Datasets:

ClarusC64
/

market-agent-reaction-path-mapping-v0.1

id stringclasses 6 values	date_window stringclasses 6 values	market_context stringclasses 6 values	agent_signal_summary stringclasses 6 values	positioning_proxy_summary stringclasses 6 values	trigger_event_context stringclasses 6 values	liquidity_conditions stringclasses 4 values	agent_type stringclasses 5 values	current_position_state stringclasses 6 values	forced_action_probability float64 0.25 0.8	reaction_path stringclasses 6 values	systemic_impact_score float64 0.22 0.74	notes stringclasses 6 values	constraints stringclasses 1 value	gold_checklist stringclasses 1 value
MARP-001	2025-01-11_to_2025-01-12	Nasdaq futures extended rally	persistent buy programs; trend followers dominant	trend exposure proxy high; model signals maxed	minor down day breaks short-term trend	liquidity ok	cta_trend	max_long_near_capacity	0.72	reduce_long->sell_futures->vol_up	0.66	CTA forced de-risk on trend break	Infer constraints not opinions.	agent+state+path
MARP-002	2025-02-15_to_2025-02-16	rates gap move	dealer hedging flows dominate	negative gamma proxy; intraday hedging rising	vol spike in front-end rates	liquidity thinning	options_hedging	short_gamma_hedge_mode	0.8	buy_vol->sell_risk_assets->liquidity_thin	0.74	Dealer hedging amplifies move	Infer constraints not opinions.	agent+state+path
MARP-003	2025-03-19_to_2025-03-20	credit stress	levered holders under pressure	margin stress proxy high; bid weak	funding spread widening	liquidity patchy	distressed_seller	forced_liquidation	0.78	sell_credit->sell_equities->spread_widen	0.7	Forced selling cascade	Infer constraints not opinions.	agent+state+path
MARP-004	2025-04-03_to_2025-04-04	equities stable	market makers supplying depth	inventory balanced; neutral gamma	no trigger event	liquidity strong	market_maker	balanced_inventory	0.25	quote_tighten->absorb_flow	0.22	Stabilizing agent	Infer constraints not opinions.	agent+state+path
MARP-005	2025-05-22_to_2025-05-23	energy shock spillover	trend and hedging flows overlap	trend long crowded; hedging demand rising	policy headline escalates risk-off	liquidity thinning	cta_trend	crowded_long	0.67	sell_futures->correlation_up->risk_off	0.72	Crowded unwind under shock	Infer constraints not opinions.	agent+state+path
MARP-006	2025-06-12_to_2025-06-13	single-theme equity concentration	fundamental crowd in leaders	ownership concentrated; breadth weak	earnings miss in leader	liquidity ok	fundamental_growth	concentrated_long	0.62	sell_leaders->rotation->dispersion_up	0.58	Fundamental de-risk rotates market	Infer constraints not opinions.	agent+state+path

What this dataset tests

Whether a system can infer
what market agent types must do next
given constraints and triggers.

This is forced behavior mapping.
Not opinions.

Required outputs

agent type
current position state
forced action probability
reaction path
systemic impact score

Constraints

Do not predict single-asset price.
Infer forced actions from positioning and trigger context.

Evaluation focus

High scores require
agent type named
position state described
numeric forced action probability
explicit reaction path
numeric systemic impact score

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