Multi-Dimensional Behavioral Evaluation of Agentic Stock Prediction Systems Using Large Language Model Judges with Closed-Loop Reinforcement Learning Feedback
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| Format: | Preprint |
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2026
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| _version_ | 1866913133260439552 |
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| author | Ridhawi, Mohammad Al Ali, Mahtab Haj Osman, Hussein Al |
| author_facet | Ridhawi, Mohammad Al Ali, Mahtab Haj Osman, Hussein Al |
| contents | Agentic artificial intelligence systems produce outputs through sequences of interdependent autonomous decisions, yet standard evaluation assesses outputs alone and cannot diagnose the underlying process. We develop a behavioral evaluation methodology that complements output-level testing by scoring the intermediate decision process itself. Behavioral traces logged at each autonomous decision point are grouped into five-day episodes and scored along six domain-specific dimensions (regime detection, routing, adaptation, risk calibration, strategy coherence, error recovery) by an ensemble of three large language model (LLM) judges. A perturbation procedure that corrupts one dimension while leaving the other five intact confirms dimension specificity; cross-model agreement reaches Krippendorff's alpha = 0.85. The composite behavioral score correlates at Spearman rho = 0.72 with realized 20-day Sharpe ratio. Closing the loop, the framework converts deficient per-dimension scores into a credit-assigned penalty added to the Soft Actor-Critic reward. Three fine-tuning cycles, confined to validation data, reduce one-day MAPE from 0.61% to 0.54% (11.5% relative; p<0.001, d=0.31) on the held-out 2017 to 2025 test period, significant under Diebold-Mariano and localized by Giacomini-White to the high-volatility regime. The methodology is application-agnostic and applies to any agentic system whose intermediate decisions can be logged. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2605_05739 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Multi-Dimensional Behavioral Evaluation of Agentic Stock Prediction Systems Using Large Language Model Judges with Closed-Loop Reinforcement Learning Feedback Ridhawi, Mohammad Al Ali, Mahtab Haj Osman, Hussein Al Machine Learning Artificial Intelligence Computation and Language Computational Finance Agentic artificial intelligence systems produce outputs through sequences of interdependent autonomous decisions, yet standard evaluation assesses outputs alone and cannot diagnose the underlying process. We develop a behavioral evaluation methodology that complements output-level testing by scoring the intermediate decision process itself. Behavioral traces logged at each autonomous decision point are grouped into five-day episodes and scored along six domain-specific dimensions (regime detection, routing, adaptation, risk calibration, strategy coherence, error recovery) by an ensemble of three large language model (LLM) judges. A perturbation procedure that corrupts one dimension while leaving the other five intact confirms dimension specificity; cross-model agreement reaches Krippendorff's alpha = 0.85. The composite behavioral score correlates at Spearman rho = 0.72 with realized 20-day Sharpe ratio. Closing the loop, the framework converts deficient per-dimension scores into a credit-assigned penalty added to the Soft Actor-Critic reward. Three fine-tuning cycles, confined to validation data, reduce one-day MAPE from 0.61% to 0.54% (11.5% relative; p<0.001, d=0.31) on the held-out 2017 to 2025 test period, significant under Diebold-Mariano and localized by Giacomini-White to the high-volatility regime. The methodology is application-agnostic and applies to any agentic system whose intermediate decisions can be logged. |
| title | Multi-Dimensional Behavioral Evaluation of Agentic Stock Prediction Systems Using Large Language Model Judges with Closed-Loop Reinforcement Learning Feedback |
| topic | Machine Learning Artificial Intelligence Computation and Language Computational Finance |
| url | https://arxiv.org/abs/2605.05739 |