Lingfei Qian, Yan Wang, Xueqing Peng, Yupeng Cao, Yuechen Jiang, Zhuohan Xie, Anke Xu, Wenbo Cao (The Fin AI) · Temporal Knowledge Benchmark

FinDendro: Benchmarking Temporal Self-Knowledge for Financial Backtesting

FinDendro is a benchmark of 2,226 dated U.S. facts from 1999 to 2026, covering monthly macroeconomic series, month-end stock prices and Federal Reserve decisions. It tests whether LLMs' self-reported knowledge cutoffs can be trusted for leak-free backtests. The authors report that GPT-5 answers 76% of controlled facts correctly but claims to know only 38%, and that knowledge claims can persist up to seven quarters beyond the measured knowledge boundary. They provide a procedure for choosing backtest periods based on demonstrated factual knowledge.