FIDES: A Concordance Protocol for LLM-Generated Trading Strategies
An LLM asked for a trading strategy returns three artifacts at once: a natural-language rationale, an executable implementation, and once run, a track record. Whether these are the same object is rarely checked. We present FIDES, a measurement protocol that treats them as three views to be reconciled rather than one deliverable to be graded. Through dual delivery, a single model call returns both a natural-language strategy with an explicit claimed edge and a self-contained strategy(df) function. FIDES executes the code in a sandbox against a lag-one out-of-sample backtest and scores three concordance gaps: say to do, do to real, and say to result. On 8 liquid US ETFs across four models p...
| Authors | Arther Tian, Alex Ding, Simon Wu et al. |
|---|---|
| Primary category | cs.CR |
| Published | 24 August 2026 |
| Last updated at source | 24 August 2026 |
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