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Published model evaluations

Claude 3.5 Sonnet and GPT-4o generating trading portfolio configs

Published 2024-06-25: 2 portfolio-creation prompts, 2 models, single run each. Author-graded correctness of the generated portfolio configuration, approximate time to the final response, and list price per million tokens. See the results, how they were measured and where the findings stop.

As of 2024-06-25

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TL;DR

Published 2024-06-25. On the custom-indicator prompt (Test 2), Claude 3.5 Sonnet's configuration was graded 100% accurate after about 180 seconds, while GPT-4o's was misconfigured after 44 seconds. GPT-4o's final response was faster on Test 1 as well (about 53.5 seconds against 83.5 seconds).

Published
2024-06-25
Published model rows
2
Evidence
Historical task evaluation

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JSON viewer showing the Apple SMA Momentum Strategy portfolio generated by Claude 3.5 Sonnet with three strategies
The Test 2 portfolio configuration generated by Claude 3.5 Sonnet in June 2024, which the article graded 100% accurate.
Step 1 of 3

Published results

Claude 3.5 Sonnet and GPT-4o generating trading portfolio configs: source evidence dated 2024-06-25.

Exact model version
Claude 3.5 Sonnet
Test 1 result
—
Test 1 final response
~83.5s
Test 2 result
100% accurate
Test 2 final response
~180s
Input price
$3/MTok
Output price
$15/MTok
What you should see

The displayed values belong to the identified model versions and this published task, with their original metric units.

Step 3 of 3

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What you should see

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Published results

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Claude 3.5 Sonnet—~83.5s100% accurate~180s$3/MTok$15/MTok
GPT-4oCorrect~53.5sMisconfigured44s$5.00/M$15.00/M

2 portfolio-creation prompts, 2 models, single run each. Published 2024-06-25. Values retain their original units and grading scale.

Task and tested input

Generate a complete, syntactically valid portfolio configuration (nested strategies, conditions and indicators) from a plain-English trading request, plus a user-facing summary.

  1. Published prompt excerpt

    buy Apple when its 1 day rate of change of its 30 day Simple Moving Average is greater than 1

How the runs worked

2 portfolio-creation prompts, 2 models, single run each

NexusTrade Aurora "Create Portfolio" prompt chain, which generates portfolio, strategy, condition and indicator JSON in nested prompts

  1. Step 1

    Test 1: iteratively create a simple RSI-based portfolio in Aurora, answering follow-up questions such as the initial value.

  2. Step 2

    Test 2: request the AAPL rate-of-change-of-SMA buy rule with a stop-loss strategy and a take-profit strategy.

  3. Step 3

    Inspect each generated portfolio JSON and record the approximate time of the final response.

How to read the measurements

  1. Grading and valid output

    Author inspection of the generated JSON. In Test 2, GPT-4o's buy strategy included conditions that were not specified and its stop loss was described as odd, while Claude's configuration was described as exactly what was articulated.

  2. Cost

    List prices shown in the article: GPT-4o $5.00/M input and $15.00/M output tokens. Claude 3.5 Sonnet $3/MTok input and $15/MTok output. No per-run spend is published.

  3. Time

    Approximate time to the final response: GPT-4o about 53.5 seconds (Test 1) and 44 seconds (Test 2). Claude 3.5 Sonnet about 83.5 seconds (Test 1) and around 180 seconds (Test 2). Intermediate responses took about 3 to 3.5 seconds for GPT-4o and 3.6 to 4 seconds for Claude.

Why this model was selected

The article judged Claude 3.5 Sonnet slightly better overall, citing more human-like responses and accurate complex portfolio configurations, while noting GPT-4o was faster.

See the published results

JSON viewer showing the Apple SMA Momentum Strategy portfolio generated by Claude 3.5 Sonnet with three strategies
The Test 2 portfolio configuration generated by Claude 3.5 Sonnet in June 2024, which the article graded 100% accurate.

This image was published with the 2024-06-25 article. Read the source for the full test procedure and every result it reports.

Sample and scope

June 2024 comparison on two prompts with one run each. Both models have since been replaced.

Correctness is the author's own inspection of the JSON, and the article states the methodology is biased toward his use case. The article grades GPT-4o's Test 1 output as correct but does not state a correctness grade for Claude's Test 1 output, which it preferred for its human-like wording.

Times are approximate single observations of a multi-prompt chain, and prices are list prices at the time (GPT-4o $5.00/$15.00 per million tokens), not measured spend.

Read the original evidence

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