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_20190122_0718 | T1 | 1 | train | sideways | all | [
"BIL"
] | 2019-01-22T00:00:00 | 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=75.77, end=76.02, cumulative_return=+0.3%, annualized_volatility=0.2%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 252.561, 'unemployment': 4.0, 'gdp_growth_qoq': 20431.641, 't10y2y_spread': 0.17, 't10y3m_spread': 0.38, 'breakeven_10y': 1.83, 'hy_oas': 4.2... | flat | 0.001301 | The actual 21-day forward return for BIL starting 2019-01-22 was +0.13%, which classifies as 'flat'. | {
"future_return": 0.0013009999999999999,
"horizon_days": 21,
"hist_return": 0.003361,
"annualized_vol": 0.001622,
"has_text": false,
"text_chars": 0
} |
T1_all_20210215_0720 | T1 | 1 | train | sideways | all | [
"BNB-USD"
] | 2021-02-15T00:00:00 | BNB-USD over past 60 days: cumulative return +352.0%, annualized vol 109.4%. Market regime: sideways. | Asset: BNB-USD
Historical prices (past 60 trading days): start=30.18, end=136.43, cumulative_return=+352.0%, annualized_volatility=109.4%
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, 'hy... | positive | 0.85477 | The actual 21-day forward return for BNB-USD starting 2021-02-15 was +85.48%, which classifies as 'positive'. | {
"future_return": 0.85477,
"horizon_days": 21,
"hist_return": 3.519809,
"annualized_vol": 1.094309,
"has_text": false,
"text_chars": 0
} |
T1_all_20180801_0722 | T1 | 1 | train | sideways | all | [
"VNQ"
] | 2018-08-01T00:00:00 | VNQ over past 60 days: cumulative return +6.3%, annualized vol 11.5%. Market regime: sideways. | Asset: VNQ
Historical prices (past 60 trading days): start=57.18, end=60.78, cumulative_return=+6.3%, annualized_volatility=11.5%
Macro context: {'fed_funds_rate': 1.91, 'cpi_yoy': 251.214, 'unemployment': 3.8, 'gdp_growth_qoq': 20276.154, 't10y2y_spread': 0.29, 't10y3m_spread': 0.93, 'breakeven_10y': 2.12, 'hy_oas': 3... | positive | 0.014541 | The actual 21-day forward return for VNQ starting 2018-08-01 was +1.45%, which classifies as 'positive'. | {
"future_return": 0.014541,
"horizon_days": 21,
"hist_return": 0.062841,
"annualized_vol": 0.114934,
"has_text": false,
"text_chars": 0
} |
T1_all_20221021_0724 | T1 | 1 | train | sideways | all | [
"ETH-USD"
] | 2022-10-21T00:00:00 | ETH-USD over past 60 days: cumulative return -20.9%, annualized vol 56.8%. Market regime: sideways. | Asset: ETH-USD
Historical prices (past 60 trading days): start=1622.51, end=1283.20, cumulative_return=-20.9%, annualized_volatility=56.8%
Macro context: {'fed_funds_rate': 3.08, 'cpi_yoy': 298.007, 'unemployment': 3.6, 'gdp_growth_qoq': 22278.345, 't10y2y_spread': -0.38, 't10y3m_spread': 0.15, 'breakeven_10y': 2.51, '... | flat | -0.009789 | The actual 21-day forward return for ETH-USD starting 2022-10-21 was -0.98%, which classifies as 'flat'. | {
"future_return": -0.009788999999999999,
"horizon_days": 21,
"hist_return": -0.209124,
"annualized_vol": 0.568116,
"has_text": true,
"text_chars": 20
} |
T1_all_20171115_0726 | T1 | 1 | train | sideways | all | [
"TLH"
] | 2017-11-15T00:00:00 | TLH over past 60 days: cumulative return -0.9%, annualized vol 5.4%. Market regime: sideways. | Asset: TLH
Historical prices (past 60 trading days): start=107.20, end=106.27, cumulative_return=-0.9%, annualized_volatility=5.4%
Macro context: {'fed_funds_rate': 1.16, 'cpi_yoy': 247.284, 'unemployment': 4.2, 'gdp_growth_qoq': 19882.352, 't10y2y_spread': 0.7, 't10y3m_spread': 1.12, 'breakeven_10y': 1.87, 'hy_oas': 3... | flat | 0.001858 | The actual 21-day forward return for TLH starting 2017-11-15 was +0.19%, which classifies as 'flat'. | {
"future_return": 0.0018579999999999998,
"horizon_days": 21,
"hist_return": -0.008738,
"annualized_vol": 0.053835,
"has_text": false,
"text_chars": 0
} |
T1_all_20220623_0729 | T1 | 1 | train | sideways | all | [
"SOL-USD"
] | 2022-06-23T00:00:00 | SOL-USD over past 60 days: cumulative return -65.6%, annualized vol 120.6%. Market regime: sideways. | Asset: SOL-USD
Historical prices (past 60 trading days): start=99.24, end=34.12, cumulative_return=-65.6%, annualized_volatility=120.6%
Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 294.957, 'unemployment': 3.6, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.1, 't10y3m_spread': 1.55, 'breakeven_10y': 2.54, 'hy_oa... | negative | -0.027961 | The actual 21-day forward return for SOL-USD starting 2022-06-23 was -2.80%, which classifies as 'negative'. | {
"future_return": -0.027961,
"horizon_days": 21,
"hist_return": -0.656156,
"annualized_vol": 1.206289,
"has_text": true,
"text_chars": 20
} |
T1_all_20200709_0731 | T1 | 1 | train | sideways | all | [
"TLT"
] | 2020-07-09T00:00:00 | TLT over past 60 days: cumulative return -1.6%, annualized vol 15.3%. Market regime: sideways. | Asset: TLT
Historical prices (past 60 trading days): start=140.47, end=138.26, cumulative_return=-1.6%, annualized_volatility=15.3%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 258.352, 'unemployment': 10.2, 'gdp_growth_qoq': 20558.879, 't10y2y_spread': 0.51, 't10y3m_spread': 0.52, 'breakeven_10y': 1.42, 'hy_oas'... | flat | 0.000726 | The actual 21-day forward return for TLT starting 2020-07-09 was +0.07%, which classifies as 'flat'. | {
"future_return": 0.000726,
"horizon_days": 21,
"hist_return": -0.01574,
"annualized_vol": 0.152637,
"has_text": false,
"text_chars": 0
} |
T1_all_20190726_0733 | T1 | 1 | train | sideways | all | [
"XLF"
] | 2019-07-26T00:00:00 | XLF over past 60 days: cumulative return +2.6%, annualized vol 14.3%. Market regime: sideways. | Asset: XLF
Historical prices (past 60 trading days): start=24.34, end=24.99, cumulative_return=+2.6%, annualized_volatility=14.3%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 255.802, 'unemployment': 3.7, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.22, 't10y3m_spread': -0.02, 'breakeven_10y': 1.8, 'hy_oas': 3.... | negative | -0.081562 | The actual 21-day forward return for XLF starting 2019-07-26 was -8.16%, which classifies as 'negative'. | {
"future_return": -0.081562,
"horizon_days": 21,
"hist_return": 0.026434,
"annualized_vol": 0.142999,
"has_text": true,
"text_chars": 3020
} |
T1_all_20180316_0735 | T1 | 1 | train | sideways | all | [
"BNO"
] | 2018-03-16T00:00:00 | BNO over past 60 days: cumulative return +2.3%, annualized vol 19.0%. Market regime: sideways. | Asset: BNO
Historical prices (past 60 trading days): start=17.48, end=17.89, cumulative_return=+2.3%, annualized_volatility=19.0%
Macro context: {'fed_funds_rate': 1.43, 'cpi_yoy': 249.577, 'unemployment': 4.0, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.53, 't10y3m_spread': 1.05, 'breakeven_10y': 2.08, 'hy_oas': 3... | positive | 0.086406 | The actual 21-day forward return for BNO starting 2018-03-16 was +8.64%, which classifies as 'positive'. | {
"future_return": 0.086406,
"horizon_days": 21,
"hist_return": 0.023455,
"annualized_vol": 0.189577,
"has_text": false,
"text_chars": 0
} |
T1_all_20190801_0737 | T1 | 1 | train | sideways | all | [
"XRP-USD"
] | 2019-08-01T00:00:00 | XRP-USD over past 60 days: cumulative return -27.9%, annualized vol 63.5%. Market regime: sideways. | Asset: XRP-USD
Historical prices (past 60 trading days): start=0.44, end=0.32, cumulative_return=-27.9%, annualized_volatility=63.5%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 255.802, 'unemployment': 3.7, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.13, 't10y3m_spread': -0.06, 'breakeven_10y': 1.76, 'hy_oas'... | negative | -0.147723 | The actual 21-day forward return for XRP-USD starting 2019-08-01 was -14.77%, which classifies as 'negative'. | {
"future_return": -0.147723,
"horizon_days": 21,
"hist_return": -0.278508,
"annualized_vol": 0.635404,
"has_text": false,
"text_chars": 0
} |
T1_all_20200402_0740 | T1 | 1 | train | sideways | all | [
"XLP"
] | 2020-04-02T00:00:00 | XLP over past 60 days: cumulative return -13.2%, annualized vol 22.8%. Market regime: sideways. | Asset: XLP
Historical prices (past 60 trading days): start=52.61, end=45.68, cumulative_return=-13.2%, annualized_volatility=22.8%
Macro context: {'fed_funds_rate': 0.06, 'cpi_yoy': 256.032, 'unemployment': 14.8, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.39, 't10y3m_spread': 0.53, 'breakeven_10y': 1.07, 'hy_oas':... | positive | 0.049162 | The actual 21-day forward return for XLP starting 2020-04-02 was +4.92%, which classifies as 'positive'. | {
"future_return": 0.049162,
"horizon_days": 21,
"hist_return": -0.131764,
"annualized_vol": 0.227633,
"has_text": true,
"text_chars": 3020
} |
T1_all_20201211_0742 | T1 | 1 | train | sideways | all | [
"VTI"
] | 2020-12-11T00:00:00 | VTI over past 60 days: cumulative return +12.0%, annualized vol 18.2%. Market regime: sideways. | Asset: VTI
Historical prices (past 60 trading days): start=157.34, end=176.28, cumulative_return=+12.0%, annualized_volatility=18.2%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 262.045, 'unemployment': 6.7, 'gdp_growth_qoq': 20791.917, 't10y2y_spread': 0.78, 't10y3m_spread': 0.84, 'breakeven_10y': 1.88, 'hy_oas'... | positive | 0.045665 | The actual 21-day forward return for VTI starting 2020-12-11 was +4.57%, which classifies as 'positive'. | {
"future_return": 0.045665,
"horizon_days": 21,
"hist_return": 0.12036000000000001,
"annualized_vol": 0.181807,
"has_text": true,
"text_chars": 3020
} |
T1_all_20160624_0745 | T1 | 1 | train | sideways | all | [
"IYR"
] | 2016-06-24T00:00:00 | IYR over past 60 days: cumulative return +3.5%, annualized vol 11.6%. Market regime: sideways. | Asset: IYR
Historical prices (past 60 trading days): start=57.90, end=59.92, cumulative_return=+3.5%, annualized_volatility=11.6%
Macro context: {'fed_funds_rate': 0.39, 'cpi_yoy': 240.222, 'unemployment': 4.9, 'gdp_growth_qoq': 19062.709, 't10y2y_spread': 0.96, 't10y3m_spread': 1.43, 'breakeven_10y': 1.5, 'hy_oas': 5.... | positive | 0.076816 | The actual 21-day forward return for IYR starting 2016-06-24 was +7.68%, which classifies as 'positive'. | {
"future_return": 0.076816,
"horizon_days": 21,
"hist_return": 0.034964999999999996,
"annualized_vol": 0.115992,
"has_text": false,
"text_chars": 0
} |
T1_all_20191218_0747 | T1 | 1 | train | sideways | all | [
"MATIC-USD"
] | 2019-12-18T00:00:00 | MATIC-USD over past 60 days: cumulative return -13.1%, annualized vol 142.6%. Market regime: sideways. | Asset: MATIC-USD
Historical prices (past 60 trading days): start=0.01, end=0.01, cumulative_return=-13.1%, annualized_volatility=142.6%
Macro context: {'fed_funds_rate': 1.55, 'cpi_yoy': 258.63, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.26, 't10y3m_spread': 0.33, 'breakeven_10y': 1.75, 'hy_oa... | positive | 0.179717 | The actual 21-day forward return for MATIC-USD starting 2019-12-18 was +17.97%, which classifies as 'positive'. | {
"future_return": 0.179717,
"horizon_days": 21,
"hist_return": -0.13061,
"annualized_vol": 1.426438,
"has_text": false,
"text_chars": 0
} |
T1_all_20200224_0749 | T1 | 1 | train | sideways | all | [
"TLH"
] | 2020-02-24T00:00:00 | TLH over past 60 days: cumulative return +4.5%, annualized vol 8.9%. Market regime: sideways. | Asset: TLH
Historical prices (past 60 trading days): start=120.17, end=125.58, cumulative_return=+4.5%, annualized_volatility=8.9%
Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 259.25, 'unemployment': 3.5, 'gdp_growth_qoq': 20709.212, 't10y2y_spread': 0.12, 't10y3m_spread': -0.1, 'breakeven_10y': 1.61, 'hy_oas': 3... | positive | 0.087393 | The actual 21-day forward return for TLH starting 2020-02-24 was +8.74%, which classifies as 'positive'. | {
"future_return": 0.087393,
"horizon_days": 21,
"hist_return": 0.045083,
"annualized_vol": 0.088866,
"has_text": false,
"text_chars": 0
} |
T1_all_20220607_0751 | T1 | 1 | train | sideways | all | [
"XLY"
] | 2022-06-07T00:00:00 | XLY over past 60 days: cumulative return -7.2%, annualized vol 35.6%. Market regime: sideways. | Asset: XLY
Historical prices (past 60 trading days): start=80.40, end=74.63, cumulative_return=-7.2%, annualized_volatility=35.6%
Macro context: {'fed_funds_rate': 0.83, 'cpi_yoy': 294.957, 'unemployment': 3.6, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.31, 't10y3m_spread': 1.78, 'breakeven_10y': 2.76, 'hy_oas': 4... | negative | -0.048274 | The actual 21-day forward return for XLY starting 2022-06-07 was -4.83%, which classifies as 'negative'. | {
"future_return": -0.048274,
"horizon_days": 21,
"hist_return": -0.07169199999999999,
"annualized_vol": 0.355861,
"has_text": true,
"text_chars": 3020
} |
T1_all_20221122_0753 | T1 | 1 | train | sideways | all | [
"VEA"
] | 2022-11-22T00:00:00 | VEA over past 60 days: cumulative return +2.2%, annualized vol 22.5%. Market regime: sideways. | Asset: VEA
Historical prices (past 60 trading days): start=36.55, end=37.35, cumulative_return=+2.2%, annualized_volatility=22.5%
Macro context: {'fed_funds_rate': 3.83, 'cpi_yoy': 298.786, 'unemployment': 3.6, 'gdp_growth_qoq': 22278.345, 't10y2y_spread': -0.65, 't10y3m_spread': -0.58, 'breakeven_10y': 2.31, 'hy_oas':... | flat | -0.000663 | The actual 21-day forward return for VEA starting 2022-11-22 was -0.07%, which classifies as 'flat'. | {
"future_return": -0.000663,
"horizon_days": 21,
"hist_return": 0.021862,
"annualized_vol": 0.22465000000000002,
"has_text": true,
"text_chars": 3020
} |
T1_all_20160615_0755 | T1 | 1 | train | sideways | all | [
"ACWI"
] | 2016-06-15T00:00:00 | ACWI over past 60 days: cumulative return -0.5%, annualized vol 12.1%. Market regime: sideways. | Asset: ACWI
Historical prices (past 60 trading days): start=46.22, end=46.00, cumulative_return=-0.5%, annualized_volatility=12.1%
Macro context: {'fed_funds_rate': 0.37, 'cpi_yoy': 240.222, 'unemployment': 4.9, 'gdp_growth_qoq': 19062.709, 't10y2y_spread': 0.88, 't10y3m_spread': 1.35, 'breakeven_10y': 1.45, 'hy_oas': ... | positive | 0.045996 | The actual 21-day forward return for ACWI starting 2016-06-15 was +4.60%, which classifies as 'positive'. | {
"future_return": 0.045995999999999995,
"horizon_days": 21,
"hist_return": -0.004821,
"annualized_vol": 0.12054000000000001,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200908_0757 | T1 | 1 | train | sideways | all | [
"XLRE"
] | 2020-09-08T00:00:00 | XLRE over past 60 days: cumulative return +2.8%, annualized vol 20.1%. Market regime: sideways. | Asset: XLRE
Historical prices (past 60 trading days): start=29.06, end=29.86, cumulative_return=+2.8%, annualized_volatility=20.1%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 259.997, 'unemployment': 7.8, 'gdp_growth_qoq': 20558.879, 't10y2y_spread': 0.58, 't10y3m_spread': 0.61, 'breakeven_10y': 1.7, 'hy_oas': 5... | positive | 0.023728 | The actual 21-day forward return for XLRE starting 2020-09-08 was +2.37%, which classifies as 'positive'. | {
"future_return": 0.023728,
"horizon_days": 21,
"hist_return": 0.027828,
"annualized_vol": 0.20137000000000002,
"has_text": true,
"text_chars": 3020
} |
T1_all_20180907_0759 | T1 | 1 | train | sideways | all | [
"VTI"
] | 2018-09-07T00:00:00 | VTI over past 60 days: cumulative return +3.9%, annualized vol 8.0%. Market regime: sideways. | Asset: VTI
Historical prices (past 60 trading days): start=126.95, end=131.95, cumulative_return=+3.9%, annualized_volatility=8.0%
Macro context: {'fed_funds_rate': 1.92, 'cpi_yoy': 252.182, 'unemployment': 3.7, 'gdp_growth_qoq': 20276.154, 't10y2y_spread': 0.24, 't10y3m_spread': 0.75, 'breakeven_10y': 2.08, 'hy_oas': ... | flat | -0.002395 | The actual 21-day forward return for VTI starting 2018-09-07 was -0.24%, which classifies as 'flat'. | {
"future_return": -0.002395,
"horizon_days": 21,
"hist_return": 0.039417,
"annualized_vol": 0.080437,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220902_0762 | T1 | 1 | train | sideways | all | [
"EWJ"
] | 2022-09-02T00:00:00 | EWJ over past 60 days: cumulative return -5.8%, annualized vol 17.6%. Market regime: sideways. | Asset: EWJ
Historical prices (past 60 trading days): start=51.33, end=48.36, cumulative_return=-5.8%, annualized_volatility=17.6%
Macro context: {'fed_funds_rate': 2.33, 'cpi_yoy': 296.349, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.25, 't10y3m_spread': 0.29, 'breakeven_10y': 2.45, 'hy_oas': ... | negative | -0.05041 | The actual 21-day forward return for EWJ starting 2022-09-02 was -5.04%, which classifies as 'negative'. | {
"future_return": -0.05041,
"horizon_days": 21,
"hist_return": -0.057895999999999996,
"annualized_vol": 0.176099,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190218_0764 | T1 | 1 | train | sideways | all | [
"IWM"
] | 2019-02-18T00:00:00 | IWM over past 60 days: cumulative return +5.3%, annualized vol 22.6%. Market regime: sideways. | Asset: IWM
Historical prices (past 60 trading days): start=135.49, end=142.67, cumulative_return=+5.3%, annualized_volatility=22.6%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 253.319, 'unemployment': 3.8, 'gdp_growth_qoq': 20431.641, 't10y2y_spread': 0.14, 't10y3m_spread': 0.23, 'breakeven_10y': 1.86, 'hy_oas': ... | negative | -0.019033 | The actual 21-day forward return for IWM starting 2019-02-18 was -1.90%, which classifies as 'negative'. | {
"future_return": -0.019032999999999998,
"horizon_days": 21,
"hist_return": 0.052954,
"annualized_vol": 0.225842,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200417_0766 | T1 | 1 | train | sideways | all | [
"XLI"
] | 2020-04-17T00:00:00 | XLI over past 60 days: cumulative return -26.9%, annualized vol 35.2%. Market regime: sideways. | Asset: XLI
Historical prices (past 60 trading days): start=75.18, end=54.99, cumulative_return=-26.9%, annualized_volatility=35.2%
Macro context: {'fed_funds_rate': 0.05, 'cpi_yoy': 256.032, 'unemployment': 14.8, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.41, 't10y3m_spread': 0.47, 'breakeven_10y': 1.07, 'hy_oas':... | flat | 0.004437 | The actual 21-day forward return for XLI starting 2020-04-17 was +0.44%, which classifies as 'flat'. | {
"future_return": 0.004437,
"horizon_days": 21,
"hist_return": -0.26857000000000003,
"annualized_vol": 0.35165199999999996,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210817_0768 | T1 | 1 | train | sideways | all | [
"BNB-USD"
] | 2021-08-17T00:00:00 | BNB-USD over past 60 days: cumulative return +23.9%, annualized vol 70.5%. Market regime: sideways. | Asset: BNB-USD
Historical prices (past 60 trading days): start=336.81, end=417.47, cumulative_return=+23.9%, annualized_volatility=70.5%
Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 272.676, 'unemployment': 5.1, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.05, 't10y3m_spread': 1.2, 'breakeven_10y': 2.36, 'hy_oa... | positive | 0.038814 | The actual 21-day forward return for BNB-USD starting 2021-08-17 was +3.88%, which classifies as 'positive'. | {
"future_return": 0.038814,
"horizon_days": 21,
"hist_return": 0.23948599999999998,
"annualized_vol": 0.7047500000000001,
"has_text": false,
"text_chars": 0
} |
T1_all_20220701_0770 | T1 | 1 | train | sideways | all | [
"DOT-USD"
] | 2022-07-01T00:00:00 | DOT-USD over past 60 days: cumulative return -53.0%, annualized vol 114.5%. Market regime: sideways. | Asset: DOT-USD
Historical prices (past 60 trading days): start=14.98, end=7.04, cumulative_return=-53.0%, annualized_volatility=114.5%
Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 294.957, 'unemployment': 3.6, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.06, 't10y3m_spread': 1.26, 'breakeven_10y': 2.33, 'hy_oa... | positive | 0.086098 | The actual 21-day forward return for DOT-USD starting 2022-07-01 was +8.61%, which classifies as 'positive'. | {
"future_return": 0.086098,
"horizon_days": 21,
"hist_return": -0.53,
"annualized_vol": 1.145376,
"has_text": true,
"text_chars": 20
} |
T1_all_20180302_0772 | T1 | 1 | train | sideways | all | [
"BIL"
] | 2018-03-02T00:00:00 | BIL over past 60 days: cumulative return +0.2%, annualized vol 0.2%. Market regime: sideways. | Asset: BIL
Historical prices (past 60 trading days): start=74.64, end=74.81, cumulative_return=+0.2%, annualized_volatility=0.2%
Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 249.577, 'unemployment': 4.0, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.59, 't10y3m_spread': 1.18, 'breakeven_10y': 2.1, 'hy_oas': 3.5... | flat | 0.000656 | The actual 21-day forward return for BIL starting 2018-03-02 was +0.07%, which classifies as 'flat'. | {
"future_return": 0.000656,
"horizon_days": 21,
"hist_return": 0.002244,
"annualized_vol": 0.002155,
"has_text": false,
"text_chars": 0
} |
T1_all_20210201_0774 | T1 | 1 | train | sideways | all | [
"XLB"
] | 2021-02-01T00:00:00 | XLB over past 60 days: cumulative return +7.1%, annualized vol 21.3%. Market regime: sideways. | Asset: XLB
Historical prices (past 60 trading days): start=29.73, end=31.84, cumulative_return=+7.1%, annualized_volatility=21.3%
Macro context: {'fed_funds_rate': 0.07, 'cpi_yoy': 262.687, 'unemployment': 6.4, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 1.0, 't10y3m_spread': 1.05, 'breakeven_10y': 2.13, 'hy_oas': 3.... | positive | 0.050511 | The actual 21-day forward return for XLB starting 2021-02-01 was +5.05%, which classifies as 'positive'. | {
"future_return": 0.050511,
"horizon_days": 21,
"hist_return": 0.070784,
"annualized_vol": 0.21331699999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220125_0776 | T1 | 1 | train | sideways | all | [
"BTC-USD"
] | 2022-01-25T00:00:00 | BTC-USD over past 60 days: cumulative return -31.6%, annualized vol 50.7%. Market regime: sideways. | Asset: BTC-USD
Historical prices (past 60 trading days): start=53569.77, end=36654.33, cumulative_return=-31.6%, annualized_volatility=50.7%
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': 1.56, 'breakeven_10y': 2.38, '... | positive | 0.206235 | The actual 21-day forward return for BTC-USD starting 2022-01-25 was +20.62%, which classifies as 'positive'. | {
"future_return": 0.206235,
"horizon_days": 21,
"hist_return": -0.31576499999999996,
"annualized_vol": 0.50697,
"has_text": true,
"text_chars": 20
} |
T1_all_20201002_0778 | T1 | 1 | train | sideways | all | [
"ACWI"
] | 2020-10-02T00:00:00 | ACWI over past 60 days: cumulative return +6.2%, annualized vol 15.5%. Market regime: sideways. | Asset: ACWI
Historical prices (past 60 trading days): start=68.92, end=73.19, cumulative_return=+6.2%, annualized_volatility=15.5%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 260.319, 'unemployment': 6.9, 'gdp_growth_qoq': 20791.917, 't10y2y_spread': 0.54, 't10y3m_spread': 0.59, 'breakeven_10y': 1.63, 'hy_oas': ... | negative | -0.011388 | The actual 21-day forward return for ACWI starting 2020-10-02 was -1.14%, which classifies as 'negative'. | {
"future_return": -0.011387999999999999,
"horizon_days": 21,
"hist_return": 0.061988999999999995,
"annualized_vol": 0.15470699999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220412_0780 | T1 | 1 | train | sideways | all | [
"AVAX-USD"
] | 2022-04-12T00:00:00 | AVAX-USD over past 60 days: cumulative return -9.3%, annualized vol 84.4%. Market regime: sideways. | Asset: AVAX-USD
Historical prices (past 60 trading days): start=81.73, end=74.17, cumulative_return=-9.3%, annualized_volatility=84.4%
Macro context: {'fed_funds_rate': 0.33, 'cpi_yoy': 288.561, 'unemployment': 3.7, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.29, 't10y3m_spread': 2.02, 'breakeven_10y': 2.86, 'hy_oa... | negative | -0.2187 | The actual 21-day forward return for AVAX-USD starting 2022-04-12 was -21.87%, which classifies as 'negative'. | {
"future_return": -0.2187,
"horizon_days": 21,
"hist_return": -0.092501,
"annualized_vol": 0.8435229999999999,
"has_text": true,
"text_chars": 20
} |
T1_all_20211101_0782 | T1 | 1 | train | sideways | all | [
"IVV"
] | 2021-11-01T00:00:00 | IVV over past 60 days: cumulative return +4.1%, annualized vol 11.3%. Market regime: sideways. | Asset: IVV
Historical prices (past 60 trading days): start=415.31, end=432.44, cumulative_return=+4.1%, annualized_volatility=11.3%
Macro context: {'fed_funds_rate': 0.07, 'cpi_yoy': 276.55, 'unemployment': 4.5, 'gdp_growth_qoq': 21988.737, 't10y2y_spread': 1.07, 't10y3m_spread': 1.5, 'breakeven_10y': 2.51, 'hy_oas': 3... | negative | -0.02089 | The actual 21-day forward return for IVV starting 2021-11-01 was -2.09%, which classifies as 'negative'. | {
"future_return": -0.020890000000000002,
"horizon_days": 21,
"hist_return": 0.041232,
"annualized_vol": 0.113494,
"has_text": true,
"text_chars": 9046
} |
T1_all_20190522_0783 | T1 | 1 | train | sideways | all | [
"REZ"
] | 2019-05-22T00:00:00 | REZ over past 60 days: cumulative return +6.0%, annualized vol 13.0%. Market regime: sideways. | Asset: REZ
Historical prices (past 60 trading days): start=56.22, end=59.57, cumulative_return=+6.0%, annualized_volatility=13.0%
Macro context: {'fed_funds_rate': 2.39, 'cpi_yoy': 255.296, 'unemployment': 3.6, 'gdp_growth_qoq': 20602.275, 't10y2y_spread': 0.17, 't10y3m_spread': 0.04, 'breakeven_10y': 1.83, 'hy_oas': 3... | positive | 0.032678 | The actual 21-day forward return for REZ starting 2019-05-22 was +3.27%, which classifies as 'positive'. | {
"future_return": 0.032678,
"horizon_days": 21,
"hist_return": 0.059623999999999996,
"annualized_vol": 0.130417,
"has_text": false,
"text_chars": 0
} |
T1_all_20220411_0785 | T1 | 1 | train | sideways | all | [
"XLP"
] | 2022-04-11T00:00:00 | XLP over past 60 days: cumulative return +2.8%, annualized vol 14.6%. Market regime: sideways. | Asset: XLP
Historical prices (past 60 trading days): start=68.74, end=70.69, cumulative_return=+2.8%, annualized_volatility=14.6%
Macro context: {'fed_funds_rate': 0.33, 'cpi_yoy': 288.561, 'unemployment': 3.7, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.19, 't10y3m_spread': 2.02, 'breakeven_10y': 2.86, 'hy_oas': 3... | negative | -0.032781 | The actual 21-day forward return for XLP starting 2022-04-11 was -3.28%, which classifies as 'negative'. | {
"future_return": -0.032781,
"horizon_days": 21,
"hist_return": 0.028443999999999997,
"annualized_vol": 0.146201,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200916_0787 | T1 | 1 | train | sideways | all | [
"BNB-USD"
] | 2020-09-16T00:00:00 | BNB-USD over past 60 days: cumulative return +58.8%, annualized vol 80.8%. Market regime: sideways. | Asset: BNB-USD
Historical prices (past 60 trading days): start=17.13, end=27.20, cumulative_return=+58.8%, annualized_volatility=80.8%
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': 0.57, 'breakeven_10y': 1.67, 'hy_oa... | flat | -0.009289 | The actual 21-day forward return for BNB-USD starting 2020-09-16 was -0.93%, which classifies as 'flat'. | {
"future_return": -0.009289,
"horizon_days": 21,
"hist_return": 0.588302,
"annualized_vol": 0.807921,
"has_text": false,
"text_chars": 0
} |
T1_all_20220509_0789 | T1 | 1 | train | sideways | all | [
"TLT"
] | 2022-05-09T00:00:00 | TLT over past 60 days: cumulative return -16.4%, annualized vol 19.2%. Market regime: sideways. | Asset: TLT
Historical prices (past 60 trading days): start=117.40, end=98.19, cumulative_return=-16.4%, annualized_volatility=19.2%
Macro context: {'fed_funds_rate': 0.83, 'cpi_yoy': 291.298, 'unemployment': 3.6, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.4, 't10y3m_spread': 2.27, 'breakeven_10y': 2.86, 'hy_oas': ... | flat | 0.00571 | The actual 21-day forward return for TLT starting 2022-05-09 was +0.57%, which classifies as 'flat'. | {
"future_return": 0.005710000000000001,
"horizon_days": 21,
"hist_return": -0.163635,
"annualized_vol": 0.191683,
"has_text": false,
"text_chars": 0
} |
T1_all_20190220_0791 | T1 | 1 | train | sideways | all | [
"EWJ"
] | 2019-02-20T00:00:00 | EWJ over past 60 days: cumulative return +1.3%, annualized vol 17.5%. Market regime: sideways. | Asset: EWJ
Historical prices (past 60 trading days): start=46.20, end=46.81, cumulative_return=+1.3%, annualized_volatility=17.5%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 253.319, 'unemployment': 3.8, 'gdp_growth_qoq': 20431.641, 't10y2y_spread': 0.15, 't10y3m_spread': 0.2, 'breakeven_10y': 1.87, 'hy_oas': 4.1... | flat | 0.00421 | The actual 21-day forward return for EWJ starting 2019-02-20 was +0.42%, which classifies as 'flat'. | {
"future_return": 0.00421,
"horizon_days": 21,
"hist_return": 0.013338,
"annualized_vol": 0.175371,
"has_text": true,
"text_chars": 3020
} |
T1_all_20180810_0793 | T1 | 1 | train | sideways | all | [
"ETH-USD"
] | 2018-08-10T00:00:00 | ETH-USD over past 60 days: cumulative return -31.4%, annualized vol 61.8%. Market regime: sideways. | Asset: ETH-USD
Historical prices (past 60 trading days): start=533.28, end=365.59, cumulative_return=-31.4%, annualized_volatility=61.8%
Macro context: {'fed_funds_rate': 1.91, 'cpi_yoy': 251.663, 'unemployment': 3.8, 'gdp_growth_qoq': 20276.154, 't10y2y_spread': 0.29, 't10y3m_spread': 0.87, 'breakeven_10y': 2.11, 'hy_... | negative | -0.153129 | The actual 21-day forward return for ETH-USD starting 2018-08-10 was -15.31%, which classifies as 'negative'. | {
"future_return": -0.153129,
"horizon_days": 21,
"hist_return": -0.314459,
"annualized_vol": 0.618445,
"has_text": false,
"text_chars": 0
} |
T1_all_20171229_0795 | T1 | 1 | train | sideways | all | [
"VNQ"
] | 2017-12-29T00:00:00 | VNQ over past 60 days: cumulative return +1.2%, annualized vol 8.9%. Market regime: sideways. | Asset: VNQ
Historical prices (past 60 trading days): start=59.68, end=60.37, cumulative_return=+1.2%, annualized_volatility=8.9%
Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 247.805, 'unemployment': 4.1, 'gdp_growth_qoq': 19882.352, 't10y2y_spread': 0.52, 't10y3m_spread': 1.04, 'breakeven_10y': 1.96, 'hy_oas': 3.... | negative | -0.052543 | The actual 21-day forward return for VNQ starting 2017-12-29 was -5.25%, which classifies as 'negative'. | {
"future_return": -0.052543,
"horizon_days": 21,
"hist_return": 0.011590000000000001,
"annualized_vol": 0.08911899999999999,
"has_text": false,
"text_chars": 0
} |
T1_all_20201113_0797 | T1 | 1 | train | sideways | all | [
"TLT"
] | 2020-11-13T00:00:00 | TLT over past 60 days: cumulative return -4.2%, annualized vol 13.5%. Market regime: sideways. | Asset: TLT
Historical prices (past 60 trading days): start=139.58, end=133.65, cumulative_return=-4.2%, annualized_volatility=13.5%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 260.911, 'unemployment': 6.7, 'gdp_growth_qoq': 20791.917, 't10y2y_spread': 0.71, 't10y3m_spread': 0.78, 'breakeven_10y': 1.71, 'hy_oas':... | flat | 0.002095 | The actual 21-day forward return for TLT starting 2020-11-13 was +0.21%, which classifies as 'flat'. | {
"future_return": 0.002095,
"horizon_days": 21,
"hist_return": -0.042466,
"annualized_vol": 0.135289,
"has_text": false,
"text_chars": 0
} |
T1_all_20171023_0799 | T1 | 1 | train | sideways | all | [
"EEM"
] | 2017-10-23T00:00:00 | EEM over past 60 days: cumulative return +5.7%, annualized vol 11.6%. Market regime: sideways. | Asset: EEM
Historical prices (past 60 trading days): start=35.89, end=37.95, cumulative_return=+5.7%, annualized_volatility=11.6%
Macro context: {'fed_funds_rate': 1.16, 'cpi_yoy': 246.626, 'unemployment': 4.2, 'gdp_growth_qoq': 19882.352, 't10y2y_spread': 0.79, 't10y3m_spread': 1.28, 'breakeven_10y': 1.87, 'hy_oas': 3... | positive | 0.039224 | The actual 21-day forward return for EEM starting 2017-10-23 was +3.92%, which classifies as 'positive'. | {
"future_return": 0.039223999999999995,
"horizon_days": 21,
"hist_return": 0.057372,
"annualized_vol": 0.116089,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200529_0803 | T1 | 1 | train | sideways | all | [
"ACWI"
] | 2020-05-29T00:00:00 | ACWI over past 60 days: cumulative return -5.0%, annualized vol 32.3%. Market regime: sideways. | Asset: ACWI
Historical prices (past 60 trading days): start=68.38, end=64.95, cumulative_return=-5.0%, annualized_volatility=32.3%
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': 0.55, 'breakeven_10y': 1.18, 'hy_oas':... | positive | 0.022703 | The actual 21-day forward return for ACWI starting 2020-05-29 was +2.27%, which classifies as 'positive'. | {
"future_return": 0.022702999999999997,
"horizon_days": 21,
"hist_return": -0.050224,
"annualized_vol": 0.322891,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200630_0805 | T1 | 1 | train | sideways | all | [
"ADA-USD"
] | 2020-06-30T00:00:00 | ADA-USD over past 60 days: cumulative return +63.6%, annualized vol 79.4%. Market regime: sideways. | Asset: ADA-USD
Historical prices (past 60 trading days): start=0.05, end=0.08, cumulative_return=+63.6%, annualized_volatility=79.4%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 257.042, 'unemployment': 11.0, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.48, 't10y3m_spread': 0.5, 'breakeven_10y': 1.34, 'hy_oas'... | positive | 0.479438 | The actual 21-day forward return for ADA-USD starting 2020-06-30 was +47.94%, which classifies as 'positive'. | {
"future_return": 0.479438,
"horizon_days": 21,
"hist_return": 0.636169,
"annualized_vol": 0.793697,
"has_text": false,
"text_chars": 0
} |
T1_all_20190114_0807 | T1 | 1 | train | sideways | all | [
"XLP"
] | 2019-01-14T00:00:00 | XLP over past 60 days: cumulative return -2.2%, annualized vol 16.8%. Market regime: sideways. | Asset: XLP
Historical prices (past 60 trading days): start=43.59, end=42.62, cumulative_return=-2.2%, annualized_volatility=16.8%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 252.561, 'unemployment': 4.0, 'gdp_growth_qoq': 20431.641, 't10y2y_spread': 0.16, 't10y3m_spread': 0.28, 'breakeven_10y': 1.83, 'hy_oas': 4.... | positive | 0.059751 | The actual 21-day forward return for XLP starting 2019-01-14 was +5.98%, which classifies as 'positive'. | {
"future_return": 0.059751,
"horizon_days": 21,
"hist_return": -0.022283999999999998,
"annualized_vol": 0.16816599999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210104_0809 | T1 | 1 | train | sideways | all | [
"BNB-USD"
] | 2021-01-04T00:00:00 | BNB-USD over past 60 days: cumulative return +48.7%, annualized vol 61.4%. Market regime: sideways. | Asset: BNB-USD
Historical prices (past 60 trading days): start=27.68, end=41.15, cumulative_return=+48.7%, annualized_volatility=61.4%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 262.687, 'unemployment': 6.4, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 0.8, 't10y3m_spread': 0.84, 'breakeven_10y': 1.99, 'hy_oas... | positive | 0.017039 | The actual 21-day forward return for BNB-USD starting 2021-01-04 was +1.70%, which classifies as 'positive'. | {
"future_return": 0.017039,
"horizon_days": 21,
"hist_return": 0.486818,
"annualized_vol": 0.613556,
"has_text": false,
"text_chars": 0
} |
T1_all_20200212_0813 | T1 | 1 | train | sideways | all | [
"IYR"
] | 2020-02-12T00:00:00 | IYR over past 60 days: cumulative return +7.3%, annualized vol 10.9%. Market regime: sideways. | Asset: IYR
Historical prices (past 60 trading days): start=77.64, end=83.27, cumulative_return=+7.3%, annualized_volatility=10.9%
Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 259.25, 'unemployment': 3.5, 'gdp_growth_qoq': 20709.212, 't10y2y_spread': 0.18, 't10y3m_spread': 0.02, 'breakeven_10y': 1.65, 'hy_oas': 3.... | negative | -0.177895 | The actual 21-day forward return for IYR starting 2020-02-12 was -17.79%, which classifies as 'negative'. | {
"future_return": -0.177895,
"horizon_days": 21,
"hist_return": 0.072637,
"annualized_vol": 0.10876000000000001,
"has_text": false,
"text_chars": 0
} |
T1_all_20201016_0818 | T1 | 1 | train | sideways | all | [
"SOYB"
] | 2020-10-16T00:00:00 | SOYB over past 60 days: cumulative return +12.8%, annualized vol 14.6%. Market regime: sideways. | Asset: SOYB
Historical prices (past 60 trading days): start=14.33, end=16.17, cumulative_return=+12.8%, annualized_volatility=14.6%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 260.319, 'unemployment': 6.9, 'gdp_growth_qoq': 20791.917, 't10y2y_spread': 0.6, 't10y3m_spread': 0.63, 'breakeven_10y': 1.69, 'hy_oas': ... | positive | 0.089608 | The actual 21-day forward return for SOYB starting 2020-10-16 was +8.96%, which classifies as 'positive'. | {
"future_return": 0.089608,
"horizon_days": 21,
"hist_return": 0.128402,
"annualized_vol": 0.145753,
"has_text": false,
"text_chars": 0
} |
T1_all_20200731_0822 | T1 | 1 | train | sideways | all | [
"BTC-USD"
] | 2020-07-31T00:00:00 | BTC-USD over past 60 days: cumulative return +9.3%, annualized vol 37.5%. Market regime: sideways. | Asset: BTC-USD
Historical prices (past 60 trading days): start=10167.27, end=11111.21, cumulative_return=+9.3%, annualized_volatility=37.5%
Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 258.352, 'unemployment': 10.2, 'gdp_growth_qoq': 20558.879, 't10y2y_spread': 0.44, 't10y3m_spread': 0.46, 'breakeven_10y': 1.52, '... | positive | 0.023758 | The actual 21-day forward return for BTC-USD starting 2020-07-31 was +2.38%, which classifies as 'positive'. | {
"future_return": 0.023757999999999998,
"horizon_days": 21,
"hist_return": 0.092842,
"annualized_vol": 0.374903,
"has_text": false,
"text_chars": 0
} |
T1_all_20200310_0824 | T1 | 1 | train | sideways | all | [
"BTC-USD"
] | 2020-03-10T00:00:00 | BTC-USD over past 60 days: cumulative return -3.0%, annualized vol 45.0%. Market regime: sideways. | Asset: BTC-USD
Historical prices (past 60 trading days): start=8166.55, end=7923.64, cumulative_return=-3.0%, annualized_volatility=45.0%
Macro context: {'fed_funds_rate': 1.09, 'cpi_yoy': 258.076, 'unemployment': 4.4, 'gdp_growth_qoq': 20709.212, 't10y2y_spread': 0.16, 't10y3m_spread': 0.21, 'breakeven_10y': 1.07, 'hy... | negative | -0.185984 | The actual 21-day forward return for BTC-USD starting 2020-03-10 was -18.60%, which classifies as 'negative'. | {
"future_return": -0.18598399999999998,
"horizon_days": 21,
"hist_return": -0.029744,
"annualized_vol": 0.450495,
"has_text": false,
"text_chars": 0
} |
T1_all_20180918_0828 | T1 | 1 | train | sideways | all | [
"VLUE"
] | 2018-09-18T00:00:00 | VLUE over past 60 days: cumulative return +4.0%, annualized vol 8.8%. Market regime: sideways. | Asset: VLUE
Historical prices (past 60 trading days): start=68.54, end=71.26, cumulative_return=+4.0%, annualized_volatility=8.8%
Macro context: {'fed_funds_rate': 1.92, 'cpi_yoy': 252.182, 'unemployment': 3.7, 'gdp_growth_qoq': 20276.154, 't10y2y_spread': 0.21, 't10y3m_spread': 0.83, 'breakeven_10y': 2.1, 'hy_oas': 3.... | negative | -0.033177 | The actual 21-day forward return for VLUE starting 2018-09-18 was -3.32%, which classifies as 'negative'. | {
"future_return": -0.033177,
"horizon_days": 21,
"hist_return": 0.039726,
"annualized_vol": 0.08828799999999999,
"has_text": true,
"text_chars": 3020
} |
T1_all_20191127_0830 | T1 | 1 | train | sideways | all | [
"IWM"
] | 2019-11-27T00:00:00 | IWM over past 60 days: cumulative return +9.8%, annualized vol 13.5%. Market regime: sideways. | Asset: IWM
Historical prices (past 60 trading days): start=135.85, end=149.10, cumulative_return=+9.8%, annualized_volatility=13.5%
Macro context: {'fed_funds_rate': 1.55, 'cpi_yoy': 257.879, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.16, 't10y3m_spread': 0.14, 'breakeven_10y': 1.62, 'hy_oas':... | positive | 0.022345 | The actual 21-day forward return for IWM starting 2019-11-27 was +2.23%, which classifies as 'positive'. | {
"future_return": 0.022345,
"horizon_days": 21,
"hist_return": 0.09752699999999999,
"annualized_vol": 0.134791,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210210_0832 | T1 | 1 | train | sideways | all | [
"LINK-USD"
] | 2021-02-10T00:00:00 | LINK-USD over past 60 days: cumulative return +126.0%, annualized vol 124.3%. Market regime: sideways. | Asset: LINK-USD
Historical prices (past 60 trading days): start=12.21, end=27.59, cumulative_return=+126.0%, annualized_volatility=124.3%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 263.579, 'unemployment': 6.2, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 1.07, 't10y3m_spread': 1.14, 'breakeven_10y': 2.22, 'hy... | positive | 0.116548 | The actual 21-day forward return for LINK-USD starting 2021-02-10 was +11.65%, which classifies as 'positive'. | {
"future_return": 0.116548,
"horizon_days": 21,
"hist_return": 1.260125,
"annualized_vol": 1.242656,
"has_text": false,
"text_chars": 0
} |
T1_all_20181115_0834 | T1 | 1 | train | sideways | all | [
"ADA-USD"
] | 2018-11-15T00:00:00 | ADA-USD over past 60 days: cumulative return -7.3%, annualized vol 74.1%. Market regime: sideways. | Asset: ADA-USD
Historical prices (past 60 trading days): start=0.07, end=0.06, cumulative_return=-7.3%, annualized_volatility=74.1%
Macro context: {'fed_funds_rate': 2.2, 'cpi_yoy': 252.594, 'unemployment': 3.8, 'gdp_growth_qoq': 20304.874, 't10y2y_spread': 0.26, 't10y3m_spread': 0.74, 'breakeven_10y': 2.0, 'hy_oas': 3... | negative | -0.51532 | The actual 21-day forward return for ADA-USD starting 2018-11-15 was -51.53%, which classifies as 'negative'. | {
"future_return": -0.51532,
"horizon_days": 21,
"hist_return": -0.07345299999999999,
"annualized_vol": 0.740702,
"has_text": false,
"text_chars": 0
} |
T1_all_20170413_0836 | T1 | 1 | train | sideways | all | [
"SCHH"
] | 2017-04-13T00:00:00 | SCHH over past 60 days: cumulative return +1.3%, annualized vol 11.2%. Market regime: sideways. | Asset: SCHH
Historical prices (past 60 trading days): start=15.92, end=16.13, cumulative_return=+1.3%, annualized_volatility=11.2%
Macro context: {'fed_funds_rate': 0.91, 'cpi_yoy': 244.193, 'unemployment': 4.4, 'gdp_growth_qoq': 19506.949, 't10y2y_spread': 1.04, 't10y3m_spread': 1.47, 'breakeven_10y': 1.9, 'hy_oas': 3... | negative | -0.036806 | The actual 21-day forward return for SCHH starting 2017-04-13 was -3.68%, which classifies as 'negative'. | {
"future_return": -0.036806,
"horizon_days": 21,
"hist_return": 0.013437,
"annualized_vol": 0.11155599999999999,
"has_text": false,
"text_chars": 0
} |
T1_all_20190329_0839 | T1 | 1 | train | sideways | all | [
"EEM"
] | 2019-03-29T00:00:00 | EEM over past 60 days: cumulative return +8.5%, annualized vol 17.2%. Market regime: sideways. | Asset: EEM
Historical prices (past 60 trading days): start=33.32, end=36.14, cumulative_return=+8.5%, annualized_volatility=17.2%
Macro context: {'fed_funds_rate': 2.41, 'cpi_yoy': 254.277, 'unemployment': 3.8, 'gdp_growth_qoq': 20431.641, 't10y2y_spread': 0.16, 't10y3m_spread': -0.04, 'breakeven_10y': 1.83, 'hy_oas': ... | positive | 0.024464 | The actual 21-day forward return for EEM starting 2019-03-29 was +2.45%, which classifies as 'positive'. | {
"future_return": 0.024464,
"horizon_days": 21,
"hist_return": 0.084781,
"annualized_vol": 0.171731,
"has_text": true,
"text_chars": 3020
} |
T1_all_20161005_0841 | T1 | 1 | train | sideways | all | [
"IWM"
] | 2016-10-05T00:00:00 | IWM over past 60 days: cumulative return +3.2%, annualized vol 13.5%. Market regime: sideways. | Asset: IWM
Historical prices (past 60 trading days): start=105.87, end=109.26, cumulative_return=+3.2%, annualized_volatility=13.5%
Macro context: {'fed_funds_rate': 0.4, 'cpi_yoy': 241.741, 'unemployment': 4.9, 'gdp_growth_qoq': 19304.352, 't10y2y_spread': 0.87, 't10y3m_spread': 1.36, 'breakeven_10y': 1.62, 'hy_oas': ... | negative | -0.072207 | The actual 21-day forward return for IWM starting 2016-10-05 was -7.22%, which classifies as 'negative'. | {
"future_return": -0.072207,
"horizon_days": 21,
"hist_return": 0.031996,
"annualized_vol": 0.134635,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220729_0844 | T1 | 1 | train | sideways | all | [
"EWJ"
] | 2022-07-29T00:00:00 | EWJ over past 60 days: cumulative return -1.5%, annualized vol 18.8%. Market regime: sideways. | Asset: EWJ
Historical prices (past 60 trading days): start=51.60, end=50.81, cumulative_return=-1.5%, annualized_volatility=18.8%
Macro context: {'fed_funds_rate': 2.33, 'cpi_yoy': 294.913, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.17, 't10y3m_spread': 0.26, 'breakeven_10y': 2.48, 'hy_oas': ... | negative | -0.040249 | The actual 21-day forward return for EWJ starting 2022-07-29 was -4.02%, which classifies as 'negative'. | {
"future_return": -0.040249,
"horizon_days": 21,
"hist_return": -0.015418,
"annualized_vol": 0.187713,
"has_text": true,
"text_chars": 9046
} |
T1_all_20170124_0846 | T1 | 1 | train | sideways | all | [
"XLK"
] | 2017-01-24T00:00:00 | XLK over past 60 days: cumulative return +5.4%, annualized vol 12.2%. Market regime: sideways. | Asset: XLK
Historical prices (past 60 trading days): start=21.52, end=22.67, cumulative_return=+5.4%, annualized_volatility=12.2%
Macro context: {'fed_funds_rate': 0.66, 'cpi_yoy': 243.618, 'unemployment': 4.7, 'gdp_growth_qoq': 19398.343, 't10y2y_spread': 1.25, 't10y3m_spread': 1.9, 'breakeven_10y': 2.02, 'hy_oas': 4.... | positive | 0.046016 | The actual 21-day forward return for XLK starting 2017-01-24 was +4.60%, which classifies as 'positive'. | {
"future_return": 0.046016,
"horizon_days": 21,
"hist_return": 0.053841,
"annualized_vol": 0.122211,
"has_text": true,
"text_chars": 3020
} |
T1_all_20170911_0848 | T1 | 1 | train | sideways | all | [
"PALL"
] | 2017-09-11T00:00:00 | PALL over past 60 days: cumulative return +7.2%, annualized vol 22.0%. Market regime: sideways. | Asset: PALL
Historical prices (past 60 trading days): start=83.46, end=89.45, cumulative_return=+7.2%, annualized_volatility=22.0%
Macro context: {'fed_funds_rate': 1.16, 'cpi_yoy': 246.435, 'unemployment': 4.3, 'gdp_growth_qoq': 19660.766, 't10y2y_spread': 0.79, 't10y3m_spread': 1.02, 'breakeven_10y': 1.81, 'hy_oas': ... | flat | -0.008604 | The actual 21-day forward return for PALL starting 2017-09-11 was -0.86%, which classifies as 'flat'. | {
"future_return": -0.008603999999999999,
"horizon_days": 21,
"hist_return": 0.071771,
"annualized_vol": 0.22048299999999998,
"has_text": false,
"text_chars": 0
} |
T1_all_20190715_0851 | T1 | 1 | train | sideways | all | [
"LINK-USD"
] | 2019-07-15T00:00:00 | LINK-USD over past 60 days: cumulative return +201.0%, annualized vol 133.6%. Market regime: sideways. | Asset: LINK-USD
Historical prices (past 60 trading days): start=0.93, end=2.79, cumulative_return=+201.0%, annualized_volatility=133.6%
Macro context: {'fed_funds_rate': 2.38, 'cpi_yoy': 255.802, 'unemployment': 3.7, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.28, 't10y3m_spread': -0.02, 'breakeven_10y': 1.77, 'hy_... | negative | -0.08947 | The actual 21-day forward return for LINK-USD starting 2019-07-15 was -8.95%, which classifies as 'negative'. | {
"future_return": -0.08947000000000001,
"horizon_days": 21,
"hist_return": 2.009723,
"annualized_vol": 1.335883,
"has_text": false,
"text_chars": 0
} |
T1_all_20220314_0854 | T1 | 1 | train | sideways | all | [
"GLD"
] | 2022-03-14T00:00:00 | GLD over past 60 days: cumulative return +10.8%, annualized vol 14.3%. Market regime: sideways. | Asset: GLD
Historical prices (past 60 trading days): start=167.09, end=185.09, cumulative_return=+10.8%, annualized_volatility=14.3%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 287.674, 'unemployment': 3.7, 'gdp_growth_qoq': 21932.71, 't10y2y_spread': 0.25, 't10y3m_spread': 1.6, 'breakeven_10y': 2.86, 'hy_oas': ... | flat | 0.008064 | The actual 21-day forward return for GLD starting 2022-03-14 was +0.81%, which classifies as 'flat'. | {
"future_return": 0.008064,
"horizon_days": 21,
"hist_return": 0.10772599999999999,
"annualized_vol": 0.142844,
"has_text": false,
"text_chars": 0
} |
T1_all_20180112_0856 | T1 | 1 | train | sideways | all | [
"BTC-USD"
] | 2018-01-12T00:00:00 | BTC-USD over past 60 days: cumulative return +104.4%, annualized vol 100.1%. Market regime: sideways. | Asset: BTC-USD
Historical prices (past 60 trading days): start=6559.49, end=13405.80, cumulative_return=+104.4%, annualized_volatility=100.1%
Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 248.859, 'unemployment': 4.0, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.56, 't10y3m_spread': 1.11, 'breakeven_10y': 2.0, ... | negative | -0.368357 | The actual 21-day forward return for BTC-USD starting 2018-01-12 was -36.84%, which classifies as 'negative'. | {
"future_return": -0.368357,
"horizon_days": 21,
"hist_return": 1.043726,
"annualized_vol": 1.001012,
"has_text": false,
"text_chars": 0
} |
T1_all_20171026_0859 | T1 | 1 | train | sideways | all | [
"VEA"
] | 2017-10-26T00:00:00 | VEA over past 60 days: cumulative return +2.8%, annualized vol 7.1%. Market regime: sideways. | Asset: VEA
Historical prices (past 60 trading days): start=32.86, end=33.79, cumulative_return=+2.8%, annualized_volatility=7.1%
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': 1.32, 'breakeven_10y': 1.88, 'hy_oas': 3.... | positive | 0.023106 | The actual 21-day forward return for VEA starting 2017-10-26 was +2.31%, which classifies as 'positive'. | {
"future_return": 0.023105999999999998,
"horizon_days": 21,
"hist_return": 0.02833,
"annualized_vol": 0.071162,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190704_0861 | T1 | 1 | train | sideways | all | [
"EWJ"
] | 2019-07-04T00:00:00 | EWJ over past 60 days: cumulative return +2.3%, annualized vol 12.4%. Market regime: sideways. | Asset: EWJ
Historical prices (past 60 trading days): start=47.12, end=48.20, cumulative_return=+2.3%, annualized_volatility=12.4%
Macro context: {'fed_funds_rate': 2.41, 'cpi_yoy': 255.802, 'unemployment': 3.7, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.19, 't10y3m_spread': -0.25, 'breakeven_10y': 1.65, 'hy_oas': ... | negative | -0.025068 | The actual 21-day forward return for EWJ starting 2019-07-04 was -2.51%, which classifies as 'negative'. | {
"future_return": -0.025068,
"horizon_days": 21,
"hist_return": 0.022876,
"annualized_vol": 0.12421099999999999,
"has_text": true,
"text_chars": 3020
} |
T1_all_20180627_0863 | T1 | 1 | train | sideways | all | [
"PALL"
] | 2018-06-27T00:00:00 | PALL over past 60 days: cumulative return +3.4%, annualized vol 22.9%. Market regime: sideways. | Asset: PALL
Historical prices (past 60 trading days): start=88.25, end=91.29, cumulative_return=+3.4%, annualized_volatility=22.9%
Macro context: {'fed_funds_rate': 1.92, 'cpi_yoy': 251.018, 'unemployment': 4.0, 'gdp_growth_qoq': 20150.476, 't10y2y_spread': 0.35, 't10y3m_spread': 0.95, 'breakeven_10y': 2.12, 'hy_oas': ... | negative | -0.014722 | The actual 21-day forward return for PALL starting 2018-06-27 was -1.47%, which classifies as 'negative'. | {
"future_return": -0.014721999999999999,
"horizon_days": 21,
"hist_return": 0.034448,
"annualized_vol": 0.22891199999999998,
"has_text": false,
"text_chars": 0
} |
T1_all_20180629_0865 | T1 | 1 | train | sideways | all | [
"EWJ"
] | 2018-06-29T00:00:00 | EWJ over past 60 days: cumulative return -3.3%, annualized vol 8.8%. Market regime: sideways. | Asset: EWJ
Historical prices (past 60 trading days): start=51.15, end=49.45, cumulative_return=-3.3%, annualized_volatility=8.8%
Macro context: {'fed_funds_rate': 1.91, 'cpi_yoy': 251.018, 'unemployment': 4.0, 'gdp_growth_qoq': 20150.476, 't10y2y_spread': 0.32, 't10y3m_spread': 0.91, 'breakeven_10y': 2.1, 'hy_oas': 3.6... | positive | 0.018477 | The actual 21-day forward return for EWJ starting 2018-06-29 was +1.85%, which classifies as 'positive'. | {
"future_return": 0.018477,
"horizon_days": 21,
"hist_return": -0.033354,
"annualized_vol": 0.088406,
"has_text": true,
"text_chars": 3020
} |
T1_all_20160512_0867 | T1 | 1 | train | sideways | all | [
"ACWI"
] | 2016-05-12T00:00:00 | ACWI over past 60 days: cumulative return +7.5%, annualized vol 13.7%. Market regime: sideways. | Asset: ACWI
Historical prices (past 60 trading days): start=43.19, end=46.42, cumulative_return=+7.5%, annualized_volatility=13.7%
Macro context: {'fed_funds_rate': 0.37, 'cpi_yoy': 239.557, 'unemployment': 4.8, 'gdp_growth_qoq': 19062.709, 't10y2y_spread': 0.99, 't10y3m_spread': 1.47, 'breakeven_10y': 1.59, 'hy_oas': ... | flat | 0.008536 | The actual 21-day forward return for ACWI starting 2016-05-12 was +0.85%, which classifies as 'flat'. | {
"future_return": 0.008536,
"horizon_days": 21,
"hist_return": 0.07471799999999999,
"annualized_vol": 0.137049,
"has_text": true,
"text_chars": 3020
} |
T1_all_20181015_0869 | T1 | 1 | train | sideways | all | [
"XLP"
] | 2018-10-15T00:00:00 | XLP over past 60 days: cumulative return -0.2%, annualized vol 11.3%. Market regime: sideways. | Asset: XLP
Historical prices (past 60 trading days): start=42.93, end=42.84, cumulative_return=-0.2%, annualized_volatility=11.3%
Macro context: {'fed_funds_rate': 2.18, 'cpi_yoy': 252.772, 'unemployment': 3.8, 'gdp_growth_qoq': 20304.874, 't10y2y_spread': 0.3, 't10y3m_spread': 0.87, 'breakeven_10y': 2.12, 'hy_oas': 3.... | positive | 0.070019 | The actual 21-day forward return for XLP starting 2018-10-15 was +7.00%, which classifies as 'positive'. | {
"future_return": 0.070019,
"horizon_days": 21,
"hist_return": -0.002082,
"annualized_vol": 0.11322000000000002,
"has_text": true,
"text_chars": 3020
} |
T1_all_20150306_0873 | T1 | 1 | train | sideways | all | [
"VTI"
] | 2015-03-06T00:00:00 | VTI over past 60 days: cumulative return +2.9%, annualized vol 13.6%. Market regime: sideways. | Asset: VTI
Historical prices (past 60 trading days): start=87.82, end=90.35, cumulative_return=+2.9%, annualized_volatility=13.6%
Macro context: {'fed_funds_rate': 0.11, 'cpi_yoy': 235.976, 'unemployment': 5.4, 'gdp_growth_qoq': 18666.621, 't10y2y_spread': 1.46, 't10y3m_spread': 2.09, 'breakeven_10y': 1.84, 'hy_oas': 4... | positive | 0.010947 | The actual 21-day forward return for VTI starting 2015-03-06 was +1.09%, which classifies as 'positive'. | {
"future_return": 0.010947,
"horizon_days": 21,
"hist_return": 0.028794999999999998,
"annualized_vol": 0.136066,
"has_text": true,
"text_chars": 3020
} |
T1_all_20150918_0875 | T1 | 1 | train | sideways | all | [
"XLP"
] | 2015-09-18T00:00:00 | XLP over past 60 days: cumulative return -0.8%, annualized vol 15.9%. Market regime: sideways. | Asset: XLP
Historical prices (past 60 trading days): start=36.36, end=36.08, cumulative_return=-0.8%, annualized_volatility=15.9%
Macro context: {'fed_funds_rate': 0.14, 'cpi_yoy': 237.498, 'unemployment': 5.0, 'gdp_growth_qoq': 18857.418, 't10y2y_spread': 1.51, 't10y3m_spread': 2.2, 'breakeven_10y': 1.58, 'hy_oas': 5.... | positive | 0.054025 | The actual 21-day forward return for XLP starting 2015-09-18 was +5.40%, which classifies as 'positive'. | {
"future_return": 0.054025,
"horizon_days": 21,
"hist_return": -0.0076419999999999995,
"annualized_vol": 0.158958,
"has_text": true,
"text_chars": 3020
} |
T1_all_20201130_0877 | T1 | 1 | train | sideways | all | [
"DBC"
] | 2020-11-30T00:00:00 | DBC over past 60 days: cumulative return +9.4%, annualized vol 17.2%. Market regime: sideways. | Asset: DBC
Historical prices (past 60 trading days): start=11.16, end=12.20, cumulative_return=+9.4%, annualized_volatility=17.2%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 260.911, 'unemployment': 6.7, 'gdp_growth_qoq': 20791.917, 't10y2y_spread': 0.68, 't10y3m_spread': 0.75, 'breakeven_10y': 1.75, 'hy_oas': 4... | positive | 0.050215 | The actual 21-day forward return for DBC starting 2020-11-30 was +5.02%, which classifies as 'positive'. | {
"future_return": 0.050214999999999996,
"horizon_days": 21,
"hist_return": 0.09360399999999999,
"annualized_vol": 0.172254,
"has_text": false,
"text_chars": 0
} |
T1_all_20210924_0879 | T1 | 1 | train | sideways | all | [
"EEM"
] | 2021-09-24T00:00:00 | EEM over past 60 days: cumulative return -6.8%, annualized vol 17.5%. Market regime: sideways. | Asset: EEM
Historical prices (past 60 trading days): start=49.29, end=45.93, cumulative_return=-6.8%, annualized_volatility=17.5%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 273.91, 'unemployment': 4.7, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.14, 't10y3m_spread': 1.38, 'breakeven_10y': 2.31, 'hy_oas': 3.... | positive | 0.03013 | The actual 21-day forward return for EEM starting 2021-09-24 was +3.01%, which classifies as 'positive'. | {
"future_return": 0.030130000000000004,
"horizon_days": 21,
"hist_return": -0.068178,
"annualized_vol": 0.174918,
"has_text": true,
"text_chars": 3020
} |
T1_all_20160908_0880 | T1 | 1 | train | sideways | all | [
"IWM"
] | 2016-09-08T00:00:00 | IWM over past 60 days: cumulative return +10.1%, annualized vol 16.5%. Market regime: sideways. | Asset: IWM
Historical prices (past 60 trading days): start=100.69, end=110.90, cumulative_return=+10.1%, annualized_volatility=16.5%
Macro context: {'fed_funds_rate': 0.4, 'cpi_yoy': 241.176, 'unemployment': 5.0, 'gdp_growth_qoq': 19197.938, 't10y2y_spread': 0.8, 't10y3m_spread': 1.2, 'breakeven_10y': 1.51, 'hy_oas': 5... | negative | -0.015904 | The actual 21-day forward return for IWM starting 2016-09-08 was -1.59%, which classifies as 'negative'. | {
"future_return": -0.015903999999999998,
"horizon_days": 21,
"hist_return": 0.101492,
"annualized_vol": 0.165072,
"has_text": true,
"text_chars": 3020
} |
T1_all_20170116_0882 | T1 | 1 | train | sideways | all | [
"^VIX"
] | 2017-01-16T00:00:00 | ^VIX over past 60 days: cumulative return -22.1%, annualized vol 94.7%. Market regime: sideways. | Asset: ^VIX
Historical prices (past 60 trading days): start=14.41, end=11.23, cumulative_return=-22.1%, annualized_volatility=94.7%
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': 1.87, 'breakeven_10y': 1.99, 'hy_oas':... | flat | 0.008425 | The actual 21-day forward return for ^VIX starting 2017-01-16 was +0.84%, which classifies as 'flat'. | {
"future_return": 0.008425,
"horizon_days": 21,
"hist_return": -0.22068000000000002,
"annualized_vol": 0.9473579999999999,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190912_0884 | T1 | 1 | train | sideways | all | [
"FXI"
] | 2019-09-12T00:00:00 | FXI over past 60 days: cumulative return -0.6%, annualized vol 19.4%. Market regime: sideways. | Asset: FXI
Historical prices (past 60 trading days): start=35.61, end=35.38, cumulative_return=-0.6%, annualized_volatility=19.4%
Macro context: {'fed_funds_rate': 2.13, 'cpi_yoy': 256.43, 'unemployment': 3.5, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.07, 't10y3m_spread': -0.21, 'breakeven_10y': 1.6, 'hy_oas': 3.... | flat | -0.003616 | The actual 21-day forward return for FXI starting 2019-09-12 was -0.36%, which classifies as 'flat'. | {
"future_return": -0.003616,
"horizon_days": 21,
"hist_return": -0.00649,
"annualized_vol": 0.194399,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200203_0887 | T1 | 1 | train | sideways | all | [
"XRP-USD"
] | 2020-02-03T00:00:00 | XRP-USD over past 60 days: cumulative return +12.5%, annualized vol 55.3%. Market regime: sideways. | Asset: XRP-USD
Historical prices (past 60 trading days): start=0.22, end=0.25, cumulative_return=+12.5%, annualized_volatility=55.3%
Macro context: {'fed_funds_rate': 1.59, 'cpi_yoy': 259.25, 'unemployment': 3.5, 'gdp_growth_qoq': 20709.212, 't10y2y_spread': 0.18, 't10y3m_spread': -0.04, 'breakeven_10y': 1.65, 'hy_oas'... | positive | 0.062837 | The actual 21-day forward return for XRP-USD starting 2020-02-03 was +6.28%, which classifies as 'positive'. | {
"future_return": 0.062837,
"horizon_days": 21,
"hist_return": 0.124731,
"annualized_vol": 0.553298,
"has_text": false,
"text_chars": 0
} |
T1_all_20200601_0890 | T1 | 1 | train | sideways | all | [
"ITB"
] | 2020-06-01T00:00:00 | ITB over past 60 days: cumulative return -5.5%, annualized vol 56.1%. Market regime: sideways. | Asset: ITB
Historical prices (past 60 trading days): start=43.70, end=41.30, cumulative_return=-5.5%, annualized_volatility=56.1%
Macro context: {'fed_funds_rate': 0.05, 'cpi_yoy': 255.802, 'unemployment': 13.2, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.49, 't10y3m_spread': 0.51, 'breakeven_10y': 1.15, 'hy_oas': ... | positive | 0.019961 | The actual 21-day forward return for ITB starting 2020-06-01 was +2.00%, which classifies as 'positive'. | {
"future_return": 0.019961,
"horizon_days": 21,
"hist_return": -0.054945,
"annualized_vol": 0.561133,
"has_text": false,
"text_chars": 0
} |
T1_all_20151028_0892 | T1 | 1 | train | sideways | all | [
"EWJ"
] | 2015-10-28T00:00:00 | EWJ over past 60 days: cumulative return -3.6%, annualized vol 24.6%. Market regime: sideways. | Asset: EWJ
Historical prices (past 60 trading days): start=41.75, end=40.26, cumulative_return=-3.6%, annualized_volatility=24.6%
Macro context: {'fed_funds_rate': 0.12, 'cpi_yoy': 237.733, 'unemployment': 5.0, 'gdp_growth_qoq': 18892.206, 't10y2y_spread': 1.4, 't10y3m_spread': 2.02, 'breakeven_10y': 1.48, 'hy_oas': 6.... | flat | -0.003195 | The actual 21-day forward return for EWJ starting 2015-10-28 was -0.32%, which classifies as 'flat'. | {
"future_return": -0.003195,
"horizon_days": 21,
"hist_return": -0.03577,
"annualized_vol": 0.24554199999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220531_0894 | T1 | 1 | train | sideways | all | [
"IWM"
] | 2022-05-31T00:00:00 | IWM over past 60 days: cumulative return -5.4%, annualized vol 29.9%. Market regime: sideways. | Asset: IWM
Historical prices (past 60 trading days): start=188.25, end=178.16, cumulative_return=-5.4%, annualized_volatility=29.9%
Macro context: {'fed_funds_rate': 0.83, 'cpi_yoy': 291.298, 'unemployment': 3.6, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.27, 't10y3m_spread': 1.66, 'breakeven_10y': 2.63, 'hy_oas':... | negative | -0.083663 | The actual 21-day forward return for IWM starting 2022-05-31 was -8.37%, which classifies as 'negative'. | {
"future_return": -0.083663,
"horizon_days": 21,
"hist_return": -0.053614999999999996,
"annualized_vol": 0.298552,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200427_0898 | T1 | 1 | train | sideways | all | [
"VLUE"
] | 2020-04-27T00:00:00 | VLUE over past 60 days: cumulative return -23.0%, annualized vol 37.8%. Market regime: sideways. | Asset: VLUE
Historical prices (past 60 trading days): start=74.38, end=57.26, cumulative_return=-23.0%, annualized_volatility=37.8%
Macro context: {'fed_funds_rate': 0.05, 'cpi_yoy': 256.032, 'unemployment': 14.8, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.38, 't10y3m_spread': 0.48, 'breakeven_10y': 1.11, 'hy_oas'... | positive | 0.080868 | The actual 21-day forward return for VLUE starting 2020-04-27 was +8.09%, which classifies as 'positive'. | {
"future_return": 0.080868,
"horizon_days": 21,
"hist_return": -0.230202,
"annualized_vol": 0.378312,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220215_0900 | T1 | 1 | train | sideways | all | [
"BTC-USD"
] | 2022-02-15T00:00:00 | BTC-USD over past 60 days: cumulative return -7.8%, annualized vol 47.1%. Market regime: sideways. | Asset: BTC-USD
Historical prices (past 60 trading days): start=46202.14, end=42586.92, cumulative_return=-7.8%, annualized_volatility=47.1%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 284.5, 'unemployment': 3.9, 'gdp_growth_qoq': 21932.71, 't10y2y_spread': 0.4, 't10y3m_spread': 1.55, 'breakeven_10y': 2.48, 'hy_o... | negative | -0.130968 | The actual 21-day forward return for BTC-USD starting 2022-02-15 was -13.10%, which classifies as 'negative'. | {
"future_return": -0.130968,
"horizon_days": 21,
"hist_return": -0.078248,
"annualized_vol": 0.471263,
"has_text": true,
"text_chars": 20
} |
T1_all_20161228_0902 | T1 | 1 | train | sideways | all | [
"VEA"
] | 2016-12-28T00:00:00 | VEA over past 60 days: cumulative return -1.7%, annualized vol 9.3%. Market regime: sideways. | Asset: VEA
Historical prices (past 60 trading days): start=28.05, end=27.57, cumulative_return=-1.7%, annualized_volatility=9.3%
Macro context: {'fed_funds_rate': 0.66, 'cpi_yoy': 242.637, 'unemployment': 4.7, 'gdp_growth_qoq': 19304.352, 't10y2y_spread': 1.29, 't10y3m_spread': 2.06, 'breakeven_10y': 1.99, 'hy_oas': 4.... | positive | 0.04623 | The actual 21-day forward return for VEA starting 2016-12-28 was +4.62%, which classifies as 'positive'. | {
"future_return": 0.04623000000000001,
"horizon_days": 21,
"hist_return": -0.016888,
"annualized_vol": 0.09335299999999999,
"has_text": true,
"text_chars": 3020
} |
T1_all_20200603_0904 | T1 | 1 | train | sideways | all | [
"QQQ"
] | 2020-06-03T00:00:00 | QQQ over past 60 days: cumulative return +22.0%, annualized vol 36.1%. Market regime: sideways. | Asset: QQQ
Historical prices (past 60 trading days): start=186.55, end=227.57, cumulative_return=+22.0%, annualized_volatility=36.1%
Macro context: {'fed_funds_rate': 0.06, 'cpi_yoy': 257.042, 'unemployment': 11.0, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.51, 't10y3m_spread': 0.53, 'breakeven_10y': 1.18, 'hy_oas... | positive | 0.067339 | The actual 21-day forward return for QQQ starting 2020-06-03 was +6.73%, which classifies as 'positive'. | {
"future_return": 0.067339,
"horizon_days": 21,
"hist_return": 0.21988000000000002,
"annualized_vol": 0.36056699999999997,
"has_text": true,
"text_chars": 3020
} |
T1_all_20220606_0908 | T1 | 1 | train | sideways | all | [
"QQQ"
] | 2022-06-06T00:00:00 | QQQ over past 60 days: cumulative return -7.5%, annualized vol 34.8%. Market regime: sideways. | Asset: QQQ
Historical prices (past 60 trading days): start=322.62, end=298.57, cumulative_return=-7.5%, annualized_volatility=34.8%
Macro context: {'fed_funds_rate': 0.83, 'cpi_yoy': 294.957, 'unemployment': 3.6, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.3, 't10y3m_spread': 1.75, 'breakeven_10y': 2.74, 'hy_oas': ... | negative | -0.037995 | The actual 21-day forward return for QQQ starting 2022-06-06 was -3.80%, which classifies as 'negative'. | {
"future_return": -0.037995,
"horizon_days": 21,
"hist_return": -0.07453599999999999,
"annualized_vol": 0.347922,
"has_text": true,
"text_chars": 3020
} |
T1_all_20191211_0910 | T1 | 1 | train | sideways | all | [
"LINK-USD"
] | 2019-12-11T00:00:00 | LINK-USD over past 60 days: cumulative return -12.9%, annualized vol 54.6%. Market regime: sideways. | Asset: LINK-USD
Historical prices (past 60 trading days): start=2.61, end=2.27, cumulative_return=-12.9%, annualized_volatility=54.6%
Macro context: {'fed_funds_rate': 1.55, 'cpi_yoy': 258.63, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.2, 't10y3m_spread': 0.29, 'breakeven_10y': 1.71, 'hy_oas':... | negative | -0.170524 | The actual 21-day forward return for LINK-USD starting 2019-12-11 was -17.05%, which classifies as 'negative'. | {
"future_return": -0.17052399999999998,
"horizon_days": 21,
"hist_return": -0.129056,
"annualized_vol": 0.545546,
"has_text": false,
"text_chars": 0
} |
T1_all_20181106_0913 | T1 | 1 | train | sideways | all | [
"MTUM"
] | 2018-11-06T00:00:00 | MTUM over past 60 days: cumulative return -3.6%, annualized vol 20.7%. Market regime: sideways. | Asset: MTUM
Historical prices (past 60 trading days): start=103.60, end=99.88, cumulative_return=-3.6%, annualized_volatility=20.7%
Macro context: {'fed_funds_rate': 2.2, 'cpi_yoy': 252.594, 'unemployment': 3.8, 'gdp_growth_qoq': 20304.874, 't10y2y_spread': 0.29, 't10y3m_spread': 0.84, 'breakeven_10y': 2.06, 'hy_oas': ... | negative | -0.047131 | The actual 21-day forward return for MTUM starting 2018-11-06 was -4.71%, which classifies as 'negative'. | {
"future_return": -0.047131,
"horizon_days": 21,
"hist_return": -0.035890000000000005,
"annualized_vol": 0.206895,
"has_text": true,
"text_chars": 3020
} |
T1_all_20180330_0915 | T1 | 1 | train | sideways | all | [
"EEM"
] | 2018-03-30T00:00:00 | EEM over past 60 days: cumulative return -0.4%, annualized vol 24.6%. Market regime: sideways. | Asset: EEM
Historical prices (past 60 trading days): start=40.37, end=40.21, cumulative_return=-0.4%, annualized_volatility=24.6%
Macro context: {'fed_funds_rate': 1.68, 'cpi_yoy': 249.577, 'unemployment': 4.0, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.47, 't10y3m_spread': 1.01, 'breakeven_10y': 2.05, 'hy_oas': 3... | negative | -0.010335 | The actual 21-day forward return for EEM starting 2018-03-30 was -1.03%, which classifies as 'negative'. | {
"future_return": -0.010334999999999999,
"horizon_days": 21,
"hist_return": -0.003920000000000001,
"annualized_vol": 0.246352,
"has_text": true,
"text_chars": 3020
} |
T1_all_20160426_0918 | T1 | 1 | train | sideways | all | [
"VLUE"
] | 2016-04-26T00:00:00 | VLUE over past 60 days: cumulative return +8.4%, annualized vol 18.2%. Market regime: sideways. | Asset: VLUE
Historical prices (past 60 trading days): start=44.66, end=48.41, cumulative_return=+8.4%, annualized_volatility=18.2%
Macro context: {'fed_funds_rate': 0.37, 'cpi_yoy': 238.992, 'unemployment': 5.1, 'gdp_growth_qoq': 19062.709, 't10y2y_spread': 1.06, 't10y3m_spread': 1.66, 'breakeven_10y': 1.65, 'hy_oas': ... | negative | -0.01031 | The actual 21-day forward return for VLUE starting 2016-04-26 was -1.03%, which classifies as 'negative'. | {
"future_return": -0.010310000000000001,
"horizon_days": 21,
"hist_return": 0.083981,
"annualized_vol": 0.18167799999999998,
"has_text": true,
"text_chars": 3020
} |
T1_all_20211027_0920 | T1 | 1 | train | sideways | all | [
"XLRE"
] | 2021-10-27T00:00:00 | XLRE over past 60 days: cumulative return +3.7%, annualized vol 13.2%. Market regime: sideways. | Asset: XLRE
Historical prices (past 60 trading days): start=39.76, end=41.24, cumulative_return=+3.7%, annualized_volatility=13.2%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 276.55, 'unemployment': 4.5, 'gdp_growth_qoq': 21988.737, 't10y2y_spread': 1.16, 't10y3m_spread': 1.57, 'breakeven_10y': 2.69, 'hy_oas': 3... | flat | 0.002096 | The actual 21-day forward return for XLRE starting 2021-10-27 was +0.21%, which classifies as 'flat'. | {
"future_return": 0.0020959999999999998,
"horizon_days": 21,
"hist_return": 0.037114999999999995,
"annualized_vol": 0.131988,
"has_text": true,
"text_chars": 3020
} |
T1_all_20181205_0924 | T1 | 1 | train | sideways | all | [
"ADA-USD"
] | 2018-12-05T00:00:00 | ADA-USD over past 60 days: cumulative return -53.6%, annualized vol 85.1%. Market regime: sideways. | Asset: ADA-USD
Historical prices (past 60 trading days): start=0.08, end=0.04, cumulative_return=-53.6%, annualized_volatility=85.1%
Macro context: {'fed_funds_rate': 2.2, 'cpi_yoy': 252.767, 'unemployment': 3.9, 'gdp_growth_qoq': 20304.874, 't10y2y_spread': 0.11, 't10y3m_spread': 0.49, 'breakeven_10y': 1.94, 'hy_oas':... | positive | 0.202826 | The actual 21-day forward return for ADA-USD starting 2018-12-05 was +20.28%, which classifies as 'positive'. | {
"future_return": 0.20282599999999998,
"horizon_days": 21,
"hist_return": -0.536315,
"annualized_vol": 0.850704,
"has_text": false,
"text_chars": 0
} |
T1_all_20160119_0926 | T1 | 1 | train | sideways | all | [
"VTI"
] | 2016-01-19T00:00:00 | VTI over past 60 days: cumulative return -5.0%, annualized vol 17.2%. Market regime: sideways. | Asset: VTI
Historical prices (past 60 trading days): start=87.18, end=82.84, cumulative_return=-5.0%, annualized_volatility=17.2%
Macro context: {'fed_funds_rate': 0.36, 'cpi_yoy': 237.652, 'unemployment': 4.8, 'gdp_growth_qoq': 19001.69, 't10y2y_spread': 1.18, 't10y3m_spread': 1.79, 'breakeven_10y': 1.36, 'hy_oas': 7.... | flat | 0 | The actual 21-day forward return for VTI starting 2016-01-19 was +0.00%, which classifies as 'flat'. | {
"future_return": 0,
"horizon_days": 21,
"hist_return": -0.049781,
"annualized_vol": 0.172214,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210112_0928 | T1 | 1 | train | sideways | all | [
"XLE"
] | 2021-01-12T00:00:00 | XLE over past 60 days: cumulative return +38.0%, annualized vol 39.1%. Market regime: sideways. | Asset: XLE
Historical prices (past 60 trading days): start=12.53, end=17.30, cumulative_return=+38.0%, annualized_volatility=39.1%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 262.687, 'unemployment': 6.4, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 1.01, 't10y3m_spread': 1.07, 'breakeven_10y': 2.06, 'hy_oas': ... | positive | 0.011024 | The actual 21-day forward return for XLE starting 2021-01-12 was +1.10%, which classifies as 'positive'. | {
"future_return": 0.011023999999999999,
"horizon_days": 21,
"hist_return": 0.380144,
"annualized_vol": 0.39133799999999996,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190705_0930 | T1 | 1 | train | sideways | all | [
"BTC-USD"
] | 2019-07-05T00:00:00 | BTC-USD over past 60 days: cumulative return +95.2%, annualized vol 81.2%. Market regime: sideways. | Asset: BTC-USD
Historical prices (past 60 trading days): start=5746.81, end=11215.44, cumulative_return=+95.2%, annualized_volatility=81.2%
Macro context: {'fed_funds_rate': 2.41, 'cpi_yoy': 255.802, 'unemployment': 3.7, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.19, 't10y3m_spread': -0.25, 'breakeven_10y': 1.65, ... | negative | -0.100939 | The actual 21-day forward return for BTC-USD starting 2019-07-05 was -10.09%, which classifies as 'negative'. | {
"future_return": -0.100939,
"horizon_days": 21,
"hist_return": 0.951595,
"annualized_vol": 0.811978,
"has_text": false,
"text_chars": 0
} |
T1_all_20150507_0932 | T1 | 1 | train | sideways | all | [
"IVV"
] | 2015-05-07T00:00:00 | IVV over past 60 days: cumulative return +1.0%, annualized vol 11.0%. Market regime: sideways. | Asset: IVV
Historical prices (past 60 trading days): start=171.93, end=173.73, cumulative_return=+1.0%, annualized_volatility=11.0%
Macro context: {'fed_funds_rate': 0.13, 'cpi_yoy': 237.001, 'unemployment': 5.6, 'gdp_growth_qoq': 18782.243, 't10y2y_spread': 1.6, 't10y3m_spread': 2.23, 'breakeven_10y': 1.91, 'hy_oas': ... | flat | 0.00428 | The actual 21-day forward return for IVV starting 2015-05-07 was +0.43%, which classifies as 'flat'. | {
"future_return": 0.00428,
"horizon_days": 21,
"hist_return": 0.010459,
"annualized_vol": 0.10957000000000001,
"has_text": true,
"text_chars": 3020
} |
T1_all_20180214_0934 | T1 | 1 | train | sideways | all | [
"EMB"
] | 2018-02-14T00:00:00 | EMB over past 60 days: cumulative return -2.3%, annualized vol 4.4%. Market regime: sideways. | Asset: EMB
Historical prices (past 60 trading days): start=77.03, end=75.27, cumulative_return=-2.3%, annualized_volatility=4.4%
Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 249.529, 'unemployment': 4.1, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.73, 't10y3m_spread': 1.24, 'breakeven_10y': 2.05, 'hy_oas': 3.... | positive | 0.010775 | The actual 21-day forward return for EMB starting 2018-02-14 was +1.08%, which classifies as 'positive'. | {
"future_return": 0.010775,
"horizon_days": 21,
"hist_return": -0.022890999999999998,
"annualized_vol": 0.04408,
"has_text": false,
"text_chars": 0
} |
T1_all_20191028_0936 | T1 | 1 | train | sideways | all | [
"VLUE"
] | 2019-10-28T00:00:00 | VLUE over past 60 days: cumulative return +5.4%, annualized vol 19.5%. Market regime: sideways. | Asset: VLUE
Historical prices (past 60 trading days): start=67.19, end=70.81, cumulative_return=+5.4%, annualized_volatility=19.5%
Macro context: {'fed_funds_rate': 1.83, 'cpi_yoy': 257.155, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.17, 't10y3m_spread': 0.14, 'breakeven_10y': 1.65, 'hy_oas': ... | positive | 0.028997 | The actual 21-day forward return for VLUE starting 2019-10-28 was +2.90%, which classifies as 'positive'. | {
"future_return": 0.028997,
"horizon_days": 21,
"hist_return": 0.053854,
"annualized_vol": 0.19488000000000003,
"has_text": true,
"text_chars": 3020
} |
T1_all_20190204_0938 | T1 | 1 | train | sideways | all | [
"XRP-USD"
] | 2019-02-04T00:00:00 | XRP-USD over past 60 days: cumulative return -2.8%, annualized vol 71.5%. Market regime: sideways. | Asset: XRP-USD
Historical prices (past 60 trading days): start=0.31, end=0.30, cumulative_return=-2.8%, annualized_volatility=71.5%
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': 0.3, 'breakeven_10y': 1.88, 'hy_oas': 4... | positive | 0.094311 | The actual 21-day forward return for XRP-USD starting 2019-02-04 was +9.43%, which classifies as 'positive'. | {
"future_return": 0.09431099999999999,
"horizon_days": 21,
"hist_return": -0.027607,
"annualized_vol": 0.714644,
"has_text": false,
"text_chars": 0
} |
T1_all_20170913_0940 | T1 | 1 | train | sideways | all | [
"EEM"
] | 2017-09-13T00:00:00 | EEM over past 60 days: cumulative return +9.7%, annualized vol 12.5%. Market regime: sideways. | Asset: EEM
Historical prices (past 60 trading days): start=33.99, end=37.28, cumulative_return=+9.7%, annualized_volatility=12.5%
Macro context: {'fed_funds_rate': 1.16, 'cpi_yoy': 246.435, 'unemployment': 4.3, 'gdp_growth_qoq': 19660.766, 't10y2y_spread': 0.84, 't10y3m_spread': 1.14, 'breakeven_10y': 1.84, 'hy_oas': 3... | positive | 0.023009 | The actual 21-day forward return for EEM starting 2017-09-13 was +2.30%, which classifies as 'positive'. | {
"future_return": 0.023008999999999998,
"horizon_days": 21,
"hist_return": 0.096578,
"annualized_vol": 0.124925,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210416_0942 | T1 | 1 | train | sideways | all | [
"ADA-USD"
] | 2021-04-16T00:00:00 | ADA-USD over past 60 days: cumulative return +72.1%, annualized vol 100.2%. Market regime: sideways. | Asset: ADA-USD
Historical prices (past 60 trading days): start=0.86, end=1.48, cumulative_return=+72.1%, annualized_volatility=100.2%
Macro context: {'fed_funds_rate': 0.07, 'cpi_yoy': 266.614, 'unemployment': 6.1, 'gdp_growth_qoq': 21440.929, 't10y2y_spread': 1.4, 't10y3m_spread': 1.54, 'breakeven_10y': 2.33, 'hy_oas'... | positive | 0.166911 | The actual 21-day forward return for ADA-USD starting 2021-04-16 was +16.69%, which classifies as 'positive'. | {
"future_return": 0.166911,
"horizon_days": 21,
"hist_return": 0.720752,
"annualized_vol": 1.001765,
"has_text": false,
"text_chars": 0
} |
T1_all_20191216_0944 | T1 | 1 | train | sideways | all | [
"XLE"
] | 2019-12-16T00:00:00 | XLE over past 60 days: cumulative return -1.6%, annualized vol 19.0%. Market regime: sideways. | Asset: XLE
Historical prices (past 60 trading days): start=22.72, end=22.36, cumulative_return=-1.6%, annualized_volatility=19.0%
Macro context: {'fed_funds_rate': 1.55, 'cpi_yoy': 258.63, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.21, 't10y3m_spread': 0.25, 'breakeven_10y': 1.7, 'hy_oas': 3.7... | positive | 0.01239 | The actual 21-day forward return for XLE starting 2019-12-16 was +1.24%, which classifies as 'positive'. | {
"future_return": 0.012390000000000002,
"horizon_days": 21,
"hist_return": -0.015829,
"annualized_vol": 0.190265,
"has_text": true,
"text_chars": 3020
} |
T1_all_20210726_0946 | T1 | 1 | train | sideways | all | [
"XLY"
] | 2021-07-26T00:00:00 | XLY over past 60 days: cumulative return +3.0%, annualized vol 14.1%. Market regime: sideways. | Asset: XLY
Historical prices (past 60 trading days): start=85.56, end=88.11, cumulative_return=+3.0%, annualized_volatility=14.1%
Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 271.903, 'unemployment': 5.4, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.08, 't10y3m_spread': 1.25, 'breakeven_10y': 2.35, 'hy_oas': 3.... | negative | -0.018686 | The actual 21-day forward return for XLY starting 2021-07-26 was -1.87%, which classifies as 'negative'. | {
"future_return": -0.018685999999999998,
"horizon_days": 21,
"hist_return": 0.029803,
"annualized_vol": 0.140695,
"has_text": true,
"text_chars": 3020
} |
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