Gourav Salotra

Do Reinforcement Learning Agents Improve Commodity Sector Rotation? Walk-Forward Evidence from Expert Selection, Strong Benchmarks, and a Frozen-Policy Temporal Extension

This paper tests whether reinforcement learning improves monthly commodity-sector rotation once the experiment is reconstructed from investable instruments, strong active benchmarks, realistic costs, and strictly chronological validation. Total returns for energy (DBE), gold (GLD), agriculture (DBA), and base metals (D...