NIPS26Repo/quantarena-artifacts
QuantArena Artifact Bundle Reproducibility artifacts for the paper QuantArena: Beat the Market or Be the Market? A Live-Market Evaluation of Investment Paradigms (NeurIPS 2026 Evaluations & Datasets Track submission). Summary QuantArena is a controlled live-market evaluation protocol that holds the LLM backend, market data stream, analyst workflow, capital, and execution harness fixed across runs and varies only the investment doctrine (the policy module). This… See the full description on the dataset page: https://huggingface.co/datasets/NIPS26Repo/quantarena-artifacts.
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1{2 "run_id": "20260409_165121_176781",3 "config": {4 "tickers": [5 "JPM",6 "GS",7 "PNC",8 "IBKR",9 "KO",10 "AMZN",11 "KHC",12 "SBUX",13 "CSCO",14 "MSFT",15 "HPQ",16 "PANW",17 "JNJ",18 "LLY",19 "BAX",20 "VRTX",21 "HON",22 "CAT",23 "EMR",24 "GE"25 ],26 "start_date": "2025-09-01",27 "end_date": "2026-02-28",28 "market": "us",29 "trading_days": 124,30 "initial_cash": 100000.0,31 "analysts": [32 "fundamental",33 "technical",34 "company_news"35 ]36 },37 "shared_data_stats": {38 "kline_fetch_time": 0.0321,39 "deepear_fetch_time": 0.0,40 "cache_hits": 0,41 "total_time": 0.032542 },43 "total_duration": 8082.22,44 "personality_results": {45 "behavioral_momentum": {46 "personality": "behavioral_momentum",47 "run_id": "mp_behavioral_momentum_20260409_165131_876499",48 "total_return": 1.54,49 "max_drawdown": 4.4,50 "sharpe_ratio": 0.17,51 "trade_count": 513,52 "win_rate": 0.5318999999999999,53 "avg_position_days": 3.02,54 "metrics": {55 "total_return": 1.54,56 "annualized_return": 3.15,57 "max_drawdown": 4.4,58 "max_drawdown_duration": 72,59 "sharpe_ratio": 0.17,60 "sortino_ratio": 0.19,61 "volatility": 8.61,62 "total_trades": 513,63 "trading_days": 124,64 "avg_position_days": 3.02,65 "win_rate": 53.19,66 "initial_cash": 100000.0,67 "final_value": 101539.41,68 "final_cash": 91442.08,69 "benchmark_annualized_return": 22.12,70 "excess_return": -18.97,71 "tracking_error": 1067.27,72 "information_ratio": -0.02,73 "beta": 0.38,74 "alpha": -6.5,75 "avg_cash_ratio": 0.6938,76 "avg_gross_exposure": 0.3062,77 "benchmark_source": "equal_weight_basket",78 "benchmark_total_return": 10.33,79 "vol_scaling_activation_rate": 0.0,80 "crash_breaker_trigger_count": 0.0,81 "avg_momentum_exposure_multiplier": 1.0,82 "avg_turnover_ratio": 0.1092,83 "peak_turnover_ratio": 0.473,84 "annualized_turnover_ratio": 27.5174,85 "total_turnover_ratio": 13.540386 },87 "token_usage": {},88 "error_count": 0,89 "duration_seconds": 090 },91 "equal_weight_index": {92 "personality": "equal_weight_index",93 "run_id": "mp_equal_weight_index_20260409_165131_876514",94 "total_return": 9.42,95 "max_drawdown": 4.83,96 "sharpe_ratio": 1.36,97 "trade_count": 63,98 "win_rate": 0.7297,99 "avg_position_days": 91.27,100 "metrics": {101 "total_return": 9.42,102 "annualized_return": 20.07,103 "max_drawdown": 4.83,104 "max_drawdown_duration": 19,105 "sharpe_ratio": 1.36,106 "sortino_ratio": 1.71,107 "volatility": 12.61,108 "total_trades": 63,109 "trading_days": 124,110 "avg_position_days": 91.27,111 "win_rate": 72.97,112 "initial_cash": 100000.0,113 "final_value": 109416.12,114 "final_cash": 2256.53,115 "benchmark_annualized_return": 22.12,116 "excess_return": -2.05,117 "tracking_error": 97.97,118 "information_ratio": -0.02,119 "beta": 0.97,120 "alpha": -1.45,121 "avg_cash_ratio": 0.024,122 "avg_gross_exposure": 0.976,123 "benchmark_source": "equal_weight_basket",124 "benchmark_total_return": 10.33,125 "avg_turnover_ratio": 0.0045,126 "peak_turnover_ratio": 0.4865,127 "annualized_turnover_ratio": 1.1398,128 "total_turnover_ratio": 0.5609129 },130 "token_usage": {},131 "error_count": 0,132 "duration_seconds": 0133 },134 "fundamental_value": {135 "personality": "fundamental_value",136 "run_id": "mp_fundamental_value_20260409_165131_876468",137 "total_return": -4.73,138 "max_drawdown": 6.14,139 "sharpe_ratio": -1.84,140 "trade_count": 123,141 "win_rate": 0.45899999999999996,142 "avg_position_days": 11.82,143 "metrics": {144 "total_return": -4.73,145 "annualized_return": -9.38,146 "max_drawdown": 6.14,147 "max_drawdown_duration": 72,148 "sharpe_ratio": -1.84,149 "sortino_ratio": -1.91,150 "volatility": 6.35,151 "total_trades": 123,152 "trading_days": 124,153 "avg_position_days": 11.82,154 "win_rate": 45.9,155 "initial_cash": 100000.0,156 "final_value": 95270.27,157 "final_cash": 61565.98,158 "benchmark_annualized_return": 22.12,159 "excess_return": -31.5,160 "tracking_error": 1124.17,161 "information_ratio": -0.03,162 "beta": 0.24,163 "alpha": -16.21,164 "avg_cash_ratio": 0.7056,165 "avg_gross_exposure": 0.2944,166 "benchmark_source": "equal_weight_basket",167 "benchmark_total_return": 10.33,168 "value_filter_pass_rate": 0.0,169 "value_consistency_score": 0.0,170 "avg_turnover_ratio": 0.0172,171 "peak_turnover_ratio": 0.1222,172 "annualized_turnover_ratio": 4.3326,173 "total_turnover_ratio": 2.1319174 },175 "token_usage": {},176 "error_count": 0,177 "duration_seconds": 0178 },179 "macro_tactical": {180 "personality": "macro_tactical",181 "run_id": "mp_macro_tactical_20260409_165131_876505",182 "total_return": 3.42,183 "max_drawdown": 4.4,184 "sharpe_ratio": 0.58,185 "trade_count": 1763,186 "win_rate": 0.6023,187 "avg_position_days": 17.96,188 "metrics": {189 "total_return": 3.42,190 "annualized_return": 7.08,191 "max_drawdown": 4.4,192 "max_drawdown_duration": 35,193 "sharpe_ratio": 0.58,194 "sortino_ratio": 0.73,195 "volatility": 9.02,196 "total_trades": 1763,197 "trading_days": 124,198 "avg_position_days": 17.96,199 "win_rate": 60.23,200 "initial_cash": 100000.0,201 "final_value": 103421.69,202 "final_cash": 38952.71,203 "benchmark_annualized_return": 22.12,204 "excess_return": -15.04,205 "tracking_error": 770.33,206 "information_ratio": -0.02,207 "beta": 0.57,208 "alpha": -6.39,209 "avg_cash_ratio": 0.3624,210 "avg_gross_exposure": 0.6376,211 "benchmark_source": "equal_weight_basket",212 "benchmark_total_return": 10.33,213 "avg_turnover_ratio": 0.0348,214 "peak_turnover_ratio": 0.207,215 "annualized_turnover_ratio": 8.7661,216 "total_turnover_ratio": 4.3135217 },218 "token_usage": {},219 "error_count": 0,220 "duration_seconds": 0221 },222 "smart_beta_passive": {223 "personality": "smart_beta_passive",224 "run_id": "mp_smart_beta_passive_20260409_165131_876510",225 "total_return": 0.7,226 "max_drawdown": 2.03,227 "sharpe_ratio": -0.17,228 "trade_count": 27,229 "win_rate": 0.3333,230 "avg_position_days": 96.79,231 "metrics": {232 "total_return": 0.7,233 "annualized_return": 1.42,234 "max_drawdown": 2.03,235 "max_drawdown_duration": 79,236 "sharpe_ratio": -0.17,237 "sortino_ratio": -0.24,238 "volatility": 3.11,239 "total_trades": 27,240 "trading_days": 124,241 "avg_position_days": 96.79,242 "win_rate": 33.33,243 "initial_cash": 100000.0,244 "final_value": 100695.6,245 "final_cash": 87408.58,246 "benchmark_annualized_return": 22.12,247 "excess_return": -20.7,248 "tracking_error": 1143.35,249 "information_ratio": -0.02,250 "beta": 0.14,251 "alpha": -3.4,252 "avg_cash_ratio": 0.8376,253 "avg_gross_exposure": 0.1624,254 "benchmark_source": "equal_weight_basket",255 "benchmark_total_return": 10.33,256 "avg_turnover_ratio": 0.0028,257 "peak_turnover_ratio": 0.0984,258 "annualized_turnover_ratio": 0.6933,259 "total_turnover_ratio": 0.3411260 },261 "token_usage": {},262 "error_count": 0,263 "duration_seconds": 0264 }265 }266}