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LLM Multi-Agent System Achieves 133% Return in Crypto Trading

Researchers have developed a multi-agent system (MAS) for automated cryptocurrency portfolio management, integrating news sentiment, market dynamics, and trading signals. This system decomposes tasks among specialized agents, utilizing hierarchical, collaborative, and debate communication architectures. In a 52-week backtest, the best configuration achieved a 133.52% cumulative return and a Sharpe ratio of 1.502, outperforming single-agent models and deep learning baselines. The study also indicated that the benefits of multi-agent coordination are model-agnostic, performing well with GPT-4o, GPT-5, and Claude Sonnet 4.5. AI

IMPACT Demonstrates the potential for LLM-based multi-agent systems to outperform single models in complex, real-time financial decision-making.

RANK_REASON The cluster is based on an academic paper detailing a novel system and its performance evaluation. [lever_c_demoted from research: ic=1 ai=1.0]

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COVERAGE [1]

  1. arXiv cs.AI TIER_1 English(EN) · Yichen Luo, Yebo Feng, Jiahua Xu, Paolo Tasca, Yang Liu ·

    LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management

    arXiv:2501.00826v3 Announce Type: replace-cross Abstract: Cryptocurrency portfolio management requires the fusion of heterogeneous multi-modal signals, including structured price and on-chain time series, unstructured news text, and technical indicators, under high-volatility and…