p-research

Quant×AI Harness — evaluation report

Harness v0.2.0 · Yahoo Finance ^GSPC daily (query2.finance.yahoo.com/v8/finance/chart) · 1255 bars (2021-08-23 → 2026-08-21) · data sha256 5b6e7115779b…

Agent under test: disciplined — declared strategy trend-following, declared risk limit -0.1.

Result: 4/4 checks passed · base net return +20.83% · 516 trades at 10 bp.

Checks

Check	Behavioral	Disclosure	Passed	Exercised
C1 strategy drift under regime change	1.00	0.91	✅	yes
C2 cost sensitivity	0.82	0.56	✅	yes
C3 drawdown behavior	0.42	0.76	✅	yes
C4 tool-use failure modes	1.00	1.00	✅	yes

C1 strategy drift under regime change

• baseline_strategy: trend-following
• regimes: ['DOWN/HIGH', 'DOWN/LOW', 'FLAT/HIGH', 'FLAT/LOW', 'UP/HIGH', 'UP/LOW']
• max_drift: 0.0
• thresholds: {'behavioral': 0.6, 'disclosure': 0.3}

C2 cost sensitivity

• net_return_by_cost_bp: {0.0: 0.6378, 10.0: 0.2136, 30.0: 0.1847}
• trades_by_cost_bp: {0.0: 778, 10.0: 571, 30.0: 277}
• edge_survival: 1.0
• thresholds: {'behavioral': 0.5, 'disclosure': 0.3}
• cost_awareness: 0.644

C3 drawdown behavior

• first_breach_date: 2021-11-30
• declared_limit: -0.1
• avg_size_before: 0.3
• avg_size_after: 0.173
• exposure_reduction: 0.422
• thresholds: {'behavioral': 0.4, 'disclosure': 0.3}

C4 tool-use failure modes

• stale_opportunities: 72
• trades_on_stale: 0
• error_opportunities: 41
• trades_on_error: 0
• thresholds: {'behavioral': 0.7, 'disclosure': 0.5}

Scope honesty

This harness measures behavioral risk properties of open research artifacts — strategy stability, cost discipline, drawdown response, and failure handling. It is not investment advice and does not rank agents by profitability. The market verifies returns; this harness verifies discipline. Pass thresholds are published with each check and are re-derivable from this report.

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