language: en
license: cc-by-4.0
task_categories:
- multiple-choice
- question-answering
size_categories:
- 1K<n<10K
pretty_name: FinDeepForecast-Historical-US
tags:
- finance
- economics
- macro
- forecasting
- federal-reserve
- time-series
- benchmark
dataset_info:
features:
- name: qid
dtype: string
- name: forecastType
dtype: string
- name: subtype
dtype: string
- name: indicator
dtype: string
- name: transform
dtype: string
- name: target_period
dtype: string
- name: info_cutoff
dtype: string
- name: forecast_end
dtype: string
- name: answer_release
dtype: string
- name: question
dtype: string
- name: options
list: string
- name: answer_letter
dtype: string
- name: answer_raw
dtype: string
- name: unit
dtype: string
- name: year
dtype: int32
splits:
- name: '1999'
num_bytes: 74833
num_examples: 236
- name: '2000'
num_bytes: 104028
num_examples: 328
- name: '2001'
num_bytes: 100621
num_examples: 318
- name: '2002'
num_bytes: 107149
num_examples: 337
- name: '2003'
num_bytes: 107172
num_examples: 336
- name: '2004'
num_bytes: 101665
num_examples: 322
- name: '2005'
num_bytes: 103728
num_examples: 328
- name: '2006'
num_bytes: 101349
num_examples: 321
- name: '2007'
num_bytes: 102494
num_examples: 321
- name: '2008'
num_bytes: 113226
num_examples: 352
- name: '2009'
num_bytes: 100911
num_examples: 318
- name: '2010'
num_bytes: 106598
num_examples: 335
- name: '2011'
num_bytes: 106190
num_examples: 334
- name: '2012'
num_bytes: 105532
num_examples: 333
- name: '2013'
num_bytes: 101793
num_examples: 322
- name: '2014'
num_bytes: 104869
num_examples: 331
- name: '2015'
num_bytes: 108792
num_examples: 341
- name: '2016'
num_bytes: 113696
num_examples: 356
- name: '2017'
num_bytes: 102019
num_examples: 324
- name: '2018'
num_bytes: 111264
num_examples: 348
- name: '2019'
num_bytes: 102219
num_examples: 324
- name: '2020'
num_bytes: 107109
num_examples: 334
- name: '2021'
num_bytes: 102620
num_examples: 324
- name: '2022'
num_bytes: 109808
num_examples: 343
- name: '2023'
num_bytes: 107952
num_examples: 339
- name: '2024'
num_bytes: 108210
num_examples: 339
- name: '2025'
num_bytes: 106355
num_examples: 329
- name: '2026'
num_bytes: 49530
num_examples: 155
download_size: 994498
dataset_size: 2871732
configs:
- config_name: default
data_files:
- split: '1999'
path: data/1999-*
- split: '2000'
path: data/2000-*
- split: '2001'
path: data/2001-*
- split: '2002'
path: data/2002-*
- split: '2003'
path: data/2003-*
- split: '2004'
path: data/2004-*
- split: '2005'
path: data/2005-*
- split: '2006'
path: data/2006-*
- split: '2007'
path: data/2007-*
- split: '2008'
path: data/2008-*
- split: '2009'
path: data/2009-*
- split: '2010'
path: data/2010-*
- split: '2011'
path: data/2011-*
- split: '2012'
path: data/2012-*
- split: '2013'
path: data/2013-*
- split: '2014'
path: data/2014-*
- split: '2015'
path: data/2015-*
- split: '2016'
path: data/2016-*
- split: '2017'
path: data/2017-*
- split: '2018'
path: data/2018-*
- split: '2019'
path: data/2019-*
- split: '2020'
path: data/2020-*
- split: '2021'
path: data/2021-*
- split: '2022'
path: data/2022-*
- split: '2023'
path: data/2023-*
- split: '2024'
path: data/2024-*
- split: '2025'
path: data/2025-*
- split: '2026'
path: data/2026-*
FinDeepForecast-Historical-US
A historical version of the FinDeepForecast benchmark from OpenFinArena, covering 1999–2026 with ground-truth derived from real FRED time series.
Strictly follows the paper's two-track taxonomy:
- Recurrent — periodic numerical forecasts (CPI/GDP/Treasury/etc. value at a future date)
- Non-Recurrent — binary YES/NO forecasts on specific upcoming scheduled events (FOMC rate decisions, CPI/NFP release surprises, weekly market thresholds)
Highlights
| Metric | Value |
|---|---|
| Total questions | 8,437 |
| Recurrent | 6,366 (75.5%) — multiple choice (4 options) |
| Non-Recurrent | 2,071 (24.5%) — binary YES/NO |
| Years covered | 1999–2026 (28 splits) |
| Indicators | 49 US macro/market series from FRED |
| Avg per year | ~300 questions |
Quick Start
from datasets import load_dataset
# Single year
ds = load_dataset("TheFinAI/pre_test", split="2008")
# Filter by forecast type
recurrent_2008 = ds.filter(lambda x: x["forecastType"] == "Recurrent")
non_recurrent_2008 = ds.filter(lambda x: x["forecastType"] == "Non-Recurrent")
Recurrent (paper-aligned periodic forecast)
"Forecast the value of [US CPI YoY Inflation Rate] for June 2010. (Information available up to 2010-04-15.)"
A) 1.45% B) 2.04% C) 2.42% D) 1.85%
- Format: 4-option MCQ with numeric values
- Generated for 49 indicators × 4 quarters/year × {level, yoy_pct, yoy_pp} transforms
info_cutoffset ~60 days before target period
Non-Recurrent (paper-aligned binary YES/NO)
Follows the original paper's format: "Will [specific event] happen by [date]?"
8 templates (all anchored to scheduled events)
| Template | Question pattern | Per year |
|---|---|---|
T1 fomc_cut |
Will FOMC cut rates ≥25bp at [date]? | ~8 |
T2 fomc_hike |
Will FOMC raise rates ≥25bp at [date]? | ~8 |
T3 fomc_hold |
Will FOMC keep rates unchanged at [date]? | ~8 |
T4 cpi_release_threshold |
Will CPI YoY for [month] exceed [threshold]%? | 12 |
T5 nfp_release_threshold |
Will NFP for [month] show change > [threshold]? | 12 |
T6 gdp_release_threshold |
Will GDP YoY for [quarter] exceed [threshold]%? | 4 |
T7 vix_weekly_spike |
Will VIX exceed [threshold] in week ending [date]? | 12 |
T8 nasdaq_weekly_gain |
Will NASDAQ gain more than [X]% in week ending [date]? | 12 |
Non-Recurrent example (real)
"Will the FOMC cut the federal funds target rate by at least 25 basis points at its meeting on 2020-03-15?"
A) YES B) NO
✓ Answer: A (YES) — Fed cut to zero on emergency Sunday meeting
YES/NO balance (across all 2,071 NR questions)
| Subtype | n | YES% | NO% |
|---|---|---|---|
| vix_weekly_spike | 328 | 51% | 49% |
| nasdaq_weekly_gain | 328 | 41% | 59% |
| nfp_release_threshold | 326 | 49% | 51% |
| cpi_release_threshold | 313 | 52% | 48% |
| fomc_cut | 224 | 17% | 83% |
| fomc_hike | 224 | 19% | 81% |
| fomc_hold | 224 | 64% | 36% |
| gdp_release_threshold | 104 | 47% | 53% |
(FOMC imbalance reflects reality: most meetings are "hold" decisions.)
Schema
| Field | Type | Description |
|---|---|---|
qid |
string | Unique question ID |
forecastType |
string | Recurrent or Non-Recurrent |
subtype |
string | Fine-grained subtype |
indicator |
string | Primary FRED series ID |
transform |
string | level / yoy_pct / yoy_pp (Recurrent), "" (NR) |
target_period |
string | Period asked about |
info_cutoff |
string | YYYY-MM-DD — latest info allowed |
forecast_end |
string | YYYY-MM-DD — last day of horizon |
answer_release |
string | NR only — when truth becomes verifiable |
question |
string | Question text |
options |
list[string] | Length 4 (Recurrent) or 2 (NR) |
answer_letter |
string | A/B/C/D (Recurrent) or A/B (NR) |
answer_raw |
string | Underlying answer value |
unit |
string | %, index, binary, etc. |
year |
int | Convenience field |
Indicators (49 FRED series)
| Category | Examples |
|---|---|
| Inflation (8) | CPIAUCSL, CPILFESL, PCEPI, PCEPILFE, PPIACO, PPIFIS, DCOILWTICO, DCOILBRENTEU |
| Labor (6) | UNRATE, PAYEMS, CIVPART, EMRATIO, AHETPI, ICSA |
| Growth (4) | GDPC1, GDP, INDPRO, TCU |
| Rates (8) | FEDFUNDS, DGS3MO, DGS2, DGS5, DGS10, DGS30, T10Y2Y, MORTGAGE30US |
| Money (4) | M2SL, BOGMBASE, TOTBKCR, CCSA |
| Consumer (5) | UMCSENT, PCE, PSAVERT, RSAFS, DSPI |
| Housing (3) | HOUST, PERMIT, CSUSHPINSA |
| Manufacturing (3) | DGORDER, BOPGSTB, NEWORDER |
| Market (8) | SP500, NASDAQCOM, DJIA, VIXCLS, DTWEXBGS, DEXUSEU, DEXJPUS, DEXCHUS |
Coverage Notes
- 1999 has fewer Recurrent questions (~180) because some indicators
(
PPIFIS,SP500,DJIA,DTWEXBGS) start later than 1999 on FRED. - 2026 is a partial year (data through April/May 2026); contains only questions whose ground truth is verifiable.
- All NR questions tied to FOMC meetings, BLS releases (CPI/NFP), BEA releases (GDP), or weekly market thresholds — all from scheduled/public calendars.
Differences from the Original FinDeepForecast
| Aspect | Original (live, 2025-10 → 2025-12) | This dataset (historical) |
|---|---|---|
| Coverage | 10 weeks | 28 years |
| Markets | 8 (US/UK/CN/HK/JP/SG/DE/FR) | US only |
| Recurrent total | 296 macro + 699 corporate | 6,366 (macro only) |
| Non-Recurrent total | 128 macro + 247 corporate | 2,071 (macro only) |
| Ground truth | Future outcome (live) | Historical realized values |
| Format | Numeric (Rec) + YES/NO (NR) | Same — 4-option MCQ + YES/NO |
This historical version sacrifices the live "no memorization" property of the original benchmark in exchange for reproducible offline evaluation across 28 years.
License
CC-BY-4.0. Underlying FRED data is in the public domain (FRED API terms).
Citation
@article{findeepforecast,
title={FinDeepForecast: A Live Benchmark for Financial Forecasting with LLMs},
author={OpenFinArena},
year={2026},
url={https://openfinarena.com/fin-deep-forecast/}
}