> We were cautious to only run after each model’s training cutoff dates for the LLM models. That way we could be sure models couldn’t have memorized market outcomes.
I know very little about how the environment where they run these models look, but surely they have access to different tools like vector embeddings with more current data on various topics?
Even if it is after the cut off date wouldn't the models be able to query external sources to get data that could positively impact them? If the returns were smaller I could reasonably believe it but beating the S&P500 returns by 4x+ strains credulity.