Reported alpha from end-to-end LLM trading agents does not constitute deployment evidence until it passes structural tests for temporal integrity, frictions, robustness, calibration, execution, and disaggregation.
Suppose at time t an 8-K is released stating that company X is cutting next-quarter revenue guidance
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The Alpha Illusion: Reported Alpha from LLM Trading Agents Should Not Be Treated as Deployment Evidence
Reported alpha from end-to-end LLM trading agents does not constitute deployment evidence until it passes structural tests for temporal integrity, frictions, robustness, calibration, execution, and disaggregation.