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2015-02-05 00:00:00
2022-12-28 00:00:00
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52
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9.63k
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unknown
T1_all_20220524_0948
T1
1
train
sideways
all
[ "ADA-USD" ]
2022-05-24T00:00:00
ADA-USD over past 60 days: cumulative return -53.3%, annualized vol 96.4%. Market regime: sideways.
Asset: ADA-USD Historical prices (past 60 trading days): start=1.10, end=0.51, cumulative_return=-53.3%, annualized_volatility=96.4% Macro context: {'fed_funds_rate': 0.83, 'cpi_yoy': 291.298, 'unemployment': 3.6, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.21, 't10y3m_spread': 1.79, 'breakeven_10y': 2.6, 'hy_oas':...
negative
-0.070676
The actual 21-day forward return for ADA-USD starting 2022-05-24 was -7.07%, which classifies as 'negative'.
{ "future_return": -0.070676, "horizon_days": 21, "hist_return": -0.533099, "annualized_vol": 0.9636800000000001, "has_text": true, "text_chars": 20 }
T1_all_20180202_0950
T1
1
train
sideways
all
[ "JNK" ]
2018-02-02T00:00:00
JNK over past 60 days: cumulative return +1.2%, annualized vol 3.7%. Market regime: sideways.
Asset: JNK Historical prices (past 60 trading days): start=67.19, end=67.98, cumulative_return=+1.2%, annualized_volatility=3.7% Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 249.529, 'unemployment': 4.1, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.62, 't10y3m_spread': 1.3, 'breakeven_10y': 2.11, 'hy_oas': 3.2...
flat
-0.00351
The actual 21-day forward return for JNK starting 2018-02-02 was -0.35%, which classifies as 'flat'.
{ "future_return": -0.00351, "horizon_days": 21, "hist_return": 0.011743, "annualized_vol": 0.037264, "has_text": false, "text_chars": 0 }
T1_all_20180706_0953
T1
1
train
sideways
all
[ "XLE" ]
2018-07-06T00:00:00
XLE over past 60 days: cumulative return +7.2%, annualized vol 17.4%. Market regime: sideways.
Asset: XLE Historical prices (past 60 trading days): start=24.94, end=26.73, cumulative_return=+7.2%, annualized_volatility=17.4% 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': 0.88, 'breakeven_10y': 2.13, 'hy_oas': 3...
flat
-0.001982
The actual 21-day forward return for XLE starting 2018-07-06 was -0.20%, which classifies as 'flat'.
{ "future_return": -0.001982, "horizon_days": 21, "hist_return": 0.07188599999999999, "annualized_vol": 0.173541, "has_text": true, "text_chars": 3020 }
T1_all_20221209_0955
T1
1
train
sideways
all
[ "XLU" ]
2022-12-09T00:00:00
XLU over past 60 days: cumulative return -4.1%, annualized vol 26.2%. Market regime: sideways.
Asset: XLU Historical prices (past 60 trading days): start=33.34, end=31.98, cumulative_return=-4.1%, annualized_volatility=26.2% Macro context: {'fed_funds_rate': 3.83, 'cpi_yoy': 298.832, 'unemployment': 3.5, 'gdp_growth_qoq': 22278.345, 't10y2y_spread': -0.83, 't10y3m_spread': -0.8, 'breakeven_10y': 2.28, 'hy_oas': ...
positive
0.017434
The actual 21-day forward return for XLU starting 2022-12-09 was +1.74%, which classifies as 'positive'.
{ "future_return": 0.017433999999999998, "horizon_days": 21, "hist_return": -0.04104, "annualized_vol": 0.26199, "has_text": true, "text_chars": 3020 }
T1_all_20210128_0957
T1
1
train
sideways
all
[ "ACWI" ]
2021-01-28T00:00:00
ACWI over past 60 days: cumulative return +18.0%, annualized vol 13.7%. Market regime: sideways.
Asset: ACWI Historical prices (past 60 trading days): start=71.03, end=83.80, cumulative_return=+18.0%, annualized_volatility=13.7% Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 262.687, 'unemployment': 6.4, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 0.92, 't10y3m_spread': 0.96, 'breakeven_10y': 2.08, 'hy_oas':...
flat
0.002818
The actual 21-day forward return for ACWI starting 2021-01-28 was +0.28%, which classifies as 'flat'.
{ "future_return": 0.0028179999999999998, "horizon_days": 21, "hist_return": 0.17979599999999998, "annualized_vol": 0.13728, "has_text": true, "text_chars": 3020 }
T1_all_20210813_0959
T1
1
train
sideways
all
[ "XLP" ]
2021-08-13T00:00:00
XLP over past 60 days: cumulative return +2.9%, annualized vol 9.2%. Market regime: sideways.
Asset: XLP Historical prices (past 60 trading days): start=61.68, end=63.45, cumulative_return=+2.9%, annualized_volatility=9.2% Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 272.676, 'unemployment': 5.1, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.13, 't10y3m_spread': 1.3, 'breakeven_10y': 2.41, 'hy_oas': 3.34...
flat
-0.006206
The actual 21-day forward return for XLP starting 2021-08-13 was -0.62%, which classifies as 'flat'.
{ "future_return": -0.006206, "horizon_days": 21, "hist_return": 0.028668, "annualized_vol": 0.09224199999999999, "has_text": true, "text_chars": 3020 }
T1_all_20220715_0961
T1
1
train
sideways
all
[ "IWM" ]
2022-07-15T00:00:00
IWM over past 60 days: cumulative return -15.7%, annualized vol 30.8%. Market regime: sideways.
Asset: IWM Historical prices (past 60 trading days): start=191.38, end=161.42, cumulative_return=-15.7%, annualized_volatility=30.8% Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 294.913, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.19, 't10y3m_spread': 0.56, 'breakeven_10y': 2.34, 'hy_oas...
positive
0.16165
The actual 21-day forward return for IWM starting 2022-07-15 was +16.16%, which classifies as 'positive'.
{ "future_return": 0.16165000000000002, "horizon_days": 21, "hist_return": -0.156545, "annualized_vol": 0.308436, "has_text": true, "text_chars": 3020 }
T1_all_20190524_0963
T1
1
train
sideways
all
[ "VEA" ]
2019-05-24T00:00:00
VEA over past 60 days: cumulative return -1.0%, annualized vol 11.1%. Market regime: sideways.
Asset: VEA Historical prices (past 60 trading days): start=32.80, end=32.45, cumulative_return=-1.0%, annualized_volatility=11.1% Macro context: {'fed_funds_rate': 2.38, 'cpi_yoy': 255.296, 'unemployment': 3.6, 'gdp_growth_qoq': 20602.275, 't10y2y_spread': 0.19, 't10y3m_spread': -0.06, 'breakeven_10y': 1.73, 'hy_oas': ...
positive
0.034284
The actual 21-day forward return for VEA starting 2019-05-24 was +3.43%, which classifies as 'positive'.
{ "future_return": 0.034283999999999995, "horizon_days": 21, "hist_return": -0.010475, "annualized_vol": 0.111316, "has_text": true, "text_chars": 3020 }
T1_all_20180702_0965
T1
1
train
sideways
all
[ "IWM" ]
2018-07-02T00:00:00
IWM over past 60 days: cumulative return +8.9%, annualized vol 11.6%. Market regime: sideways.
Asset: IWM Historical prices (past 60 trading days): start=136.00, end=148.13, cumulative_return=+8.9%, annualized_volatility=11.6% Macro context: {'fed_funds_rate': 1.91, 'cpi_yoy': 251.214, 'unemployment': 3.8, 'gdp_growth_qoq': 20276.154, 't10y2y_spread': 0.33, 't10y3m_spread': 0.92, 'breakeven_10y': 2.11, 'hy_oas':...
flat
0.008855
The actual 21-day forward return for IWM starting 2018-07-02 was +0.89%, which classifies as 'flat'.
{ "future_return": 0.008855, "horizon_days": 21, "hist_return": 0.089186, "annualized_vol": 0.11609799999999999, "has_text": true, "text_chars": 3020 }
T1_all_20151013_0967
T1
1
train
sideways
all
[ "SCHH" ]
2015-10-13T00:00:00
SCHH over past 60 days: cumulative return +3.3%, annualized vol 18.8%. Market regime: sideways.
Asset: SCHH Historical prices (past 60 trading days): start=14.13, end=14.59, cumulative_return=+3.3%, annualized_volatility=18.8% Macro context: {'fed_funds_rate': 0.13, 'cpi_yoy': 237.733, 'unemployment': 5.0, 'gdp_growth_qoq': 18892.206, 't10y2y_spread': 1.47, 't10y3m_spread': 2.11, 'breakeven_10y': 1.54, 'hy_oas': ...
negative
-0.014132
The actual 21-day forward return for SCHH starting 2015-10-13 was -1.41%, which classifies as 'negative'.
{ "future_return": -0.014131999999999999, "horizon_days": 21, "hist_return": 0.032591999999999996, "annualized_vol": 0.187797, "has_text": false, "text_chars": 0 }
T1_all_20190717_0969
T1
1
train
sideways
all
[ "XLP" ]
2019-07-17T00:00:00
XLP over past 60 days: cumulative return +6.3%, annualized vol 11.0%. Market regime: sideways.
Asset: XLP Historical prices (past 60 trading days): start=47.22, end=50.17, cumulative_return=+6.3%, annualized_volatility=11.0% Macro context: {'fed_funds_rate': 2.41, 'cpi_yoy': 255.802, 'unemployment': 3.7, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.26, 't10y3m_spread': -0.02, 'breakeven_10y': 1.8, 'hy_oas': 3...
flat
-0.006509
The actual 21-day forward return for XLP starting 2019-07-17 was -0.65%, which classifies as 'flat'.
{ "future_return": -0.006509, "horizon_days": 21, "hist_return": 0.062528, "annualized_vol": 0.10999199999999999, "has_text": true, "text_chars": 3020 }
T1_all_20220912_0971
T1
1
train
sideways
all
[ "XHB" ]
2022-09-12T00:00:00
XHB over past 60 days: cumulative return +11.7%, annualized vol 28.4%. Market regime: sideways.
Asset: XHB Historical prices (past 60 trading days): start=53.81, end=60.11, cumulative_return=+11.7%, annualized_volatility=28.4% Macro context: {'fed_funds_rate': 2.33, 'cpi_yoy': 296.349, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.23, 't10y3m_spread': 0.25, 'breakeven_10y': 2.42, 'hy_oas':...
negative
-0.080977
The actual 21-day forward return for XHB starting 2022-09-12 was -8.10%, which classifies as 'negative'.
{ "future_return": -0.080977, "horizon_days": 21, "hist_return": 0.116932, "annualized_vol": 0.284288, "has_text": false, "text_chars": 0 }
T1_all_20181010_0974
T1
1
train
sideways
all
[ "BTC-USD" ]
2018-10-10T00:00:00
BTC-USD over past 60 days: cumulative return +5.5%, annualized vol 32.2%. Market regime: sideways.
Asset: BTC-USD Historical prices (past 60 trading days): start=6295.73, end=6642.64, cumulative_return=+5.5%, annualized_volatility=32.2% Macro context: {'fed_funds_rate': 2.18, 'cpi_yoy': 252.772, 'unemployment': 3.8, 'gdp_growth_qoq': 20304.874, 't10y2y_spread': 0.33, 't10y3m_spread': 0.96, 'breakeven_10y': 2.17, 'hy...
negative
-0.040683
The actual 21-day forward return for BTC-USD starting 2018-10-10 was -4.07%, which classifies as 'negative'.
{ "future_return": -0.040683, "horizon_days": 21, "hist_return": 0.055102, "annualized_vol": 0.321807, "has_text": false, "text_chars": 0 }
T1_all_20160114_0976
T1
1
train
sideways
all
[ "VTI" ]
2016-01-14T00:00:00
VTI over past 60 days: cumulative return -5.8%, annualized vol 16.4%. Market regime: sideways.
Asset: VTI Historical prices (past 60 trading days): start=87.97, end=82.84, cumulative_return=-5.8%, annualized_volatility=16.4% Macro context: {'fed_funds_rate': 0.36, 'cpi_yoy': 237.652, 'unemployment': 4.8, 'gdp_growth_qoq': 19001.69, 't10y2y_spread': 1.17, 't10y3m_spread': 1.86, 'breakeven_10y': 1.43, 'hy_oas': 7....
flat
0
The actual 21-day forward return for VTI starting 2016-01-14 was +0.00%, which classifies as 'flat'.
{ "future_return": 0, "horizon_days": 21, "hist_return": -0.058317999999999995, "annualized_vol": 0.163785, "has_text": true, "text_chars": 3020 }
T1_all_20211012_0978
T1
1
train
sideways
all
[ "XLE" ]
2021-10-12T00:00:00
XLE over past 60 days: cumulative return +21.5%, annualized vol 29.7%. Market regime: sideways.
Asset: XLE Historical prices (past 60 trading days): start=19.72, end=23.95, cumulative_return=+21.5%, annualized_volatility=29.7% Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 276.55, 'unemployment': 4.5, 'gdp_growth_qoq': 21988.737, 't10y2y_spread': 1.29, 't10y3m_spread': 1.56, 'breakeven_10y': 2.5, 'hy_oas': 3....
positive
0.018791
The actual 21-day forward return for XLE starting 2021-10-12 was +1.88%, which classifies as 'positive'.
{ "future_return": 0.018791, "horizon_days": 21, "hist_return": 0.214751, "annualized_vol": 0.296687, "has_text": true, "text_chars": 3020 }
T1_all_20210118_0980
T1
1
train
sideways
all
[ "DBA" ]
2021-01-18T00:00:00
DBA over past 60 days: cumulative return +11.2%, annualized vol 9.9%. Market regime: sideways.
Asset: DBA Historical prices (past 60 trading days): start=13.14, end=14.61, cumulative_return=+11.2%, annualized_volatility=9.9% Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 262.687, 'unemployment': 6.4, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 0.98, 't10y3m_spread': 1.02, 'breakeven_10y': 2.1, 'hy_oas': 3....
positive
0.024155
The actual 21-day forward return for DBA starting 2021-01-18 was +2.42%, which classifies as 'positive'.
{ "future_return": 0.024155, "horizon_days": 21, "hist_return": 0.11215599999999999, "annualized_vol": 0.09926000000000001, "has_text": false, "text_chars": 0 }
T1_all_20210223_0982
T1
1
train
sideways
all
[ "MATIC-USD" ]
2021-02-23T00:00:00
MATIC-USD over past 60 days: cumulative return +814.5%, annualized vol 188.6%. Market regime: sideways.
Asset: MATIC-USD Historical prices (past 60 trading days): start=0.02, end=0.15, cumulative_return=+814.5%, annualized_volatility=188.6% Macro context: {'fed_funds_rate': 0.07, 'cpi_yoy': 263.579, 'unemployment': 6.2, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 1.26, 't10y3m_spread': 1.34, 'breakeven_10y': 2.16, 'hy_...
positive
1.724149
The actual 21-day forward return for MATIC-USD starting 2021-02-23 was +172.41%, which classifies as 'positive'.
{ "future_return": 1.724149, "horizon_days": 21, "hist_return": 8.145359, "annualized_vol": 1.886186, "has_text": false, "text_chars": 0 }
T1_all_20201026_0986
T1
1
train
sideways
all
[ "DBB" ]
2020-10-26T00:00:00
DBB over past 60 days: cumulative return +6.7%, annualized vol 18.5%. Market regime: sideways.
Asset: DBB Historical prices (past 60 trading days): start=12.72, end=13.57, cumulative_return=+6.7%, annualized_volatility=18.5% Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 260.319, 'unemployment': 6.9, 'gdp_growth_qoq': 20791.917, 't10y2y_spread': 0.67, 't10y3m_spread': 0.75, 'breakeven_10y': 1.75, 'hy_oas': 4...
positive
0.066411
The actual 21-day forward return for DBB starting 2020-10-26 was +6.64%, which classifies as 'positive'.
{ "future_return": 0.066411, "horizon_days": 21, "hist_return": 0.06666699999999999, "annualized_vol": 0.18495799999999998, "has_text": false, "text_chars": 0 }
T1_all_20200701_0988
T1
1
train
sideways
all
[ "BNB-USD" ]
2020-07-01T00:00:00
BNB-USD over past 60 days: cumulative return -12.3%, annualized vol 41.4%. Market regime: sideways.
Asset: BNB-USD Historical prices (past 60 trading days): start=17.58, end=15.41, cumulative_return=-12.3%, annualized_volatility=41.4% 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': 0.5, 'breakeven_10y': 1.34, 'hy_oas...
positive
0.142926
The actual 21-day forward return for BNB-USD starting 2020-07-01 was +14.29%, which classifies as 'positive'.
{ "future_return": 0.142926, "horizon_days": 21, "hist_return": -0.12347599999999999, "annualized_vol": 0.413967, "has_text": false, "text_chars": 0 }
T1_all_20220203_0992
T1
1
train
sideways
all
[ "MATIC-USD" ]
2022-02-03T00:00:00
MATIC-USD over past 60 days: cumulative return -23.9%, annualized vol 101.2%. Market regime: sideways.
Asset: MATIC-USD Historical prices (past 60 trading days): start=2.03, end=1.54, cumulative_return=-23.9%, annualized_volatility=101.2% Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 284.5, 'unemployment': 3.9, 'gdp_growth_qoq': 21932.71, 't10y2y_spread': 0.62, 't10y3m_spread': 1.59, 'breakeven_10y': 2.41, 'hy_oas'...
negative
-0.071378
The actual 21-day forward return for MATIC-USD starting 2022-02-03 was -7.14%, which classifies as 'negative'.
{ "future_return": -0.071378, "horizon_days": 21, "hist_return": -0.239231, "annualized_vol": 1.012061, "has_text": true, "text_chars": 20 }
T1_all_20220426_0994
T1
1
train
sideways
all
[ "XLI" ]
2022-04-26T00:00:00
XLI over past 60 days: cumulative return -0.9%, annualized vol 18.5%. Market regime: sideways.
Asset: XLI Historical prices (past 60 trading days): start=93.33, end=92.44, cumulative_return=-0.9%, annualized_volatility=18.5% 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': 1.9, 'breakeven_10y': 2.86, 'hy_oas': 3....
negative
-0.047673
The actual 21-day forward return for XLI starting 2022-04-26 was -4.77%, which classifies as 'negative'.
{ "future_return": -0.047673, "horizon_days": 21, "hist_return": -0.009453999999999999, "annualized_vol": 0.185028, "has_text": true, "text_chars": 3020 }
T1_all_20220923_0996
T1
1
train
sideways
all
[ "MATIC-USD" ]
2022-09-23T00:00:00
MATIC-USD over past 60 days: cumulative return -3.0%, annualized vol 74.7%. Market regime: sideways.
Asset: MATIC-USD Historical prices (past 60 trading days): start=0.78, end=0.75, cumulative_return=-3.0%, annualized_volatility=74.7% Macro context: {'fed_funds_rate': 3.08, 'cpi_yoy': 296.349, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.41, 't10y3m_spread': 0.41, 'breakeven_10y': 2.41, 'hy_oa...
positive
0.017995
The actual 21-day forward return for MATIC-USD starting 2022-09-23 was +1.80%, which classifies as 'positive'.
{ "future_return": 0.017995, "horizon_days": 21, "hist_return": -0.029514, "annualized_vol": 0.747104, "has_text": true, "text_chars": 20 }
T1_all_20220718_0998
T1
1
train
sideways
all
[ "XRP-USD" ]
2022-07-18T00:00:00
XRP-USD over past 60 days: cumulative return -18.2%, annualized vol 60.0%. Market regime: sideways.
Asset: XRP-USD Historical prices (past 60 trading days): start=0.42, end=0.34, cumulative_return=-18.2%, annualized_volatility=60.0% Macro context: {'fed_funds_rate': 1.58, 'cpi_yoy': 294.913, 'unemployment': 3.5, 'gdp_growth_qoq': 22125.625, 't10y2y_spread': -0.2, 't10y3m_spread': 0.56, 'breakeven_10y': 2.36, 'hy_oas'...
positive
0.034347
The actual 21-day forward return for XRP-USD starting 2022-07-18 was +3.43%, which classifies as 'positive'.
{ "future_return": 0.034346999999999996, "horizon_days": 21, "hist_return": -0.182306, "annualized_vol": 0.600231, "has_text": true, "text_chars": 20 }
T2_all_20171211_0000
T2
1
train
sideways
all
[ "XLV" ]
2017-12-11T00:00:00
XLV: 60-day return history, mean=0.0000, std=0.0053.
Asset: XLV Daily returns (past 60 days): mean=0.0000, std=0.0053, min=-0.0123, max=0.0133 Market regime: sideways Recent filing/news: [Kaggle 2017-12-08] ["A tale of two bubbles \u2014 the dot-coms and bitcoin The internet paid off in the end because it solved a real problem; bitcoin doesn\u2019t Bitcoin is the biggest...
-0.0080
-0.008011
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0080 (i.e., on a bad day with 5% probability, the loss exceeds 0.80%). CVaR(95%) = -0.0110.
{ "var": -0.008010999999999999, "cvar": -0.011047999999999999, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20180613_0004
T2
1
train
sideways
all
[ "XRP-USD" ]
2018-06-13T00:00:00
XRP-USD: 60-day return history, mean=-0.0006, std=0.0551.
Asset: XRP-USD Daily returns (past 60 days): mean=-0.0006, std=0.0551, min=-0.1435, max=0.1673 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XRP-USD. Express as a decimal (e.g., -0.02).
-0.0917
-0.091697
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0917 (i.e., on a bad day with 5% probability, the loss exceeds 9.17%). CVaR(95%) = -0.1163.
{ "var": -0.091697, "cvar": -0.116254, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20160127_0007
T2
1
train
sideways
all
[ "EEM" ]
2016-01-27T00:00:00
EEM: 60-day return history, mean=-0.0027, std=0.0142.
Asset: EEM Daily returns (past 60 days): mean=-0.0027, std=0.0142, min=-0.0341, max=0.0317 Market regime: sideways Recent filing/news: [Kaggle 2016-01-26] ["Skyworks, Cirrus: Apple \u2018Capitulation\u2019 Will Be the Buy Sign, Says Pac Crest When Apple (AAPL) files fiscal Q1 results tomorrow, Tuesday, after the closin...
-0.0278
-0.027754
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0278 (i.e., on a bad day with 5% probability, the loss exceeds 2.78%). CVaR(95%) = -0.0313.
{ "var": -0.027753999999999997, "cvar": -0.0313, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20210326_0010
T2
1
train
sideways
all
[ "ETH-USD" ]
2021-03-26T00:00:00
ETH-USD: 60-day return history, mean=0.0035, std=0.0489.
Asset: ETH-USD Daily returns (past 60 days): mean=0.0035, std=0.0489, min=-0.1188, max=0.1068 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ETH-USD. Express as a decimal (e.g., -0.02).
-0.0767
-0.076682
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0767 (i.e., on a bad day with 5% probability, the loss exceeds 7.67%). CVaR(95%) = -0.0970.
{ "var": -0.076682, "cvar": -0.09698799999999999, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20210520_0013
T2
1
train
sideways
all
[ "XRP-USD" ]
2021-05-20T00:00:00
XRP-USD: 60-day return history, mean=0.0186, std=0.1097.
Asset: XRP-USD Daily returns (past 60 days): mean=0.0186, std=0.1097, min=-0.2138, max=0.3257 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XRP-USD. Express as a decimal (e.g., -0.02).
-0.1234
-0.123426
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1234 (i.e., on a bad day with 5% probability, the loss exceeds 12.34%). CVaR(95%) = -0.1774.
{ "var": -0.123426, "cvar": -0.177441, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20220127_0016
T2
1
train
sideways
all
[ "ETH-USD" ]
2022-01-27T00:00:00
ETH-USD: 60-day return history, mean=-0.0076, std=0.0399.
Asset: ETH-USD Daily returns (past 60 days): mean=-0.0076, std=0.0399, min=-0.1477, max=0.0729 Market regime: sideways Recent filing/news: [Kaggle 2022-01-26] Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ETH-USD. Express as a decimal (e.g., -0.02).
-0.0662
-0.066183
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0662 (i.e., on a bad day with 5% probability, the loss exceeds 6.62%). CVaR(95%) = -0.1015.
{ "var": -0.06618299999999999, "cvar": -0.10145399999999999, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 20 }
T2_all_20210218_0019
T2
1
train
sideways
all
[ "QUAL" ]
2021-02-18T00:00:00
QUAL: 60-day return history, mean=0.0013, std=0.0078.
Asset: QUAL Daily returns (past 60 days): mean=0.0013, std=0.0078, min=-0.0232, max=0.0160 Market regime: sideways Recent filing/news: [Kaggle 2021-02-17] ["Martin Scorsese laments the rise of \u2018content\u2019 and streaming\u2019s lack of curation Oscar-winning director Martin Scorsese took a shot at streaming servi...
-0.0079
-0.007914
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0079 (i.e., on a bad day with 5% probability, the loss exceeds 0.79%). CVaR(95%) = -0.0202.
{ "var": -0.007914, "cvar": -0.020243, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20200715_0022
T2
1
train
sideways
all
[ "VEA" ]
2020-07-15T00:00:00
VEA: 60-day return history, mean=0.0025, std=0.0136.
Asset: VEA Daily returns (past 60 days): mean=0.0025, std=0.0136, min=-0.0276, max=0.0263 Market regime: sideways Recent filing/news: [Kaggle 2020-07-14] ["S&P 500, Dow rise after mixed bank earnings; tech-heavy Nasdaq falls By Medha Singh and Devik Jain July 14 (Reuters) - The S&P 500 and Dow indexes edged higher in v...
-0.0209
-0.020892
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0209 (i.e., on a bad day with 5% probability, the loss exceeds 2.09%). CVaR(95%) = -0.0250.
{ "var": -0.020891999999999997, "cvar": -0.024964999999999998, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20200624_0025
T2
1
train
sideways
all
[ "MATIC-USD" ]
2020-06-24T00:00:00
MATIC-USD: 60-day return history, mean=0.0089, std=0.0594.
Asset: MATIC-USD Daily returns (past 60 days): mean=0.0089, std=0.0594, min=-0.1465, max=0.2137 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for MATIC-USD. Express as a decimal (e.g., -0.02).
-0.0743
-0.074297
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0743 (i.e., on a bad day with 5% probability, the loss exceeds 7.43%). CVaR(95%) = -0.1113.
{ "var": -0.074297, "cvar": -0.111276, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20170817_0028
T2
1
train
sideways
all
[ "REZ" ]
2017-08-17T00:00:00
REZ: 60-day return history, mean=0.0001, std=0.0071.
Asset: REZ Daily returns (past 60 days): mean=0.0001, std=0.0071, min=-0.0249, max=0.0164 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for REZ. Express as a decimal (e.g., -0.02).
-0.0117
-0.011746
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0117 (i.e., on a bad day with 5% probability, the loss exceeds 1.17%). CVaR(95%) = -0.0167.
{ "var": -0.011746, "cvar": -0.01669, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20171123_0033
T2
1
train
sideways
all
[ "IYR" ]
2017-11-23T00:00:00
IYR: 60-day return history, mean=0.0006, std=0.0049.
Asset: IYR Daily returns (past 60 days): mean=0.0006, std=0.0049, min=-0.0101, max=0.0116 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for IYR. Express as a decimal (e.g., -0.02).
-0.0077
-0.007732
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0077 (i.e., on a bad day with 5% probability, the loss exceeds 0.77%). CVaR(95%) = -0.0089.
{ "var": -0.007731999999999999, "cvar": -0.008893, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20180727_0036
T2
1
train
sideways
all
[ "XLP" ]
2018-07-27T00:00:00
XLP: 60-day return history, mean=0.0012, std=0.0070.
Asset: XLP Daily returns (past 60 days): mean=0.0012, std=0.0070, min=-0.0198, max=0.0144 Market regime: sideways Recent filing/news: [Kaggle 2018-07-26] ["This reversal shows there\u2019s risk in the bullish stock market \u2014 and Facebook is further proof Big tech stocks are faltering, so make sure to hold cash and ...
-0.0085
-0.008481
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0085 (i.e., on a bad day with 5% probability, the loss exceeds 0.85%). CVaR(95%) = -0.0169.
{ "var": -0.008480999999999999, "cvar": -0.016876, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20191016_0041
T2
1
train
sideways
all
[ "LINK-USD" ]
2019-10-16T00:00:00
LINK-USD: 60-day return history, mean=0.0016, std=0.0467.
Asset: LINK-USD Daily returns (past 60 days): mean=0.0016, std=0.0467, min=-0.0981, max=0.1130 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02).
-0.0619
-0.061913
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0619 (i.e., on a bad day with 5% probability, the loss exceeds 6.19%). CVaR(95%) = -0.0804.
{ "var": -0.061912999999999996, "cvar": -0.080431, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20160802_0044
T2
1
train
sideways
all
[ "^VIX" ]
2016-08-02T00:00:00
^VIX: 60-day return history, mean=-0.0053, std=0.0761.
Asset: ^VIX Daily returns (past 60 days): mean=-0.0053, std=0.0761, min=-0.1825, max=0.2508 Market regime: sideways Recent filing/news: [Kaggle 2016-08-01] ["Tech Turbocharged By Earnings, Chart Breakouts Last week\u2019s killer earnings from Facebook, Alphabet and Apple paced an already energized tech sector.", "The d...
-0.1121
-0.112088
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1121 (i.e., on a bad day with 5% probability, the loss exceeds 11.21%). CVaR(95%) = -0.1614.
{ "var": -0.112088, "cvar": -0.161442, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20171107_0047
T2
1
train
sideways
all
[ "SHV" ]
2017-11-07T00:00:00
SHV: 60-day return history, mean=0.0000, std=0.0002.
Asset: SHV Daily returns (past 60 days): mean=0.0000, std=0.0002, min=-0.0003, max=0.0005 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SHV. Express as a decimal (e.g., -0.02).
-0.0002
-0.000186
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0002 (i.e., on a bad day with 5% probability, the loss exceeds 0.02%). CVaR(95%) = -0.0003.
{ "var": -0.000186, "cvar": -0.000272, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20211130_0050
T2
1
train
sideways
all
[ "ETH-USD" ]
2021-11-30T00:00:00
ETH-USD: 60-day return history, mean=0.0072, std=0.0369.
Asset: ETH-USD Daily returns (past 60 days): mean=0.0072, std=0.0369, min=-0.0749, max=0.1019 Market regime: sideways Recent filing/news: [Kaggle 2021-11-29] Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ETH-USD. Express as a decimal (e.g., -0.02).
-0.0490
-0.049039
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0490 (i.e., on a bad day with 5% probability, the loss exceeds 4.90%). CVaR(95%) = -0.0663.
{ "var": -0.049039, "cvar": -0.066272, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 20 }
T2_all_20221006_0053
T2
1
train
sideways
all
[ "^VIX" ]
2022-10-06T00:00:00
^VIX: 60-day return history, mean=0.0008, std=0.0542.
Asset: ^VIX Daily returns (past 60 days): mean=0.0008, std=0.0542, min=-0.0979, max=0.1600 Market regime: sideways Recent filing/news: [Kaggle 2022-10-05] ["After Hours Most Active for Oct 5, 2022 : DKNG, BTRS, X, AAPL, TQQQ, FDX, QQQ, SHY, STOR, C, TMX, T The NASDAQ 100 After Hours Indicator is down -5.07 to 11,568.11...
-0.0858
-0.085802
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0858 (i.e., on a bad day with 5% probability, the loss exceeds 8.58%). CVaR(95%) = -0.0908.
{ "var": -0.08580199999999999, "cvar": -0.090793, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20210503_0056
T2
1
train
sideways
all
[ "SHV" ]
2021-05-03T00:00:00
SHV: 60-day return history, mean=0.0000, std=0.0001.
Asset: SHV Daily returns (past 60 days): mean=0.0000, std=0.0001, min=-0.0001, max=0.0002 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SHV. Express as a decimal (e.g., -0.02).
-0.0001
-0.00009
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0001 (i.e., on a bad day with 5% probability, the loss exceeds 0.01%). CVaR(95%) = -0.0001.
{ "var": -0.00009, "cvar": -0.00009, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20181008_0061
T2
1
train
sideways
all
[ "BNB-USD" ]
2018-10-08T00:00:00
BNB-USD: 60-day return history, mean=-0.0015, std=0.0423.
Asset: BNB-USD Daily returns (past 60 days): mean=-0.0015, std=0.0423, min=-0.1289, max=0.1087 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BNB-USD. Express as a decimal (e.g., -0.02).
-0.0795
-0.079474
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0795 (i.e., on a bad day with 5% probability, the loss exceeds 7.95%). CVaR(95%) = -0.1098.
{ "var": -0.079474, "cvar": -0.109765, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20211029_0064
T2
1
train
sideways
all
[ "FXI" ]
2021-10-29T00:00:00
FXI: 60-day return history, mean=-0.0001, std=0.0159.
Asset: FXI Daily returns (past 60 days): mean=-0.0001, std=0.0159, min=-0.0438, max=0.0400 Market regime: sideways Recent filing/news: [Kaggle 2021-10-28] ["The Morning After: Android 12L is Google's latest tablet effort Today\u2019s headlines: Google gives Android on tablets another shot with Android 12L, Intel's hybr...
-0.0230
-0.023035
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0230 (i.e., on a bad day with 5% probability, the loss exceeds 2.30%). CVaR(95%) = -0.0325.
{ "var": -0.023035, "cvar": -0.032483, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20211008_0067
T2
1
train
sideways
all
[ "QUAL" ]
2021-10-08T00:00:00
QUAL: 60-day return history, mean=-0.0001, std=0.0075.
Asset: QUAL Daily returns (past 60 days): mean=-0.0001, std=0.0075, min=-0.0216, max=0.0141 Market regime: sideways Recent filing/news: [Kaggle 2021-10-07] November 26th Options Now Available For Analog Devices (ADI) Investors in Analog Devices Inc (Symbol: ADI) saw new options become available today, for the November ...
-0.0130
-0.012983
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0130 (i.e., on a bad day with 5% probability, the loss exceeds 1.30%). CVaR(95%) = -0.0181.
{ "var": -0.012983, "cvar": -0.018082, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20160804_0070
T2
1
train
sideways
all
[ "PDBC" ]
2016-08-04T00:00:00
PDBC: 60-day return history, mean=0.0006, std=0.0117.
Asset: PDBC Daily returns (past 60 days): mean=0.0006, std=0.0117, min=-0.0300, max=0.0243 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for PDBC. Express as a decimal (e.g., -0.02).
-0.0171
-0.017139
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0171 (i.e., on a bad day with 5% probability, the loss exceeds 1.71%). CVaR(95%) = -0.0265.
{ "var": -0.017138999999999998, "cvar": -0.026521, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20220915_0074
T2
1
train
sideways
all
[ "AVAX-USD" ]
2022-09-15T00:00:00
AVAX-USD: 60-day return history, mean=-0.0005, std=0.0510.
Asset: AVAX-USD Daily returns (past 60 days): mean=-0.0005, std=0.0510, min=-0.1211, max=0.1691 Market regime: sideways Recent filing/news: [Kaggle 2022-09-14] Using the historical simulation method, compute the 1-day VaR at 95% confidence level for AVAX-USD. Express as a decimal (e.g., -0.02).
-0.0832
-0.083209
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0832 (i.e., on a bad day with 5% probability, the loss exceeds 8.32%). CVaR(95%) = -0.1110.
{ "var": -0.08320899999999999, "cvar": -0.11104399999999999, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 20 }
T2_all_20200106_0077
T2
1
train
sideways
all
[ "LQD" ]
2020-01-06T00:00:00
LQD: 60-day return history, mean=0.0002, std=0.0031.
Asset: LQD Daily returns (past 60 days): mean=0.0002, std=0.0031, min=-0.0078, max=0.0077 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LQD. Express as a decimal (e.g., -0.02).
-0.0048
-0.004759
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0048 (i.e., on a bad day with 5% probability, the loss exceeds 0.48%). CVaR(95%) = -0.0065.
{ "var": -0.004759, "cvar": -0.006477999999999999, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20161101_0080
T2
1
train
sideways
all
[ "VLUE" ]
2016-11-01T00:00:00
VLUE: 60-day return history, mean=0.0001, std=0.0065.
Asset: VLUE Daily returns (past 60 days): mean=0.0001, std=0.0065, min=-0.0228, max=0.0152 Market regime: sideways Recent filing/news: [Kaggle 2016-10-31] ["Music industry still plagued by pirated CDs Even in the digital era there are plenty of music fans who still buy old-fashioned compact discs for more than $10 a po...
-0.0116
-0.011586
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0116 (i.e., on a bad day with 5% probability, the loss exceeds 1.16%). CVaR(95%) = -0.0159.
{ "var": -0.011585999999999999, "cvar": -0.01589, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20190619_0083
T2
1
train
sideways
all
[ "XLV" ]
2019-06-19T00:00:00
XLV: 60-day return history, mean=0.0003, std=0.0086.
Asset: XLV Daily returns (past 60 days): mean=0.0003, std=0.0086, min=-0.0292, max=0.0164 Market regime: sideways Recent filing/news: [Kaggle 2019-06-18] ["Earnings Scheduled For June 18, 2019", "7 Stocks To Watch For June 18, 2019", "Adobe Systems Q2 Earnings Preview", "Tuesday's Market Minute: What To Watch For Today...
-0.0190
-0.018983
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0190 (i.e., on a bad day with 5% probability, the loss exceeds 1.90%). CVaR(95%) = -0.0231.
{ "var": -0.018983, "cvar": -0.023100000000000002, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20151223_0086
T2
1
train
sideways
all
[ "ACWI" ]
2015-12-23T00:00:00
ACWI: 60-day return history, mean=0.0011, std=0.0092.
Asset: ACWI Daily returns (past 60 days): mean=0.0011, std=0.0092, min=-0.0195, max=0.0208 Market regime: sideways Recent filing/news: [Kaggle 2015-12-22] ["7 Stock Picks From the Top Tech Fund Since 2001 Kyle Weaver\u2019s Fidelity IT Services fund is No. 1 tech portfolio since dot-com crash, without owning FANGs.", "...
-0.0123
-0.012291
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0123 (i.e., on a bad day with 5% probability, the loss exceeds 1.23%). CVaR(95%) = -0.0159.
{ "var": -0.012291, "cvar": -0.015898, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20190729_0089
T2
1
train
sideways
all
[ "VTI" ]
2019-07-29T00:00:00
VTI: 60-day return history, mean=0.0006, std=0.0078.
Asset: VTI Daily returns (past 60 days): mean=0.0006, std=0.0078, min=-0.0256, max=0.0222 Market regime: sideways Recent filing/news: [Kaggle 2019-07-26] ["SoftBank launches another tech megafund, backed by Apple, Microsoft Second Vision Fund, with about $108 billion secured, will invest in AI SoftBank Group Corp. said...
-0.0129
-0.012851
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0129 (i.e., on a bad day with 5% probability, the loss exceeds 1.29%). CVaR(95%) = -0.0189.
{ "var": -0.012851, "cvar": -0.018854, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20160303_0092
T2
1
train
sideways
all
[ "SCHP" ]
2016-03-03T00:00:00
SCHP: 60-day return history, mean=0.0004, std=0.0028.
Asset: SCHP Daily returns (past 60 days): mean=0.0004, std=0.0028, min=-0.0071, max=0.0048 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SCHP. Express as a decimal (e.g., -0.02).
-0.0042
-0.004168
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0042 (i.e., on a bad day with 5% probability, the loss exceeds 0.42%). CVaR(95%) = -0.0059.
{ "var": -0.004168, "cvar": -0.0059, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20190620_0095
T2
1
train
sideways
all
[ "BTC-USD" ]
2019-06-20T00:00:00
BTC-USD: 60-day return history, mean=0.0095, std=0.0378.
Asset: BTC-USD Daily returns (past 60 days): mean=0.0095, std=0.0378, min=-0.0686, max=0.1157 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BTC-USD. Express as a decimal (e.g., -0.02).
-0.0473
-0.047269
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0473 (i.e., on a bad day with 5% probability, the loss exceeds 4.73%). CVaR(95%) = -0.0636.
{ "var": -0.047269, "cvar": -0.063582, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20210913_0098
T2
1
train
sideways
all
[ "INDS" ]
2021-09-13T00:00:00
INDS: 60-day return history, mean=0.0009, std=0.0095.
Asset: INDS Daily returns (past 60 days): mean=0.0009, std=0.0095, min=-0.0240, max=0.0233 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for INDS. Express as a decimal (e.g., -0.02).
-0.0115
-0.011463
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0115 (i.e., on a bad day with 5% probability, the loss exceeds 1.15%). CVaR(95%) = -0.0203.
{ "var": -0.011463, "cvar": -0.020325, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20180406_0101
T2
1
train
sideways
all
[ "ETH-USD" ]
2018-04-06T00:00:00
ETH-USD: 60-day return history, mean=-0.0113, std=0.0548.
Asset: ETH-USD Daily returns (past 60 days): mean=-0.0113, std=0.0548, min=-0.1593, max=0.1364 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ETH-USD. Express as a decimal (e.g., -0.02).
-0.0884
-0.088372
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0884 (i.e., on a bad day with 5% probability, the loss exceeds 8.84%). CVaR(95%) = -0.1351.
{ "var": -0.08837199999999999, "cvar": -0.13508799999999999, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20160111_0104
T2
1
train
sideways
all
[ "BTC-USD" ]
2016-01-11T00:00:00
BTC-USD: 60-day return history, mean=0.0066, std=0.0308.
Asset: BTC-USD Daily returns (past 60 days): mean=0.0066, std=0.0308, min=-0.0842, max=0.0878 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BTC-USD. Express as a decimal (e.g., -0.02).
-0.0383
-0.038321
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0383 (i.e., on a bad day with 5% probability, the loss exceeds 3.83%). CVaR(95%) = -0.0553.
{ "var": -0.038321, "cvar": -0.055338, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20180703_0107
T2
1
train
sideways
all
[ "QUAL" ]
2018-07-03T00:00:00
QUAL: 60-day return history, mean=0.0005, std=0.0065.
Asset: QUAL Daily returns (past 60 days): mean=0.0005, std=0.0065, min=-0.0128, max=0.0169 Market regime: sideways Recent filing/news: [Kaggle 2018-07-02] ["Why there may never be a Netflix of videogames Years into parallel efforts to deliver videogame streams from the cloud, latency \u2014 and doubts \u2014 persist Pl...
-0.0100
-0.009982
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0100 (i.e., on a bad day with 5% probability, the loss exceeds 1.00%). CVaR(95%) = -0.0120.
{ "var": -0.009982, "cvar": -0.012038, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20150714_0110
T2
1
train
sideways
all
[ "PALL" ]
2015-07-14T00:00:00
PALL: 60-day return history, mean=-0.0027, std=0.0133.
Asset: PALL Daily returns (past 60 days): mean=-0.0027, std=0.0133, min=-0.0436, max=0.0355 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for PALL. Express as a decimal (e.g., -0.02).
-0.0217
-0.021668
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0217 (i.e., on a bad day with 5% probability, the loss exceeds 2.17%). CVaR(95%) = -0.0311.
{ "var": -0.021668, "cvar": -0.031124, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20180402_0113
T2
1
train
sideways
all
[ "XRP-USD" ]
2018-04-02T00:00:00
XRP-USD: 60-day return history, mean=-0.0120, std=0.0710.
Asset: XRP-USD Daily returns (past 60 days): mean=-0.0120, std=0.0710, min=-0.1719, max=0.1852 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XRP-USD. Express as a decimal (e.g., -0.02).
-0.1151
-0.115146
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1151 (i.e., on a bad day with 5% probability, the loss exceeds 11.51%). CVaR(95%) = -0.1470.
{ "var": -0.115146, "cvar": -0.147028, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20180607_0116
T2
1
train
sideways
all
[ "QQQ" ]
2018-06-07T00:00:00
QQQ: 60-day return history, mean=0.0002, std=0.0135.
Asset: QQQ Daily returns (past 60 days): mean=0.0002, std=0.0135, min=-0.0329, max=0.0340 Market regime: sideways Recent filing/news: [Kaggle 2018-06-06] The 3 Rules of a Bull Market When I talk to investors about the stock market, I still hear all the reasons that it's time to be cautious and the end is near. But all ...
-0.0254
-0.02541
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0254 (i.e., on a bad day with 5% probability, the loss exceeds 2.54%). CVaR(95%) = -0.0296.
{ "var": -0.025410000000000002, "cvar": -0.029625, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20171218_0123
T2
1
train
sideways
all
[ "PDBC" ]
2017-12-18T00:00:00
PDBC: 60-day return history, mean=0.0002, std=0.0070.
Asset: PDBC Daily returns (past 60 days): mean=0.0002, std=0.0070, min=-0.0160, max=0.0181 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for PDBC. Express as a decimal (e.g., -0.02).
-0.0124
-0.012386
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0124 (i.e., on a bad day with 5% probability, the loss exceeds 1.24%). CVaR(95%) = -0.0148.
{ "var": -0.012386, "cvar": -0.014848, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20191126_0126
T2
1
train
sideways
all
[ "XRP-USD" ]
2019-11-26T00:00:00
XRP-USD: 60-day return history, mean=-0.0014, std=0.0296.
Asset: XRP-USD Daily returns (past 60 days): mean=-0.0014, std=0.0296, min=-0.0599, max=0.0706 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XRP-USD. Express as a decimal (e.g., -0.02).
-0.0530
-0.053035
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0530 (i.e., on a bad day with 5% probability, the loss exceeds 5.30%). CVaR(95%) = -0.0573.
{ "var": -0.053035, "cvar": -0.057294, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20160107_0129
T2
1
train
sideways
all
[ "MTUM" ]
2016-01-07T00:00:00
MTUM: 60-day return history, mean=0.0003, std=0.0095.
Asset: MTUM Daily returns (past 60 days): mean=0.0003, std=0.0095, min=-0.0204, max=0.0217 Market regime: sideways Recent filing/news: [Kaggle 2016-01-06] ["Apple iPhone Production Cuts? Suppliers Largan, Catcher Miss December Sales", "Bad day for Fitbit and its jittery investors Opinion: Lower price should expand reac...
-0.0165
-0.016472
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0165 (i.e., on a bad day with 5% probability, the loss exceeds 1.65%). CVaR(95%) = -0.0181.
{ "var": -0.016472, "cvar": -0.018077, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20170317_0132
T2
1
train
sideways
all
[ "XHB" ]
2017-03-17T00:00:00
XHB: 60-day return history, mean=0.0014, std=0.0089.
Asset: XHB Daily returns (past 60 days): mean=0.0014, std=0.0089, min=-0.0194, max=0.0294 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XHB. Express as a decimal (e.g., -0.02).
-0.0107
-0.010737
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0107 (i.e., on a bad day with 5% probability, the loss exceeds 1.07%). CVaR(95%) = -0.0144.
{ "var": -0.010737, "cvar": -0.014412, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20150205_0137
T2
1
train
sideways
all
[ "ICSH" ]
2015-02-05T00:00:00
ICSH: 31-day return history, mean=-0.0001, std=0.0010.
Asset: ICSH Daily returns (past 31 days): mean=-0.0001, std=0.0010, min=-0.0020, max=0.0028 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for ICSH. Express as a decimal (e.g., -0.02).
-0.0016
-0.001599
Historical simulation VaR at 95%: sort the 31 daily returns and take the 5th percentile. VaR(95%) = -0.0016 (i.e., on a bad day with 5% probability, the loss exceeds 0.16%). CVaR(95%) = -0.0017.
{ "var": -0.001599, "cvar": -0.001699, "confidence": 0.9500000000000001, "n_returns": 31, "has_text": false, "text_chars": 0 }
T2_all_20181121_0140
T2
1
train
sideways
all
[ "TIP" ]
2018-11-21T00:00:00
TIP: 60-day return history, mean=-0.0001, std=0.0007.
Asset: TIP Daily returns (past 60 days): mean=-0.0001, std=0.0007, min=-0.0015, max=0.0022 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for TIP. Express as a decimal (e.g., -0.02).
-0.0012
-0.001216
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0012 (i.e., on a bad day with 5% probability, the loss exceeds 0.12%). CVaR(95%) = -0.0014.
{ "var": -0.0012159999999999999, "cvar": -0.001356, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20201021_0143
T2
1
train
sideways
all
[ "SOL-USD" ]
2020-10-21T00:00:00
SOL-USD: 60-day return history, mean=-0.0052, std=0.0889.
Asset: SOL-USD Daily returns (past 60 days): mean=-0.0052, std=0.0889, min=-0.2453, max=0.2870 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SOL-USD. Express as a decimal (e.g., -0.02).
-0.1532
-0.153189
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1532 (i.e., on a bad day with 5% probability, the loss exceeds 15.32%). CVaR(95%) = -0.1945.
{ "var": -0.153189, "cvar": -0.194454, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20211022_0148
T2
1
train
sideways
all
[ "XLB" ]
2021-10-22T00:00:00
XLB: 60-day return history, mean=0.0005, std=0.0095.
Asset: XLB Daily returns (past 60 days): mean=0.0005, std=0.0095, min=-0.0208, max=0.0240 Market regime: sideways Recent filing/news: [Kaggle 2021-10-21] ["Customer engagement platform Batch raises $23 million after years of bootstrapping If you\u2019ve been working in the French tech ecosystem, you may remember a star...
-0.0126
-0.012601
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0126 (i.e., on a bad day with 5% probability, the loss exceeds 1.26%). CVaR(95%) = -0.0186.
{ "var": -0.012601, "cvar": -0.018629, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20180530_0151
T2
1
train
sideways
all
[ "LQD" ]
2018-05-30T00:00:00
LQD: 60-day return history, mean=0.0002, std=0.0027.
Asset: LQD Daily returns (past 60 days): mean=0.0002, std=0.0027, min=-0.0076, max=0.0053 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LQD. Express as a decimal (e.g., -0.02).
-0.0038
-0.003794
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0038 (i.e., on a bad day with 5% probability, the loss exceeds 0.38%). CVaR(95%) = -0.0056.
{ "var": -0.0037939999999999996, "cvar": -0.005581, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20201110_0154
T2
1
train
sideways
all
[ "LINK-USD" ]
2020-11-10T00:00:00
LINK-USD: 60-day return history, mean=0.0002, std=0.0563.
Asset: LINK-USD Daily returns (past 60 days): mean=0.0002, std=0.0563, min=-0.1212, max=0.1799 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02).
-0.0926
-0.092646
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0926 (i.e., on a bad day with 5% probability, the loss exceeds 9.26%). CVaR(95%) = -0.1062.
{ "var": -0.09264599999999999, "cvar": -0.10618599999999999, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20201229_0157
T2
1
train
sideways
all
[ "MTUM" ]
2020-12-29T00:00:00
MTUM: 60-day return history, mean=0.0011, std=0.0123.
Asset: MTUM Daily returns (past 60 days): mean=0.0011, std=0.0123, min=-0.0341, max=0.0314 Market regime: sideways Recent filing/news: [Kaggle 2020-12-28] ["Stand By Chip Champ Advanced Micro Devices Even at Higher Price Points InvestorPlace - Stock Market News, Stock Advice & Trading Tips For investors in Advanced Mic...
-0.0235
-0.023456
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0235 (i.e., on a bad day with 5% probability, the loss exceeds 2.35%). CVaR(95%) = -0.0294.
{ "var": -0.023455999999999998, "cvar": -0.029428, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20201117_0162
T2
1
train
sideways
all
[ "USMV" ]
2020-11-17T00:00:00
USMV: 60-day return history, mean=0.0011, std=0.0103.
Asset: USMV Daily returns (past 60 days): mean=0.0011, std=0.0103, min=-0.0253, max=0.0190 Market regime: sideways Recent filing/news: [Kaggle 2020-11-16] ["A Covid Vaccine Is Coming. Here\u2019s What It Means for the Stock Market. After years of disappointment, a rotation into value-oriented investments from growth co...
-0.0163
-0.016304
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0163 (i.e., on a bad day with 5% probability, the loss exceeds 1.63%). CVaR(95%) = -0.0231.
{ "var": -0.016304, "cvar": -0.023053, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20150916_0165
T2
1
train
sideways
all
[ "EEM" ]
2015-09-16T00:00:00
EEM: 60-day return history, mean=-0.0027, std=0.0163.
Asset: EEM Daily returns (past 60 days): mean=-0.0027, std=0.0163, min=-0.0341, max=0.0317 Market regime: sideways Recent filing/news: [Kaggle 2015-09-15] ["Chip Stocks Up Despite Falling Semiconductor Billings", "Chip Stocks Up Despite Falling Semiconductor Billings", "Is Apple, Inc.'s \"3D Touch\" Supplier a Buy? As ...
-0.0314
-0.031405
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0314 (i.e., on a bad day with 5% probability, the loss exceeds 3.14%). CVaR(95%) = -0.0341.
{ "var": -0.031404999999999995, "cvar": -0.034114, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20190312_0168
T2
1
train
sideways
all
[ "FXI" ]
2019-03-12T00:00:00
FXI: 60-day return history, mean=0.0013, std=0.0123.
Asset: FXI Daily returns (past 60 days): mean=0.0013, std=0.0123, min=-0.0225, max=0.0333 Market regime: sideways Recent filing/news: [Kaggle 2019-03-11] ["Apple\u2019s iPhone Woes Could Hurt Supplier Credit Ratings S&P Ratings predicts that Apple\u2019s iPhone revenue will drop by around 15% in fiscal 2019, and a cont...
-0.0175
-0.017469
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0175 (i.e., on a bad day with 5% probability, the loss exceeds 1.75%). CVaR(95%) = -0.0204.
{ "var": -0.017469, "cvar": -0.020443, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20190819_0175
T2
1
train
sideways
all
[ "XRP-USD" ]
2019-08-19T00:00:00
XRP-USD: 60-day return history, mean=-0.0064, std=0.0398.
Asset: XRP-USD Daily returns (past 60 days): mean=-0.0064, std=0.0398, min=-0.1256, max=0.0712 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XRP-USD. Express as a decimal (e.g., -0.02).
-0.0782
-0.078247
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0782 (i.e., on a bad day with 5% probability, the loss exceeds 7.82%). CVaR(95%) = -0.1099.
{ "var": -0.078247, "cvar": -0.109912, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20181004_0178
T2
1
train
sideways
all
[ "IVV" ]
2018-10-04T00:00:00
IVV: 60-day return history, mean=0.0008, std=0.0043.
Asset: IVV Daily returns (past 60 days): mean=0.0008, std=0.0043, min=-0.0080, max=0.0092 Market regime: sideways Recent filing/news: [Kaggle 2018-10-03] Adobe Unveils Major Document Updates, Enhances PDF Experience Adobe Systems IncorporatedADBE is firing on all cylinders to enhance presence in the document management...
-0.0065
-0.006472
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0065 (i.e., on a bad day with 5% probability, the loss exceeds 0.65%). CVaR(95%) = -0.0075.
{ "var": -0.0064719999999999995, "cvar": -0.007535999999999999, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20220707_0181
T2
1
train
sideways
all
[ "EWJ" ]
2022-07-07T00:00:00
EWJ: 60-day return history, mean=-0.0019, std=0.0120.
Asset: EWJ Daily returns (past 60 days): mean=-0.0019, std=0.0120, min=-0.0286, max=0.0204 Market regime: sideways Recent filing/news: [Kaggle 2022-07-06] ["Beyond Crypto: This Is the Secret Sauce to Retiring a Millionaire While many would agree that the stock market has been the best tool historically to building long...
-0.0217
-0.021679
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0217 (i.e., on a bad day with 5% probability, the loss exceeds 2.17%). CVaR(95%) = -0.0282.
{ "var": -0.021679, "cvar": -0.02824, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20180829_0184
T2
1
train
sideways
all
[ "ACWI" ]
2018-08-29T00:00:00
ACWI: 60-day return history, mean=0.0003, std=0.0058.
Asset: ACWI Daily returns (past 60 days): mean=0.0003, std=0.0058, min=-0.0143, max=0.0098 Market regime: sideways Recent filing/news: [Kaggle 2018-08-28] ["Here\u2019s What Blockchain Technology Means for IBM Stock InvestorPlace - Stock Market News, Stock Advice & Trading Tips IBM (NYSE: IBM ) has been in a prolonged ...
-0.0119
-0.011895
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0119 (i.e., on a bad day with 5% probability, the loss exceeds 1.19%). CVaR(95%) = -0.0127.
{ "var": -0.011895, "cvar": -0.012698, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20210914_0189
T2
1
train
sideways
all
[ "XRP-USD" ]
2021-09-14T00:00:00
XRP-USD: 60-day return history, mean=0.0116, std=0.0633.
Asset: XRP-USD Daily returns (past 60 days): mean=0.0116, std=0.0633, min=-0.1902, max=0.1895 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XRP-USD. Express as a decimal (e.g., -0.02).
-0.0782
-0.078165
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0782 (i.e., on a bad day with 5% probability, the loss exceeds 7.82%). CVaR(95%) = -0.1204.
{ "var": -0.078165, "cvar": -0.12043799999999999, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20181126_0192
T2
1
train
sideways
all
[ "VLUE" ]
2018-11-26T00:00:00
VLUE: 60-day return history, mean=-0.0019, std=0.0108.
Asset: VLUE Daily returns (past 60 days): mean=-0.0019, std=0.0108, min=-0.0356, max=0.0205 Market regime: sideways Recent filing/news: [Kaggle 2018-11-23] ["50 Biggest Movers From Wednesday", "Argus Upgrades Autodesk to Buy, Announces $160 Price Target", "Argus Upgrades Autodesk to Buy, Announces $160 Price Target", "...
-0.0235
-0.023513
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0235 (i.e., on a bad day with 5% probability, the loss exceeds 2.35%). CVaR(95%) = -0.0289.
{ "var": -0.023513, "cvar": -0.02891, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20220110_0197
T2
1
train
sideways
all
[ "XHB" ]
2022-01-10T00:00:00
XHB: 60-day return history, mean=0.0016, std=0.0143.
Asset: XHB Daily returns (past 60 days): mean=0.0016, std=0.0143, min=-0.0344, max=0.0343 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for XHB. Express as a decimal (e.g., -0.02).
-0.0233
-0.023316
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0233 (i.e., on a bad day with 5% probability, the loss exceeds 2.33%). CVaR(95%) = -0.0289.
{ "var": -0.023316, "cvar": -0.028891, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20220117_0200
T2
1
train
sideways
all
[ "IWM" ]
2022-01-17T00:00:00
IWM: 60-day return history, mean=-0.0009, std=0.0141.
Asset: IWM Daily returns (past 60 days): mean=-0.0009, std=0.0141, min=-0.0371, max=0.0282 Market regime: sideways Recent filing/news: [Kaggle 2022-01-14] ["3 Downtrodden Stocks to Sell Before It Gets Worse InvestorPlace - Stock Market News, Stock Advice & Trading Tips Downtrends are multiplying across the land, and be...
-0.0228
-0.02277
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0228 (i.e., on a bad day with 5% probability, the loss exceeds 2.28%). CVaR(95%) = -0.0315.
{ "var": -0.022770000000000002, "cvar": -0.031477, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20160816_0203
T2
1
train
sideways
all
[ "XLK" ]
2016-08-16T00:00:00
XLK: 60-day return history, mean=0.0020, std=0.0089.
Asset: XLK Daily returns (past 60 days): mean=0.0020, std=0.0089, min=-0.0392, max=0.0196 Market regime: sideways Recent filing/news: [Kaggle 2016-08-15] ["Two Chip Picks to Play iPhone, Galaxy Demand Broadcom and InvenSense both could benefit with the launch of the iPhone 7 and Galaxy Note 7.", "Stock bulls keep makin...
-0.0079
-0.00788
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0079 (i.e., on a bad day with 5% probability, the loss exceeds 0.79%). CVaR(95%) = -0.0236.
{ "var": -0.00788, "cvar": -0.02357, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20210316_0206
T2
1
train
sideways
all
[ "DOT-USD" ]
2021-03-16T00:00:00
DOT-USD: 60-day return history, mean=0.0158, std=0.0743.
Asset: DOT-USD Daily returns (past 60 days): mean=0.0158, std=0.0743, min=-0.1117, max=0.2810 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for DOT-USD. Express as a decimal (e.g., -0.02).
-0.0900
-0.089978
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0900 (i.e., on a bad day with 5% probability, the loss exceeds 9.00%). CVaR(95%) = -0.0990.
{ "var": -0.089978, "cvar": -0.09904299999999999, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20160805_0211
T2
1
train
sideways
all
[ "VTI" ]
2016-08-05T00:00:00
VTI: 60-day return history, mean=0.0008, std=0.0083.
Asset: VTI Daily returns (past 60 days): mean=0.0008, std=0.0083, min=-0.0335, max=0.0182 Market regime: sideways Recent filing/news: [Kaggle 2016-08-04] ["Top Dogs (And Stocks In The Dog House) - Cramer's Mad Money (8/3/16)", "Tracking William Von Mueffling's Cantillon Capital Management Portfolio - Q2 2016 Update", "...
-0.0092
-0.009224
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0092 (i.e., on a bad day with 5% probability, the loss exceeds 0.92%). CVaR(95%) = -0.0213.
{ "var": -0.009224, "cvar": -0.021306, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20201006_0214
T2
1
train
sideways
all
[ "SOYB" ]
2020-10-06T00:00:00
SOYB: 60-day return history, mean=0.0022, std=0.0083.
Asset: SOYB Daily returns (past 60 days): mean=0.0022, std=0.0083, min=-0.0210, max=0.0272 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SOYB. Express as a decimal (e.g., -0.02).
-0.0114
-0.011389
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0114 (i.e., on a bad day with 5% probability, the loss exceeds 1.14%). CVaR(95%) = -0.0154.
{ "var": -0.011389, "cvar": -0.015422, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20191114_0217
T2
1
train
sideways
all
[ "PPLT" ]
2019-11-14T00:00:00
PPLT: 60-day return history, mean=0.0011, std=0.0151.
Asset: PPLT Daily returns (past 60 days): mean=0.0011, std=0.0151, min=-0.0436, max=0.0399 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for PPLT. Express as a decimal (e.g., -0.02).
-0.0247
-0.024674
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0247 (i.e., on a bad day with 5% probability, the loss exceeds 2.47%). CVaR(95%) = -0.0342.
{ "var": -0.024673999999999998, "cvar": -0.034227, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20170104_0224
T2
1
train
sideways
all
[ "QQQ" ]
2017-01-04T00:00:00
QQQ: 60-day return history, mean=0.0002, std=0.0078.
Asset: QQQ Daily returns (past 60 days): mean=0.0002, std=0.0078, min=-0.0174, max=0.0235 Market regime: sideways Recent filing/news: [Kaggle 2017-01-03] ["Seven highly valued tech startups that could IPO in 2017 Unicorns like Snap and Spotify are expected to reach Wall Street in 2017, but what about Uber, Lyft, Airbnb...
-0.0123
-0.01229
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0123 (i.e., on a bad day with 5% probability, the loss exceeds 1.23%). CVaR(95%) = -0.0160.
{ "var": -0.01229, "cvar": -0.016024, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20161010_0227
T2
1
train
sideways
all
[ "XLY" ]
2016-10-10T00:00:00
XLY: 60-day return history, mean=-0.0003, std=0.0064.
Asset: XLY Daily returns (past 60 days): mean=-0.0003, std=0.0064, min=-0.0244, max=0.0139 Market regime: sideways Recent filing/news: [Kaggle 2016-10-07] What's Next for Alnylam Pharmaceuticals, Inc. After Its Phase 3 Failure? Image source: Getty Images. Another once-promising drug has failed. Alnylam Pharmaceuticals ...
-0.0113
-0.011267
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0113 (i.e., on a bad day with 5% probability, the loss exceeds 1.13%). CVaR(95%) = -0.0179.
{ "var": -0.011267, "cvar": -0.017927, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20171215_0230
T2
1
train
sideways
all
[ "SCHP" ]
2017-12-15T00:00:00
SCHP: 60-day return history, mean=0.0001, std=0.0019.
Asset: SCHP Daily returns (past 60 days): mean=0.0001, std=0.0019, min=-0.0047, max=0.0042 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SCHP. Express as a decimal (e.g., -0.02).
-0.0031
-0.003057
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0031 (i.e., on a bad day with 5% probability, the loss exceeds 0.31%). CVaR(95%) = -0.0036.
{ "var": -0.003057, "cvar": -0.003606, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20150622_0233
T2
1
train
sideways
all
[ "EEM" ]
2015-06-22T00:00:00
EEM: 60-day return history, mean=0.0001, std=0.0092.
Asset: EEM Daily returns (past 60 days): mean=0.0001, std=0.0092, min=-0.0176, max=0.0207 Market regime: sideways Recent filing/news: [Kaggle 2015-06-19] ["Maxim Integrated, others named as potential Texas Instruments target", "Maxim Integrated, others named as potential Texas Instruments target", "Analog Devices Inc. ...
-0.0153
-0.015271
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0153 (i.e., on a bad day with 5% probability, the loss exceeds 1.53%). CVaR(95%) = -0.0163.
{ "var": -0.015271, "cvar": -0.016318, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20200819_0238
T2
1
train
sideways
all
[ "XLB" ]
2020-08-19T00:00:00
XLB: 60-day return history, mean=0.0037, std=0.0131.
Asset: XLB Daily returns (past 60 days): mean=0.0037, std=0.0131, min=-0.0337, max=0.0270 Market regime: sideways Recent filing/news: [Kaggle 2020-08-18] ["How Companies Are Working To Reduce The Size of Their Carbon Footprint \u201cScientific evidence for warming of the climate system is unequivocal.\u201d ~ Intergove...
-0.0197
-0.019676
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0197 (i.e., on a bad day with 5% probability, the loss exceeds 1.97%). CVaR(95%) = -0.0285.
{ "var": -0.019676, "cvar": -0.028513999999999998, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20211015_0241
T2
1
train
sideways
all
[ "TLT" ]
2021-10-15T00:00:00
TLT: 60-day return history, mean=-0.0003, std=0.0080.
Asset: TLT Daily returns (past 60 days): mean=-0.0003, std=0.0080, min=-0.0226, max=0.0171 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for TLT. Express as a decimal (e.g., -0.02).
-0.0107
-0.010714
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0107 (i.e., on a bad day with 5% probability, the loss exceeds 1.07%). CVaR(95%) = -0.0183.
{ "var": -0.010714, "cvar": -0.018292, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20211018_0244
T2
1
train
sideways
all
[ "VNQI" ]
2021-10-18T00:00:00
VNQI: 60-day return history, mean=-0.0001, std=0.0077.
Asset: VNQI Daily returns (past 60 days): mean=-0.0001, std=0.0077, min=-0.0246, max=0.0169 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for VNQI. Express as a decimal (e.g., -0.02).
-0.0123
-0.012308
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0123 (i.e., on a bad day with 5% probability, the loss exceeds 1.23%). CVaR(95%) = -0.0167.
{ "var": -0.012308, "cvar": -0.01674, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20160129_0247
T2
1
train
sideways
all
[ "SCHH" ]
2016-01-29T00:00:00
SCHH: 60-day return history, mean=-0.0007, std=0.0124.
Asset: SCHH Daily returns (past 60 days): mean=-0.0007, std=0.0124, min=-0.0302, max=0.0263 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for SCHH. Express as a decimal (e.g., -0.02).
-0.0198
-0.019793
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0198 (i.e., on a bad day with 5% probability, the loss exceeds 1.98%). CVaR(95%) = -0.0268.
{ "var": -0.019792999999999998, "cvar": -0.026827, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20160718_0250
T2
1
train
sideways
all
[ "QUAL" ]
2016-07-18T00:00:00
QUAL: 60-day return history, mean=0.0003, std=0.0083.
Asset: QUAL Daily returns (past 60 days): mean=0.0003, std=0.0083, min=-0.0339, max=0.0164 Market regime: sideways Recent filing/news: [Kaggle 2016-07-15] ["Apple Supplier Largan Precision Soars 8% On Profit Beat, Dual-Cam Outlook Apple (AAPL) lens supplier Largan Precision (3008.Taiwan) has no plans to stop outperform...
-0.0095
-0.009501
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0095 (i.e., on a bad day with 5% probability, the loss exceeds 0.95%). CVaR(95%) = -0.0200.
{ "var": -0.009500999999999999, "cvar": -0.019993999999999998, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20190104_0253
T2
1
train
sideways
all
[ "LINK-USD" ]
2019-01-04T00:00:00
LINK-USD: 60-day return history, mean=-0.0017, std=0.0800.
Asset: LINK-USD Daily returns (past 60 days): mean=-0.0017, std=0.0800, min=-0.1934, max=0.1577 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for LINK-USD. Express as a decimal (e.g., -0.02).
-0.1322
-0.132228
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.1322 (i.e., on a bad day with 5% probability, the loss exceeds 13.22%). CVaR(95%) = -0.1661.
{ "var": -0.13222799999999998, "cvar": -0.16608299999999998, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20221028_0256
T2
1
train
sideways
all
[ "IWM" ]
2022-10-28T00:00:00
IWM: 60-day return history, mean=-0.0009, std=0.0174.
Asset: IWM Daily returns (past 60 days): mean=-0.0009, std=0.0174, min=-0.0371, max=0.0349 Market regime: sideways Recent filing/news: [Kaggle 2022-10-27] ["Apple (AAPL) Q4 2022 Earnings Call Transcript Image source: The Motley Fool. Apple (NASDAQ: AAPL) Q4 2022 Earnings Call Oct 27, 2022, 5:00 p.m. ET Contents: Prepar...
-0.0273
-0.02728
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0273 (i.e., on a bad day with 5% probability, the loss exceeds 2.73%). CVaR(95%) = -0.0334.
{ "var": -0.027280000000000002, "cvar": -0.033444, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": true, "text_chars": 3020 }
T2_all_20200729_0263
T2
1
train
sideways
all
[ "BIL" ]
2020-07-29T00:00:00
BIL: 60-day return history, mean=0.0000, std=0.0001.
Asset: BIL Daily returns (past 60 days): mean=0.0000, std=0.0001, min=-0.0002, max=0.0002 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for BIL. Express as a decimal (e.g., -0.02).
-0.0002
-0.000218
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0002 (i.e., on a bad day with 5% probability, the loss exceeds 0.02%). CVaR(95%) = -0.0002.
{ "var": -0.00021799999999999999, "cvar": -0.00021799999999999999, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }
T2_all_20210705_0265
T2
1
train
sideways
all
[ "STIP" ]
2021-07-05T00:00:00
STIP: 60-day return history, mean=0.0003, std=0.0013.
Asset: STIP Daily returns (past 60 days): mean=0.0003, std=0.0013, min=-0.0039, max=0.0031 Market regime: sideways Using the historical simulation method, compute the 1-day VaR at 95% confidence level for STIP. Express as a decimal (e.g., -0.02).
-0.0015
-0.00152
Historical simulation VaR at 95%: sort the 60 daily returns and take the 5th percentile. VaR(95%) = -0.0015 (i.e., on a bad day with 5% probability, the loss exceeds 0.15%). CVaR(95%) = -0.0032.
{ "var": -0.00152, "cvar": -0.0031579999999999998, "confidence": 0.9500000000000001, "n_returns": 60, "has_text": false, "text_chars": 0 }