CLQT: A Closed-Loop, Cost-Aware, Strategy-Consistent Benchmark for Diagnostic Evaluation of LLM Portfolio-Management Agents 文章

ArXiv CS.AI2026-06-30PAPERen作者: Bo Qu, Mingguang Chen

详细信息

来源站点
ArXiv CS.AI
作者
Bo Qu, Mingguang Chen
文章类型
PAPER
语言
en
发布日期
2026-06-30

摘要

arXiv:2606.29771v1 Announce Type: new Abstract: LLM agents are increasingly cast as autonomous portfolio managers, and benchmarks have moved from financial question-answering to sequential trading. Yet most still rank agents by returns over a fixed window -- a weak proxy, since a period's return is dominated by the market path and apparent alpha can dissolve once look-ahead leakage is controlled. Such a ranking certifies neither sound reasoning, nor a consistent strategy, nor a durable edge. We introduce CLQT, which reframes closed-loop trading evaluation as diagnosis rather than ranking: an instrument that localizes where and why an agent's process succeeds or fails. CLQT is a fully closed-loop, cost-aware, strategy-consistent, temporally-gated environment whose agents run a five-stage cycle: gather, synthesize, allocate, execute, reflect. Each round emits a complete DecisionRound sealed into a recompute-verifiable hash chain, so every metric is reconstructable from the trail.