EXPERIMENT / RESEARCH NOTES
Can an LLM Design a Crypto Factor Strategy in One Shot?
I asked four language models to independently design a cross-sectional strategy for crypto perpetual futures. Each received the same prompt and one response, with no follow-up or parameter search. I translated the answers into frozen, auditable Event strategies and tested them on the same history with identical costs.
The question is not who writes the most convincing strategy memo. It is whether a one-shot specification survives point-in-time data, trading costs, funding, missing observations, execution timing, and path-dependent risk rules.
A fair one-shot contract
- Evaluation interval (UTC, end exclusive; plus terminal liquidation)
- →
- Initial equity
- 100,000 USDT
- Friction per traded notional
- 5 bp taker fee + 2 bp slippage
- Same causal universe and point-in-time data.
- Completed observations only; scheduled fills no earlier than the next minute.
- One response per model; no clarification, follow-up, or parameter search.
- Ambiguities resolved mechanically before accessing results, retained as model defects.
- Each run has an immutable identity tied to source, dataset, and response hashes.
What the models proposed
ChatGPT 6 Astra Ultra
Buffered relative momentum
Daily momentum skips the most recent day and normalizes by volatility. Balanced long/short selection uses entry and retention buffers to reduce replacement; the Event implementation handles stale prices and exposure drift.
Grok 4.7 XHigh
Residual momentum & carry
A daily blend of market-residual momentum and funding carry, with buffered long/short selection and a minute-level exposure enforcer. Its proposed exposure conflicted with the common contract and was mechanically overridden.
Kimi K3 Max
Carry, momentum & reversal
An intraday blend of recent funding carry, medium-horizon momentum and short-term reversal. A portfolio drawdown threshold triggers lower risk.
Claude Fable 5.1 Max
Trailing funding carry reversal
An hourly strategy using trailing funding, inverse-volatility weights and rank holding bands. Cooldowns, drift controls and rapid exits respond to sharp contract moves relative to the market.
Results under the frozen rule
Ranking is preserved: positive total return first, then after-cost Sharpe, Calmar, lower drawdown, and lower turnover. Kimi ranks ahead of Claude under this rule despite its larger loss. A positive Sharpe does not make Grok profitable.
| Rank | Owner-supplied model label | Total return | Sharpe | Max drawdown | Turnover | Trades |
|---|---|---|---|---|---|---|
| 1 | ChatGPT 6 Astra Ultra | +42.32% | 1.04 | -24.67% | 196.1× | 24,058 |
| 2 | Grok 4.7 XHigh | -3.91% | 0.16 | -43.88% | 270.0× | 32,200 |
| 3 | Kimi K3 Max | -47.06% | -1.55 | -53.15% | 535.5× | 53,600 |
| 4 | Claude Fable 5.1 Max | -38.69% | -1.76 | -49.03% | 538.5× | 115,847 |
Display precision follows the supplied comparison: percentages and Sharpe to two decimals, turnover to one decimal. Exact source values are retained in the JSON.
The path matters
- ChatGPT 6 Astra Ultra
- Grok 4.7 XHigh
- Kimi K3 Max
- Claude Fable 5.1 Max
Inspect exact daily equity values
| Date (UTC) | ChatGPT 6 Astra Ultra | Grok 4.7 XHigh | Kimi K3 Max | Claude Fable 5.1 Max |
|---|---|---|---|---|
| 2025-09-01 | 99304.41343293886 | 100907.43434653612 | 99209.09062321494 | 98904.07702127169 |
| 2025-09-02 | 99199.43017177648 | 98898.69572490662 | 98648.12172492652 | 97930.99586999131 |
| 2025-09-03 | 100699.42967016509 | 98419.5326288432 | 102647.39525552723 | 98727.96495722294 |
| 2025-09-04 | 101405.08792306505 | 99541.63751955635 | 102147.36037159304 | 98370.16814848065 |
| 2025-09-05 | 101224.89030399268 | 100469.89570417494 | 105287.12623469047 | 98415.7890819142 |
| 2025-09-06 | 102708.56867979452 | 99489.1332235838 | 106146.99921171232 | 97931.56073192251 |
| 2025-09-07 | 100644.32859767448 | 92559.88282160525 | 103461.19453566143 | 96777.40422254088 |
| 2025-09-08 | 97999.8616057402 | 83056.45899659286 | 103467.9019321243 | 94686.12465557683 |
| 2025-09-09 | 99415.44176972094 | 83478.3843272908 | 102184.36399223702 | 93904.44333730404 |
| 2025-09-10 | 92164.39291942431 | 76823.80737030994 | 89551.18143749038 | 93014.66960587975 |
| 2025-09-11 | 91529.17340640319 | 77477.09411476758 | 88707.6656387018 | 93566.76600474086 |
| 2025-09-12 | 92232.95434540126 | 65639.1239908715 | 81645.81276493966 | 92875.8528791554 |
| 2025-09-13 | 92342.96714643437 | 68089.11414077898 | 80805.23242405459 | 92499.97770101004 |
| 2025-09-14 | 93674.40315710852 | 69342.34794882125 | 82345.93440408727 | 93553.17231509426 |
| 2025-09-15 | 93611.49169311939 | 71082.65386175454 | 83066.94765277104 | 95057.12942186752 |
| 2025-09-16 | 93306.49679916132 | 71693.49663005497 | 83143.0152985545 | 94474.645242002 |
| 2025-09-17 | 96150.31985680823 | 72306.14977649286 | 82831.58502780764 | 94208.65479243452 |
| 2025-09-18 | 95424.44153653145 | 71611.17821127793 | 80868.5007344225 | 94224.14741934203 |
| 2025-09-19 | 95003.1722663363 | 73335.47017107098 | 81643.95148121401 | 95967.84179074419 |
| 2025-09-20 | 94130.35434840494 | 75185.07219992332 | 81849.53889639255 | 96359.43085427611 |
| 2025-09-21 | 94490.35191698167 | 75005.0010828404 | 80763.43411425308 | 96340.90821166358 |
| 2025-09-22 | 96388.31609235596 | 76219.3100115991 | 82743.23470889947 | 97388.54001472153 |
| 2025-09-23 | 96212.15526945335 | 78144.35050882009 | 82618.624890915 | 98795.38617808507 |
| 2025-09-24 | 96321.33609186123 | 78732.50389264253 | 83970.6462871815 | 98577.46276167971 |
| 2025-09-25 | 94794.78717193959 | 80480.48885096097 | 83499.96312120245 | 99561.7621583325 |
| 2025-09-26 | 95838.89918506944 | 82946.0286596977 | 85664.99259927163 | 100808.59082316475 |
| 2025-09-27 | 96841.12700403237 | 81758.21982750359 | 84814.66879090815 | 101967.94172709183 |
| 2025-09-28 | 99586.7527202183 | 81279.95241627844 | 83524.53184852607 | 101484.5497627634 |
| 2025-09-29 | 99019.30943539794 | 84352.42744143466 | 84135.55445390762 | 101402.34667472744 |
| 2025-09-30 | 99368.65766807717 | 85692.5371697702 | 84635.44631434194 | 101696.60234589528 |
| 2025-10-01 | 100595.69916932523 | 85654.29457759873 | 88326.6177439098 | 99732.87185264517 |
| 2025-10-02 | 100535.11223937216 | 84166.2607798865 | 87700.56462457581 | 98634.35706422284 |
| 2025-10-03 | 101126.51512041416 | 84262.3216434222 | 86031.01409201208 | 99507.58732047534 |
| 2025-10-04 | 100852.0205477565 | 85008.42775777061 | 86957.2000035125 | 99948.4915523204 |
| 2025-10-05 | 99852.11129440008 | 85793.41173766919 | 87328.708421547 | 100287.37319721638 |
| 2025-10-06 | 100532.03687605678 | 85275.29036650271 | 88313.03903654197 | 98639.75337124494 |
| 2025-10-07 | 101016.63760647792 | 85200.59432513997 | 88000.61366732669 | 99048.85734172574 |
| 2025-10-08 | 99193.95779661185 | 87115.87051188406 | 86837.13118769004 | 99543.78137425182 |
| 2025-10-09 | 100720.29127067735 | 88826.88571463674 | 86622.73327210157 | 99493.69978216279 |
| 2025-10-10 | 108332.80434993535 | 89044.34846424178 | 86828.4469518496 | 97610.32408799352 |
| 2025-10-11 | 108333.04503059472 | 89014.83111611716 | 86365.04255748002 | 96702.4754736358 |
| 2025-10-12 | 107839.191256063 | 89988.4104695946 | 85213.3158015246 | 95693.47385900782 |
| 2025-10-13 | 109115.60288465711 | 89670.51829346127 | 85916.4633786144 | 95291.65924262666 |
| 2025-10-14 | 109212.30713780053 | 90386.1428671993 | 87219.7270774273 | 95396.493631188 |
| 2025-10-15 | 108167.4413649536 | 90823.44581329814 | 87702.94566534826 | 95849.33190194513 |
| 2025-10-16 | 110698.62093216887 | 93200.24791235855 | 84896.71221090418 | 96437.68965215684 |
| 2025-10-17 | 108447.95654245853 | 93139.39079413166 | 84096.83316422676 | 96110.0752771327 |
| 2025-10-18 | 110400.48342764069 | 92700.90560514388 | 88211.021746861 | 96028.47340200818 |
| 2025-10-19 | 109581.31747325131 | 92144.0879712238 | 88921.63910538574 | 95428.26273619093 |
| 2025-10-20 | 107609.95853707116 | 91343.44114913659 | 88763.70563230982 | 94946.29853488838 |
| 2025-10-21 | 106248.55007881927 | 90532.65033637574 | 86689.52444393461 | 96350.90861818012 |
| 2025-10-22 | 105741.21228512643 | 91828.74246634846 | 87335.71597831763 | 96556.23017614236 |
| 2025-10-23 | 106413.18779601065 | 90658.0405419646 | 86970.24328960683 | 95428.02387166815 |
| 2025-10-24 | 110088.07569037826 | 91928.84277244615 | 87163.40547105741 | 96253.01638015524 |
| 2025-10-25 | 109422.41133285005 | 91493.81257228614 | 86384.97778983867 | 96902.18678551819 |
| 2025-10-26 | 109842.86818411754 | 92659.69273317553 | 85210.56499176173 | 97965.95020801079 |
| 2025-10-27 | 110452.20861555464 | 92410.66914442705 | 83976.24856365079 | 98195.51657062738 |
| 2025-10-28 | 111754.56594094509 | 90103.34710868739 | 84608.0991851573 | 97618.18010473184 |
| 2025-10-29 | 109724.15661180271 | 90403.52883833798 | 86689.17506135601 | 96594.50848964443 |
| 2025-10-30 | 113099.99982938936 | 87536.31549399748 | 87221.60907138167 | 97368.66626191331 |
| 2025-10-31 | 115085.75930920284 | 89014.23290801549 | 86628.32142073782 | 98202.17969646769 |
| 2025-11-01 | 113191.97419184391 | 92097.1723846806 | 85964.54721671187 | 99710.19614249868 |
| 2025-11-02 | 113758.11541371321 | 92113.1201694023 | 86799.04175393003 | 99686.76148896248 |
| 2025-11-03 | 116280.92331783463 | 87890.84000739793 | 83725.18369642674 | 97983.02619042945 |
| 2025-11-04 | 118353.61150390927 | 86192.40019167791 | 82949.45657912776 | 98927.8027392087 |
| 2025-11-05 | 114075.00818767969 | 88308.23626944154 | 85268.29968829166 | 99316.03092684766 |
| 2025-11-06 | 112552.50738654696 | 94754.45784601844 | 79228.97880454981 | 101639.20215099257 |
| 2025-11-07 | 114125.76626213915 | 94228.57055569324 | 79620.29513477607 | 105306.48104913683 |
| 2025-11-08 | 110165.10308088014 | 93377.29130635875 | 77616.10063287747 | 106827.90606286691 |
| 2025-11-09 | 108582.86679099948 | 91450.84316914607 | 77807.717500208 | 104629.82961686616 |
| 2025-11-10 | 103097.57181368653 | 87863.96725953337 | 77072.65781382403 | 102297.59426728186 |
| 2025-11-11 | 102449.21192286127 | 87380.89504458125 | 77567.385558582 | 100830.16775516285 |
| 2025-11-12 | 102276.71137897622 | 85960.53716418755 | 76769.13889015913 | 100278.22568281235 |
| 2025-11-13 | 104172.60619524732 | 87756.98896568705 | 77383.48022264981 | 99371.66075144809 |
| 2025-11-14 | 104758.05240305477 | 91567.13046376317 | 78447.46900233554 | 100282.27822856448 |
| 2025-11-15 | 104153.82451865611 | 92415.79404904404 | 77266.84298178255 | 100635.41836360276 |
| 2025-11-16 | 106283.21142096008 | 94602.86470780053 | 78547.84674493838 | 98655.20917185703 |
| 2025-11-17 | 106185.86851426924 | 93743.07697779949 | 80238.3833977113 | 98669.24437083871 |
| 2025-11-18 | 103397.03941560384 | 93528.16721108956 | 80797.64139794912 | 98181.58214131011 |
| 2025-11-19 | 104539.52174108643 | 92939.02875669707 | 80968.55360548408 | 99209.44938616978 |
| 2025-11-20 | 103958.10742313377 | 93731.62101851894 | 82338.1703880333 | 101729.5028855183 |
| 2025-11-21 | 102629.71002643899 | 90272.78429963671 | 80504.6053581236 | 100549.9035672701 |
| 2025-11-22 | 101053.02092283133 | 87100.43194930683 | 79193.66105300962 | 99599.65384875426 |
| 2025-11-23 | 102806.92522994561 | 90423.15480839807 | 81065.42075784785 | 98275.47759083282 |
| 2025-11-24 | 102271.6400392276 | 90872.75408056706 | 81268.65552445585 | 96523.14307277907 |
| 2025-11-25 | 101759.9168402626 | 89949.937218776 | 81198.66617845127 | 95647.66736042967 |
| 2025-11-26 | 100074.26950557664 | 87016.33972823172 | 81176.55014724312 | 94894.70658193134 |
| 2025-11-27 | 99401.57525882097 | 88101.56120661413 | 81058.75639310232 | 94675.10807208419 |
| 2025-11-28 | 100904.81817189492 | 88466.25169467059 | 83064.76211863356 | 95375.5931331456 |
| 2025-11-29 | 101731.87843838349 | 90497.62947417657 | 82991.39560003296 | 93642.56803862966 |
| 2025-11-30 | 103557.62160355647 | 90515.91720088117 | 83078.39259322728 | 94301.4913367863 |
| 2025-12-01 | 103152.17171217073 | 91133.522112524 | 82149.36822875889 | 95465.56864961596 |
| 2025-12-02 | 101249.59898055866 | 93963.31074585655 | 82756.61424910028 | 94717.34360424832 |
| 2025-12-03 | 98648.25829795042 | 93154.48437953669 | 82218.42501318589 | 93466.99362334385 |
| 2025-12-04 | 99022.695899505 | 93174.00034741864 | 82413.20517695973 | 92757.26649730685 |
| 2025-12-05 | 101402.65342312258 | 93617.38010567754 | 81922.5047206897 | 93884.8395772672 |
| 2025-12-06 | 101638.93962417175 | 94666.66500871675 | 82719.05069493834 | 92863.47478566534 |
| 2025-12-07 | 100416.72783675177 | 93046.33744079343 | 80849.69218778228 | 90618.07653393173 |
| 2025-12-08 | 100578.58480986819 | 95364.74216415259 | 82559.17330356372 | 91009.47891372892 |
| 2025-12-09 | 103820.52211866547 | 96685.55716767765 | 83696.19459175503 | 91293.42979917553 |
| 2025-12-10 | 108265.79070987325 | 97827.38551548758 | 85210.41781694123 | 91380.23354593318 |
| 2025-12-11 | 108510.06840673009 | 97846.47852838294 | 85613.76878450808 | 91609.82895447637 |
| 2025-12-12 | 109993.40616206157 | 99386.11436608058 | 87489.6042242939 | 92569.50319472387 |
| 2025-12-13 | 113454.51921634258 | 103013.23061117948 | 87384.44639897748 | 93894.64726007545 |
| 2025-12-14 | 118069.35013753016 | 104251.63295336241 | 88006.4588608859 | 93301.56994682818 |
| 2025-12-15 | 121805.64216487204 | 104037.98679595032 | 87125.60136607544 | 92371.26670367688 |
| 2025-12-16 | 114822.40942397782 | 94516.93937915302 | 84230.25736551655 | 89444.76227768864 |
| 2025-12-17 | 117643.71566863437 | 99502.7268593466 | 86248.33968905799 | 90061.70949854658 |
| 2025-12-18 | 118758.97733363882 | 101443.5191211983 | 86165.76364354268 | 90669.4443290247 |
| 2025-12-19 | 115507.11516092901 | 99867.3535170851 | 86964.10440684485 | 89588.07749920407 |
| 2025-12-20 | 118234.26445629245 | 102983.15812170769 | 87066.18294157254 | 88646.8578276737 |
| 2025-12-21 | 118401.82237859476 | 102638.95889972046 | 86800.51154190811 | 87642.18457196116 |
| 2025-12-22 | 120444.92065563308 | 103153.01843126555 | 88047.73028020338 | 88502.82465755605 |
| 2025-12-23 | 119947.74859720322 | 104552.83394964822 | 89485.84125198892 | 89388.79334673099 |
| 2025-12-24 | 118575.80125096272 | 103334.82593128545 | 88408.86572268624 | 89412.9433651916 |
| 2025-12-25 | 118601.60443038325 | 103869.99154428416 | 88750.50437016133 | 89798.77909467657 |
| 2025-12-26 | 113046.83113985916 | 101614.48887520909 | 87429.63576406051 | 88146.74145584516 |
| 2025-12-27 | 112487.98646189616 | 100234.80530789103 | 87325.25275686386 | 86436.86260120642 |
| 2025-12-28 | 114027.35084311687 | 100018.35471098666 | 86499.36926899428 | 84983.65021593096 |
| 2025-12-29 | 116267.00165166307 | 105116.83135082523 | 89374.3135972791 | 87105.72628266829 |
| 2025-12-30 | 112872.49941135045 | 106269.69630041003 | 90481.40094166758 | 86758.19324074761 |
| 2025-12-31 | 111385.28614317422 | 97527.25496994363 | 85585.30716092791 | 85309.9724382978 |
| 2026-01-01 | 108072.4954310785 | 97802.70885640378 | 84043.398303321 | 84777.28437312478 |
| 2026-01-02 | 104310.92046893091 | 96821.7361720998 | 83452.74611444618 | 83755.89834159511 |
| 2026-01-03 | 104206.17055706303 | 96505.968437578 | 84240.72782090156 | 84098.28833166229 |
| 2026-01-04 | 103005.6571441075 | 97783.07795693736 | 84035.07702758869 | 83311.75101717991 |
| 2026-01-05 | 104149.08669710615 | 100062.02916996434 | 84298.81973813781 | 83974.38841483337 |
| 2026-01-06 | 104055.41693474479 | 100851.52415453944 | 84797.59202925219 | 84009.40819255177 |
| 2026-01-07 | 106419.85759920363 | 99875.00276302148 | 85668.05844552293 | 83864.13046617078 |
| 2026-01-08 | 106500.74288334332 | 98629.20131472386 | 85277.78304249245 | 83829.03427457638 |
| 2026-01-09 | 106194.53348302896 | 97911.98672079682 | 85798.81477195954 | 83191.56112915694 |
| 2026-01-10 | 105664.50460870117 | 96492.72533921103 | 85046.18395006488 | 83821.73322388495 |
| 2026-01-11 | 106558.9899902024 | 98705.14238093182 | 84920.26269515943 | 83372.08715495389 |
| 2026-01-12 | 105575.08354362672 | 97650.81956884293 | 84780.35454579271 | 84187.67775730653 |
| 2026-01-13 | 104133.04048613067 | 97108.48195786058 | 85970.09187383663 | 86301.00825681955 |
| 2026-01-14 | 101393.30342280662 | 95737.96467383743 | 87114.93663030934 | 85761.3771797858 |
| 2026-01-15 | 100601.86867525738 | 97254.75443569286 | 87902.90015821788 | 85286.21144872888 |
| 2026-01-16 | 99997.04068841903 | 99367.86817751607 | 88877.38497087323 | 86658.24481393435 |
| 2026-01-17 | 97946.85536623385 | 100026.71086934455 | 89025.56232718722 | 87697.8729258023 |
| 2026-01-18 | 100402.11923538786 | 104697.02611152733 | 90886.83436993671 | 88559.07482341396 |
| 2026-01-19 | 104386.21613203998 | 107345.8049031795 | 93398.57958046586 | 90003.28065682403 |
| 2026-01-20 | 108839.43735009259 | 110491.48336112543 | 94926.98804665302 | 91532.86835925565 |
| 2026-01-21 | 109129.22769842633 | 110124.31102624422 | 93114.95929401927 | 92882.50547844153 |
| 2026-01-22 | 109771.42233324125 | 112699.61261440984 | 91491.07237746392 | 92826.1313119131 |
| 2026-01-23 | 109629.1371419219 | 112285.93595548827 | 90558.78275679219 | 93833.27226122256 |
| 2026-01-24 | 109626.3735540072 | 111472.28302301787 | 91126.91190212347 | 95305.70917952237 |
| 2026-01-25 | 112268.28900633592 | 113442.24680452085 | 90401.81717625757 | 92258.23461883713 |
| 2026-01-26 | 112365.15095101375 | 113598.22759642728 | 91320.7133628498 | 90797.57518090979 |
| 2026-01-27 | 112228.61012675798 | 113519.26529834936 | 89936.02559242403 | 87179.8594428534 |
| 2026-01-28 | 111066.30120718371 | 113228.01616328917 | 90435.18600248033 | 87013.07921190497 |
| 2026-01-29 | 112245.5424217638 | 112950.05289145917 | 91766.05909750605 | 87103.46100529359 |
| 2026-01-30 | 108956.16217743592 | 115449.14416663015 | 93347.63150976333 | 88081.02493352469 |
| 2026-01-31 | 109368.8298746871 | 123025.46384036499 | 94008.56502158601 | 89458.82071947573 |
| 2026-02-01 | 108533.19477630338 | 117390.9977343804 | 91956.88871849976 | 86397.36762354473 |
| 2026-02-02 | 108832.38761270503 | 117230.35633870868 | 92170.50966582842 | 86066.0376614339 |
| 2026-02-03 | 108223.71487602274 | 116463.59596707328 | 91447.4095948762 | 86907.52588941109 |
| 2026-02-04 | 107870.80764646753 | 117975.44580419948 | 91971.79712178839 | 87114.45010423622 |
| 2026-02-05 | 110536.87646588882 | 118895.90440239018 | 91753.91037045808 | 87394.25565440799 |
| 2026-02-06 | 107619.52879798276 | 116567.6230247956 | 90552.80663390223 | 85595.66437341302 |
| 2026-02-07 | 105735.46336987228 | 116059.76346818075 | 91469.5792904696 | 85532.73212119333 |
| 2026-02-08 | 104866.21197902806 | 116159.31412464022 | 92437.17076373371 | 83979.91856578524 |
| 2026-02-09 | 108269.16663926587 | 119057.08956213706 | 94229.46761220768 | 84897.23495047828 |
| 2026-02-10 | 113398.29951670779 | 120473.4862083306 | 92036.07538015283 | 84947.89038488605 |
| 2026-02-11 | 114593.78413619622 | 123515.35311324552 | 93815.50287254775 | 85785.57203209902 |
| 2026-02-12 | 112181.31389262169 | 120357.95404440082 | 91400.53796448273 | 83520.46626405015 |
| 2026-02-13 | 108754.52390429037 | 116851.60440431682 | 88353.68559729219 | 79738.54504047023 |
| 2026-02-14 | 107392.41561552839 | 113926.1694277084 | 89836.0058547791 | 78992.12061825278 |
| 2026-02-15 | 109083.16152955481 | 116193.59470347798 | 92823.35326108766 | 80175.0134569362 |
| 2026-02-16 | 109817.9248568319 | 114519.21472881397 | 93492.89374575285 | 80093.77552264083 |
| 2026-02-17 | 110167.12879762569 | 114186.3144467455 | 93138.92188461465 | 80176.08420366222 |
| 2026-02-18 | 111117.30873339681 | 113027.8410548491 | 92851.09403763234 | 80620.58384212767 |
| 2026-02-19 | 112781.85755973811 | 112842.02070468209 | 92895.91346973735 | 80654.11947415686 |
| 2026-02-20 | 114081.06466932017 | 114007.04070440275 | 93040.72952862945 | 81674.13859008416 |
| 2026-02-21 | 115134.62613144009 | 115524.90661304025 | 93717.32216905386 | 81542.82998230834 |
| 2026-02-22 | 117250.34177133004 | 114963.7230753783 | 93003.63918404802 | 81650.20912902306 |
| 2026-02-23 | 116998.18356948646 | 115985.8755330835 | 91987.00368746436 | 83072.55601353824 |
| 2026-02-24 | 120832.71666280464 | 119512.05024901773 | 90124.09274753128 | 82411.7124810832 |
| 2026-02-25 | 115105.45839342265 | 117167.35894858131 | 91636.01234887367 | 80182.05996399095 |
| 2026-02-26 | 118446.80075978812 | 124507.50310667363 | 93490.6196398814 | 82106.44373690062 |
| 2026-02-27 | 117936.49522479862 | 123267.2174687294 | 93765.24384785938 | 81841.48552331836 |
| 2026-02-28 | 118951.4741832472 | 123404.19193511191 | 94426.1166744495 | 81208.2697797897 |
| 2026-03-01 | 119745.11000421572 | 122366.57218271318 | 95360.6381632427 | 81087.78675233501 |
| 2026-03-02 | 120450.98018380633 | 119509.85958017436 | 93794.15410514992 | 80150.39723325345 |
| 2026-03-03 | 114145.70142027386 | 119769.73072439473 | 90440.98855020637 | 82057.30077763845 |
| 2026-03-04 | 112461.66909135765 | 119038.81516027883 | 92600.2182505736 | 81619.40159107173 |
| 2026-03-05 | 116350.47014961512 | 120113.97617847414 | 93605.13840386522 | 81902.7119794088 |
| 2026-03-06 | 114442.5881495276 | 118255.06334575012 | 93401.90244055961 | 81981.51396999287 |
| 2026-03-07 | 113704.72938512225 | 118406.17527163184 | 93791.91164049396 | 83107.480224547 |
| 2026-03-08 | 114178.54966452211 | 118003.6750598244 | 93153.41426237929 | 82978.25435454086 |
| 2026-03-09 | 114763.27520649043 | 116562.48844270097 | 92516.82624728822 | 82376.38978924572 |
| 2026-03-10 | 115310.52772208265 | 115026.77178409432 | 91611.17609143646 | 81728.54652236543 |
| 2026-03-11 | 113747.78684298861 | 117365.07467850595 | 91569.7814823652 | 81504.18593559919 |
| 2026-03-12 | 116281.92645943137 | 117065.7985947743 | 92521.68596578861 | 81363.67570640102 |
| 2026-03-13 | 116534.83958508295 | 117245.475078933 | 93552.91964614745 | 80649.1467407278 |
| 2026-03-14 | 118218.29586359572 | 116661.6121368063 | 92425.88527971732 | 80764.43964897354 |
| 2026-03-15 | 115215.95889732266 | 116118.61443582978 | 92876.6043776737 | 81130.88821025501 |
| 2026-03-16 | 114280.39384295845 | 116691.8887889722 | 91087.35675969029 | 81089.39920556995 |
| 2026-03-17 | 115900.97501769055 | 115775.93370111083 | 90924.7537256642 | 79796.91898180729 |
| 2026-03-18 | 119447.32446046402 | 114676.89287686534 | 88626.1148116426 | 79074.06381893369 |
| 2026-03-19 | 115748.49852247344 | 113549.34505444135 | 85981.6842337034 | 80227.04283144367 |
| 2026-03-20 | 116694.02430199596 | 113406.77285014403 | 88205.3259117568 | 81847.75055225933 |
| 2026-03-21 | 118314.2845228959 | 112840.56511166287 | 88270.00890701223 | 81531.39754144422 |
| 2026-03-22 | 128369.34722503618 | 115950.03452297168 | 84029.49743337982 | 80634.28345784008 |
| 2026-03-23 | 126949.4679086703 | 118686.18630529747 | 84765.86004258326 | 80790.57404276045 |
| 2026-03-24 | 123136.10909245392 | 113965.17538516846 | 82948.08700552207 | 81238.20352336847 |
| 2026-03-25 | 126786.98253845563 | 116874.471734994 | 83970.47247186348 | 82794.36572849927 |
| 2026-03-26 | 124479.14150277835 | 115492.63858140998 | 83134.37955390855 | 82870.45500851056 |
| 2026-03-27 | 124363.691052903 | 114621.11253773088 | 82421.87996168998 | 82603.96034416874 |
| 2026-03-28 | 123429.55852823087 | 119433.65942382562 | 80147.02793594243 | 83526.0698487329 |
| 2026-03-29 | 126216.77158148424 | 119995.78474487939 | 80958.28692429462 | 82979.51686986131 |
| 2026-03-30 | 124639.09634176319 | 122109.64218417 | 82708.7574693494 | 84009.99066778601 |
| 2026-03-31 | 125850.7535078392 | 121410.22455475166 | 85131.84898363212 | 84388.91069009504 |
| 2026-04-01 | 131908.76813708682 | 126244.90625959224 | 85437.66252667815 | 84524.33828598431 |
| 2026-04-02 | 133648.12517650725 | 128762.65265366541 | 83149.19638386922 | 82644.78169760677 |
| 2026-04-03 | 135839.98906266352 | 130657.46810732836 | 82990.74631911336 | 82526.1327973701 |
| 2026-04-04 | 133808.67556765082 | 138216.05751491507 | 79004.03934932864 | 83354.12646852713 |
| 2026-04-05 | 132347.42545305635 | 131842.93877712046 | 77579.20157217432 | 81866.7045981984 |
| 2026-04-06 | 130048.71625041617 | 126793.45218876396 | 76368.27500535117 | 79828.48337341659 |
| 2026-04-07 | 129820.33373001224 | 126976.52037783798 | 77832.79248936156 | 78936.8026461338 |
| 2026-04-08 | 133672.59635142406 | 128099.98052807554 | 78245.06502710037 | 78039.19529477647 |
| 2026-04-09 | 132887.51118340436 | 125598.78645973503 | 79682.95065653021 | 81303.45879231278 |
| 2026-04-10 | 132226.21628378073 | 130626.99482263428 | 78259.40082507153 | 79817.8286059772 |
| 2026-04-11 | 132211.06626633322 | 128310.0249323081 | 73631.34030009055 | 78638.6609072892 |
| 2026-04-12 | 145105.95570976724 | 139382.28551967177 | 74449.31933273208 | 79312.97246549328 |
| 2026-04-13 | 145066.91970674403 | 142974.20254969943 | 74908.87902160492 | 79092.13366403061 |
| 2026-04-14 | 152736.58534017904 | 152547.93360526566 | 77006.8121672408 | 77311.101973441 |
| 2026-04-15 | 156103.37143979128 | 152468.42701935617 | 78720.90951503023 | 76131.48663300005 |
| 2026-04-16 | 148146.12889136694 | 150588.06918406085 | 78614.14596738192 | 73247.49280898322 |
| 2026-04-17 | 150460.95524633932 | 150734.95034864693 | 78849.35387044848 | 72780.50793610731 |
| 2026-04-18 | 148250.7095886193 | 150102.50367478543 | 78559.28528072717 | 73461.39774146516 |
| 2026-04-19 | 145531.79720229135 | 141097.17845104195 | 77910.25813252316 | 72456.60054961525 |
| 2026-04-20 | 144999.46749636685 | 142899.08225629266 | 80094.12671249211 | 71299.28992627237 |
| 2026-04-21 | 143972.6822106496 | 140129.5313759764 | 77029.04284397005 | 70743.03089436593 |
| 2026-04-22 | 139878.2477609461 | 138482.65946070105 | 76094.63546824967 | 70297.52920639639 |
| 2026-04-23 | 144307.07555650332 | 140930.3140722772 | 76591.00141995399 | 70448.16327211968 |
| 2026-04-24 | 138587.84517315557 | 139914.82308155362 | 75783.50016365072 | 70622.81833462964 |
| 2026-04-25 | 139451.8277112441 | 140858.62753067652 | 76402.38611404736 | 69949.64797396626 |
| 2026-04-26 | 137080.32390844548 | 135263.61336891205 | 74489.4062503207 | 69557.26019574387 |
| 2026-04-27 | 138107.61919633363 | 137650.8381903492 | 75891.30981618249 | 69729.85563300856 |
| 2026-04-28 | 134987.34859328205 | 136584.58743770653 | 75762.75909160588 | 69141.94751445003 |
| 2026-04-29 | 137651.62901861858 | 136196.33418376092 | 77348.8217407287 | 70066.96388059719 |
| 2026-04-30 | 141789.77816831335 | 138616.72545812777 | 77575.73340958575 | 71224.96379983515 |
| 2026-05-01 | 144197.08132709534 | 137841.26849208446 | 76762.92255985869 | 71297.02025698492 |
| 2026-05-02 | 147722.7656665182 | 134002.92869300768 | 75565.36338654238 | 71562.01401008802 |
| 2026-05-03 | 146395.6427967469 | 133722.1088705056 | 75827.12138407648 | 69298.700419527 |
| 2026-05-04 | 150819.95028379 | 135973.12115289515 | 75100.482286357 | 68030.56909553532 |
| 2026-05-05 | 149101.96117324175 | 133745.7759359737 | 74812.37695644468 | 68502.26097693302 |
| 2026-05-06 | 147514.76937778853 | 130094.15723883166 | 72093.35887075635 | 66515.67880007112 |
| 2026-05-07 | 144842.22290901063 | 136387.51791050917 | 75332.12309986123 | 67098.02231142038 |
| 2026-05-08 | 146237.75897847267 | 136236.86062096822 | 76671.58765615367 | 66763.66508464418 |
| 2026-05-09 | 148101.94976637425 | 132651.38442539025 | 74522.95122618861 | 65508.25932565258 |
| 2026-05-10 | 149335.81253155795 | 131029.54617623743 | 74861.31101797677 | 65063.89722758673 |
| 2026-05-11 | 149363.55884545486 | 127569.0148156586 | 73997.57967933264 | 65459.8568932255 |
| 2026-05-12 | 146278.65212950122 | 125289.57048718978 | 72141.22689001015 | 64171.12788213888 |
| 2026-05-13 | 149413.50734053744 | 124397.76679016309 | 71999.39481027909 | 62961.10704627299 |
| 2026-05-14 | 145514.4109652771 | 124424.95465415425 | 73892.0378929671 | 63409.87605968744 |
| 2026-05-15 | 143790.2070604626 | 126289.40184237756 | 73097.14527063134 | 62706.15269166791 |
| 2026-05-16 | 142119.8810326438 | 126584.07706037996 | 72950.82681480804 | 61737.27175102565 |
| 2026-05-17 | 142414.63790658073 | 125961.58035760629 | 71563.19021417166 | 61709.36531281533 |
| 2026-05-18 | 140140.39145310663 | 122989.9305844172 | 70864.72035074097 | 60871.98414827912 |
| 2026-05-19 | 141044.81446036516 | 125589.79721364414 | 70674.90538126466 | 59856.069189336784 |
| 2026-05-20 | 142004.38767963657 | 129297.63556160124 | 71823.88018137284 | 59804.293909794746 |
| 2026-05-21 | 139879.91942852465 | 133526.22801117864 | 71869.4859859428 | 60518.49975149665 |
| 2026-05-22 | 137302.5573887892 | 132453.07158693936 | 69829.13089367031 | 61095.08670976321 |
| 2026-05-23 | 137626.7978299705 | 131591.2832063089 | 68947.40518804658 | 61349.29048160114 |
| 2026-05-24 | 139271.54416231893 | 131716.03091052576 | 69055.20796226323 | 61202.3454618734 |
| 2026-05-25 | 136060.14397213142 | 132348.92542765502 | 68262.85488455763 | 62024.820920369966 |
| 2026-05-26 | 135268.72452455206 | 132803.93270610992 | 67886.51166048004 | 61858.43895609899 |
| 2026-05-27 | 133178.1859307948 | 130895.21839091051 | 65501.26189233226 | 60787.717992708145 |
| 2026-05-28 | 132247.80078080882 | 129276.34902047976 | 65596.26517507843 | 59788.9652217124 |
| 2026-05-29 | 136080.9958835352 | 132215.94461018266 | 66505.24953251434 | 60586.8922951322 |
| 2026-05-30 | 137929.5867234508 | 131920.98014381545 | 66172.94554983452 | 59468.081842169144 |
| 2026-05-31 | 142174.0100825475 | 135437.67840216623 | 67671.01084902044 | 60406.03955410396 |
| 2026-06-01 | 148767.2849128694 | 135370.32921749167 | 67043.46201472008 | 58668.12493840616 |
| 2026-06-02 | 156718.53933924297 | 136180.31966953588 | 68363.28047145158 | 59786.76093868666 |
| 2026-06-03 | 159115.97083578646 | 137284.17415560214 | 67665.2084153913 | 57956.220415101416 |
| 2026-06-04 | 160560.64502713247 | 136113.32632339318 | 66475.42015055595 | 56851.975160701295 |
| 2026-06-05 | 164195.38873717067 | 135224.48434554838 | 65974.53901116292 | 56501.27616430233 |
| 2026-06-06 | 166413.7489885852 | 135879.13170286966 | 64116.35986732919 | 56264.15482481064 |
| 2026-06-07 | 167610.71641664262 | 130853.7377657065 | 61787.661441150754 | 55617.64857954958 |
| 2026-06-08 | 165498.7599123729 | 129772.79282184366 | 58516.33524907081 | 56818.707518721465 |
| 2026-06-09 | 170064.71112151348 | 130049.05140921706 | 59097.766198928315 | 59254.460699745156 |
| 2026-06-10 | 177691.5824907673 | 131309.40982558427 | 60245.66367198981 | 58611.455128247195 |
| 2026-06-11 | 181366.12084623665 | 126863.13624278018 | 58799.845533267435 | 59440.93035940956 |
| 2026-06-12 | 174387.47559790796 | 123037.62896579782 | 58461.558042093166 | 60965.977030095084 |
| 2026-06-13 | 169882.12190869145 | 120955.32296320231 | 59465.68117245669 | 61904.06417578846 |
| 2026-06-14 | 170437.76734812968 | 119278.08701048025 | 60527.96104121933 | 61654.43980809674 |
| 2026-06-15 | 167647.14882081826 | 118258.51981316497 | 59303.94249991511 | 61771.615134317064 |
| 2026-06-16 | 168579.94029206608 | 119037.01343833083 | 58494.18559370793 | 62481.008017313194 |
| 2026-06-17 | 163709.30047801428 | 116695.58136946279 | 57281.287960585476 | 62959.56435269583 |
| 2026-06-18 | 169741.33748612844 | 119841.75910207492 | 58738.11247990884 | 63741.09229873196 |
| 2026-06-19 | 169934.68223796852 | 117607.28875126991 | 56509.70072034455 | 63052.333724545 |
| 2026-06-20 | 170367.770443539 | 118891.18362179454 | 57659.39329931371 | 63709.194449821836 |
| 2026-06-21 | 168329.66196857032 | 117410.31767058879 | 57012.75277212119 | 62947.66897141358 |
| 2026-06-22 | 172407.89069789118 | 118127.14010370227 | 56404.00705991693 | 62714.18818118126 |
| 2026-06-23 | 166385.60614939762 | 112188.05760760665 | 54927.83009770011 | 62030.7030382157 |
| 2026-06-24 | 169324.2680623684 | 116026.18820871091 | 56979.86224644948 | 63015.37226309213 |
| 2026-06-25 | 171318.71493830805 | 118191.94933503051 | 57264.33589560712 | 63153.436106929475 |
| 2026-06-26 | 172545.571499813 | 117554.04503049247 | 57474.600203641305 | 63617.40872119552 |
| 2026-06-27 | 168991.00189666322 | 115863.90167457896 | 56220.154214064954 | 63006.33716980737 |
| 2026-06-28 | 167715.00009915498 | 116670.80412255121 | 54885.41301228602 | 62244.45899274842 |
| 2026-06-29 | 166174.96562873785 | 118921.72567431215 | 54327.70444975356 | 62461.19808508713 |
| 2026-06-30 | 163444.1906377579 | 119346.27074452586 | 53775.74727328709 | 61748.71640324127 |
| 2026-07-01 | 161285.91697814298 | 99239.18578999094 | 52819.34460448622 | 63737.62688206487 |
| 2026-07-02 | 156604.09566458125 | 96676.05921029701 | 53315.7248842931 | 63666.25421416845 |
| 2026-07-03 | 149503.05746857243 | 95709.07692360324 | 54803.42056015649 | 64474.00885865324 |
| 2026-07-04 | 147232.94155619884 | 95515.74033953817 | 56116.81653314677 | 65185.6175632171 |
| 2026-07-05 | 147857.1228058471 | 97619.17056287134 | 56655.49781442055 | 65853.19643391419 |
| 2026-07-06 | 148535.9106496147 | 98337.63362323168 | 57041.82290252216 | 65833.9065412937 |
| 2026-07-07 | 148264.68529909986 | 98503.45982693524 | 55124.73722432801 | 65333.73572215209 |
| 2026-07-08 | 146601.11987428713 | 98881.29671051289 | 53454.77336474807 | 65242.004381206265 |
| 2026-07-09 | 145254.1303540173 | 94507.97876554923 | 52909.82283507506 | 63866.3942574714 |
| 2026-07-10 | 144740.78596793665 | 95950.65735654064 | 53256.44988221633 | 64207.25283089966 |
| 2026-07-11 | 147037.49423578862 | 98478.09879872206 | 54716.35655405638 | 64352.80220974284 |
| 2026-07-12 | 146303.37839983328 | 99105.15023598973 | 55749.98590059294 | 65008.179067604564 |
| 2026-07-13 | 144022.63161870756 | 99392.26593195363 | 55774.71864809142 | 65038.79171278548 |
| 2026-07-14 | 146422.8232145715 | 100547.64821278423 | 56918.665472114386 | 65266.61795192237 |
| 2026-07-15 | 147094.9819641999 | 100088.85467917548 | 56547.61762062359 | 65262.635198980584 |
| 2026-07-16 | 148835.13716207794 | 97814.63022392793 | 53488.72552738426 | 63692.89719692417 |
| 2026-07-17 | 150523.90958241053 | 100892.58426838007 | 53613.3317294103 | 64412.043409042584 |
| 2026-07-18 | 153184.91934662216 | 99034.43549906698 | 52986.32489669209 | 64009.655703044875 |
| 2026-07-19 | 154520.44723475043 | 99126.54374890942 | 53693.559559083704 | 63469.823839806864 |
| 2026-07-20 | 155221.45783251786 | 98929.857100453 | 54257.32950578549 | 63334.900622478635 |
| 2026-07-21 | 149844.18637719515 | 100270.3133602538 | 53388.47392350421 | 62770.834899293164 |
| 2026-07-22 | 150693.21788711997 | 100477.39269405587 | 54052.656457297 | 63755.78667458773 |
| 2026-07-23 | 152970.01309712068 | 103957.60867448543 | 53281.37004955618 | 63951.05006225251 |
| 2026-07-24 | 151087.8654200428 | 103891.74414041155 | 53384.74866349877 | 64173.072364606676 |
| 2026-07-25 | 149560.40408259653 | 105541.92093741204 | 53751.79507882751 | 63931.63976621082 |
| 2026-07-26 | 155167.03363475134 | 103499.13139666645 | 53681.44118727706 | 63777.4679302472 |
| 2026-07-27 | 161449.20858758013 | 101349.5128226864 | 54033.36950370087 | 61863.490551446004 |
| 2026-07-28 | 157356.27789602726 | 98290.3111464008 | 53197.77458613734 | 62210.068489488345 |
| 2026-07-29 | 156324.89445025913 | 100946.13312576798 | 53709.601374291466 | 62021.60856324837 |
| 2026-07-30 | 155582.03848958728 | 101506.17566983112 | 52077.14472137692 | 60816.68898419063 |
| 2026-07-31 | 156231.40491681118 | 97333.521087981 | 50954.53422882393 | 59885.28397388935 |
| 2026-08-01 | 160093.00726249456 | 97610.97410824739 | 51280.176808860495 | 59112.14232935065 |
| 2026-08-02 | 153953.52376403444 | 97816.4722953991 | 51879.24171071257 | 59069.13464740085 |
| 2026-08-03 | 148016.07228468056 | 95802.99170238672 | 52777.43000965733 | 59160.3722977236 |
| 2026-08-04 | 142395.10452436638 | 95759.50981465139 | 53510.2790909404 | 59308.96755370916 |
| 2026-08-05 | 142080.75495225505 | 92074.44072548326 | 52635.28254941253 | 58834.24342326265 |
| 2026-08-06 | 148216.19846886586 | 87972.81857267032 | 50420.708935810675 | 58435.77887762935 |
| 2026-08-07 | 150594.06083927798 | 92182.04416919357 | 51390.426171922314 | 58316.445286909584 |
| 2026-08-08 | 157971.74344160047 | 92268.8958225942 | 52451.46333248275 | 58106.38554799498 |
| 2026-08-09 | 160733.1048566827 | 91057.19031477967 | 52439.10221358382 | 58272.40838092805 |
| 2026-08-10 | 154980.49562426913 | 92939.4675582059 | 51384.39374286941 | 58416.77964846472 |
| 2026-08-11 | 152638.07259538342 | 94587.9646493086 | 52443.80043118034 | 58948.84121274934 |
| 2026-08-12 | 155701.20027430248 | 97170.27796778175 | 52318.41463376253 | 58986.547797787025 |
| 2026-08-13 | 153820.42297079173 | 93542.4905221833 | 53002.40752830719 | 58450.39443147789 |
| 2026-08-14 | 157211.0953336549 | 94671.76558660387 | 54266.79164769384 | 59963.173958764506 |
| 2026-08-15 | 155614.8815162082 | 92183.57147639281 | 53877.94482425107 | 58577.89053726187 |
| 2026-08-16 | 158322.05475558582 | 90486.06234193483 | 53919.53384621529 | 57381.08317346134 |
| 2026-08-17 | 153714.02256789771 | 91510.68876810848 | 54646.20719843264 | 58508.4182352639 |
| 2026-08-18 | 157146.91223956656 | 93601.5413131247 | 55603.39672261504 | 59196.58392870869 |
| 2026-08-19 | 150050.21882912863 | 95571.05476606434 | 56837.65972352975 | 60872.049211826445 |
| 2026-08-20 | 151708.66459634088 | 98484.0229639905 | 56630.38652248819 | 61231.47670848726 |
| 2026-08-21 | 142430.83438840593 | 102317.81819767717 | 56475.04485460099 | 60928.75396459631 |
| 2026-08-22 | 145637.5454636344 | 103164.24605667408 | 56676.91265402058 | 59829.10799431543 |
| 2026-08-23 | 145789.30305971528 | 104609.61264680432 | 57388.29293176469 | 60427.36692963313 |
| 2026-08-24 | 143070.32245395266 | 101520.0185338316 | 56422.5529709115 | 60372.667232680345 |
| 2026-08-25 | 143100.8371829229 | 101128.20452820914 | 55987.79468640271 | 60836.953294799074 |
| 2026-08-26 | 141972.13653469668 | 99397.8551045202 | 56692.444395343526 | 61543.2922452003 |
| 2026-08-27 | 143043.84890902095 | 98226.83755392361 | 54716.35180083872 | 60670.992174798244 |
| 2026-08-28 | 141815.75571687182 | 92636.43810879566 | 52670.87731902961 | 60933.808157167325 |
| 2026-08-29 | 144194.24086171997 | 93524.2509877894 | 52636.402098721184 | 59789.82576465755 |
| 2026-08-30 | 144309.32735056395 | 96620.05802763448 | 53505.9017365216 | 61140.237733044516 |
| 2026-08-31 | 142428.0967471142 | 96163.8520067824 | 52966.44741435236 | 61354.678080375146 |
| 2026-09-01 | 142318.68875386892 | 96088.09532322202 | 52944.25200357327 | 61307.97882318065 |
Monthly consistency
| Month | ChatGPT 6 Astra Ultra | Grok 4.7 XHigh | Kimi K3 Max | Claude Fable 5.1 Max |
|---|---|---|---|---|
| 2025-09 | -0.63% | -14.31% | -15.36% | +1.70% |
| 2025-10 | +15.82% | +3.88% | +2.35% | -3.44% |
| 2025-11 | -10.02% | +1.69% | -4.10% | -3.97% |
| 2025-12 | +7.56% | +7.75% | +3.02% | -9.53% |
| 2026-01 | -1.81% | +26.14% | +9.84% | +4.86% |
| 2026-02 | +8.76% | +0.31% | +0.44% | -9.22% |
| 2026-03 | +5.80% | -1.62% | -9.84% | +3.92% |
| 2026-04 | +12.67% | +14.17% | -8.88% | -15.60% |
| 2026-05 | +0.27% | -2.29% | -12.77% | -15.19% |
| 2026-06 | +14.96% | -11.88% | -20.53% | +2.22% |
| 2026-07 | -4.41% | -18.44% | -5.25% | -3.02% |
| 2026-08 | -8.84% | -1.20% | +3.95% | +2.45% |
| Positive full months | 7/12 | 6/12 | 5/12 | 5/12 |
Terminal liquidation period — excluded from full-month consistency (2026-09): ChatGPT 6 Astra Ultra: -0.08%Grok 4.7 XHigh: -0.08%Kimi K3 Max: -0.04%Claude Fable 5.1 Max: -0.08%
What I learned
A plausible factor story is not enough
Most proposals lost money after costs. Clock consistency, turnover control, missing-data behavior and implementable risk rules mattered alongside factor choice.
Funding was a first-order return source
Every strategy received positive funding cashflows. The winning result was not pure price momentum. Grok also received substantial funding, but adverse price returns and costs absorbed that advantage.
Turnover separated the strategies
Repeated replacement consumed capital through fees and slippage. Read the observed cashflows below alongside cumulative turnover, rather than treating trading frequency as a reporting footnote.
Specification quality is part of model quality
Contradictory clocks, incomplete fallbacks and infeasible constraints were resolved by the narrowest deterministic interpretation. No model benefited from a second attempt.
| Model | Funding received | Fees paid | Slippage paid |
|---|---|---|---|
| ChatGPT 6 Astra Ultra | 46,716.70 | 12,273.72 | 4,909.49 |
| Grok 4.7 XHigh | 100,113.68 | 14,532.97 | 5,813.19 |
| Kimi K3 Max | 64,994.52 | 20,980.82 | 8,392.33 |
| Claude Fable 5.1 Max | 81,641.71 | 21,065.72 | 8,426.29 |
Audit & limitations
This benchmark covers owner-selected model labels, one prompt, one historical period, and public Binance USD-M perpetual-futures data. It does not test live fills, liquidation tiers, order-book queueing or strategy discovery across repeated prompts. Complete historical exchange-status snapshots are not available for every timestamp; eligibility inferred from observed bars, history boundaries and trailing liquidity retains this limitation. Model and effort names are supplied by the experiment owner, not claims about current product availability. BFBT is independent and has no Binance affiliation. Historical backtest evidence only; not investment advice.
- Benchmark
llm-cs-202509-202608-v1- Frozen source commit
2b1ca8f6826866fcf70e1cc39fefae4c8a668c7f- DatasetSnapshot SHA-256
a49846e623dee5ef16cebe28a48a12e384c07582237a782eeef311208ab75e96
Run identities
- ChatGPT 6 Astra Ultra
evt-a01175782a0fa6997144d0da - Grok 4.7 XHigh
evt-c7bdf2892da257893f46be6c - Kimi K3 Max
evt-498d8f170a3ee9272dbbb66c - Claude Fable 5.1 Max
evt-ed4f9aeb18febee2690b12d4
Read the evidence
Start with the unified comparison. Full Event reports provide equity paths, trades, rankings, instructions and risk events; they open only when requested.
- ChatGPT 6 Astra Ultra
Event report ↗ - Grok 4.7 XHigh
Event report ↗ - Kimi K3 Max
Event report ↗ - Claude Fable 5.1 Max
Event report ↗