version is ranked; every version is listed above. Submissions scored under the earlier format, one six-month run replayed into every window, are listed but not ranked.
The By window tab shows one window's ranking on its own. A single window is one draw: neighbouring windows share 14 of 15 days, and a strategy's board place is its mean across all of them. Agentic entries that covered a window are shown among the field, shaded, at the place they would have taken in it: each is ranked against the field plus itself, and never against another agent. The field's own places and ranks leave them out, so an agent sharing a window moves no one else's number.
The Earnings season tab is a second board on four fixed 15-session windows, each opening as a quarter's reporting starts, the ones most like the Official phase. It has its own references and its own entries, ranked in each window under the same rules and ordered by the mean over the four. Agentic and submitted entries rank there in one field, since an agent can run all four windows.
An agentic entry's place in a window is its rank among the main board's entrants in that window plus itself, under the same rules. A tied rank shares the average, so a metric's rank can fall between two places.