AI model seasons
Frozen model proposals, recorded receipts and prospective results on a shared schedule.
- Too few observations: SPY
- Too few observations: GLD
- Too few observations: SLV
- Too few observations: USO
- Too few observations: DBC
- Too few observations: DBA
- Too few observations: EURUSD=X
- Too few observations: BTC-USD
- Too few observations: ETH-USD
Submissions and receipts
These are operator-recorded CLI receipts, not provider-signed attestations. They document the request and reply; they do not independently prove the underlying model revision.
OpenAI
openai-gpt61sol-20261106 · Observations available
- Provider
- OpenAI
- Requested model
- gpt-6.1-sol
- Reported model
- Not reported
- Rules frozen at
- Reply received at
- Recorded client
- codex-cli 0.162.1
- Requested reasoning effort
- medium
- Exact model revision
- Not established by this receipt
Recorded receipt note: Model identifier was explicitly requested through the official CLI; provider weight revision is not exposed. No performance-based selection or tuning.
Recorded file checksums
- Prompt SHA-256
31bc46e1e6f34632c64d49fec5b73af1 038198357e2e2a3c e915fc36a74b9f0a - Reply SHA-256
96842d7a054cd3b0317705048e90f9ac e4d4e4a166e90a3a 048aa66ea5f32028 - Canonical rules SHA-256
39e379f2dca47e2f714cfcb93767a481 89468b77d8ed5f62 a9999407cc14ef57
Frozen rules (6)
Long Trend
A faster average above a slower average identifies a persistent upward price trend.
- Enter
- SMA(50) > SMA(200)
- Exit
- SMA(50) ≤ SMA(200)
Channel Breakout
New closing highs may signal continuation, while a shorter closing-price breakdown signals an exit.
- Enter
- Close > Rolling maximum(55) · 1 bar earlier
- Exit
- Close < Rolling minimum(20) · 1 bar earlier
Oversold Recovery
An unusually low RSI may precede a rebound toward neutral momentum.
- Enter
- RSI(14) < 30
- Exit
- RSI(14) ≥ 55
Six Month Momentum
Positive medium-term price momentum may persist until the trailing price change becomes nonpositive.
- Enter
- ROC(126) > 0
- Exit
- ROC(126) ≤ 0
Trend Pullback
A short-term momentum pullback within an established upward trend may offer a subsequent recovery.
- Enter
- (EMA(50) > EMA(200) AND RSI(5) < 35)
- Exit
- (RSI(5) ≥ 65 OR EMA(50) ≤ EMA(200))
Quiet Uptrend
An upward price trend with low realized volatility may persist until price weakness or elevated volatility appears.
- Enter
- (Close > SMA(100) AND Annualized volatility(20) < 0.15)
- Exit
- (Close ≤ SMA(100) OR Annualized volatility(20) ≥ 0.25)
Anthropic
anthropic-sonnet5-20261106 · Observations available
- Provider
- Anthropic
- Requested model
- sonnet
- Reported model
- claude-sonnet-5
- Rules frozen at
- Reply received at
- Recorded client
- Claude Code 2.1.252
- Requested reasoning effort
- medium
- Exact model revision
- Not established by this receipt
Recorded receipt note: One generation invocation with the frozen prompt; safe mode disabled local customizations and the advertised tool list was empty. Init and final assistant message reported claude-sonnet-5. CLI telemetry also reported auxiliary claude-haiku-4-5-20251001 usage (1684 input and 14 output tokens); the usage fields above describe the final generation result. Auxiliary purpose and underlying weight revision are not established by this receipt. Client computation is not normalized across providers. No performance-based retry or tuning.
Recorded file checksums
- Prompt SHA-256
31bc46e1e6f34632c64d49fec5b73af1 038198357e2e2a3c e915fc36a74b9f0a - Reply SHA-256
a0b664a36091baae03e6e3bfca4d103f 9da1e36c05a72e92 c33fc361e4770ba9 - Canonical rules SHA-256
a06a9662e4eabdfcd64026cc912a0abb a3055617ed2bd651 1f3d5284907d772c
Frozen rules (6)
SMA Crossover
Go long when short-term average trend turns up relative to long-term average, exit when it reverses.
- Enter
- SMA(20) crosses above SMA(100)
- Exit
- SMA(20) crosses below SMA(100)
EMA Trend Filter
Stay long only while price is above a slow EMA, indicating an established uptrend.
- Enter
- Close > EMA(50)
- Exit
- Close < EMA(50)
RSI Mean Reversion
Buy after oversold conditions and exit once momentum recovers to neutral/overbought territory.
- Enter
- RSI(14) < 30
- Exit
- RSI(14) > 55
Rolling Breakout
Enter on a new 55-day high breakout and exit on a new 20-day low breakdown, a classic trend-following channel.
- Enter
- Close > Rolling maximum(55) · 1 bar earlier
- Exit
- Close < Rolling minimum(20) · 1 bar earlier
ROC Momentum
Hold when positive 60-day momentum confirms an uptrend, exit when momentum turns negative.
- Enter
- ROC(60) > 0
- Exit
- ROC(60) < 0
Low Volatility Trend
Combine a price-above-SMA uptrend with a calm volatility regime, exiting on trend break or volatility spike.
- Enter
- (Close > SMA(100) AND Annualized volatility(20) < 0.25)
- Exit
- (Close < SMA(100) OR Annualized volatility(20) > 0.45)
Common observation windows
All models use the same dates within each market. Different markets retain their own trading calendars; their dates are not intersected into one shared calendar. Current-UTC-day bars are excluded.
| Market | Observed window | Observations |
|---|---|---|
| SPY | 2026-11-09 → 2026-11-10 | 2 |
| GLD | 2026-11-09 → 2026-11-10 | 2 |
| SLV | 2026-11-09 → 2026-11-10 | 2 |
| USO | 2026-11-09 → 2026-11-10 | 2 |
| DBC | 2026-11-09 → 2026-11-10 | 2 |
| DBA | 2026-11-09 → 2026-11-10 | 2 |
| EURUSD=X | 2026-11-09 → 2026-11-10 | 2 |
| BTC-USD | 2026-11-09 → 2026-11-10 | 2 |
| ETH-USD | 2026-11-09 → 2026-11-10 | 2 |
Minimum observations per market before ranking: 20
Cost scenarios
Each market averages six separate accounts with equal initial capital. The headline is the median of those nine market returns, not a pooled account, portfolio return or currency conversion.
| Provider | Nine-market median return |
|---|---|
| OpenAI | 0.00% |
| Anthropic | 0.00% |
| Provider | Nine-market median return |
|---|---|
| OpenAI | -0.02% |
| Anthropic | 0.00% |
| Provider | Nine-market median return |
|---|---|
| OpenAI | -0.03% |
| Anthropic | 0.00% |
| Provider | Nine-market median return |
|---|---|
| OpenAI | -0.08% |
| Anthropic | 0.00% |
OpenAI · Market results and matched benchmark
| Market | Six-rule return | Matched buy-and-hold | Status |
|---|---|---|---|
| SPY | 0.00% | 0.00% | Observations available |
| GLD | 0.00% | 0.00% | No simulated position changes |
| SLV | 0.00% | 0.00% | No simulated position changes |
| USO | 0.00% | 0.00% | Observations available |
| DBC | 0.00% | 0.00% | Observations available |
| DBA | 0.00% | 0.00% | Observations available |
| EURUSD=X | 0.00% | 0.00% | No simulated position changes |
| BTC-USD | 0.00% | 0.00% | Observations available |
| ETH-USD | 0.00% | 0.00% | Observations available |
| Market | Six-rule return | Matched buy-and-hold | Status |
|---|---|---|---|
| SPY | -0.02% | -0.05% | Observations available |
| GLD | 0.00% | -0.05% | No simulated position changes |
| SLV | 0.00% | -0.05% | No simulated position changes |
| USO | -0.02% | -0.05% | Observations available |
| DBC | -0.02% | -0.05% | Observations available |
| DBA | -0.02% | -0.05% | Observations available |
| EURUSD=X | 0.00% | -0.05% | No simulated position changes |
| BTC-USD | -0.02% | -0.05% | Observations available |
| ETH-USD | -0.02% | -0.05% | Observations available |
| Market | Six-rule return | Matched buy-and-hold | Status |
|---|---|---|---|
| SPY | -0.03% | -0.10% | Observations available |
| GLD | 0.00% | -0.10% | No simulated position changes |
| SLV | 0.00% | -0.10% | No simulated position changes |
| USO | -0.05% | -0.10% | Observations available |
| DBC | -0.05% | -0.10% | Observations available |
| DBA | -0.05% | -0.10% | Observations available |
| EURUSD=X | 0.00% | -0.10% | No simulated position changes |
| BTC-USD | -0.03% | -0.10% | Observations available |
| ETH-USD | -0.05% | -0.10% | Observations available |
| Market | Six-rule return | Matched buy-and-hold | Status |
|---|---|---|---|
| SPY | -0.08% | -0.25% | Observations available |
| GLD | 0.00% | -0.25% | No simulated position changes |
| SLV | 0.00% | -0.25% | No simulated position changes |
| USO | -0.13% | -0.25% | Observations available |
| DBC | -0.13% | -0.25% | Observations available |
| DBA | -0.13% | -0.25% | Observations available |
| EURUSD=X | 0.00% | -0.25% | No simulated position changes |
| BTC-USD | -0.08% | -0.25% | Observations available |
| ETH-USD | -0.13% | -0.25% | Observations available |
Anthropic · Market results and matched benchmark
| Market | Six-rule return | Matched buy-and-hold | Status |
|---|---|---|---|
| SPY | 0.00% | 0.00% | No simulated position changes |
| GLD | 0.00% | 0.00% | No simulated position changes |
| SLV | 0.00% | 0.00% | No simulated position changes |
| USO | 0.00% | 0.00% | Observations available |
| DBC | 0.00% | 0.00% | Observations available |
| DBA | 0.00% | 0.00% | Observations available |
| EURUSD=X | 0.00% | 0.00% | No simulated position changes |
| BTC-USD | 0.00% | 0.00% | No simulated position changes |
| ETH-USD | 0.00% | 0.00% | No simulated position changes |
| Market | Six-rule return | Matched buy-and-hold | Status |
|---|---|---|---|
| SPY | 0.00% | -0.05% | No simulated position changes |
| GLD | 0.00% | -0.05% | No simulated position changes |
| SLV | 0.00% | -0.05% | No simulated position changes |
| USO | -0.01% | -0.05% | Observations available |
| DBC | -0.02% | -0.05% | Observations available |
| DBA | -0.01% | -0.05% | Observations available |
| EURUSD=X | 0.00% | -0.05% | No simulated position changes |
| BTC-USD | 0.00% | -0.05% | No simulated position changes |
| ETH-USD | 0.00% | -0.05% | No simulated position changes |
| Market | Six-rule return | Matched buy-and-hold | Status |
|---|---|---|---|
| SPY | 0.00% | -0.10% | No simulated position changes |
| GLD | 0.00% | -0.10% | No simulated position changes |
| SLV | 0.00% | -0.10% | No simulated position changes |
| USO | -0.02% | -0.10% | Observations available |
| DBC | -0.05% | -0.10% | Observations available |
| DBA | -0.02% | -0.10% | Observations available |
| EURUSD=X | 0.00% | -0.10% | No simulated position changes |
| BTC-USD | 0.00% | -0.10% | No simulated position changes |
| ETH-USD | 0.00% | -0.10% | No simulated position changes |
| Market | Six-rule return | Matched buy-and-hold | Status |
|---|---|---|---|
| SPY | 0.00% | -0.25% | No simulated position changes |
| GLD | 0.00% | -0.25% | No simulated position changes |
| SLV | 0.00% | -0.25% | No simulated position changes |
| USO | -0.04% | -0.25% | Observations available |
| DBC | -0.13% | -0.25% | Observations available |
| DBA | -0.04% | -0.25% | Observations available |
| EURUSD=X | 0.00% | -0.25% | No simulated position changes |
| BTC-USD | 0.00% | -0.25% | No simulated position changes |
| ETH-USD | 0.00% | -0.25% | No simulated position changes |
How the season is measured
- A decision after close t executes at close t+1, then first earns the return from close t+1 to t+2. Every rule starts in cash; positions are either cash or fully long.
- The 0, 5, 10 and 25 bp scenarios charge the absolute executed exposure change against post-return, pre-fee equity. This is a synthetic exposure-change cost model, not broker fills or exact traded notional.
- Buy-and-hold uses the same market dates, initial cash, next-close entry and cost scenario. There is no forced final liquidation. The six rule accounts are not rebalanced against one another each day.
- All six submitted rules are retained, including duplicates. No rule is selected using its season result.
- Client system prompts, reasoning allocation and auxiliary model calls can differ. Receipt notes disclose observed differences; inference compute is not normalized across providers.