JPMorgan Chase AI Agents Outperform 60/40 Portfolio by 0.7% in 20-Year Backtest

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According to JPMorgan Chase research, AI investment agents built by the firm outperformed a traditional 60/40 portfolio (60% stocks, 40% bonds) by 0.7 percentage points annually in backtests spanning two decades, while exhibiting lower volatility. The best-performing system also exceeded JPMorgan's proprietary rules-based market regime model. The AI agents dynamically switch between equities and bonds based on changing market conditions.
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