Martingale Doppelgänger-Eval: An Identification Framework for Auditing Candlestick Understanding in Vision-Language Models
- URL: http://arxiv.org/abs/2606.17423v1
- Date: Tue, 16 Jun 2026 02:10:37 GMT
- Title: Martingale Doppelgänger-Eval: An Identification Framework for Auditing Candlestick Understanding in Vision-Language Models
- Abstract summary: Martingale Doppelgnger-Eval is a public shadow-market benchmark for auditing whether vision-language models (VLMs) use candlestick evidence rather than extrapolate past trends.<n>A structural behavioral model identifies null-market bias, trend sensitivity, evidence sensitivity, prompt/renderer fragility, and evidence faithfulness.
- Score: 7.600410227599106
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We introduce Martingale Doppelgänger-Eval, a public shadow-market benchmark for auditing whether vision-language models (VLMs) use candlestick evidence rather than extrapolate past trends. The central difficulty is identification: on real market histories, chart evidence and trend are strongly coupled, so an observational score cannot determine whether a fluent technical-analysis narrative is grounded in local visual evidence. We prove this limitation formally: no evaluation functional computed from observational chart--label data can distinguish a grounded responder from a trend-shortcut responder under strong coupling, whereas matched evidence interventions separate the same responders at an exponential rate and trend--label swaps provide an independent shortcut stress test. The benchmark therefore evaluates frozen VLMs on rendered OHLCV charts under four controlled mechanisms: a martingale-null market, injected-alpha counterfactual pairs, trend-confounder swaps, and regime shifts. A structural behavioral model identifies null-market bias, trend sensitivity, evidence sensitivity, prompt/renderer fragility, and evidence faithfulness; the accompanying statistical toolkit provides minimum detectable effects, block-aware sequential testing for metered APIs, and an overlap-weighted artifact check. Across frozen commercial and open VLMs, the identified regression assigns large positive coefficients to past trend but evidence coefficients that are zero or opposite to the rule-implied sign. Matched-pair analyses show that models either ignore injected candlestick semantics or move opposite to the rule-implied direction conditional on responding. The benchmark isolates a failure mode that standard observational chart benchmarks cannot detect and gives a reusable audit template for time-series imagery with controllable label mechanisms.
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