MM-ARC: Multimodal Adaptive Routing of Capital with Robustness-Audited Strategy Pools

Yang Chen, Yuchen Cao, Jacky Keung, Leilei Gan, Kun Kuang, Yueheng Jiang, Zhaozhao Ma, Jianping Zhu, Fei Wu and Jinpeng Li

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Abstract: Financial trading systems must convert multimodal market history into executable positions while limiting overfitting from repeated strategy search. We introduce MM-ARC (MultiModal Adaptive Routing of Capital), which routes capital across trend, reversal, breakout, and exposure-control experts using aligned chart, numerical, and technical-text views. Within each market, regime-conditioned strategy pools are shared with bounded asset-specific adjustments. Robustness-Audited Bayesian Optimization (RABO) filters candidates proposed by Bayesian optimization on purged validation blocks using after-cost benchmark exceedance, lower-tail performance, stability, and turnover; a common portfolio layer then produces market-feasible orders. We evaluate 62 instruments across five asset classes using five training seeds and a frozen July 2025--June 2026 trading holdout. Under an all-in one-way cost of 10 basis points per unit of executed turnover, MM-ARC attains an equal-market Sharpe ratio of 1.33 and maximum drawdown of -13.7, versus 0.53 and -18.3 for the LLMoE-style routing baseline. The global learned-static control reaches 1.12 and -15.3, respectively. Paired block-bootstrap intervals favor the prespecified contrasts, while ablation point estimates are consistent with contributions from visual inputs, adaptive routing, exposure control, and robustness-audited admission. Family-level data-snooping tests also reject their prespecified nulls (SPA p= .039; Reality Check p= .021); we therefore interpret the evidence as benchmark-relative support within the evaluated candidate family and holdout, not as universal or future-regime superiority.

Date: 2025-09, Revised 2026-07
New Economics Papers: this item is included in nep-big, nep-cmp and nep-pay
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