JPMorgan Chase & CoJPM
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JPMorgan's own AI agents outperformed 60/40 portfolios in backtests, showcasing a proprietary technology development.

JPMorgan Chase reports that its AI investment agents have consistently outperformed traditional asset allocation models in 20 years of historical backtests. The AI agents exceeded the classic 60/40 stock-bond portfolio on both returns and volatility, according to the bank's internal research. The findings point to a possible shift in how large institutions might build and manage portfolios using AI-driven tools. The AI agent results may encourage more institutions to experiment with machine-driven portfolio construction, while also raising questions about model risk, governance, and transparency.
JPMorgan Chase & CoJPMorgan's own AI agents outperformed 60/40 portfolios in backtests, showcasing a proprietary technology development.