id stringlengths 20 20 | template stringclasses 6
values | complexity int64 1 3 | split stringclasses 1
value | market_regime stringclasses 1
value | asset_class stringclasses 1
value | assets listlengths 1 4 | decision_date timestamp[s]date 2015-02-05 00:00:00 2022-12-28 00:00:00 | context_summary stringlengths 52 153 | question stringlengths 245 9.63k | answer stringlengths 2 63 | answer_numeric float64 -3.07 9.2 | explanation stringlengths 100 240 | metadata unknown |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
T1_all_20210430_0367 | T1 | 1 | train | sideways | all | [
"BIL"
] | 2021-04-30T00:00:00 | BIL over past 60 days: cumulative return -0.0%, annualized vol 0.1%. Market regime: sideways. | Asset: BIL
Historical prices (past 60 trading days): start=77.77, end=77.76, cumulative_return=-0.0%, annualized_volatility=0.1%
Macro context: {'fed_funds_rate': 0.06, 'cpi_yoy': 266.614, 'unemployment': 6.1, 'gdp_growth_qoq': 21440.929, 't10y2y_spread': 1.49, 't10y3m_spread': 1.64, 'breakeven_10y': 2.42, 'hy_oas': 3.... | flat | -0.000109 | The actual 21-day forward return for BIL starting 2021-04-30 was -0.01%, which classifies as 'flat'. | {
"future_return": -0.00010899999999999999,
"horizon_days": 21,
"hist_return": -0.00010899999999999999,
"annualized_vol": 0.0012129999999999999,
"has_text": false,
"text_chars": 0
} |
T1_all_20160308_0370 | T1 | 1 | train | sideways | all | [
"ICSH"
] | 2016-03-08T00:00:00 | ICSH over past 60 days: cumulative return +0.1%, annualized vol 2.3%. Market regime: sideways. | Asset: ICSH
Historical prices (past 60 trading days): start=38.50, end=38.54, cumulative_return=+0.1%, annualized_volatility=2.3%
Macro context: {'fed_funds_rate': 0.36, 'cpi_yoy': 238.08, 'unemployment': 5.0, 'gdp_growth_qoq': 19001.69, 't10y2y_spread': 1.0, 't10y3m_spread': 1.59, 'breakeven_10y': 1.48, 'hy_oas': 7.03... | flat | 0.002407 | The actual 21-day forward return for ICSH starting 2016-03-08 was +0.24%, which classifies as 'flat'. | {
"future_return": 0.002407,
"horizon_days": 21,
"hist_return": 0.000904,
"annualized_vol": 0.023464,
"has_text": false,
"text_chars": 0
} |
T1_all_20221124_0373 | T1 | 1 | train | sideways | all | [
"ETH-USD"
] | 2022-11-24T00:00:00 | ETH-USD over past 60 days: cumulative return -8.6%, annualized vol 70.7%. Market regime: sideways. | Asset: ETH-USD
Historical prices (past 60 trading days): start=1294.22, end=1183.20, cumulative_return=-8.6%, annualized_volatility=70.7%
Macro context: {'fed_funds_rate': 3.83, 'cpi_yoy': 298.786, 'unemployment': 3.6, 'gdp_growth_qoq': 22278.345, 't10y2y_spread': -0.75, 't10y3m_spread': -0.69, 'breakeven_10y': 2.32, '... | positive | 0.051804 | The actual 21-day forward return for ETH-USD starting 2022-11-24 was +5.18%, which classifies as 'positive'. | {
"future_return": 0.051803999999999996,
"horizon_days": 21,
"hist_return": -0.085779,
"annualized_vol": 0.70652,
"has_text": true,
"text_chars": 20
} |
T1_all_20180320_0376 | T1 | 1 | train | sideways | all | [
"TIP"
] | 2018-03-20T00:00:00 | TIP over past 60 days: cumulative return +0.2%, annualized vol 1.0%. Market regime: sideways. | Asset: TIP
Historical prices (past 60 trading days): start=77.16, end=77.29, cumulative_return=+0.2%, annualized_volatility=1.0%
Macro context: {'fed_funds_rate': 1.43, 'cpi_yoy': 249.577, 'unemployment': 4.0, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.54, 't10y3m_spread': 1.05, 'breakeven_10y': 2.08, 'hy_oas': 3.... | flat | 0.003608 | The actual 21-day forward return for TIP starting 2018-03-20 was +0.36%, which classifies as 'flat'. | {
"future_return": 0.0036079999999999997,
"horizon_days": 21,
"hist_return": 0.0017059999999999998,
"annualized_vol": 0.010400999999999999,
"has_text": false,
"text_chars": 0
} |
T1_all_20221107_0381 | T1 | 1 | train | sideways | all | [
"VCIT"
] | 2022-11-07T00:00:00 | VCIT over past 60 days: cumulative return -8.6%, annualized vol 8.8%. Market regime: sideways. | Asset: VCIT
Historical prices (past 60 trading days): start=70.79, end=64.72, cumulative_return=-8.6%, annualized_volatility=8.8%
Macro context: {'fed_funds_rate': 3.83, 'cpi_yoy': 298.786, 'unemployment': 3.6, 'gdp_growth_qoq': 22278.345, 't10y2y_spread': -0.49, 't10y3m_spread': -0.04, 'breakeven_10y': 2.48, 'hy_oas':... | positive | 0.058136 | The actual 21-day forward return for VCIT starting 2022-11-07 was +5.81%, which classifies as 'positive'. | {
"future_return": 0.058136,
"horizon_days": 21,
"hist_return": -0.085838,
"annualized_vol": 0.088368,
"has_text": false,
"text_chars": 0
} |
T1_all_20221026_0384 | T1 | 1 | train | sideways | all | [
"XLK"
] | 2022-10-26T00:00:00 | XLK over past 60 days: cumulative return -9.9%, annualized vol 28.8%. Market regime: sideways. | Asset: XLK
Historical prices (past 60 trading days): start=69.45, end=62.60, cumulative_return=-9.9%, annualized_volatility=28.8%
Macro context: {'fed_funds_rate': 3.08, 'cpi_yoy': 298.007, 'unemployment': 3.6, 'gdp_growth_qoq': 22278.345, 't10y2y_spread': -0.32, 't10y3m_spread': -0.04, 'breakeven_10y': 2.51, 'hy_oas':... | positive | 0.06361 | The actual 21-day forward return for XLK starting 2022-10-26 was +6.36%, which classifies as 'positive'. | {
"future_return": 0.06361,
"horizon_days": 21,
"hist_return": -0.098697,
"annualized_vol": 0.28821599999999997,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190513_0387 | T1 | 1 | train | sideways | all | [
"QQQ"
] | 2019-05-13T00:00:00 | QQQ over past 60 days: cumulative return +8.2%, annualized vol 11.5%. Market regime: sideways. | Asset: QQQ
Historical prices (past 60 trading days): start=163.66, end=177.15, cumulative_return=+8.2%, annualized_volatility=11.5%
Macro context: {'fed_funds_rate': 2.38, 'cpi_yoy': 255.296, 'unemployment': 3.6, 'gdp_growth_qoq': 20602.275, 't10y2y_spread': 0.21, 't10y3m_spread': 0.04, 'breakeven_10y': 1.88, 'hy_oas':... | positive | 0.021055 | The actual 21-day forward return for QQQ starting 2019-05-13 was +2.11%, which classifies as 'positive'. | {
"future_return": 0.021054999999999997,
"horizon_days": 21,
"hist_return": 0.082448,
"annualized_vol": 0.114634,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220628_0390 | T1 | 1 | train | sideways | all | [
"SHY"
] | 2022-06-28T00:00:00 | SHY over past 60 days: cumulative return -0.5%, annualized vol 2.2%. Market regime: sideways. | Asset: SHY
Historical prices (past 60 trading days): start=73.07, end=72.73, cumulative_return=-0.5%, annualized_volatility=2.2%
Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 294.957, 'unemployment': 3.6, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.12, 't10y3m_spread': 1.41, 'breakeven_10y': 2.55, 'hy_oas': 5.... | flat | 0.0052 | The actual 21-day forward return for SHY starting 2022-06-28 was +0.52%, which classifies as 'flat'. | {
"future_return": 0.005200000000000001,
"horizon_days": 21,
"hist_return": -0.0045969999999999995,
"annualized_vol": 0.022295,
"has_text": false,
"text_chars": 0
} |
T1_all_20200904_0393 | T1 | 1 | train | sideways | all | [
"XLY"
] | 2020-09-04T00:00:00 | XLY over past 60 days: cumulative return +20.2%, annualized vol 19.2%. Market regime: sideways. | Asset: XLY
Historical prices (past 60 trading days): start=59.11, end=71.08, cumulative_return=+20.2%, annualized_volatility=19.2%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 259.997, 'unemployment': 7.8, 'gdp_growth_qoq': 20558.879, 't10y2y_spread': 0.5, 't10y3m_spread': 0.52, 'breakeven_10y': 1.65, 'hy_oas': 5... | positive | 0.023037 | The actual 21-day forward return for XLY starting 2020-09-04 was +2.30%, which classifies as 'positive'. | {
"future_return": 0.023037,
"horizon_days": 21,
"hist_return": 0.202375,
"annualized_vol": 0.192193,
"has_text": true,
"text_chars": 3020
} |
T1_all_20180227_0396 | T1 | 1 | train | sideways | all | [
"PALL"
] | 2018-02-27T00:00:00 | PALL over past 60 days: cumulative return +7.0%, annualized vol 25.1%. Market regime: sideways. | Asset: PALL
Historical prices (past 60 trading days): start=94.71, end=101.30, cumulative_return=+7.0%, annualized_volatility=25.1%
Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 249.529, 'unemployment': 4.1, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.64, 't10y3m_spread': 1.2, 'breakeven_10y': 2.13, 'hy_oas': ... | negative | -0.070743 | The actual 21-day forward return for PALL starting 2018-02-27 was -7.07%, which classifies as 'negative'. | {
"future_return": -0.070743,
"horizon_days": 21,
"hist_return": 0.06958099999999999,
"annualized_vol": 0.250911,
"has_text": false,
"text_chars": 0
} |
T1_all_20210922_0399 | T1 | 1 | train | sideways | all | [
"ADA-USD"
] | 2021-09-22T00:00:00 | ADA-USD over past 60 days: cumulative return +61.1%, annualized vol 94.1%. Market regime: sideways. | Asset: ADA-USD
Historical prices (past 60 trading days): start=1.23, end=1.99, cumulative_return=+61.1%, annualized_volatility=94.1%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 273.91, 'unemployment': 4.7, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.11, 't10y3m_spread': 1.3, 'breakeven_10y': 2.29, 'hy_oas': ... | negative | -0.034035 | The actual 21-day forward return for ADA-USD starting 2021-09-22 was -3.40%, which classifies as 'negative'. | {
"future_return": -0.034034999999999996,
"horizon_days": 21,
"hist_return": 0.61089,
"annualized_vol": 0.941244,
"has_text": false,
"text_chars": 0
} |
T1_all_20201027_0402 | T1 | 1 | train | sideways | all | [
"LINK-USD"
] | 2020-10-27T00:00:00 | LINK-USD over past 60 days: cumulative return -22.5%, annualized vol 108.8%. Market regime: sideways. | Asset: LINK-USD
Historical prices (past 60 trading days): start=15.16, end=11.75, cumulative_return=-22.5%, annualized_volatility=108.8%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 260.319, 'unemployment': 6.9, 'gdp_growth_qoq': 20791.917, 't10y2y_spread': 0.65, 't10y3m_spread': 0.7, 'breakeven_10y': 1.72, 'hy_o... | positive | 0.106138 | The actual 21-day forward return for LINK-USD starting 2020-10-27 was +10.61%, which classifies as 'positive'. | {
"future_return": 0.106138,
"horizon_days": 21,
"hist_return": -0.224871,
"annualized_vol": 1.0882830000000001,
"has_text": false,
"text_chars": 0
} |
T1_all_20171009_0409 | T1 | 1 | train | sideways | all | [
"XLB"
] | 2017-10-09T00:00:00 | XLB over past 60 days: cumulative return +5.4%, annualized vol 9.6%. Market regime: sideways. | Asset: XLB
Historical prices (past 60 trading days): start=23.16, end=24.40, cumulative_return=+5.4%, annualized_volatility=9.6%
Macro context: {'fed_funds_rate': 1.16, 'cpi_yoy': 246.626, 'unemployment': 4.2, 'gdp_growth_qoq': 19882.352, 't10y2y_spread': 0.83, 't10y3m_spread': 1.3, 'breakeven_10y': 1.87, 'hy_oas': 3.5... | positive | 0.012956 | The actual 21-day forward return for XLB starting 2017-10-09 was +1.30%, which classifies as 'positive'. | {
"future_return": 0.012955999999999999,
"horizon_days": 21,
"hist_return": 0.053607999999999996,
"annualized_vol": 0.096191,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220126_0414 | T1 | 1 | train | sideways | all | [
"DBB"
] | 2022-01-26T00:00:00 | DBB over past 60 days: cumulative return +9.5%, annualized vol 17.9%. Market regime: sideways. | Asset: DBB
Historical prices (past 60 trading days): start=18.13, end=19.86, cumulative_return=+9.5%, annualized_volatility=17.9%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 282.543, 'unemployment': 4.0, 'gdp_growth_qoq': 21932.71, 't10y2y_spread': 0.76, 't10y3m_spread': 1.59, 'breakeven_10y': 2.41, 'hy_oas': 3.... | positive | 0.043984 | The actual 21-day forward return for DBB starting 2022-01-26 was +4.40%, which classifies as 'positive'. | {
"future_return": 0.043983999999999995,
"horizon_days": 21,
"hist_return": 0.09541799999999999,
"annualized_vol": 0.17864000000000002,
"has_text": false,
"text_chars": 0
} |
T1_all_20220721_0419 | T1 | 1 | train | sideways | all | [
"XLK"
] | 2022-07-21T00:00:00 | XLK over past 60 days: cumulative return -5.3%, annualized vol 36.7%. Market regime: sideways. | Asset: XLK
Historical prices (past 60 trading days): start=70.41, end=66.69, cumulative_return=-5.3%, annualized_volatility=36.7%
Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 294.913, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.21, 't10y3m_spread': 0.53, 'breakeven_10y': 2.38, 'hy_oas': ... | positive | 0.064468 | The actual 21-day forward return for XLK starting 2022-07-21 was +6.45%, which classifies as 'positive'. | {
"future_return": 0.064468,
"horizon_days": 21,
"hist_return": -0.052767999999999995,
"annualized_vol": 0.367183,
"has_text": true,
"text_chars": 3020
} |
T1_all_20221020_0422 | T1 | 1 | train | sideways | all | [
"FXI"
] | 2022-10-20T00:00:00 | FXI over past 60 days: cumulative return -25.6%, annualized vol 28.3%. Market regime: sideways. | Asset: FXI
Historical prices (past 60 trading days): start=28.94, end=21.52, cumulative_return=-25.6%, annualized_volatility=28.3%
Macro context: {'fed_funds_rate': 3.08, 'cpi_yoy': 298.007, 'unemployment': 3.6, 'gdp_growth_qoq': 22278.345, 't10y2y_spread': -0.41, 't10y3m_spread': 0.07, 'breakeven_10y': 2.42, 'hy_oas':... | positive | 0.097602 | The actual 21-day forward return for FXI starting 2022-10-20 was +9.76%, which classifies as 'positive'. | {
"future_return": 0.097602,
"horizon_days": 21,
"hist_return": -0.25620899999999996,
"annualized_vol": 0.283331,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210810_0425 | T1 | 1 | train | sideways | all | [
"XLF"
] | 2021-08-10T00:00:00 | XLF over past 60 days: cumulative return +0.6%, annualized vol 19.1%. Market regime: sideways. | Asset: XLF
Historical prices (past 60 trading days): start=34.72, end=34.93, cumulative_return=+0.6%, annualized_volatility=19.1%
Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 272.676, 'unemployment': 5.1, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.1, 't10y3m_spread': 1.27, 'breakeven_10y': 2.37, 'hy_oas': 3.3... | negative | -0.013034 | The actual 21-day forward return for XLF starting 2021-08-10 was -1.30%, which classifies as 'negative'. | {
"future_return": -0.013033999999999999,
"horizon_days": 21,
"hist_return": 0.006081,
"annualized_vol": 0.19079000000000002,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200612_0428 | T1 | 1 | train | sideways | all | [
"QUAL"
] | 2020-06-12T00:00:00 | QUAL over past 60 days: cumulative return +24.0%, annualized vol 30.7%. Market regime: sideways. | Asset: QUAL
Historical prices (past 60 trading days): start=70.15, end=87.00, cumulative_return=+24.0%, annualized_volatility=30.7%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 257.042, 'unemployment': 11.0, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.47, 't10y3m_spread': 0.49, 'breakeven_10y': 1.21, 'hy_oas'... | positive | 0.028502 | The actual 21-day forward return for QUAL starting 2020-06-12 was +2.85%, which classifies as 'positive'. | {
"future_return": 0.028502,
"horizon_days": 21,
"hist_return": 0.240229,
"annualized_vol": 0.30651,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190809_0433 | T1 | 1 | train | sideways | all | [
"VEA"
] | 2019-08-09T00:00:00 | VEA over past 60 days: cumulative return -0.0%, annualized vol 11.1%. Market regime: sideways. | Asset: VEA
Historical prices (past 60 trading days): start=32.82, end=32.81, cumulative_return=-0.0%, annualized_volatility=11.1%
Macro context: {'fed_funds_rate': 2.12, 'cpi_yoy': 256.036, 'unemployment': 3.6, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.1, 't10y3m_spread': -0.3, 'breakeven_10y': 1.65, 'hy_oas': 4.... | positive | 0.027318 | The actual 21-day forward return for VEA starting 2019-08-09 was +2.73%, which classifies as 'positive'. | {
"future_return": 0.027318,
"horizon_days": 21,
"hist_return": -0.000309,
"annualized_vol": 0.110954,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200625_0436 | T1 | 1 | train | sideways | all | [
"XLI"
] | 2020-06-25T00:00:00 | XLI over past 60 days: cumulative return +13.4%, annualized vol 32.1%. Market regime: sideways. | Asset: XLI
Historical prices (past 60 trading days): start=53.84, end=61.08, cumulative_return=+13.4%, annualized_volatility=32.1%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 257.042, 'unemployment': 11.0, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.5, 't10y3m_spread': 0.54, 'breakeven_10y': 1.33, 'hy_oas': ... | positive | 0.066033 | The actual 21-day forward return for XLI starting 2020-06-25 was +6.60%, which classifies as 'positive'. | {
"future_return": 0.066033,
"horizon_days": 21,
"hist_return": 0.134484,
"annualized_vol": 0.32131499999999996,
"has_text": true,
"text_chars": 3020
} |
T1_all_20221116_0439 | T1 | 1 | train | sideways | all | [
"ACWI"
] | 2022-11-16T00:00:00 | ACWI over past 60 days: cumulative return -1.6%, annualized vol 23.4%. Market regime: sideways. | Asset: ACWI
Historical prices (past 60 trading days): start=83.79, end=82.46, cumulative_return=-1.6%, annualized_volatility=23.4%
Macro context: {'fed_funds_rate': 3.83, 'cpi_yoy': 298.786, 'unemployment': 3.6, 'gdp_growth_qoq': 22278.345, 't10y2y_spread': -0.57, 't10y3m_spread': -0.51, 'breakeven_10y': 2.35, 'hy_oas'... | negative | -0.016136 | The actual 21-day forward return for ACWI starting 2022-11-16 was -1.61%, which classifies as 'negative'. | {
"future_return": -0.016135999999999998,
"horizon_days": 21,
"hist_return": -0.015834,
"annualized_vol": 0.234319,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210217_0442 | T1 | 1 | train | sideways | all | [
"BIL"
] | 2021-02-17T00:00:00 | BIL over past 60 days: cumulative return +0.0%, annualized vol 0.1%. Market regime: sideways. | Asset: BIL
Historical prices (past 60 trading days): start=77.79, end=77.79, cumulative_return=+0.0%, annualized_volatility=0.1%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 263.579, 'unemployment': 6.2, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 1.17, 't10y3m_spread': 1.26, 'breakeven_10y': 2.24, 'hy_oas': 3.... | flat | -0.000219 | The actual 21-day forward return for BIL starting 2021-02-17 was -0.02%, which classifies as 'flat'. | {
"future_return": -0.00021899999999999998,
"horizon_days": 21,
"hist_return": 0,
"annualized_vol": 0.001298,
"has_text": false,
"text_chars": 0
} |
T1_all_20200128_0445 | T1 | 1 | train | sideways | all | [
"LINK-USD"
] | 2020-01-28T00:00:00 | LINK-USD over past 60 days: cumulative return +11.4%, annualized vol 66.7%. Market regime: sideways. | Asset: LINK-USD
Historical prices (past 60 trading days): start=2.34, end=2.61, cumulative_return=+11.4%, annualized_volatility=66.7%
Macro context: {'fed_funds_rate': 1.55, 'cpi_yoy': 259.127, 'unemployment': 3.6, 'gdp_growth_qoq': 20709.212, 't10y2y_spread': 0.17, 't10y3m_spread': 0.06, 'breakeven_10y': 1.63, 'hy_oas... | positive | 0.711193 | The actual 21-day forward return for LINK-USD starting 2020-01-28 was +71.12%, which classifies as 'positive'. | {
"future_return": 0.711193,
"horizon_days": 21,
"hist_return": 0.113989,
"annualized_vol": 0.6668400000000001,
"has_text": false,
"text_chars": 0
} |
T1_all_20220809_0448 | T1 | 1 | train | sideways | all | [
"TLH"
] | 2022-08-09T00:00:00 | TLH over past 60 days: cumulative return +1.2%, annualized vol 15.8%. Market regime: sideways. | Asset: TLH
Historical prices (past 60 trading days): start=105.32, end=106.57, cumulative_return=+1.2%, annualized_volatility=15.8%
Macro context: {'fed_funds_rate': 2.33, 'cpi_yoy': 295.097, 'unemployment': 3.6, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.44, 't10y3m_spread': 0.12, 'breakeven_10y': 2.48, 'hy_oas'... | negative | -0.058006 | The actual 21-day forward return for TLH starting 2022-08-09 was -5.80%, which classifies as 'negative'. | {
"future_return": -0.058005999999999995,
"horizon_days": 21,
"hist_return": 0.011864999999999999,
"annualized_vol": 0.158026,
"has_text": false,
"text_chars": 0
} |
T1_all_20170120_0453 | T1 | 1 | train | sideways | all | [
"HYG"
] | 2017-01-20T00:00:00 | HYG over past 60 days: cumulative return +1.6%, annualized vol 7.3%. Market regime: sideways. | Asset: HYG
Historical prices (past 60 trading days): start=52.55, end=53.40, cumulative_return=+1.6%, annualized_volatility=7.3%
Macro context: {'fed_funds_rate': 0.66, 'cpi_yoy': 243.618, 'unemployment': 4.7, 'gdp_growth_qoq': 19398.343, 't10y2y_spread': 1.22, 't10y3m_spread': 1.95, 'breakeven_10y': 2.04, 'hy_oas': 3.... | positive | 0.010959 | The actual 21-day forward return for HYG starting 2017-01-20 was +1.10%, which classifies as 'positive'. | {
"future_return": 0.010959,
"horizon_days": 21,
"hist_return": 0.016194999999999998,
"annualized_vol": 0.073332,
"has_text": false,
"text_chars": 0
} |
T1_all_20191231_0460 | T1 | 1 | train | sideways | all | [
"SLV"
] | 2019-12-31T00:00:00 | SLV over past 60 days: cumulative return +0.8%, annualized vol 16.5%. Market regime: sideways. | Asset: SLV
Historical prices (past 60 trading days): start=16.61, end=16.74, cumulative_return=+0.8%, annualized_volatility=16.5%
Macro context: {'fed_funds_rate': 1.55, 'cpi_yoy': 258.63, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.32, 't10y3m_spread': 0.33, 'breakeven_10y': 1.75, 'hy_oas': 3.... | negative | -0.016187 | The actual 21-day forward return for SLV starting 2019-12-31 was -1.62%, which classifies as 'negative'. | {
"future_return": -0.016187,
"horizon_days": 21,
"hist_return": 0.007826999999999999,
"annualized_vol": 0.16477799999999998,
"has_text": false,
"text_chars": 0
} |
T1_all_20200521_0465 | T1 | 1 | train | sideways | all | [
"EMB"
] | 2020-05-21T00:00:00 | EMB over past 60 days: cumulative return -6.1%, annualized vol 17.0%. Market regime: sideways. | Asset: EMB
Historical prices (past 60 trading days): start=85.32, end=80.08, cumulative_return=-6.1%, annualized_volatility=17.0%
Macro context: {'fed_funds_rate': 0.05, 'cpi_yoy': 255.802, 'unemployment': 13.2, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.52, 't10y3m_spread': 0.56, 'breakeven_10y': 1.16, 'hy_oas': ... | positive | 0.026934 | The actual 21-day forward return for EMB starting 2020-05-21 was +2.69%, which classifies as 'positive'. | {
"future_return": 0.026934,
"horizon_days": 21,
"hist_return": -0.061380000000000004,
"annualized_vol": 0.17005099999999998,
"has_text": false,
"text_chars": 0
} |
T1_all_20160729_0468 | T1 | 1 | train | sideways | all | [
"QQQ"
] | 2016-07-29T00:00:00 | QQQ over past 60 days: cumulative return +9.7%, annualized vol 15.4%. Market regime: sideways. | Asset: QQQ
Historical prices (past 60 trading days): start=97.87, end=107.41, cumulative_return=+9.7%, annualized_volatility=15.4%
Macro context: {'fed_funds_rate': 0.4, 'cpi_yoy': 240.101, 'unemployment': 4.8, 'gdp_growth_qoq': 19197.938, 't10y2y_spread': 0.8, 't10y3m_spread': 1.27, 'breakeven_10y': 1.52, 'hy_oas': 5.... | positive | 0.01484 | The actual 21-day forward return for QQQ starting 2016-07-29 was +1.48%, which classifies as 'positive'. | {
"future_return": 0.01484,
"horizon_days": 21,
"hist_return": 0.097442,
"annualized_vol": 0.153806,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190111_0471 | T1 | 1 | train | sideways | all | [
"XLU"
] | 2019-01-11T00:00:00 | XLU over past 60 days: cumulative return +1.3%, annualized vol 17.4%. Market regime: sideways. | Asset: XLU
Historical prices (past 60 trading days): start=21.05, end=21.32, cumulative_return=+1.3%, annualized_volatility=17.4%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 252.561, 'unemployment': 4.0, 'gdp_growth_qoq': 20431.641, 't10y2y_spread': 0.18, 't10y3m_spread': 0.31, 'breakeven_10y': 1.81, 'hy_oas': 4.... | positive | 0.045651 | The actual 21-day forward return for XLU starting 2019-01-11 was +4.57%, which classifies as 'positive'. | {
"future_return": 0.045651,
"horizon_days": 21,
"hist_return": 0.012853999999999999,
"annualized_vol": 0.17407799999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210203_0474 | T1 | 1 | train | sideways | all | [
"SOL-USD"
] | 2021-02-03T00:00:00 | SOL-USD over past 60 days: cumulative return +166.2%, annualized vol 157.8%. Market regime: sideways. | Asset: SOL-USD
Historical prices (past 60 trading days): start=1.98, end=5.27, cumulative_return=+166.2%, annualized_volatility=157.8%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 263.579, 'unemployment': 6.2, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 1.01, 't10y3m_spread': 1.05, 'breakeven_10y': 2.15, 'hy_oa... | positive | 2.027071 | The actual 21-day forward return for SOL-USD starting 2021-02-03 was +202.71%, which classifies as 'positive'. | {
"future_return": 2.027071,
"horizon_days": 21,
"hist_return": 1.6620059999999999,
"annualized_vol": 1.5778249999999998,
"has_text": false,
"text_chars": 0
} |
T1_all_20210514_0479 | T1 | 1 | train | sideways | all | [
"EWJ"
] | 2021-05-14T00:00:00 | EWJ over past 60 days: cumulative return -7.0%, annualized vol 16.3%. Market regime: sideways. | Asset: EWJ
Historical prices (past 60 trading days): start=62.83, end=58.46, cumulative_return=-7.0%, annualized_volatility=16.3%
Macro context: {'fed_funds_rate': 0.06, 'cpi_yoy': 268.383, 'unemployment': 5.8, 'gdp_growth_qoq': 21440.929, 't10y2y_spread': 1.5, 't10y3m_spread': 1.64, 'breakeven_10y': 2.51, 'hy_oas': 3.... | positive | 0.035185 | The actual 21-day forward return for EWJ starting 2021-05-14 was +3.52%, which classifies as 'positive'. | {
"future_return": 0.035185,
"horizon_days": 21,
"hist_return": -0.069535,
"annualized_vol": 0.163343,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210216_0482 | T1 | 1 | train | sideways | all | [
"BTC-USD"
] | 2021-02-16T00:00:00 | BTC-USD over past 60 days: cumulative return +107.2%, annualized vol 74.5%. Market regime: sideways. | Asset: BTC-USD
Historical prices (past 60 trading days): start=23137.96, end=47945.06, cumulative_return=+107.2%, annualized_volatility=74.5%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 263.579, 'unemployment': 6.2, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 1.09, 't10y3m_spread': 1.16, 'breakeven_10y': 2.21,... | positive | 0.114314 | The actual 21-day forward return for BTC-USD starting 2021-02-16 was +11.43%, which classifies as 'positive'. | {
"future_return": 0.114314,
"horizon_days": 21,
"hist_return": 1.072138,
"annualized_vol": 0.745064,
"has_text": false,
"text_chars": 0
} |
T1_all_20181123_0487 | T1 | 1 | train | sideways | all | [
"BTC-USD"
] | 2018-11-23T00:00:00 | BTC-USD over past 60 days: cumulative return -33.8%, annualized vol 43.7%. Market regime: sideways. | Asset: BTC-USD
Historical prices (past 60 trading days): start=6595.41, end=4365.94, cumulative_return=-33.8%, annualized_volatility=43.7%
Macro context: {'fed_funds_rate': 2.2, 'cpi_yoy': 252.594, 'unemployment': 3.8, 'gdp_growth_qoq': 20304.874, 't10y2y_spread': 0.25, 't10y3m_spread': 0.65, 'breakeven_10y': 1.97, 'hy... | negative | -0.171917 | The actual 21-day forward return for BTC-USD starting 2018-11-23 was -17.19%, which classifies as 'negative'. | {
"future_return": -0.171917,
"horizon_days": 21,
"hist_return": -0.338034,
"annualized_vol": 0.43698099999999995,
"has_text": false,
"text_chars": 0
} |
T1_all_20220425_0490 | T1 | 1 | train | sideways | all | [
"BNB-USD"
] | 2022-04-25T00:00:00 | BNB-USD over past 60 days: cumulative return +10.5%, annualized vol 46.8%. Market regime: sideways. | Asset: BNB-USD
Historical prices (past 60 trading days): start=361.23, end=399.11, cumulative_return=+10.5%, annualized_volatility=46.8%
Macro context: {'fed_funds_rate': 0.33, 'cpi_yoy': 288.561, 'unemployment': 3.7, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.18, 't10y3m_spread': 2.07, 'breakeven_10y': 2.86, 'hy_... | negative | -0.263732 | The actual 21-day forward return for BNB-USD starting 2022-04-25 was -26.37%, which classifies as 'negative'. | {
"future_return": -0.26373199999999997,
"horizon_days": 21,
"hist_return": 0.104837,
"annualized_vol": 0.468232,
"has_text": true,
"text_chars": 20
} |
T1_all_20180403_0497 | T1 | 1 | train | sideways | all | [
"HAUZ"
] | 2018-04-03T00:00:00 | HAUZ over past 60 days: cumulative return -2.5%, annualized vol 15.5%. Market regime: sideways. | Asset: HAUZ
Historical prices (past 60 trading days): start=22.17, end=21.60, cumulative_return=-2.5%, annualized_volatility=15.5%
Macro context: {'fed_funds_rate': 1.68, 'cpi_yoy': 250.227, 'unemployment': 4.0, 'gdp_growth_qoq': 20150.476, 't10y2y_spread': 0.48, 't10y3m_spread': 0.96, 'breakeven_10y': 2.05, 'hy_oas': ... | positive | 0.030534 | The actual 21-day forward return for HAUZ starting 2018-04-03 was +3.05%, which classifies as 'positive'. | {
"future_return": 0.030534,
"horizon_days": 21,
"hist_return": -0.025476,
"annualized_vol": 0.154805,
"has_text": false,
"text_chars": 0
} |
T1_all_20160223_0500 | T1 | 1 | train | sideways | all | [
"IVV"
] | 2016-02-23T00:00:00 | IVV over past 60 days: cumulative return -6.4%, annualized vol 19.8%. Market regime: sideways. | Asset: IVV
Historical prices (past 60 trading days): start=176.55, end=165.23, cumulative_return=-6.4%, annualized_volatility=19.8%
Macro context: {'fed_funds_rate': 0.38, 'cpi_yoy': 237.336, 'unemployment': 4.9, 'gdp_growth_qoq': 19001.69, 't10y2y_spread': 0.99, 't10y3m_spread': 1.44, 'breakeven_10y': 1.31, 'hy_oas': ... | positive | 0.056688 | The actual 21-day forward return for IVV starting 2016-02-23 was +5.67%, which classifies as 'positive'. | {
"future_return": 0.056687999999999995,
"horizon_days": 21,
"hist_return": -0.06411599999999999,
"annualized_vol": 0.19836099999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200206_0503 | T1 | 1 | train | sideways | all | [
"^VIX"
] | 2020-02-06T00:00:00 | ^VIX over past 60 days: cumulative return +25.5%, annualized vol 113.3%. Market regime: sideways. | Asset: ^VIX
Historical prices (past 60 trading days): start=12.07, end=15.15, cumulative_return=+25.5%, annualized_volatility=113.3%
Macro context: {'fed_funds_rate': 1.59, 'cpi_yoy': 259.25, 'unemployment': 3.5, 'gdp_growth_qoq': 20709.212, 't10y2y_spread': 0.22, 't10y3m_spread': 0.09, 'breakeven_10y': 1.66, 'hy_oas':... | positive | 1.803476 | The actual 21-day forward return for ^VIX starting 2020-02-06 was +180.35%, which classifies as 'positive'. | {
"future_return": 1.8034759999999999,
"horizon_days": 21,
"hist_return": 0.255178,
"annualized_vol": 1.132919,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220810_0508 | T1 | 1 | train | sideways | all | [
"MTUM"
] | 2022-08-10T00:00:00 | MTUM over past 60 days: cumulative return +0.1%, annualized vol 23.4%. Market regime: sideways. | Asset: MTUM
Historical prices (past 60 trading days): start=135.53, end=135.64, cumulative_return=+0.1%, annualized_volatility=23.4%
Macro context: {'fed_funds_rate': 2.33, 'cpi_yoy': 295.097, 'unemployment': 3.6, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.48, 't10y3m_spread': 0.13, 'breakeven_10y': 2.47, 'hy_oas... | flat | 0.005094 | The actual 21-day forward return for MTUM starting 2022-08-10 was +0.51%, which classifies as 'flat'. | {
"future_return": 0.005094,
"horizon_days": 21,
"hist_return": 0.0007869999999999999,
"annualized_vol": 0.234064,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190521_0510 | T1 | 1 | train | sideways | all | [
"IWM"
] | 2019-05-21T00:00:00 | IWM over past 60 days: cumulative return -3.8%, annualized vol 16.7%. Market regime: sideways. | Asset: IWM
Historical prices (past 60 trading days): start=144.47, end=138.98, cumulative_return=-3.8%, annualized_volatility=16.7%
Macro context: {'fed_funds_rate': 2.39, 'cpi_yoy': 255.296, 'unemployment': 3.6, 'gdp_growth_qoq': 20602.275, 't10y2y_spread': 0.2, 't10y3m_spread': 0.02, 'breakeven_10y': 1.81, 'hy_oas': ... | positive | 0.013115 | The actual 21-day forward return for IWM starting 2019-05-21 was +1.31%, which classifies as 'positive'. | {
"future_return": 0.013115,
"horizon_days": 21,
"hist_return": -0.037963,
"annualized_vol": 0.16705699999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200311_0513 | T1 | 1 | train | sideways | all | [
"XLRE"
] | 2020-03-11T00:00:00 | XLRE over past 60 days: cumulative return +1.0%, annualized vol 21.9%. Market regime: sideways. | Asset: XLRE
Historical prices (past 60 trading days): start=30.14, end=30.45, cumulative_return=+1.0%, annualized_volatility=21.9%
Macro context: {'fed_funds_rate': 1.09, 'cpi_yoy': 258.076, 'unemployment': 4.4, 'gdp_growth_qoq': 20709.212, 't10y2y_spread': 0.26, 't10y3m_spread': 0.32, 'breakeven_10y': 1.07, 'hy_oas': ... | flat | 0.00806 | The actual 21-day forward return for XLRE starting 2020-03-11 was +0.81%, which classifies as 'flat'. | {
"future_return": 0.008060000000000001,
"horizon_days": 21,
"hist_return": 0.010076,
"annualized_vol": 0.21889000000000003,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190306_0516 | T1 | 1 | train | sideways | all | [
"DBB"
] | 2019-03-06T00:00:00 | DBB over past 60 days: cumulative return +3.2%, annualized vol 14.3%. Market regime: sideways. | Asset: DBB
Historical prices (past 60 trading days): start=13.53, end=13.96, cumulative_return=+3.2%, annualized_volatility=14.3%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 254.277, 'unemployment': 3.8, 'gdp_growth_qoq': 20431.641, 't10y2y_spread': 0.17, 't10y3m_spread': 0.26, 'breakeven_10y': 1.93, 'hy_oas': 3.... | positive | 0.024699 | The actual 21-day forward return for DBB starting 2019-03-06 was +2.47%, which classifies as 'positive'. | {
"future_return": 0.024699,
"horizon_days": 21,
"hist_return": 0.031806,
"annualized_vol": 0.142804,
"has_text": false,
"text_chars": 0
} |
T1_all_20190225_0519 | T1 | 1 | train | sideways | all | [
"HAUZ"
] | 2019-02-25T00:00:00 | HAUZ over past 60 days: cumulative return +8.5%, annualized vol 14.8%. Market regime: sideways. | Asset: HAUZ
Historical prices (past 60 trading days): start=19.55, end=21.21, cumulative_return=+8.5%, annualized_volatility=14.8%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 253.319, 'unemployment': 3.8, 'gdp_growth_qoq': 20431.641, 't10y2y_spread': 0.17, 't10y3m_spread': 0.19, 'breakeven_10y': 1.91, 'hy_oas': 4... | positive | 0.032188 | The actual 21-day forward return for HAUZ starting 2019-02-25 was +3.22%, which classifies as 'positive'. | {
"future_return": 0.032188,
"horizon_days": 21,
"hist_return": 0.084841,
"annualized_vol": 0.148056,
"has_text": false,
"text_chars": 0
} |
T1_all_20220706_0522 | T1 | 1 | train | sideways | all | [
"ADA-USD"
] | 2022-07-06T00:00:00 | ADA-USD over past 60 days: cumulative return -39.9%, annualized vol 107.7%. Market regime: sideways. | Asset: ADA-USD
Historical prices (past 60 trading days): start=0.76, end=0.46, cumulative_return=-39.9%, annualized_volatility=107.7%
Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 294.913, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': 0.0, 't10y3m_spread': 0.92, 'breakeven_10y': 2.3, 'hy_oas':... | positive | 0.104665 | The actual 21-day forward return for ADA-USD starting 2022-07-06 was +10.47%, which classifies as 'positive'. | {
"future_return": 0.104665,
"horizon_days": 21,
"hist_return": -0.39934000000000003,
"annualized_vol": 1.077233,
"has_text": true,
"text_chars": 20
} |
T1_all_20190207_0525 | T1 | 1 | train | sideways | all | [
"BTC-USD"
] | 2019-02-07T00:00:00 | BTC-USD over past 60 days: cumulative return -0.4%, annualized vol 53.4%. Market regime: sideways. | Asset: BTC-USD
Historical prices (past 60 trading days): start=3614.23, end=3599.77, cumulative_return=-0.4%, annualized_volatility=53.4%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 253.319, 'unemployment': 3.8, 'gdp_growth_qoq': 20431.641, 't10y2y_spread': 0.18, 't10y3m_spread': 0.28, 'breakeven_10y': 1.86, 'hy_... | positive | 0.070843 | The actual 21-day forward return for BTC-USD starting 2019-02-07 was +7.08%, which classifies as 'positive'. | {
"future_return": 0.070843,
"horizon_days": 21,
"hist_return": -0.004003,
"annualized_vol": 0.5342009999999999,
"has_text": false,
"text_chars": 0
} |
T1_all_20210824_0528 | T1 | 1 | train | sideways | all | [
"EFA"
] | 2021-08-24T00:00:00 | EFA over past 60 days: cumulative return +0.6%, annualized vol 11.6%. Market regime: sideways. | Asset: EFA
Historical prices (past 60 trading days): start=69.20, end=69.59, cumulative_return=+0.6%, annualized_volatility=11.6%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 272.676, 'unemployment': 5.1, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.02, 't10y3m_spread': 1.2, 'breakeven_10y': 2.27, 'hy_oas': 3.... | flat | 0.008711 | The actual 21-day forward return for EFA starting 2021-08-24 was +0.87%, which classifies as 'flat'. | {
"future_return": 0.008711,
"horizon_days": 21,
"hist_return": 0.005647999999999999,
"annualized_vol": 0.115976,
"has_text": true,
"text_chars": 3020
} |
T1_all_20150312_0531 | T1 | 1 | train | sideways | all | [
"IVV"
] | 2015-03-12T00:00:00 | IVV over past 60 days: cumulative return -0.4%, annualized vol 14.0%. Market regime: sideways. | Asset: IVV
Historical prices (past 60 trading days): start=170.65, end=170.03, cumulative_return=-0.4%, annualized_volatility=14.0%
Macro context: {'fed_funds_rate': 0.11, 'cpi_yoy': 235.976, 'unemployment': 5.4, 'gdp_growth_qoq': 18666.621, 't10y2y_spread': 1.41, 't10y3m_spread': 2.08, 'breakeven_10y': 1.72, 'hy_oas':... | positive | 0.018643 | The actual 21-day forward return for IVV starting 2015-03-12 was +1.86%, which classifies as 'positive'. | {
"future_return": 0.018643,
"horizon_days": 21,
"hist_return": -0.0036279999999999997,
"annualized_vol": 0.14035699999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20160510_0534 | T1 | 1 | train | sideways | all | [
"REZ"
] | 2016-05-10T00:00:00 | REZ over past 60 days: cumulative return +21.2%, annualized vol 16.3%. Market regime: sideways. | Asset: REZ
Historical prices (past 60 trading days): start=40.78, end=49.42, cumulative_return=+21.2%, annualized_volatility=16.3%
Macro context: {'fed_funds_rate': 0.37, 'cpi_yoy': 239.557, 'unemployment': 4.8, 'gdp_growth_qoq': 19062.709, 't10y2y_spread': 1.05, 't10y3m_spread': 1.53, 'breakeven_10y': 1.59, 'hy_oas': ... | negative | -0.043634 | The actual 21-day forward return for REZ starting 2016-05-10 was -4.36%, which classifies as 'negative'. | {
"future_return": -0.043634,
"horizon_days": 21,
"hist_return": 0.211781,
"annualized_vol": 0.16308899999999998,
"has_text": false,
"text_chars": 0
} |
T1_all_20201020_0537 | T1 | 1 | train | sideways | all | [
"EFA"
] | 2020-10-20T00:00:00 | EFA over past 60 days: cumulative return +0.6%, annualized vol 16.0%. Market regime: sideways. | Asset: EFA
Historical prices (past 60 trading days): start=54.34, end=54.69, cumulative_return=+0.6%, annualized_volatility=16.0%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 260.319, 'unemployment': 6.9, 'gdp_growth_qoq': 20791.917, 't10y2y_spread': 0.62, 't10y3m_spread': 0.67, 'breakeven_10y': 1.71, 'hy_oas': 4... | positive | 0.074514 | The actual 21-day forward return for EFA starting 2020-10-20 was +7.45%, which classifies as 'positive'. | {
"future_return": 0.074514,
"horizon_days": 21,
"hist_return": 0.006397,
"annualized_vol": 0.159906,
"has_text": true,
"text_chars": 3020
} |
T1_all_20160628_0540 | T1 | 1 | train | sideways | all | [
"VEA"
] | 2016-06-28T00:00:00 | VEA over past 60 days: cumulative return -4.1%, annualized vol 18.3%. Market regime: sideways. | Asset: VEA
Historical prices (past 60 trading days): start=26.11, end=25.04, cumulative_return=-4.1%, annualized_volatility=18.3%
Macro context: {'fed_funds_rate': 0.41, 'cpi_yoy': 240.222, 'unemployment': 4.9, 'gdp_growth_qoq': 19062.709, 't10y2y_spread': 0.85, 't10y3m_spread': 1.19, 'breakeven_10y': 1.34, 'hy_oas': 6... | positive | 0.061207 | The actual 21-day forward return for VEA starting 2016-06-28 was +6.12%, which classifies as 'positive'. | {
"future_return": 0.061207,
"horizon_days": 21,
"hist_return": -0.040936,
"annualized_vol": 0.18282099999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20160517_0543 | T1 | 1 | train | sideways | all | [
"REZ"
] | 2016-05-17T00:00:00 | REZ over past 60 days: cumulative return +12.8%, annualized vol 16.6%. Market regime: sideways. | Asset: REZ
Historical prices (past 60 trading days): start=43.30, end=48.84, cumulative_return=+12.8%, annualized_volatility=16.6%
Macro context: {'fed_funds_rate': 0.37, 'cpi_yoy': 239.557, 'unemployment': 4.8, 'gdp_growth_qoq': 19062.709, 't10y2y_spread': 0.96, 't10y3m_spread': 1.47, 'breakeven_10y': 1.6, 'hy_oas': 6... | flat | -0.00184 | The actual 21-day forward return for REZ starting 2016-05-17 was -0.18%, which classifies as 'flat'. | {
"future_return": -0.00184,
"horizon_days": 21,
"hist_return": 0.127998,
"annualized_vol": 0.165539,
"has_text": false,
"text_chars": 0
} |
T1_all_20190213_0546 | T1 | 1 | train | sideways | all | [
"ETH-USD"
] | 2019-02-13T00:00:00 | ETH-USD over past 60 days: cumulative return +0.4%, annualized vol 92.9%. Market regime: sideways. | Asset: ETH-USD
Historical prices (past 60 trading days): start=122.03, end=122.57, cumulative_return=+0.4%, annualized_volatility=92.9%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 253.319, 'unemployment': 3.8, 'gdp_growth_qoq': 20431.641, 't10y2y_spread': 0.18, 't10y3m_spread': 0.25, 'breakeven_10y': 1.83, 'hy_oa... | positive | 0.132479 | The actual 21-day forward return for ETH-USD starting 2019-02-13 was +13.25%, which classifies as 'positive'. | {
"future_return": 0.13247899999999999,
"horizon_days": 21,
"hist_return": 0.004422,
"annualized_vol": 0.9292349999999999,
"has_text": false,
"text_chars": 0
} |
T1_all_20200724_0549 | T1 | 1 | train | sideways | all | [
"IWM"
] | 2020-07-24T00:00:00 | IWM over past 60 days: cumulative return +9.8%, annualized vol 33.4%. Market regime: sideways. | Asset: IWM
Historical prices (past 60 trading days): start=125.86, end=138.21, cumulative_return=+9.8%, annualized_volatility=33.4%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 258.352, 'unemployment': 10.2, 'gdp_growth_qoq': 20558.879, 't10y2y_spread': 0.43, 't10y3m_spread': 0.47, 'breakeven_10y': 1.49, 'hy_oas'... | positive | 0.069482 | The actual 21-day forward return for IWM starting 2020-07-24 was +6.95%, which classifies as 'positive'. | {
"future_return": 0.069482,
"horizon_days": 21,
"hist_return": 0.09819399999999999,
"annualized_vol": 0.33429899999999996,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220930_0552 | T1 | 1 | train | sideways | all | [
"STIP"
] | 2022-09-30T00:00:00 | STIP over past 60 days: cumulative return -2.5%, annualized vol 3.7%. Market regime: sideways. | Asset: STIP
Historical prices (past 60 trading days): start=89.27, end=87.08, cumulative_return=-2.5%, annualized_volatility=3.7%
Macro context: {'fed_funds_rate': 3.08, 'cpi_yoy': 296.349, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.4, 't10y3m_spread': 0.4, 'breakeven_10y': 2.19, 'hy_oas': 5.... | positive | 0.011445 | The actual 21-day forward return for STIP starting 2022-09-30 was +1.14%, which classifies as 'positive'. | {
"future_return": 0.011445,
"horizon_days": 21,
"hist_return": -0.024582999999999997,
"annualized_vol": 0.036640000000000006,
"has_text": false,
"text_chars": 0
} |
T1_all_20221220_0555 | T1 | 1 | train | sideways | all | [
"SOL-USD"
] | 2022-12-20T00:00:00 | SOL-USD over past 60 days: cumulative return -57.5%, annualized vol 116.7%. Market regime: sideways. | Asset: SOL-USD
Historical prices (past 60 trading days): start=28.11, end=11.93, cumulative_return=-57.5%, annualized_volatility=116.7%
Macro context: {'fed_funds_rate': 4.33, 'cpi_yoy': 298.832, 'unemployment': 3.5, 'gdp_growth_qoq': 22278.345, 't10y2y_spread': -0.68, 't10y3m_spread': -0.8, 'breakeven_10y': 2.15, 'hy_... | positive | 0.318896 | The actual 21-day forward return for SOL-USD starting 2022-12-20 was +31.89%, which classifies as 'positive'. | {
"future_return": 0.318896,
"horizon_days": 21,
"hist_return": -0.575481,
"annualized_vol": 1.166788,
"has_text": true,
"text_chars": 20
} |
T1_all_20160714_0560 | T1 | 1 | train | sideways | all | [
"XLV"
] | 2016-07-14T00:00:00 | XLV over past 60 days: cumulative return +4.5%, annualized vol 14.1%. Market regime: sideways. | Asset: XLV
Historical prices (past 60 trading days): start=60.01, end=62.72, cumulative_return=+4.5%, annualized_volatility=14.1%
Macro context: {'fed_funds_rate': 0.4, 'cpi_yoy': 240.101, 'unemployment': 4.8, 'gdp_growth_qoq': 19197.938, 't10y2y_spread': 0.8, 't10y3m_spread': 1.17, 'breakeven_10y': 1.45, 'hy_oas': 5.5... | flat | 0.008632 | The actual 21-day forward return for XLV starting 2016-07-14 was +0.86%, which classifies as 'flat'. | {
"future_return": 0.008631999999999999,
"horizon_days": 21,
"hist_return": 0.045082,
"annualized_vol": 0.14141199999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200914_0563 | T1 | 1 | train | sideways | all | [
"IVV"
] | 2020-09-14T00:00:00 | IVV over past 60 days: cumulative return +7.6%, annualized vol 17.2%. Market regime: sideways. | Asset: IVV
Historical prices (past 60 trading days): start=286.82, end=308.69, cumulative_return=+7.6%, annualized_volatility=17.2%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 259.997, 'unemployment': 7.8, 'gdp_growth_qoq': 20558.879, 't10y2y_spread': 0.54, 't10y3m_spread': 0.56, 'breakeven_10y': 1.65, 'hy_oas':... | positive | 0.038684 | The actual 21-day forward return for IVV starting 2020-09-14 was +3.87%, which classifies as 'positive'. | {
"future_return": 0.038683999999999996,
"horizon_days": 21,
"hist_return": 0.076247,
"annualized_vol": 0.172122,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200609_0566 | T1 | 1 | train | sideways | all | [
"EEM"
] | 2020-06-09T00:00:00 | EEM over past 60 days: cumulative return +13.9%, annualized vol 32.4%. Market regime: sideways. | Asset: EEM
Historical prices (past 60 trading days): start=31.65, end=36.05, cumulative_return=+13.9%, annualized_volatility=32.4%
Macro context: {'fed_funds_rate': 0.07, 'cpi_yoy': 257.042, 'unemployment': 11.0, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.66, 't10y3m_spread': 0.71, 'breakeven_10y': 1.28, 'hy_oas':... | positive | 0.070495 | The actual 21-day forward return for EEM starting 2020-06-09 was +7.05%, which classifies as 'positive'. | {
"future_return": 0.070495,
"horizon_days": 21,
"hist_return": 0.139181,
"annualized_vol": 0.324051,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190902_0571 | T1 | 1 | train | sideways | all | [
"BIL"
] | 2019-09-02T00:00:00 | BIL over past 60 days: cumulative return +0.3%, annualized vol 0.2%. Market regime: sideways. | Asset: BIL
Historical prices (past 60 trading days): start=76.82, end=77.06, cumulative_return=+0.3%, annualized_volatility=0.2%
Macro context: {'fed_funds_rate': 2.13, 'cpi_yoy': 256.43, 'unemployment': 3.5, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.0, 't10y3m_spread': -0.49, 'breakeven_10y': 1.55, 'hy_oas': 4.1... | flat | 0.00129 | The actual 21-day forward return for BIL starting 2019-09-02 was +0.13%, which classifies as 'flat'. | {
"future_return": 0.0012900000000000001,
"horizon_days": 21,
"hist_return": 0.003119,
"annualized_vol": 0.002284,
"has_text": false,
"text_chars": 0
} |
T1_all_20160125_0576 | T1 | 1 | train | sideways | all | [
"BIL"
] | 2016-01-25T00:00:00 | BIL over past 60 days: cumulative return -0.0%, annualized vol 0.3%. Market regime: sideways. | Asset: BIL
Historical prices (past 60 trading days): start=74.05, end=74.03, cumulative_return=-0.0%, annualized_volatility=0.3%
Macro context: {'fed_funds_rate': 0.38, 'cpi_yoy': 237.652, 'unemployment': 4.8, 'gdp_growth_qoq': 19001.69, 't10y2y_spread': 1.19, 't10y3m_spread': 1.76, 'breakeven_10y': 1.35, 'hy_oas': 7.8... | flat | 0 | The actual 21-day forward return for BIL starting 2016-01-25 was +0.00%, which classifies as 'flat'. | {
"future_return": 0,
"horizon_days": 21,
"hist_return": -0.00021899999999999998,
"annualized_vol": 0.0032300000000000002,
"has_text": false,
"text_chars": 0
} |
T1_all_20210107_0579 | T1 | 1 | train | sideways | all | [
"INDS"
] | 2021-01-07T00:00:00 | INDS over past 60 days: cumulative return -2.5%, annualized vol 22.0%. Market regime: sideways. | Asset: INDS
Historical prices (past 60 trading days): start=31.34, end=30.56, cumulative_return=-2.5%, annualized_volatility=22.0%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 262.687, 'unemployment': 6.4, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 0.9, 't10y3m_spread': 0.95, 'breakeven_10y': 2.06, 'hy_oas': 3... | positive | 0.086266 | The actual 21-day forward return for INDS starting 2021-01-07 was +8.63%, which classifies as 'positive'. | {
"future_return": 0.086266,
"horizon_days": 21,
"hist_return": -0.02491,
"annualized_vol": 0.219994,
"has_text": false,
"text_chars": 0
} |
T1_all_20160824_0582 | T1 | 1 | train | sideways | all | [
"BIL"
] | 2016-08-24T00:00:00 | BIL over past 60 days: cumulative return +0.0%, annualized vol 0.3%. Market regime: sideways. | Asset: BIL
Historical prices (past 60 trading days): start=74.08, end=74.10, cumulative_return=+0.0%, annualized_volatility=0.3%
Macro context: {'fed_funds_rate': 0.4, 'cpi_yoy': 240.545, 'unemployment': 4.9, 'gdp_growth_qoq': 19197.938, 't10y2y_spread': 0.81, 't10y3m_spread': 1.25, 'breakeven_10y': 1.48, 'hy_oas': 5.1... | flat | 0 | The actual 21-day forward return for BIL starting 2016-08-24 was +0.00%, which classifies as 'flat'. | {
"future_return": 0,
"horizon_days": 21,
"hist_return": 0.00021899999999999998,
"annualized_vol": 0.0031019999999999997,
"has_text": false,
"text_chars": 0
} |
T1_all_20180109_0585 | T1 | 1 | train | sideways | all | [
"MTUM"
] | 2018-01-09T00:00:00 | MTUM over past 60 days: cumulative return +10.7%, annualized vol 8.6%. Market regime: sideways. | Asset: MTUM
Historical prices (past 60 trading days): start=87.92, end=97.29, cumulative_return=+10.7%, annualized_volatility=8.6%
Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 248.859, 'unemployment': 4.0, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.53, 't10y3m_spread': 1.04, 'breakeven_10y': 2.02, 'hy_oas': ... | negative | -0.050926 | The actual 21-day forward return for MTUM starting 2018-01-09 was -5.09%, which classifies as 'negative'. | {
"future_return": -0.050926,
"horizon_days": 21,
"hist_return": 0.10659,
"annualized_vol": 0.085668,
"has_text": true,
"text_chars": 3020
} |
T1_all_20160121_0588 | T1 | 1 | train | sideways | all | [
"VNQ"
] | 2016-01-21T00:00:00 | VNQ over past 60 days: cumulative return -7.1%, annualized vol 17.7%. Market regime: sideways. | Asset: VNQ
Historical prices (past 60 trading days): start=52.95, end=49.17, cumulative_return=-7.1%, annualized_volatility=17.7%
Macro context: {'fed_funds_rate': 0.37, 'cpi_yoy': 237.652, 'unemployment': 4.8, 'gdp_growth_qoq': 19001.69, 't10y2y_spread': 1.16, 't10y3m_spread': 1.75, 'breakeven_10y': 1.32, 'hy_oas': 8.... | positive | 0.014662 | The actual 21-day forward return for VNQ starting 2016-01-21 was +1.47%, which classifies as 'positive'. | {
"future_return": 0.014662,
"horizon_days": 21,
"hist_return": -0.071326,
"annualized_vol": 0.176787,
"has_text": false,
"text_chars": 0
} |
T1_all_20150217_0591 | T1 | 1 | train | sideways | all | [
"ACWI"
] | 2015-02-17T00:00:00 | ACWI over past 60 days: cumulative return +3.6%, annualized vol 15.9%. Market regime: sideways. | Asset: ACWI
Historical prices (past 60 trading days): start=47.00, end=48.68, cumulative_return=+3.6%, annualized_volatility=15.9%
Macro context: {'fed_funds_rate': 0.12, 'cpi_yoy': 235.342, 'unemployment': 5.5, 'gdp_growth_qoq': 18666.621, 't10y2y_spread': 1.36, 't10y3m_spread': 2.01, 'breakeven_10y': 1.68, 'hy_oas': ... | flat | 0.004133 | The actual 21-day forward return for ACWI starting 2015-02-17 was +0.41%, which classifies as 'flat'. | {
"future_return": 0.0041329999999999995,
"horizon_days": 21,
"hist_return": 0.035641,
"annualized_vol": 0.158604,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210729_0594 | T1 | 1 | train | sideways | all | [
"LINK-USD"
] | 2021-07-29T00:00:00 | LINK-USD over past 60 days: cumulative return -29.2%, annualized vol 106.1%. Market regime: sideways. | Asset: LINK-USD
Historical prices (past 60 trading days): start=26.87, end=19.03, cumulative_return=-29.2%, annualized_volatility=106.1%
Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 271.903, 'unemployment': 5.4, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.06, 't10y3m_spread': 1.21, 'breakeven_10y': 2.41, 'hy_o... | positive | 0.398996 | The actual 21-day forward return for LINK-USD starting 2021-07-29 was +39.90%, which classifies as 'positive'. | {
"future_return": 0.39899599999999996,
"horizon_days": 21,
"hist_return": -0.291755,
"annualized_vol": 1.061247,
"has_text": false,
"text_chars": 0
} |
T1_all_20191011_0597 | T1 | 1 | train | sideways | all | [
"XRP-USD"
] | 2019-10-11T00:00:00 | XRP-USD over past 60 days: cumulative return -9.4%, annualized vol 58.0%. Market regime: sideways. | Asset: XRP-USD
Historical prices (past 60 trading days): start=0.30, end=0.27, cumulative_return=-9.4%, annualized_volatility=58.0%
Macro context: {'fed_funds_rate': 1.82, 'cpi_yoy': 257.155, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.14, 't10y3m_spread': -0.01, 'breakeven_10y': 1.52, 'hy_oas'... | positive | 0.079465 | The actual 21-day forward return for XRP-USD starting 2019-10-11 was +7.95%, which classifies as 'positive'. | {
"future_return": 0.079465,
"horizon_days": 21,
"hist_return": -0.09406199999999999,
"annualized_vol": 0.5801649999999999,
"has_text": false,
"text_chars": 0
} |
T1_all_20191010_0600 | T1 | 1 | train | sideways | all | [
"^VIX"
] | 2019-10-10T00:00:00 | ^VIX over past 60 days: cumulative return +33.4%, annualized vol 152.0%. Market regime: sideways. | Asset: ^VIX
Historical prices (past 60 trading days): start=13.97, end=18.64, cumulative_return=+33.4%, annualized_volatility=152.0%
Macro context: {'fed_funds_rate': 1.82, 'cpi_yoy': 257.155, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.12, 't10y3m_spread': -0.1, 'breakeven_10y': 1.49, 'hy_oas'... | negative | -0.313034 | The actual 21-day forward return for ^VIX starting 2019-10-10 was -31.30%, which classifies as 'negative'. | {
"future_return": -0.313034,
"horizon_days": 21,
"hist_return": 0.334288,
"annualized_vol": 1.519572,
"has_text": true,
"text_chars": 3020
} |
T1_all_20191202_0605 | T1 | 1 | train | sideways | all | [
"XLV"
] | 2019-12-02T00:00:00 | XLV over past 60 days: cumulative return +9.5%, annualized vol 11.7%. Market regime: sideways. | Asset: XLV
Historical prices (past 60 trading days): start=81.28, end=88.97, cumulative_return=+9.5%, annualized_volatility=11.7%
Macro context: {'fed_funds_rate': 1.56, 'cpi_yoy': 258.63, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.17, 't10y3m_spread': 0.19, 'breakeven_10y': 1.61, 'hy_oas': 4.... | positive | 0.042104 | The actual 21-day forward return for XLV starting 2019-12-02 was +4.21%, which classifies as 'positive'. | {
"future_return": 0.042103999999999996,
"horizon_days": 21,
"hist_return": 0.09459000000000001,
"annualized_vol": 0.11741299999999999,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220720_0608 | T1 | 1 | train | sideways | all | [
"BNB-USD"
] | 2022-07-20T00:00:00 | BNB-USD over past 60 days: cumulative return -14.0%, annualized vol 64.7%. Market regime: sideways. | Asset: BNB-USD
Historical prices (past 60 trading days): start=312.47, end=268.82, cumulative_return=-14.0%, annualized_volatility=64.7%
Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 294.913, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.22, 't10y3m_spread': 0.49, 'breakeven_10y': 2.39, 'hy... | positive | 0.271474 | The actual 21-day forward return for BNB-USD starting 2022-07-20 was +27.15%, which classifies as 'positive'. | {
"future_return": 0.271474,
"horizon_days": 21,
"hist_return": -0.13969099999999998,
"annualized_vol": 0.6474989999999999,
"has_text": true,
"text_chars": 20
} |
T1_all_20210728_0611 | T1 | 1 | train | sideways | all | [
"XLY"
] | 2021-07-28T00:00:00 | XLY over past 60 days: cumulative return +2.8%, annualized vol 14.3%. Market regime: sideways. | Asset: XLY
Historical prices (past 60 trading days): start=85.49, end=87.87, cumulative_return=+2.8%, annualized_volatility=14.3%
Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 271.903, 'unemployment': 5.4, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.05, 't10y3m_spread': 1.2, 'breakeven_10y': 2.38, 'hy_oas': 3.2... | negative | -0.010814 | The actual 21-day forward return for XLY starting 2021-07-28 was -1.08%, which classifies as 'negative'. | {
"future_return": -0.010813999999999999,
"horizon_days": 21,
"hist_return": 0.027860000000000003,
"annualized_vol": 0.142943,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210929_0618 | T1 | 1 | train | sideways | all | [
"EEM"
] | 2021-09-29T00:00:00 | EEM over past 60 days: cumulative return -6.3%, annualized vol 17.8%. Market regime: sideways. | Asset: EEM
Historical prices (past 60 trading days): start=48.10, end=45.09, cumulative_return=-6.3%, annualized_volatility=17.8%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 273.91, 'unemployment': 4.7, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.23, 't10y3m_spread': 1.5, 'breakeven_10y': 2.38, 'hy_oas': 3.1... | positive | 0.033813 | The actual 21-day forward return for EEM starting 2021-09-29 was +3.38%, which classifies as 'positive'. | {
"future_return": 0.033812999999999996,
"horizon_days": 21,
"hist_return": -0.06261599999999999,
"annualized_vol": 0.178115,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220204_0621 | T1 | 1 | train | sideways | all | [
"SOYB"
] | 2022-02-04T00:00:00 | SOYB over past 60 days: cumulative return +17.5%, annualized vol 16.6%. Market regime: sideways. | Asset: SOYB
Historical prices (past 60 trading days): start=21.72, end=25.52, cumulative_return=+17.5%, annualized_volatility=16.6%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 284.5, 'unemployment': 3.9, 'gdp_growth_qoq': 21932.71, 't10y2y_spread': 0.63, 't10y3m_spread': 1.62, 'breakeven_10y': 2.38, 'hy_oas': 3.... | positive | 0.054672 | The actual 21-day forward return for SOYB starting 2022-02-04 was +5.47%, which classifies as 'positive'. | {
"future_return": 0.054672,
"horizon_days": 21,
"hist_return": 0.174954,
"annualized_vol": 0.166301,
"has_text": false,
"text_chars": 0
} |
T1_all_20200409_0626 | T1 | 1 | train | sideways | all | [
"XLRE"
] | 2020-04-09T00:00:00 | XLRE over past 60 days: cumulative return -12.5%, annualized vol 35.0%. Market regime: sideways. | Asset: XLRE
Historical prices (past 60 trading days): start=31.58, end=27.63, cumulative_return=-12.5%, annualized_volatility=35.0%
Macro context: {'fed_funds_rate': 0.05, 'cpi_yoy': 256.032, 'unemployment': 14.8, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.5, 't10y3m_spread': 0.55, 'breakeven_10y': 1.19, 'hy_oas':... | negative | -0.061356 | The actual 21-day forward return for XLRE starting 2020-04-09 was -6.14%, which classifies as 'negative'. | {
"future_return": -0.061355999999999994,
"horizon_days": 21,
"hist_return": -0.125303,
"annualized_vol": 0.35026199999999996,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220921_0629 | T1 | 1 | train | sideways | all | [
"ETH-USD"
] | 2022-09-21T00:00:00 | ETH-USD over past 60 days: cumulative return -14.5%, annualized vol 75.5%. Market regime: sideways. | Asset: ETH-USD
Historical prices (past 60 trading days): start=1549.30, end=1324.39, cumulative_return=-14.5%, annualized_volatility=75.5%
Macro context: {'fed_funds_rate': 2.33, 'cpi_yoy': 296.349, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.39, 't10y3m_spread': 0.22, 'breakeven_10y': 2.4, 'h... | positive | 0.033768 | The actual 21-day forward return for ETH-USD starting 2022-09-21 was +3.38%, which classifies as 'positive'. | {
"future_return": 0.033768,
"horizon_days": 21,
"hist_return": -0.145169,
"annualized_vol": 0.754641,
"has_text": true,
"text_chars": 20
} |
T1_all_20190813_0634 | T1 | 1 | train | sideways | all | [
"LINK-USD"
] | 2019-08-13T00:00:00 | LINK-USD over past 60 days: cumulative return +42.0%, annualized vol 114.5%. Market regime: sideways. | Asset: LINK-USD
Historical prices (past 60 trading days): start=1.68, end=2.38, cumulative_return=+42.0%, annualized_volatility=114.5%
Macro context: {'fed_funds_rate': 2.12, 'cpi_yoy': 256.036, 'unemployment': 3.6, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.07, 't10y3m_spread': -0.35, 'breakeven_10y': 1.61, 'hy_o... | negative | -0.231402 | The actual 21-day forward return for LINK-USD starting 2019-08-13 was -23.14%, which classifies as 'negative'. | {
"future_return": -0.231402,
"horizon_days": 21,
"hist_return": 0.419562,
"annualized_vol": 1.144751,
"has_text": false,
"text_chars": 0
} |
T1_all_20160715_0637 | T1 | 1 | train | sideways | all | [
"TLH"
] | 2016-07-15T00:00:00 | TLH over past 60 days: cumulative return +5.3%, annualized vol 8.0%. Market regime: sideways. | Asset: TLH
Historical prices (past 60 trading days): start=105.98, end=111.55, cumulative_return=+5.3%, annualized_volatility=8.0%
Macro context: {'fed_funds_rate': 0.4, 'cpi_yoy': 240.101, 'unemployment': 4.8, 'gdp_growth_qoq': 19197.938, 't10y2y_spread': 0.85, 't10y3m_spread': 1.21, 'breakeven_10y': 1.45, 'hy_oas': 5... | flat | 0.007233 | The actual 21-day forward return for TLH starting 2016-07-15 was +0.72%, which classifies as 'flat'. | {
"future_return": 0.007233,
"horizon_days": 21,
"hist_return": 0.052554,
"annualized_vol": 0.080204,
"has_text": false,
"text_chars": 0
} |
T1_all_20170110_0642 | T1 | 1 | train | sideways | all | [
"EWJ"
] | 2017-01-10T00:00:00 | EWJ over past 60 days: cumulative return +3.5%, annualized vol 11.1%. Market regime: sideways. | Asset: EWJ
Historical prices (past 60 trading days): start=40.67, end=42.11, cumulative_return=+3.5%, annualized_volatility=11.1%
Macro context: {'fed_funds_rate': 0.66, 'cpi_yoy': 243.618, 'unemployment': 4.7, 'gdp_growth_qoq': 19398.343, 't10y2y_spread': 1.17, 't10y3m_spread': 1.88, 'breakeven_10y': 1.95, 'hy_oas': 4... | positive | 0.013911 | The actual 21-day forward return for EWJ starting 2017-01-10 was +1.39%, which classifies as 'positive'. | {
"future_return": 0.013911,
"horizon_days": 21,
"hist_return": 0.035226,
"annualized_vol": 0.111424,
"has_text": true,
"text_chars": 3020
} |
T1_all_20201111_0647 | T1 | 1 | train | sideways | all | [
"AVAX-USD"
] | 2020-11-11T00:00:00 | AVAX-USD over past 60 days: cumulative return -31.5%, annualized vol 92.4%. Market regime: sideways. | Asset: AVAX-USD
Historical prices (past 60 trading days): start=5.23, end=3.59, cumulative_return=-31.5%, annualized_volatility=92.4%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 260.911, 'unemployment': 6.7, 'gdp_growth_qoq': 20791.917, 't10y2y_spread': 0.79, 't10y3m_spread': 0.88, 'breakeven_10y': 1.76, 'hy_oas... | positive | 0.070906 | The actual 21-day forward return for AVAX-USD starting 2020-11-11 was +7.09%, which classifies as 'positive'. | {
"future_return": 0.070906,
"horizon_days": 21,
"hist_return": -0.31492000000000003,
"annualized_vol": 0.9238989999999999,
"has_text": false,
"text_chars": 0
} |
T1_all_20210908_0650 | T1 | 1 | train | sideways | all | [
"XLRE"
] | 2021-09-08T00:00:00 | XLRE over past 60 days: cumulative return +6.1%, annualized vol 12.6%. Market regime: sideways. | Asset: XLRE
Historical prices (past 60 trading days): start=38.75, end=41.13, cumulative_return=+6.1%, annualized_volatility=12.6%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 273.91, 'unemployment': 4.7, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.16, 't10y3m_spread': 1.33, 'breakeven_10y': 2.36, 'hy_oas': 3... | negative | -0.0643 | The actual 21-day forward return for XLRE starting 2021-09-08 was -6.43%, which classifies as 'negative'. | {
"future_return": -0.06430000000000001,
"horizon_days": 21,
"hist_return": 0.061308999999999995,
"annualized_vol": 0.125722,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220811_0653 | T1 | 1 | train | sideways | all | [
"AVAX-USD"
] | 2022-08-11T00:00:00 | AVAX-USD over past 60 days: cumulative return +67.5%, annualized vol 104.9%. Market regime: sideways. | Asset: AVAX-USD
Historical prices (past 60 trading days): start=17.39, end=29.12, cumulative_return=+67.5%, annualized_volatility=104.9%
Macro context: {'fed_funds_rate': 2.33, 'cpi_yoy': 295.097, 'unemployment': 3.6, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.45, 't10y3m_spread': 0.13, 'breakeven_10y': 2.43, 'hy... | negative | -0.323878 | The actual 21-day forward return for AVAX-USD starting 2022-08-11 was -32.39%, which classifies as 'negative'. | {
"future_return": -0.323878,
"horizon_days": 21,
"hist_return": 0.674617,
"annualized_vol": 1.048737,
"has_text": true,
"text_chars": 20
} |
T1_all_20190614_0656 | T1 | 1 | train | sideways | all | [
"ADA-USD"
] | 2019-06-14T00:00:00 | ADA-USD over past 60 days: cumulative return +9.0%, annualized vol 91.4%. Market regime: sideways. | Asset: ADA-USD
Historical prices (past 60 trading days): start=0.08, end=0.09, cumulative_return=+9.0%, annualized_volatility=91.4%
Macro context: {'fed_funds_rate': 2.37, 'cpi_yoy': 255.213, 'unemployment': 3.6, 'gdp_growth_qoq': 20602.275, 't10y2y_spread': 0.27, 't10y3m_spread': -0.09, 'breakeven_10y': 1.68, 'hy_oas'... | negative | -0.155453 | The actual 21-day forward return for ADA-USD starting 2019-06-14 was -15.55%, which classifies as 'negative'. | {
"future_return": -0.15545299999999998,
"horizon_days": 21,
"hist_return": 0.090296,
"annualized_vol": 0.914356,
"has_text": false,
"text_chars": 0
} |
T1_all_20160509_0659 | T1 | 1 | train | sideways | all | [
"VEA"
] | 2016-05-09T00:00:00 | VEA over past 60 days: cumulative return +6.1%, annualized vol 17.2%. Market regime: sideways. | Asset: VEA
Historical prices (past 60 trading days): start=25.04, end=26.56, cumulative_return=+6.1%, annualized_volatility=17.2%
Macro context: {'fed_funds_rate': 0.37, 'cpi_yoy': 239.557, 'unemployment': 4.8, 'gdp_growth_qoq': 19062.709, 't10y2y_spread': 1.05, 't10y3m_spread': 1.6, 'breakeven_10y': 1.61, 'hy_oas': 6.... | positive | 0.045695 | The actual 21-day forward return for VEA starting 2016-05-09 was +4.57%, which classifies as 'positive'. | {
"future_return": 0.045695,
"horizon_days": 21,
"hist_return": 0.06065,
"annualized_vol": 0.172123,
"has_text": true,
"text_chars": 3020
} |
T1_all_20180131_0662 | T1 | 1 | train | sideways | all | [
"ICSH"
] | 2018-01-31T00:00:00 | ICSH over past 60 days: cumulative return +0.3%, annualized vol 0.6%. Market regime: sideways. | Asset: ICSH
Historical prices (past 60 trading days): start=39.44, end=39.57, cumulative_return=+0.3%, annualized_volatility=0.6%
Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 248.859, 'unemployment': 4.0, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.6, 't10y3m_spread': 1.29, 'breakeven_10y': 2.1, 'hy_oas': 3.3... | flat | 0.000579 | The actual 21-day forward return for ICSH starting 2018-01-31 was +0.06%, which classifies as 'flat'. | {
"future_return": 0.000579,
"horizon_days": 21,
"hist_return": 0.003221,
"annualized_vol": 0.005607,
"has_text": false,
"text_chars": 0
} |
T1_all_20191017_0665 | T1 | 1 | train | sideways | all | [
"XLRE"
] | 2019-10-17T00:00:00 | XLRE over past 60 days: cumulative return +6.6%, annualized vol 12.5%. Market regime: sideways. | Asset: XLRE
Historical prices (past 60 trading days): start=29.58, end=31.52, cumulative_return=+6.6%, annualized_volatility=12.5%
Macro context: {'fed_funds_rate': 1.9, 'cpi_yoy': 257.155, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.17, 't10y3m_spread': 0.09, 'breakeven_10y': 1.57, 'hy_oas': 4... | negative | -0.024791 | The actual 21-day forward return for XLRE starting 2019-10-17 was -2.48%, which classifies as 'negative'. | {
"future_return": -0.024791,
"horizon_days": 21,
"hist_return": 0.06586399999999999,
"annualized_vol": 0.124578,
"has_text": true,
"text_chars": 3020
} |
T1_all_20180130_0668 | T1 | 1 | train | sideways | all | [
"VTI"
] | 2018-01-30T00:00:00 | VTI over past 60 days: cumulative return +10.7%, annualized vol 6.7%. Market regime: sideways. | Asset: VTI
Historical prices (past 60 trading days): start=115.81, end=128.21, cumulative_return=+10.7%, annualized_volatility=6.7%
Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 248.859, 'unemployment': 4.0, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.59, 't10y3m_spread': 1.26, 'breakeven_10y': 2.09, 'hy_oas':... | negative | -0.048691 | The actual 21-day forward return for VTI starting 2018-01-30 was -4.87%, which classifies as 'negative'. | {
"future_return": -0.048691,
"horizon_days": 21,
"hist_return": 0.10703199999999999,
"annualized_vol": 0.06719699999999999,
"has_text": true,
"text_chars": 3020
} |
T1_all_20170224_0671 | T1 | 1 | train | sideways | all | [
"ICSH"
] | 2017-02-24T00:00:00 | ICSH over past 60 days: cumulative return +0.2%, annualized vol 1.5%. Market regime: sideways. | Asset: ICSH
Historical prices (past 60 trading days): start=38.90, end=38.97, cumulative_return=+0.2%, annualized_volatility=1.5%
Macro context: {'fed_funds_rate': 0.66, 'cpi_yoy': 244.006, 'unemployment': 4.6, 'gdp_growth_qoq': 19398.343, 't10y2y_spread': 1.2, 't10y3m_spread': 1.87, 'breakeven_10y': 2.03, 'hy_oas': 3.... | flat | 0.00038 | The actual 21-day forward return for ICSH starting 2017-02-24 was +0.04%, which classifies as 'flat'. | {
"future_return": 0.00038,
"horizon_days": 21,
"hist_return": 0.001681,
"annualized_vol": 0.015423999999999998,
"has_text": false,
"text_chars": 0
} |
T1_all_20200520_0673 | T1 | 1 | train | sideways | all | [
"LINK-USD"
] | 2020-05-20T00:00:00 | LINK-USD over past 60 days: cumulative return +72.7%, annualized vol 78.5%. Market regime: sideways. | Asset: LINK-USD
Historical prices (past 60 trading days): start=2.27, end=3.92, cumulative_return=+72.7%, annualized_volatility=78.5%
Macro context: {'fed_funds_rate': 0.05, 'cpi_yoy': 255.802, 'unemployment': 13.2, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.53, 't10y3m_spread': 0.57, 'breakeven_10y': 1.15, 'hy_oa... | positive | 0.085789 | The actual 21-day forward return for LINK-USD starting 2020-05-20 was +8.58%, which classifies as 'positive'. | {
"future_return": 0.08578899999999999,
"horizon_days": 21,
"hist_return": 0.726735,
"annualized_vol": 0.784926,
"has_text": false,
"text_chars": 0
} |
T1_all_20200806_0676 | T1 | 1 | train | sideways | all | [
"VEA"
] | 2020-08-06T00:00:00 | VEA over past 60 days: cumulative return +16.5%, annualized vol 19.7%. Market regime: sideways. | Asset: VEA
Historical prices (past 60 trading days): start=29.52, end=34.39, cumulative_return=+16.5%, annualized_volatility=19.7%
Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 259.316, 'unemployment': 8.4, 'gdp_growth_qoq': 20558.879, 't10y2y_spread': 0.44, 't10y3m_spread': 0.45, 'breakeven_10y': 1.61, 'hy_oas': 5... | positive | 0.010454 | The actual 21-day forward return for VEA starting 2020-08-06 was +1.05%, which classifies as 'positive'. | {
"future_return": 0.010454,
"horizon_days": 21,
"hist_return": 0.16490000000000002,
"annualized_vol": 0.19719499999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190606_0681 | T1 | 1 | train | sideways | all | [
"MTUM"
] | 2019-06-06T00:00:00 | MTUM over past 60 days: cumulative return +5.2%, annualized vol 10.6%. Market regime: sideways. | Asset: MTUM
Historical prices (past 60 trading days): start=101.42, end=106.70, cumulative_return=+5.2%, annualized_volatility=10.6%
Macro context: {'fed_funds_rate': 2.38, 'cpi_yoy': 255.213, 'unemployment': 3.6, 'gdp_growth_qoq': 20602.275, 't10y2y_spread': 0.29, 't10y3m_spread': -0.23, 'breakeven_10y': 1.75, 'hy_oas... | positive | 0.047143 | The actual 21-day forward return for MTUM starting 2019-06-06 was +4.71%, which classifies as 'positive'. | {
"future_return": 0.047143,
"horizon_days": 21,
"hist_return": 0.052056,
"annualized_vol": 0.10604000000000001,
"has_text": true,
"text_chars": 3020
} |
T1_all_20170111_0684 | T1 | 1 | train | sideways | all | [
"ICSH"
] | 2017-01-11T00:00:00 | ICSH over past 60 days: cumulative return +0.1%, annualized vol 2.1%. Market regime: sideways. | Asset: ICSH
Historical prices (past 60 trading days): start=38.88, end=38.91, cumulative_return=+0.1%, annualized_volatility=2.1%
Macro context: {'fed_funds_rate': 0.66, 'cpi_yoy': 243.618, 'unemployment': 4.7, 'gdp_growth_qoq': 19398.343, 't10y2y_spread': 1.19, 't10y3m_spread': 1.86, 'breakeven_10y': 1.95, 'hy_oas': 4... | flat | 0.00128 | The actual 21-day forward return for ICSH starting 2017-01-11 was +0.13%, which classifies as 'flat'. | {
"future_return": 0.00128,
"horizon_days": 21,
"hist_return": 0.0008629999999999999,
"annualized_vol": 0.020561,
"has_text": false,
"text_chars": 0
} |
T1_all_20180119_0687 | T1 | 1 | train | sideways | all | [
"HYG"
] | 2018-01-19T00:00:00 | HYG over past 60 days: cumulative return +0.4%, annualized vol 3.6%. Market regime: sideways. | Asset: HYG
Historical prices (past 60 trading days): start=56.25, end=56.46, cumulative_return=+0.4%, annualized_volatility=3.6%
Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 248.859, 'unemployment': 4.0, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.57, 't10y3m_spread': 1.17, 'breakeven_10y': 2.05, 'hy_oas': 3.... | flat | -0.008294 | The actual 21-day forward return for HYG starting 2018-01-19 was -0.83%, which classifies as 'flat'. | {
"future_return": -0.008294,
"horizon_days": 21,
"hist_return": 0.003668,
"annualized_vol": 0.035518,
"has_text": false,
"text_chars": 0
} |
T1_all_20210715_0692 | T1 | 1 | train | sideways | all | [
"XRP-USD"
] | 2021-07-15T00:00:00 | XRP-USD over past 60 days: cumulative return -57.3%, annualized vol 125.8%. Market regime: sideways. | Asset: XRP-USD
Historical prices (past 60 trading days): start=1.45, end=0.62, cumulative_return=-57.3%, annualized_volatility=125.8%
Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 271.903, 'unemployment': 5.4, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.14, 't10y3m_spread': 1.31, 'breakeven_10y': 2.34, 'hy_oas'... | positive | 0.22818 | The actual 21-day forward return for XRP-USD starting 2021-07-15 was +22.82%, which classifies as 'positive'. | {
"future_return": 0.22818000000000002,
"horizon_days": 21,
"hist_return": -0.572958,
"annualized_vol": 1.257919,
"has_text": false,
"text_chars": 0
} |
T1_all_20181017_0695 | T1 | 1 | train | sideways | all | [
"^VIX"
] | 2018-10-17T00:00:00 | ^VIX over past 60 days: cumulative return +42.0%, annualized vol 122.4%. Market regime: sideways. | Asset: ^VIX
Historical prices (past 60 trading days): start=12.41, end=17.62, cumulative_return=+42.0%, annualized_volatility=122.4%
Macro context: {'fed_funds_rate': 2.18, 'cpi_yoy': 252.772, 'unemployment': 3.8, 'gdp_growth_qoq': 20304.874, 't10y2y_spread': 0.29, 't10y3m_spread': 0.86, 'breakeven_10y': 2.13, 'hy_oas'... | positive | 0.148276 | The actual 21-day forward return for ^VIX starting 2018-10-17 was +14.83%, which classifies as 'positive'. | {
"future_return": 0.148276,
"horizon_days": 21,
"hist_return": 0.419823,
"annualized_vol": 1.223724,
"has_text": true,
"text_chars": 3020
} |
T1_all_20181011_0698 | T1 | 1 | train | sideways | all | [
"VNQI"
] | 2018-10-11T00:00:00 | VNQI over past 60 days: cumulative return -8.0%, annualized vol 12.6%. Market regime: sideways. | Asset: VNQI
Historical prices (past 60 trading days): start=42.11, end=38.76, cumulative_return=-8.0%, annualized_volatility=12.6%
Macro context: {'fed_funds_rate': 2.18, 'cpi_yoy': 252.772, 'unemployment': 3.8, 'gdp_growth_qoq': 20304.874, 't10y2y_spread': 0.34, 't10y3m_spread': 0.95, 'breakeven_10y': 2.16, 'hy_oas': ... | positive | 0.026171 | The actual 21-day forward return for VNQI starting 2018-10-11 was +2.62%, which classifies as 'positive'. | {
"future_return": 0.026171,
"horizon_days": 21,
"hist_return": -0.07956099999999999,
"annualized_vol": 0.12634499999999999,
"has_text": false,
"text_chars": 0
} |
T1_all_20220328_0701 | T1 | 1 | train | sideways | all | [
"DOT-USD"
] | 2022-03-28T00:00:00 | DOT-USD over past 60 days: cumulative return +23.8%, annualized vol 67.1%. Market regime: sideways. | Asset: DOT-USD
Historical prices (past 60 trading days): start=18.13, end=22.45, cumulative_return=+23.8%, annualized_volatility=67.1%
Macro context: {'fed_funds_rate': 0.33, 'cpi_yoy': 287.674, 'unemployment': 3.7, 'gdp_growth_qoq': 21932.71, 't10y2y_spread': 0.18, 't10y3m_spread': 1.93, 'breakeven_10y': 2.86, 'hy_oas... | negative | -0.173001 | The actual 21-day forward return for DOT-USD starting 2022-03-28 was -17.30%, which classifies as 'negative'. | {
"future_return": -0.173001,
"horizon_days": 21,
"hist_return": 0.237833,
"annualized_vol": 0.670518,
"has_text": true,
"text_chars": 20
} |
T1_all_20210603_0704 | T1 | 1 | train | sideways | all | [
"ICSH"
] | 2021-06-03T00:00:00 | ICSH over past 60 days: cumulative return +0.1%, annualized vol 0.3%. Market regime: sideways. | Asset: ICSH
Historical prices (past 60 trading days): start=42.38, end=42.41, cumulative_return=+0.1%, annualized_volatility=0.3%
Macro context: {'fed_funds_rate': 0.06, 'cpi_yoy': 270.654, 'unemployment': 5.9, 'gdp_growth_qoq': 21440.929, 't10y2y_spread': 1.46, 't10y3m_spread': 1.57, 'breakeven_10y': 2.44, 'hy_oas': 3... | flat | -0.000198 | The actual 21-day forward return for ICSH starting 2021-06-03 was -0.02%, which classifies as 'flat'. | {
"future_return": -0.000198,
"horizon_days": 21,
"hist_return": 0.000713,
"annualized_vol": 0.0030859999999999998,
"has_text": false,
"text_chars": 0
} |
T1_all_20160428_0707 | T1 | 1 | train | sideways | all | [
"ICSH"
] | 2016-04-28T00:00:00 | ICSH over past 60 days: cumulative return +0.0%, annualized vol 1.0%. Market regime: sideways. | Asset: ICSH
Historical prices (past 60 trading days): start=38.58, end=38.58, cumulative_return=+0.0%, annualized_volatility=1.0%
Macro context: {'fed_funds_rate': 0.37, 'cpi_yoy': 238.992, 'unemployment': 5.1, 'gdp_growth_qoq': 19062.709, 't10y2y_spread': 1.04, 't10y3m_spread': 1.63, 'breakeven_10y': 1.68, 'hy_oas': 6... | flat | 0.000601 | The actual 21-day forward return for ICSH starting 2016-04-28 was +0.06%, which classifies as 'flat'. | {
"future_return": 0.000601,
"horizon_days": 21,
"hist_return": 0.00020099999999999998,
"annualized_vol": 0.010067,
"has_text": false,
"text_chars": 0
} |
T1_all_20211103_0711 | T1 | 1 | train | sideways | all | [
"SOL-USD"
] | 2021-11-03T00:00:00 | SOL-USD over past 60 days: cumulative return +48.3%, annualized vol 101.6%. Market regime: sideways. | Asset: SOL-USD
Historical prices (past 60 trading days): start=139.11, end=206.25, cumulative_return=+48.3%, annualized_volatility=101.6%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 278.919, 'unemployment': 4.1, 'gdp_growth_qoq': 21988.737, 't10y2y_spread': 1.1, 't10y3m_spread': 1.51, 'breakeven_10y': 2.51, 'hy_... | flat | 0 | The actual 21-day forward return for SOL-USD starting 2021-11-03 was +0.00%, which classifies as 'flat'. | {
"future_return": 0,
"horizon_days": 21,
"hist_return": 0.482628,
"annualized_vol": 1.016082,
"has_text": true,
"text_chars": 20
} |
T1_all_20210720_0713 | T1 | 1 | train | sideways | all | [
"IVV"
] | 2021-07-20T00:00:00 | IVV over past 60 days: cumulative return +2.3%, annualized vol 11.1%. Market regime: sideways. | Asset: IVV
Historical prices (past 60 trading days): start=389.78, end=398.85, cumulative_return=+2.3%, annualized_volatility=11.1%
Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 271.903, 'unemployment': 5.4, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 0.98, 't10y3m_spread': 1.14, 'breakeven_10y': 2.24, 'hy_oas': ... | positive | 0.018823 | The actual 21-day forward return for IVV starting 2021-07-20 was +1.88%, which classifies as 'positive'. | {
"future_return": 0.018823,
"horizon_days": 21,
"hist_return": 0.023257999999999997,
"annualized_vol": 0.11132399999999999,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210701_0716 | T1 | 1 | train | sideways | all | [
"TIP"
] | 2021-07-01T00:00:00 | TIP over past 60 days: cumulative return +1.5%, annualized vol 2.1%. Market regime: sideways. | Asset: TIP
Historical prices (past 60 trading days): start=87.03, end=88.30, cumulative_return=+1.5%, annualized_volatility=2.1%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 270.654, 'unemployment': 5.9, 'gdp_growth_qoq': 21440.929, 't10y2y_spread': 1.2, 't10y3m_spread': 1.4, 'breakeven_10y': 2.32, 'hy_oas': 3.04... | positive | 0.013054 | The actual 21-day forward return for TIP starting 2021-07-01 was +1.31%, which classifies as 'positive'. | {
"future_return": 0.013054,
"horizon_days": 21,
"hist_return": 0.014641,
"annualized_vol": 0.020752,
"has_text": false,
"text_chars": 0
} |
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