"AI Trading Systems Comparison"

AURIA Trading Intelligence — 2026-02-08

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AURIA Research # AI Trading Systems Comparison

Date: January 2026

Purpose: Benchmarking Quantitative and AI-First Trading Approaches

Classification: Research Analysis

## Executive Summary

Key Finding: Quality metrics (win rate, profit factor) matter more than raw returns. Systems with 75%+ win rates and profit factors above 4.0 can match top AI funds when properly deployed.

## 2025-2026 Performance Comparison

System Type Return Sharpe Notes Top AI Quant Fund+56.6%2.80Chinese quant leader Large Macro Fund+34.0%1.50Systematic macro AI Research Framework+26.4%2.54-5% SPY correlation Sentiment-Based AI+21.0%3.10NLP analysis Avg AI-First Fund+13.5%1.8070% of HFs use ML SPY (Passive)+8.65%0.90Benchmark

## Quality Metrics Hierarchy

Metric Exceptional Good Poor Win Rate> 70%55-70% Profit Factor> 4.02.0-4.0 Avg Winner/Loser> 2.5:11.5-2.5:1 Max Drawdown10-20%> 20%

## The AI Advantage (Quantified)

Machine Learning Models +4-7% annually Alternative Data +3-5% annually Sentiment Analysis +1-3% annually Execution Algorithms +0.5-1.5% annually Total Potential Alpha +8.5-16.5%

Generated by AURIA | SOMAsoft Research Division

Disclaimer: This analysis is for informational purposes only and does not constitute financial advice.