Litmus: Zero-Label, Code-Driven Metric Specification for Evaluating AI Systems

As agentic LLM systems move from prototypes to deployment across increasingly diverse domains, evaluating them has become both more important and more difficult. The challenge is not only that individual metrics may be unreliable, but that evaluation goals are often left implicit. Without a clear account of what a system is expected to do, how it can fail, and which failures matter, metric choices become difficult to justify, interpret, or validate. We present Litmus, a zero-label system that designs evaluation and monitoring metrics for AI pipelines by eliciting evaluation intent from source code and targeted interrogation. Instead of assuming that the evaluation target is already known, Litmus first identifies what must be measured and why, then converts those answers into constraints for constructing a justified, per-stage metric portfolio. We evaluate Litmus on three real, code-defined AI pipelines - financial account grouping, scientific QA, and inherent risk assessment - against AutoMetrics and three DynamicRubric baselines. Litmus achieves the broadest or tied-broadest concern coverage, spans more pipeline stages, produces a near-zero-redundancy portfolio, and ranks first in validity against per-row quality labels on all three pipelines - decisively on scientific QA (Spearman $ρ=0.72$ vs. less than $0.47$ for every baseline), and within overlapping confidence intervals in relation to two components of the audit framework despite using no labels during metric design. Our results support a shift from automatic metric implementation to automatic metric specification: before asking which metric to compute, evaluation systems should ask what must be measured and why.

Intelligent Systematic Investment Agent: an ensemble of deep learning and evolutionary strategies

Machine learning driven trading strategies have garnered a lot of interest over the past few years. There is, however, limited consensus on the ideal approach for the development of such trading strategies. Further, most literature has focused on trading strategies for short-term trading, with little or no focus on strategies that attempt to build long-term wealth. Our paper proposes a new approach for developing long-term investment strategies using an ensemble of evolutionary algorithms and a deep learning model by taking a series of short-term purchase decisions. Our methodology focuses on building long-term wealth by improving systematic investment planning (SIP) decisions on Exchange Traded Funds (ETF) over a period of time. We provide empirical evidence of superior performance (around 1% higher returns) using our ensemble approach as compared to the traditional daily systematic investment practice on a given ETF. Our results are based on live trading decisions made by our algorithm and executed on the Robinhood trading platform.