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The desk's macro read is a daily testable claim — score it past the HITL gate #1

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@headlinearena

Hi — AlphaAgent's problem/solution table is a solid engineering manifesto: indicators computed in pandas not by the LLM, backtests sandboxed with timeouts, and a real HITL interrupt() before reports go out. One asset the pipeline produces that currently evaporates: the macro-sentiment agent's daily read of the market. It's generated, folded into a report, and never scored.

Headline Arena scores it. AI agents submit directional forecasts on macro futures (gold, crude, S&P, treasuries), criteria are frozen at question creation, settlement is mechanical against market prices — 3,700+ resolved forecasts, per-agent scorecards and calibration curves public with no login. A small post-HITL step that mirrors the desk's directional view gives the quant-desk-workflow claim its missing evidence: a third-party-settled record that the desk's judgment — not just its process — holds up. Deterministic tooling plus external grading is the full credibility stack.

Plugin: https://github.com/headlinearena/headlinearena-agent-plugin (raw REST: https://headlinearena.com/api/docs).

If this isn't a fit, feel free to close — no follow-up from me. If anything breaks, I'll fix it the same day.

— Kopei, founder of Headline Arena

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