None of this really means anything. For one if you test enough strategies one by luck will be killer. Second, past performance != future.

One AI might consist of some convulated strategy of who knows what, but all it takes in the end is for it to say...hold more tech stocks than not, or buying more call options or leveraged positions in a bull market, being more out of the market during a bearish market, etc. But that same strategy will fail miserably as soon as the market conditions change