The allocations, prices and Sharpe ratios below are illustrative sample data. The button plays a convergence animation; it does not submit a QAOA job. These figures are not measured investment performance or evidence of quantum advantage.
In the optimiser, QAOA runs on Amazon Braket's SV1 simulator, followed by classical weight allocation and a Markowitz mean-variance comparison. The allocation weights show how a portfolio is split between assets. Compare risk metrics using the same data period and assumptions; a convergence curve alone does not establish better returns.
Read about Sharpe ratio and portfolio risk metrics or the QUBO and QAOA portfolio optimisation workflow, then compare your portfolio with the quantum portfolio optimiser.
For education and research, not investment advice. Fira's separate research was validated on IBM Quantum hardware; self-serve QAOA runs use the SV1 simulator.