All Leaks Count, Some Count More: Interpretable Temporal Contamination Detection in LLM Backtesting

To evaluate whether LLMs can accurately predict future events, we need the ability to \textit{backtest} them on events that have already resolved. This requires models to reason only with information available at a specified past date. Yet LLMs may inadvertently leak post-cutoff knowledge encoded during training, undermining the validity of retrospective evaluation. We introduce a claim-level framework for detecting and quantifying this \emph{temporal knowledge leakage}. Our approach decomposes model rationales into atomic claims and categorizes them by temporal verifiability, then applies \textit{Shapley values} to measure each claim's contribution to the prediction. This yields the \textbf{Shapley}-weighted \textbf{D}ecision-\textbf{C}ritical \textbf{L}eakage \textbf{R}ate (\textbf{Shapley-DCLR}), an interpretable metric that captures what fraction of decision-driving reasoning derives from leaked information. Building on this framework, we propose \textbf{Time}-\textbf{S}upervised \textbf{P}rediction with \textbf{E}xtracted \textbf{C}laims (\textbf{TimeSPEC}), which interleaves generation with claim verification and regeneration to proactively filter temporal contamination -- producing predictions where every supporting claim can be traced to sources available before the cutoff date. Experiments on 350 instances spanning U.S. Supreme Court case prediction, NBA salary estimation, and stock return ranking reveal substantial leakage in standard prompting baselines. TimeSPEC reduces Shapley-DCLR while preserving task performance, demonstrating that explicit, interpretable claim-level verification outperforms prompt-based temporal constraints for reliable backtesting.

Evolutionary System Prompt Learning can Facilitate Reinforcement Learning for LLMs

Building agentic systems that can autonomously self-improve from experience is a longstanding goal of AI. Large language models (LLMs) today primarily self-improve via two mechanisms: self-reflection for context updates, and reinforcement learning (RL) for weight updates. In this work, we propose Evolutionary System Prompt Learning (E-SPL), a method for jointly improving model contexts and model weights. In each RL iteration, E-SPL selects multiple system prompts and runs rollouts with each in parallel. It applies RL updates to model weights conditioned on each system prompt, and evolutionary updates to the system prompt population via LLM-driven mutation and crossover. Each system prompt has a TrueSkill rating for evolutionary selection, updated from relative performance within each RL iteration batch. E-SPL encourages a natural division between declarative knowledge encoded in prompts and procedural knowledge encoded in weights, resulting in improved performance across reasoning and agentic tasks. For instance, in an easy-to-hard (AIME $\rightarrow$ BeyondAIME) generalization setting, E-SPL improves RL success rate from 38.8% $\rightarrow$ 45.1% while also outperforming reflective prompt evolution (40.0%). Overall, our results show that coupling reinforcement learning with system prompt evolution yields consistent gains in sample efficiency and generalization. Code: https://github.com/LunjunZhang/E-SPL

AIA Forecaster: Technical Report

This technical report describes the AIA Forecaster, a Large Language Model (LLM)-based system for judgmental forecasting using unstructured data. The AIA Forecaster approach combines three core elements: agentic search over high-quality news sources, a supervisor agent that reconciles disparate forecasts for the same event, and a set of statistical calibration techniques to counter behavioral biases in large language models. On the ForecastBench benchmark (Karger et al., 2024), the AIA Forecaster achieves performance equal to human superforecasters, surpassing prior LLM baselines. In addition to reporting on ForecastBench, we also introduce a more challenging forecasting benchmark sourced from liquid prediction markets. While the AIA Forecaster underperforms market consensus on this benchmark, an ensemble combining AIA Forecaster with market consensus outperforms consensus alone, demonstrating that our forecaster provides additive information. Our work establishes a new state of the art in AI forecasting and provides practical, transferable recommendations for future research. To the best of our knowledge, this is the first work that verifiably achieves expert-level forecasting at scale.

LAMP: Extracting Locally Linear Decision Surfaces from LLM World Models

We introduce \textbf{LAMP} (\textbf{L}inear \textbf{A}ttribution \textbf{M}apping \textbf{P}robe), a method that shines light onto a black-box language model's decision surface and studies how reliably a model maps its stated reasons to its predictions through a locally linear model approximating the decision surface. LAMP treats the model's own self-reported explanations as a coordinate system and fits a locally linear surrogate that links those weights to the model's output. By doing so, it reveals which stated factors steer the model's decisions, and by how much. We apply LAMP to three tasks: \textit{sentiment analysis}, \textit{controversial-topic detection}, and \textit{safety-prompt auditing}. Across these tasks, LAMP reveals that many LLMs exhibit locally linear decision landscapes. In addition, these surfaces correlate with human judgments on explanation quality and, on a clinical case-file data set, aligns with expert assessments. Since LAMP operates without requiring access to model gradients, logits, or internal activations, it serves as a practical and lightweight framework for auditing proprietary language models, and enabling assessment of whether a model behaves consistently with the explanations it provides.

Why does in-context learning fail sometimes? Evaluating in-context learning on open and closed questions

We measure the performance of in-context learning as a function of task novelty and difficulty for open and closed questions. For that purpose, we created a novel benchmark consisting of hard scientific questions, each paired with a context of various relevancy. We show that counter-intuitively, a context that is more aligned with the topic does not always help more than a less relevant context. This effect is especially visible for open questions and questions of high difficulty or novelty. This result reveals a fundamental difference between the treatment of close-form and open-form questions by large-language models and shows a need for a more robust evaluation of in-context learning on the variety of different types of questions. It also poses a new question of how to optimally select a context for large language models, especially in the context of Retrieval Augmented Generation (RAG) systems. Our results suggest that the answer to this question can be highly application-dependent and might be contingent on factors including the format of the question, the perceived difficulty level of the questions, and the novelty or popularity of the information we seek.

Learning the Market: Sentiment-Based Ensemble Trading Agents

We propose the integration of sentiment analysis and deep-reinforcement learning ensemble algorithms for stock trading, and design a strategy capable of dynamically altering its employed agent given concurrent market sentiment. In particular, we create a simple-yet-effective method for extracting news sentiment and combine this with general improvements upon existing works, resulting in automated trading agents that effectively consider both qualitative market factors and quantitative stock data. We show that our approach results in a strategy that is profitable, robust, and risk-minimal -- outperforming the traditional ensemble strategy as well as single agent algorithms and market metrics. Our findings determine that the conventional practice of switching ensemble agents every fixed-number of months is sub-optimal, and that a dynamic sentiment-based framework greatly unlocks additional performance within these agents. Furthermore, as we have designed our algorithm with simplicity and efficiency in mind, we hypothesize that the transition of our method from historical evaluation towards real-time trading with live data should be relatively simple.