--- id: stockbench name: StockBench summary: A frozen-window stock-trading benchmark in which LLM agents run a daily portfolio, analysis and trade loop over 20 DJIA constituents for 82 trading days of 2025. authors: [Yanxu Chen, Zijun Yao, Yantao Liu, Amy Xin, Jin Ye, Jianing Yu, Lei Hou, Juanzi Li] origin: external repo: https://github.com/ChenYXxxx/stockbench website: https://stockbench.github.io/ license: Apache-2.0 tasks: [stock-trading, decision-making] metrics: [cumulative-return, max-drawdown, sortino-ratio] tags: [benchmark, llm-agent, stock-trading, evaluation, backtesting] markets: [equities] added: 2026-08-17 prerequisites: trading: moderate ai: advanced programming: moderate setup: moderate paper: [stockbench-paper] builds_on: [buy-and-hold-baseline] --- > Part of [Athenara](https://athenara.info/), the open registry for agentic trading. > Index of everything: https://athenara.info/llms.txt · This entry: [HTML](https://athenara.info/benchmarks/stockbench/) · [JSON](https://athenara.info/api/v1/benchmarks/stockbench.json) StockBench starts an agent with $100,000 in cash and no holdings and asks it to trade the top 20 Dow Jones Industrial Average constituents by weight over a fixed window — March 3 to June 30, 2025, 82 trading days. Each day the agent walks a multi-step loop of portfolio review, analysis and trade, and the run is scored on cumulative return, maximum drawdown and Sortino ratio. The comparison is explicit in the shipped config: a per-symbol buy-and-hold benchmark with SPY as the reference series. A project leaderboard ranks 14 models on those three measures. The evaluation window's data is committed in the repository under `storage/` — per-ticker parquet price series, corporate actions, annual and quarterly financials, and cached news — so a default run needs no market-data account. Polygon.io and Finnhub keys are required only to extend the benchmark beyond the packaged months, and that third-party provenance is worth noting before redistribution: the Apache-2.0 repository license covers the code, not the bundled market data, news and fundamentals. The README's clone line is still an unfilled `` placeholder, and the LICENSE appendix retains the Apache template copyright line. The authors report that most models struggle to outperform the simple buy-and-hold baseline, and that strong performance on static financial question answering does not carry over into effective trading ([arXiv:2510.02209](https://arxiv.org/abs/2510.02209)). The work remains a preprint: there is no peer-reviewed venue despite a later revision. Treat the contamination-free framing as the authors' design intent for a window that postdated the training corpora of the models they tested, not as a permanent property — models trained after mid-2025 erode it, and the frozen window cannot be refreshed without new provider pulls, which need paid-tier Polygon and Finnhub keys for wider coverage. The repository has been quiet since October 2025, with the last commits touching only the README.