EvolveTrade rewrites a trading agent's system prompt after each interval

The EvolveTrade paper treats a trading agent's system prompt as its policy. After each trading interval, a separate Policy Agent reads the decision traces and realized returns and rewrites the prompt. The backbone model stays frozen.

The paper reports that the evolved agent beat fixed-prompt baselines on Sharpe ratio and cumulative return in most settings, across several market regimes and two backbone models. The rewritten prompts also led the agent to run more code-based analysis and to compute signals that fit the current market regime.