"benchmark strategy" is correct and usable in written English.
You could use the phrase when referring to a strategy that uses a pre-existing plan or model as a point of reference or comparison. For example, "The company is developing a benchmark strategy based on the successful plans of its main competitor."
The results for the ratio of the Sharpe ratios of the sentiment strategy and the best benchmark strategy for different lags (tau =1,ldots,24) are shown in Fig. 7.
For medium-term lags, starting at about 6 months, the sentiment strategy always outperforms the best benchmark strategy in terms of annualized return, Sharpe ratio, Omega ratio, and CER.
Strategies 1 4 were expected to outperform the minimal benchmark Strategy 0. Individuals in a given region were classified as dyslipidemic or not dyslipidemic, depending on the observed modal (most frequent) dyslipidemia category either in the whole region or stratified by gender.
Cumulatively, the sentiment strategy outperforms the benchmark strategies.
Cumulative returns of the sentiment strategy and the five benchmark strategies in the training period.
The sentiment strategy outperforms all of the benchmark strategies in the training period.
Cumulative returns of the sentiment strategy and the five benchmark strategies in the test period.
1a and 1b, respectively, or one of the additional benchmark strategies outlined below.
This sentiment-based strategy outperforms several benchmark strategies in terms of different performance and downside risk measures.
The portfolio weights for the benchmark strategies are also re-calculated monthly (except for the Buy and Hold).
As the sentiment strategy of course is an active strategy, it exhibits a higher turnover than the rather passive benchmark strategies.
