Abstract:Key Opinion Leader (KOL) discourse on social media is widely consumed as investment guidance, yet turning it into executable trading strategies without injecting assumptions about unspecified execution decisions remains an open problem. We observe that the gaps in KOL statements are not random deficiencies but a structured separation: KOLs express directional intent (what to buy or sell and why) while leaving execution decisions (when, how much, how long) systematically unspecified. Building on this observation, we propose an intent-preserving policy completion framework that treats KOL discourse as a partial trading policy and uses offline reinforcement learning to complete the missing execution decisions around the KOL-expressed intent. Experiments on multimodal KOL discourse from YouTube and X (2022-2025) show that KICL achieves the best return and Sharpe ratio on both platforms while maintaining zero unsupported entries and zero directional reversals, and ablations confirm that the full framework yields an 18.9% return improvement over the KOL-aligned baseline.
| Comments: | Main paper with supplementary material included |
| Subjects: | Machine Learning (cs.LG) |
| Cite as: | arXiv:2604.14333 [cs.LG] |
| (or arXiv:2604.14333v2 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2604.14333 arXiv-issued DOI via DataCite |
From: Yuncong Liu [view email]
[v1]
Wed, 15 Apr 2026 18:39:40 UTC (4,783 KB)
[v2]
Fri, 17 Apr 2026 15:04:20 UTC (4,784 KB)
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