Shared agent run on NexusTrade
AI Strategy Tournament: Kimi K2.5 vs. GPT-5 vs. Claude
A rigorous model-vs-model tournament where 10 AI agents compete to build the best trading strategy. Discover how Kimi K2.5's momentum strategy outperformed GPT-5 and Claude in out-of-sample testing.
User: Use GPT-5.2, Opus 4.6, Sonnet 4.6, Gemini 3 Pro, Gemini 3.1 Pro, GPT5-mini, Gemini 3 Flash, Minimax 2.5, GLM-5, and Kimi K2.5 to independently try to create the best trading strategy in terms of raw gains and risk-adjusted returns. Which model produces the consistently best strategies after 15 iterations? Create the strategy based on data before 01/01/2024, then at the end, we'll use 01/01/2024 to today as a test set for the best trading strategies we found
Aurora: This is a fantastic experiment — a **model vs. model strategy tournament**! You want 10 different AI models to independently explore and create the best trading strategies, then we'll crown the winner based on out-of-sample performance. Let me design this rigorously. ### The Core Question Which AI model, given 15 iterations to explore freely, produces the most consistently profitable and risk-adjusted trading strategies? And do those strategies hold up on unseen data (Jan 2024 – today)? ### Tournament Design **Training Period (for strategy discovery):** All data before January 1, 2024 **Test Period (out-of-sample validation):** January 1, 2024 – February 21, 2026 --- ## Step 1: Spawn 10 Subagents — One Per Model Each subagent will be a `strategyExplorer` with **15 max iterations**, tasked with independently discovering the best trading strategy. Each model gets the same brief but complete creative freedom in how it approaches the problem. **Subagent 1: GPT-5.2** - Model: `openai/gpt-5.2-chat` - Task: Explore and create the best trading strategy for US stocks. Test multiple hypotheses (momentum, mean reversion, value, quality, hybrid). Create 6-10 portfolio variations, backtest acr…
User: Launching 10 subagents to explore strategies in parallel
User: Waiting for subagents to complete...
User: Waiting for subagents to complete...
Aurora: All 10 subagents complete. **Subagent 1**: Strategy Tournament: Create the best US stock trading strategy using data ONLY before 01/01/2024. Explore momentum, mean reversion, value, and hybrid models. Backtest multiple variations, analyze results, and present your top 3 winners with the highest total return and Sortino ratio. - Status: completed - Summary: **Pre-2024 Strategy Tournament: Complete** Executed a comprehensive tournament to identify the best US stock trading strategy using data prior to Jan 1, 2024. Tested 5 portfolios across 3 distinct market regimes: Pandemic Bull (2020-21), Bear Market (2022), and Recovery (2023). ### Approach Compared Momentum, Mean Reversion, Value, and Hybrid Quality-Momentum strategies against a SPY Benchmark. Ran 15 total backtests to evaluate performance stability across regimes. ### Key Discoveries **The Winner:** **'Mean Reversion Strategy'** (Buy S&P 500 stocks with lowest RSI) was the clear top performer. It delivered **+88.6%** in the bull market and, crucially, remained positive (**+17.7%**) during the 2022 crash when the market fell 18%. It proved to be a robust "All-Weather" strategy. **The Runner-Up:** **'Value Strategy'** (Lowest P/…
User: Run backtests for the following 11 portfolios for the period from January 1, 2024, to February 21, 2026, starting with $10,000 and benchmarked against SPY: 699a218a1508e8c75ce02a33 (GPT-5.2), 699a216f1508e8c75ce02345 (Opus 4.6), 699a2b451508e8c75ce6d94b (Sonnet 4.6), 699a368e3eb7d5725748589b (Gemini 3 Pro), 699a21f71508e8c75ce0495d (Gemini 3.1 Pro), 699a21d61508e8c75ce03ef0 (GPT-5-mini), 699a21841508e8c75ce02896 (Gemini 3 Flash), 699a21711508e8c75ce02412 (MiniMax 2.5), 699a4ad0a68dbeb964080776 (GLM-5), 699a21d21508e8c75ce03d4d (Kimi K2.5), and 699a21841508e8c75ce0288f (SPY Benchmark).
Aurora: I'll create the backtest configurations for the 11 tournament finalists to evaluate their out-of-sample performance from January 1, 2024, to today.
User: Analyze the out-of-sample backtest results for the 11 tournament portfolios (IDs: 699a4ca3a68dbeb9640863c5, 699a4ca3a68dbeb9640863c6, 699a4ca3a68dbeb9640863c7, 699a4ca3a68dbeb9640863c8, 699a4ca3a68dbeb9640863c9, 699a4ca3a68dbeb9640863d0, 699a4ca3a68dbeb9640863d1, 699a4ca3a68dbeb9640863d2, 699a4ca3a68dbeb9640863d3, 699a4ca3a68dbeb9640863d4, 699a4ca3a68dbeb9640863d5). These backtests cover the period from Jan 1, 2024, to Feb 21, 2026. Please provide a leaderboard ranking them by Total Return and Sortino Ratio, and compare them against the SPY baseline.
Aurora: The out-of-sample tournament results are in. This test period (January 1, 2024, to February 21, 2026) represents a strong trending market, which served as a "reality check" for strategies that performed well during the high-volatility training period (pre-2024). ### 1. Backtest Summary and Comparison (Out-of-Sample) The following table ranks the models based on their strategy's performance against the **SPY Benchmark** (Baseline). | Model | Portfolio Name | Total Return | Sortino Ratio | Max Drawdown | vs. SPY (Return) | | :--- | :--- | :--- | :--- | :--- | :--- | | **Kimi K2.5** | Momentum - Medium (90d) | **104.29%** | **1.87** | 29.60% | **+59.05%** | | **Gemini 3 Flash** | Value-C2 | **50.94%** | **1.67** | 21.96% | **+5.70%** | | **Baseline** | **SPY Benchmark** | **45.24%** | **1.66** | **19.91%** | **0.00%** | | **GLM-5** | Hybrid / Regime-Adaptive | 28.14% | 1.42 | **15.10%** | -17.10% | | **Gemini 3.1 Pro** | Tournament: Mean Reversion (RSI) | 23.59% | 0.82 | 21.68% | -21.65% | | **MiniMax 2.5** | VAL-PE-Quality-SP500 | 22.68% | 0.82 | 26.07% | -22.56% | | **Gemini 3 Pro** | RSI Oversold (Optimized) | -3.05% | 0.11 | 24.14% | -48.29% | | **GPT-5.2** | Mean Reversion Strat…
User: ### 🏆 The AI Strategy Tournament: Final Results This experiment pitted 10 of the world's most advanced AI models against each other in a multi-stage trading strategy tournament. Each model was given 15 iterations to independently discover the best US stock strategy using data strictly prior to January 1, 2024. We then validated their top discoveries on unseen data from **January 1, 2024, to February 21, 2026**. --- ### 🥇 The Tournament Champion: Kimi K2.5 **Kimi K2.5** is the undisputed winner of this tournament. While most other models overfitted to the mean-reverting "buy the dip" patterns of the early 2020s, Kimi identified a **90-day Medium-Term Momentum** strategy that perfectly captured the powerful trending market of 2024-2026. **Winner Metrics (Out-of-Sample):** * **Total Return:** **104.29%** (vs. SPY 45.24%) * **Sortino Ratio:** **1.87** * **Alpha:** **+59.05%** over the benchmark --- ### 📊 Final Leaderboard (Out-of-Sample Validation) | Rank | Model | Strategy Type | Total Return | Sortino | Max Drawdown | | :--- | :--- | :--- | :--- | :--- | :--- | | 🏆 **1** | **Kimi K2.5** | **Medium Momentum** | **104.29%** | **1.87** | 29.60% | | 🥈 **2** | **Gemini 3 Flash** | *…
Aurora: ### 🏆 The AI Strategy Tournament: Final Results This experiment pitted 10 of the world's most advanced AI models against each other in a multi-stage trading strategy tournament. Each model was given 15 iterations to independently discover the best US stock strategy using data strictly prior to January 1, 2024. We then validated their top discoveries on unseen data from **January 1, 2024, to February 21, 2026**. --- ### 🥇 The Tournament Champion: Kimi K2.5 **Kimi K2.5** is the undisputed winner of this tournament. While most other models overfitted to the mean-reverting "buy the dip" patterns of the early 2020s, Kimi identified a **90-day Medium-Term Momentum** strategy that perfectly captured the powerful trending market of 2024-2026. **Winner Metrics (Out-of-Sample):** * **Total Return:** **104.29%** (vs. SPY 45.24%) * **Sortino Ratio:** **1.87** * **Alpha:** **+59.05%** over the benchmark --- ### 📊 Final Leaderboard (Out-of-Sample Validation) | Rank | Model | Strategy Type | Total Return | Sortino | Max Drawdown | | :--- | :--- | :--- | :--- | :--- | :--- | | 🏆 **1** | **Kimi K2.5** | **Medium Momentum** | **104.29%** | **1.87** | 29.60% | | 🥈 **2** | **Gemini 3 Flash** | *…