实测 GPT-6 Astra 在 Quant-Arena 自创择时策略：躲过暴跌也错过反弹

ETHERSON @LiamEtherson原推发布于 2026.10.22

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Spent an evening testing GPT-6 Astra on Quant-Arena, and the results were interesting. After taking losses, it came up with its own strategy: trade only when both the 5-day and 20-day median market returns are positive, otherwise stay in cash. That helped limit losses to 1.7% during the February 2024 crash, compared to a 29.6% market decline. But it also missed the recovery and finished the year behind an equal-weight strategy. My own run ran into the same limitation. Avoiding losses is one thing, but knowing when to get back in is a different challenge.

这条是引用着另一条写的：x.com/einsiaai/status/2113276693108408812