EVENT DOSSIER
On September 7, 2026, arXiv released FORESIGHT-9, a set of nine auditable counterfactual stress scenarios based on the information boundaries in July 2026. These scenarios use deterministic generators to generate trajectories and disclose observations according to time within the world, aiming to address the issue that retrospective backtests cannot eliminate historical contamination and internal degradation. The study evaluated 36 long-term runs using two adaptive trading agent frameworks and two basic model cores; results showed that the fixed equal-weight strategy was superior in 31 out of 36 runs compared to the agent rankings. Process telemetry revealed failures where terminal returns were masked: in one high-return run, the real-time factor library crashed, and positions converged to equal-weight backtracking, although decision records still reported an active set of factors. The research team has published the worldlines, trajectories, audit traces, and regeneration scripts.
研究人员发布 FORESIGHT-9，这是一个基于 2026 年 7 月信息边界的九条可审计反事实压力世界线的前瞻性、过程感知基准。该基准利用确定性生成器实现轨迹，并按世界内时间披露观测值，旨在解决回顾性回测无法排除历史污染及暴露内部退化的问题。研究评估了两个自适应交易代理框架与两个基础模型骨干的 36 次长周期运行，结果显示固定等权重策略在 31/36 次运行中优于代理排名。过程遥测揭示了终端收益掩盖的失败：在一次高收益运行中，实时因子库崩溃且持仓收敛至等权重回退，尽管决策记录仍报告活跃因子集合。研究团队已发布世界线、轨迹、审计痕迹及再生脚本。