FORESIGHT-9: Prospective and Process-Aware Evaluation of Adaptive Trading Agents
Retrospective backtests provide a limited test of adaptive trading agents: they cannot rule out historical contamination, expose sensitivity to a single realized market path, or reveal internal degeneration during long-horizon adaptation. We introduce FORESIGHT-9, a prospective and process-aware benchmark built from nine auditable counterfactual stress worldlines branching from a common July 2026 information boundary. Each worldline specifies staged macro-financial events and joint multi-asset anchors; a deterministic generator realizes the trajectories, while observations are disclosed according to in-world time. A common contract standardizes observations and execution while preserving ...
| Authors | Xiangxin Luo, Chengtian Hong, Haohua Li et al. |
|---|---|
| Primary category | cs.AI |
| Published | 29 August 2026 |
| Last updated at source | 4 September 2026 |
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