With regards to stats, I would like to see a simple consistency metric — for example, the proportion of months/years with positive returns.
Also, what about rearranging the panel a bit? The main grouping could be by period (3m, 1y, 2y, 3y, 5y, 10y). Within each group, models could then be sorted, or even multi-sorted, by other metrics such as CAGR, Sharpe, Sortino, etc.
EDIT:
- categorise models by using AI ranking or not.