| --- |
| license: cc-by-4.0 |
| pretty_name: Herculean post-release window |
| tags: [finance, agents, benchmark, mcp, trading, look-ahead] |
| --- |
| |
| # Herculean post-release window (Aug–Sep 2026) |
|
|
| Market environment and task instances for evaluating the Herculean market workflows on a window that starts |
| after every evaluated backbone was released, so the outcomes cannot be in any backbone's weights. |
|
|
| - Window: 2026-08-03 to 2026-09-30 (42 trading days). Latest backbone release: Claude Sonnet 5 (2026-06-30). |
| - Workflows: Trading (4 stocks x 42 days), Hedging (8-stock universe, 42 days), Market Insights (4 stocks x 9 weeks). |
| - History available to agents: December 2024 onward; all tool queries are bounded to the decision date. |
|
|
| ## Files |
|
|
| | file | content | |
| |---|---| |
| | `env.duckdb` | the environment database read by the MCP exam servers (prices, news, filings), Dec 2024 – Oct 9, 2026 | |
| | `data/prices.parquet` | daily OHLC, close, adjusted close, volume | |
| | `data/news.parquet` | one `highlights` summary per symbol and calendar day | |
| | `data/filings.parquet` | 10-Q / 10-K MD&A and Risk Factors sections | |
| | `trading/`, `hedging/`, `insights/` | `instances.jsonl`: one trajectory per case with its decision dates | |
| | `post_selection.json` | the configurations evaluated in this window and the rule used to select them | |
|
|
| Rows up to 2026-03-31 are the original Herculean environment ([TheFinAI/Herculean](https://huggingface.co/datasets/TheFinAI/Herculean)); rows from 2026-04-01 are new. |
|
|
| ## Sources for the new rows (2026-04-01 onward) |
|
|
| - Prices: Yahoo Finance daily bars via `yfinance` (unadjusted OHLC plus adjusted close). |
| - News: Google News RSS searched per symbol and day, keeping only articles published that day, summarised with the |
| Agent Market Arena prompt (`testbed/get_daily_news.py` in The-FinAI/Agent_Market_Arena) on gpt-5-nano, the model |
| that produced the original highlights. RSS provides headline, source and date only, so these summaries are built |
| from headlines rather than article text. |
| - Filings: SEC EDGAR 10-Q / 10-K filed in the window; MD&A (10-Q Item 2, 10-K Item 7) and Risk Factors (Item 1A). |
|
|
| ## Configuration selection |
|
|
| The configurations run in this window are the top three (harness, backbone) pairs per workflow by mean |
| annualised Sharpe over three runs in the offline window (2026-01-02 to 2026-03-31), fixed before any |
| post-window run (`post_selection.json`). Run outputs are mirrored in |
| [TheFinAI/herculean-runs](https://huggingface.co/datasets/TheFinAI/herculean-runs) under `post/`. |
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