We first compared the predictive performance of six polygenic prediction methods across different genetic architectures and training sample sizes (i.e., GWAS sample sizes) in simulation studies (Fig. 1 and Supplementary Table 1). SNP effect sizes were simulated using (1) a point-normal model with different numbers of causal variants, and (2) a normal mixture model, as described in the Methods section. Tuning parameters (P-value threshold in P+T, fraction of causal SNPs in LDpred, and global shrinkage parameter in PRS-CS) were selected in a validation data set (N = 3000). Prediction accuracy for all methods was quantified by R2 between the observed and predicted traits in an independent testing set (N = 3000).