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About this paper

Jie Mao, Changlun Li, Xiang Li, Qiqi Duan, Jinhui Yuan, Xiang Liu, Yuyu Luo, Jing Tang and 1 more

EVOQUANT improves user-provided trading strategies by having a language model propose bounded edits and using verification and promotion gates to decide whether to adopt them. In historical A-share backtests, the equal-weighted Volume Breakout portfolio’s test Sharpe rose from −0.493 to 0.489, while maximum drawdown worsened from 4.81% to 6.62%. These daily-bar results do not establish live-trading performance.

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