Would the stock agents pass if they only used daily prices?
12 November 2026 · a study on MonsterDesk's own paper account and its own tests
- Question
- After the first full learn under real costs every stock agent was on the bench, and the agents still trading all decided on slower prices. Would stock rule sets pass the same test if they could only decide once a day?
- What we did
- Ran the nightly learn, unchanged, for five agents in a scratch copy of the desk with the decision interval fixed at one day. The pass line was written down before the first run: three or more of the five above zero on the unseen stretch would support the idea, one or fewer would end it.
- What it showed
- None of the five passed. They scored -0.81, -1.05, -0.55, -1.54 and -1.81 on the unseen stretch, although each had scored between 2.4 and 4.3 on the stretch it was chosen on.
- What changed
- Nothing. The idea was dropped, and the five extra looks at the unseen stretch were recorded.
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More studies
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