Forecast-Dojo: Replayable Environments for Benchmarking and Training LLM Forecasting Agents

arXiv:2609.28876v2 Announce Type: replace-cross Abstract: Forecasting requires large language model (LLM) agents to gather evolving evidence, revise their beliefs, and make calibrated predictions over time. Yet evaluating and improving these capabilities is challenging because real-world events unfold continuously and outcomes may take months to resolve. We introduce Forecast-Dojo, a replayable environment that reconstructs resolved prediction-market events as sequences of dated forecasting steps, enabling reproducible evaluation, longitudinal analysis, and training from agent interactions. It comprises 1,568 Polymarket events split temporally into training and evaluation sets, alongside 18.8 million dated news articles. Across 12 models, research tools consistently improve forecasting performance, and greater capture of new evidence is associated with larger improvements over time. Nevertheless, all models trail historical market forecasts, while carrying a belief notebook across dates reduces research costs without consistently improving forecast quality. We supervise fine-tuned Qwen3-30B-A3B-Thinking-2507 on collected trajectories from Qwen3-235B-A22B-Thinking-2507 to demonstrate the environment's training utility. The student's accuracy is improved from 34.8% to 42.8% on the evaluation set.