Backtested results, Jan 2020 – Jan 2025. Not a representation of live or future performance. NASDAQ-100 universe only. Paper benchmarks used ChatGPT-4o; live system uses Claude.
Portfolio Value
$2,847,392
+8.3% MTD
vs. Benchmark (QQQ)
+4.7%
Month-to-date alpha
Active Risk
12.4%
Annualized volatility
Rebalance Due
Jun 1
13 days remaining
Scores Last Run
May 1
12:03 AM UTC
TECHNICAL STRATEGY
1.00
ML: 1.00LLM: 0.00Sharpe: 0.6934
FUNDAMENTAL STRATEGY
0.15
ML: 0.15LLM: 0.85Sharpe: 0.5001
ENTROPY STRATEGY
0.70
ML: 0.70LLM: 0.30Sharpe: 0.4207
Benchmark Performance — All Configurations
Source fact · Table 1, Cohen et al. (2025) · 2020–2025 · NASDAQ-100 · Locked values
| Strategy | Freq | ML Weight (w) | LLM Weight | Sharpe | Avg Return | Volatility | Cumulative Return | |
|---|---|---|---|---|---|---|---|---|
technical | monthly | 1.00 | 0.00 | 0.6934 | 7.50% | 10.82% | 1977.71% | Best Cumulative Return |
entropy | monthly | 0.70 | 0.30 | 0.4207 | 5.23% | 12.44% | 700.52% | |
fundamental | monthly | 0.15 | 0.85 | 0.5001 | 4.32% | 8.63% | 578.40% | Lowest Volatility (Monthly) |
● Best cumulative: Technical Monthly (1977.71%, w=1.00)● Best Sharpe: Technical Quarterly (1.2967, w=0.45) — distinct from cumulative winner
Cumulative Return by Configuration
Source fact · All six strategy-frequency pairs · Locked benchmark values
technical(dark=monthly)
fundamental(dark=monthly)
entropy(dark=monthly)
Sharpe Ratio
Risk-adjusted performance
Strategy Insights
Source: Section 4, Cohen et al. (2025)
technical
Pure ML weighting; exploits short-horizon price momentum
ML: 1.00Sharpe: 0.6934
entropy
Balanced blend; semantic context disambiguates entropy signals
ML: 0.70Sharpe: 0.4207
fundamental
Heavily semantic; LLM reads earnings calls and 10-K/10-Q filings
ML: 0.15Sharpe: 0.5001