实验 / 研究笔记
大模型能否一次性设计出有效的加密货币因子策略？
我让四个大模型分别独立设计加密货币永续合约截面策略。它们收到相同的提示词，每个模型只能回答一次，不追问、不调参。随后，我把回答实现为冻结、可审计的 Event 策略，在同一历史区间和相同交易成本下回测。
这不是比较谁能写出最像样的策略说明，而是检验一次性生成的研究规格，能否经受时点化数据、交易成本、资金费、缺失观测、成交时序和路径依赖风险规则的考验。
公平的一次性实验合同
- 评估区间（UTC，右端不含；另计终止清算）
- →
- 初始权益
- 100,000 USDT
- 每单位成交名义金额的摩擦成本
- 5 bp 吃单手续费 + 2 bp 滑点
- 相同的因果合约池和时点化数据。
- 只读取已完成观测；计划指令不早于下一分钟成交。
- 每个模型只回答一次，不澄清、不追问、不搜索参数。
- 读取结果前机械解决歧义，并作为模型缺陷保留。
- 每个 run 都由源代码、数据集和原始回答哈希共同确定不可变身份。
四个模型分别提出了什么
ChatGPT 6 Astra Ultra
缓冲相对动量
每日计算跳过最近一日的动量，并用波动率标准化。多空选择使用进入与保留排名缓冲区，减少无意义换仓；Event 实现处理陈旧价格和暴露漂移。
Grok 4.7 XHigh
残差动量与资金费 carry
每日组合市场残差动量和资金费 carry，采用多空缓冲选择与分钟级暴露约束器。其提出的暴露与公共合同冲突，因此按公共合同机械覆盖。
Kimi K3 Max
资金费、动量与反转
在日内组合近期资金费 carry、中期动量和短期反转。组合回撤突破阈值后缩减风险。
Claude Fable 5.1 Max
滚动资金费 carry 反转
每小时使用滚动资金费信号、逆波动权重和排名持有带，并加入冷却期、漂移控制及合约相对市场快速异动时的退出规则。
冻结规则下的最终结果
保留冻结排名：先看总收益是否为正，再比较成本后夏普、Calmar、更低回撤和更低换手。因此，Kimi 虽然亏损更多，仍排在 Claude 前面。Grok 的夏普为正不代表它盈利。
| 排名 | 发起人提供的模型名称 | 总收益 | 夏普 | 最大回撤 | 累计换手 | 成交次数 |
|---|---|---|---|---|---|---|
| 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 |
显示精度与交接比较报告一致：百分比及夏普保留两位小数，换手保留一位；JSON 保留全部原始精度。
收益路径同样重要
- ChatGPT 6 Astra Ultra
- Grok 4.7 XHigh
- Kimi K3 Max
- Claude Fable 5.1 Max
查看每日权益原始数值
| 日期（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 |
月度一致性
| 月份 | 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% |
| 正收益完整月份 | 7/12 | 6/12 | 5/12 | 5/12 |
终止清算期间——不计入完整月份一致性 (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%
我从实验中学到了什么
因子故事合理并不够
多数方案在成本后亏损。除了因子方向，时钟自洽、换手控制、缺失数据处理和可实现的风险规则同样重要。
资金费是一级收益来源
所有策略都获得了正资金费现金流。获胜结果并非纯粹来自价格动量；Grok 同样获得大量资金费，但不利的价格收益和交易成本抵消了优势。
换手率真正拉开了差距
重复换仓通过手续费与滑点消耗资金。应将下面的实际现金流与累计换手一起阅读，而不是把交易频率当作报告的附属指标。
规格表达能力也是模型能力的一部分
冲突时钟、缺失回退规则和不可同时满足的约束，都按最窄的确定性解释处理。任何模型都没有获得第二次机会。
| 模型 | 收到的资金费 | 支付的手续费 | 支付的滑点 |
|---|---|---|---|
| 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 |
审计与局限
本实验只包含发起人选择的模型标签、一个提示词、一个历史区间及 Binance USD-M 永续合约公开历史数据。没有测试实盘成交、清算阶梯、订单簿排队或重复提示下的策略搜索。并非每个历史时点都有完整的交易所状态快照；从观测行情、历史边界和滚动流动性推断合约资格仍有这一局限。模型与推理强度名称由实验发起人提供，不代表当前产品可用性。BFBT 是独立项目，与 Binance 没有官方关联。这里只是历史回测证据，不构成投资建议。
- 基准
llm-cs-202509-202608-v1- 冻结源代码提交
2b1ca8f6826866fcf70e1cc39fefae4c8a668c7f- DatasetSnapshot SHA-256
a49846e623dee5ef16cebe28a48a12e384c07582237a782eeef311208ab75e96
Run 身份
- ChatGPT 6 Astra Ultra
evt-a01175782a0fa6997144d0da - Grok 4.7 XHigh
evt-c7bdf2892da257893f46be6c - Kimi K3 Max
evt-498d8f170a3ee9272dbbb66c - Claude Fable 5.1 Max
evt-ed4f9aeb18febee2690b12d4
查看证据
先看统一比较，再查看完整 Event 报告中的权益路径、成交、排名、指令和风险事件。报告仅在点击后打开。
- ChatGPT 6 Astra Ultra
Event report ↗ - Grok 4.7 XHigh
Event report ↗ - Kimi K3 Max
Event report ↗ - Claude Fable 5.1 Max
Event report ↗