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README.md
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path: data/2026-*
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dataset_info:
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features:
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- name: qid
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dtype: string
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list: string
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dtype: int32
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splits:
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download_size: 958807
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dataset_size: 2664507
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---
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| 1 |
---
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+
language: en
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+
license: cc-by-4.0
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+
task_categories:
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- multiple-choice
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- question-answering
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size_categories:
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- 1K<n<10K
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+
pretty_name: FinDeepForecast-Historical-US
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tags:
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- finance
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- economics
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- macro
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- forecasting
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- federal-reserve
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- time-series
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- benchmark
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| 18 |
---
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| 19 |
+
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+
# FinDeepForecast-Historical-US
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+
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+
A **historical** version of the [FinDeepForecast](https://openfinarena.com/fin-deep-forecast/) benchmark from OpenFinArena, covering **1999–2026** with ground-truth derived from real FRED time series.
|
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+
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+
Strictly follows the paper's two-track taxonomy:
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| 25 |
+
- **Recurrent** — periodic numerical forecasts (CPI/GDP/Treasury/etc. value at a future date)
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| 26 |
+
- **Non-Recurrent** — binary YES/NO forecasts on specific upcoming scheduled events (FOMC rate decisions, CPI/NFP release surprises, weekly market thresholds)
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| 27 |
+
|
| 28 |
+
## Highlights
|
| 29 |
+
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| 30 |
+
| Metric | Value |
|
| 31 |
+
|---|---|
|
| 32 |
+
| Total questions | **8,437** |
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| 33 |
+
| Recurrent | 6,366 (75.5%) — multiple choice (4 options) |
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| 34 |
+
| Non-Recurrent | 2,071 (24.5%) — binary YES/NO |
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| 35 |
+
| Years covered | 1999–2026 (28 splits) |
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| 36 |
+
| Indicators | 49 US macro/market series from FRED |
|
| 37 |
+
| Avg per year | ~300 questions |
|
| 38 |
+
|
| 39 |
+
## Quick Start
|
| 40 |
+
|
| 41 |
+
```python
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| 42 |
+
from datasets import load_dataset
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| 43 |
+
|
| 44 |
+
# Single year
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| 45 |
+
ds = load_dataset("TheFinAI/pre_test", split="2008")
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| 46 |
+
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| 47 |
+
# Filter by forecast type
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| 48 |
+
recurrent_2008 = ds.filter(lambda x: x["forecastType"] == "Recurrent")
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| 49 |
+
non_recurrent_2008 = ds.filter(lambda x: x["forecastType"] == "Non-Recurrent")
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| 50 |
+
```
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| 51 |
+
|
| 52 |
+
## Recurrent (paper-aligned periodic forecast)
|
| 53 |
+
|
| 54 |
+
> *"Forecast the value of [US CPI YoY Inflation Rate] for June 2010.
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| 55 |
+
> (Information available up to 2010-04-15.)"*
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| 56 |
+
>
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| 57 |
+
> A) 1.45% B) 2.04% C) 2.42% D) 1.85%
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| 58 |
+
|
| 59 |
+
- Format: 4-option MCQ with numeric values
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| 60 |
+
- Generated for 49 indicators × 4 quarters/year × {level, yoy_pct, yoy_pp} transforms
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| 61 |
+
- `info_cutoff` set ~60 days before target period
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| 62 |
+
|
| 63 |
+
## Non-Recurrent (paper-aligned binary YES/NO)
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| 64 |
+
|
| 65 |
+
Follows the original paper's format: "Will [specific event] happen by [date]?"
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| 66 |
+
|
| 67 |
+
### 8 templates (all anchored to scheduled events)
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| 68 |
+
|
| 69 |
+
| Template | Question pattern | Per year |
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| 70 |
+
|---|---|---|
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| 71 |
+
| T1 `fomc_cut` | Will FOMC cut rates ≥25bp at [date]? | ~8 |
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| 72 |
+
| T2 `fomc_hike` | Will FOMC raise rates ≥25bp at [date]? | ~8 |
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| 73 |
+
| T3 `fomc_hold` | Will FOMC keep rates unchanged at [date]? | ~8 |
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| 74 |
+
| T4 `cpi_release_threshold` | Will CPI YoY for [month] exceed [threshold]%? | 12 |
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| 75 |
+
| T5 `nfp_release_threshold` | Will NFP for [month] show change > [threshold]? | 12 |
|
| 76 |
+
| T6 `gdp_release_threshold` | Will GDP YoY for [quarter] exceed [threshold]%? | 4 |
|
| 77 |
+
| T7 `vix_weekly_spike` | Will VIX exceed [threshold] in week ending [date]? | 12 |
|
| 78 |
+
| T8 `nasdaq_weekly_gain` | Will NASDAQ gain more than [X]% in week ending [date]? | 12 |
|
| 79 |
+
|
| 80 |
+
### Non-Recurrent example (real)
|
| 81 |
+
|
| 82 |
+
> *"Will the FOMC cut the federal funds target rate by at least 25 basis points
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| 83 |
+
> at its meeting on 2020-03-15?"*
|
| 84 |
+
>
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| 85 |
+
> A) YES B) NO
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| 86 |
+
>
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| 87 |
+
> ✓ Answer: A (YES) — Fed cut to zero on emergency Sunday meeting
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| 88 |
+
|
| 89 |
+
### YES/NO balance (across all 2,071 NR questions)
|
| 90 |
+
|
| 91 |
+
| Subtype | n | YES% | NO% |
|
| 92 |
+
|---|---:|---:|---:|
|
| 93 |
+
| vix_weekly_spike | 328 | 51% | 49% |
|
| 94 |
+
| nasdaq_weekly_gain | 328 | 41% | 59% |
|
| 95 |
+
| nfp_release_threshold | 326 | 49% | 51% |
|
| 96 |
+
| cpi_release_threshold | 313 | 52% | 48% |
|
| 97 |
+
| fomc_cut | 224 | 17% | 83% |
|
| 98 |
+
| fomc_hike | 224 | 19% | 81% |
|
| 99 |
+
| fomc_hold | 224 | 64% | 36% |
|
| 100 |
+
| gdp_release_threshold | 104 | 47% | 53% |
|
| 101 |
+
|
| 102 |
+
(FOMC imbalance reflects reality: most meetings are "hold" decisions.)
|
| 103 |
+
|
| 104 |
+
## Schema
|
| 105 |
+
|
| 106 |
+
| Field | Type | Description |
|
| 107 |
+
|---|---|---|
|
| 108 |
+
| `qid` | string | Unique question ID |
|
| 109 |
+
| `forecastType` | string | `Recurrent` or `Non-Recurrent` |
|
| 110 |
+
| `subtype` | string | Fine-grained subtype |
|
| 111 |
+
| `indicator` | string | Primary FRED series ID |
|
| 112 |
+
| `transform` | string | `level` / `yoy_pct` / `yoy_pp` (Recurrent), `""` (NR) |
|
| 113 |
+
| `target_period` | string | Period asked about |
|
| 114 |
+
| `info_cutoff` | string | YYYY-MM-DD — latest info allowed |
|
| 115 |
+
| `forecast_end` | string | YYYY-MM-DD — last day of horizon |
|
| 116 |
+
| `answer_release` | string | NR only — when truth becomes verifiable |
|
| 117 |
+
| `question` | string | Question text |
|
| 118 |
+
| `options` | list[string] | Length 4 (Recurrent) or 2 (NR) |
|
| 119 |
+
| `answer_letter` | string | A/B/C/D (Recurrent) or A/B (NR) |
|
| 120 |
+
| `answer_raw` | string | Underlying answer value |
|
| 121 |
+
| `unit` | string | `%`, `index`, `binary`, etc. |
|
| 122 |
+
| `year` | int | Convenience field |
|
| 123 |
+
|
| 124 |
+
## Indicators (49 FRED series)
|
| 125 |
+
|
| 126 |
+
| Category | Examples |
|
| 127 |
+
|---|---|
|
| 128 |
+
| Inflation (8) | CPIAUCSL, CPILFESL, PCEPI, PCEPILFE, PPIACO, PPIFIS, DCOILWTICO, DCOILBRENTEU |
|
| 129 |
+
| Labor (6) | UNRATE, PAYEMS, CIVPART, EMRATIO, AHETPI, ICSA |
|
| 130 |
+
| Growth (4) | GDPC1, GDP, INDPRO, TCU |
|
| 131 |
+
| Rates (8) | FEDFUNDS, DGS3MO, DGS2, DGS5, DGS10, DGS30, T10Y2Y, MORTGAGE30US |
|
| 132 |
+
| Money (4) | M2SL, BOGMBASE, TOTBKCR, CCSA |
|
| 133 |
+
| Consumer (5) | UMCSENT, PCE, PSAVERT, RSAFS, DSPI |
|
| 134 |
+
| Housing (3) | HOUST, PERMIT, CSUSHPINSA |
|
| 135 |
+
| Manufacturing (3) | DGORDER, BOPGSTB, NEWORDER |
|
| 136 |
+
| Market (8) | SP500, NASDAQCOM, DJIA, VIXCLS, DTWEXBGS, DEXUSEU, DEXJPUS, DEXCHUS |
|
| 137 |
+
|
| 138 |
+
## Coverage Notes
|
| 139 |
+
|
| 140 |
+
- **1999** has fewer Recurrent questions (~180) because some indicators
|
| 141 |
+
(`PPIFIS`, `SP500`, `DJIA`, `DTWEXBGS`) start later than 1999 on FRED.
|
| 142 |
+
- **2026** is a partial year (data through April/May 2026); contains only
|
| 143 |
+
questions whose ground truth is verifiable.
|
| 144 |
+
- All NR questions tied to FOMC meetings, BLS releases (CPI/NFP), BEA releases (GDP),
|
| 145 |
+
or weekly market thresholds — all from scheduled/public calendars.
|
| 146 |
+
|
| 147 |
+
## Differences from the Original FinDeepForecast
|
| 148 |
+
|
| 149 |
+
| Aspect | Original (live, 2025-10 → 2025-12) | This dataset (historical) |
|
| 150 |
+
|---|---|---|
|
| 151 |
+
| Coverage | 10 weeks | 28 years |
|
| 152 |
+
| Markets | 8 (US/UK/CN/HK/JP/SG/DE/FR) | US only |
|
| 153 |
+
| Recurrent total | 296 macro + 699 corporate | 6,366 (macro only) |
|
| 154 |
+
| Non-Recurrent total | 128 macro + 247 corporate | 2,071 (macro only) |
|
| 155 |
+
| Ground truth | Future outcome (live) | Historical realized values |
|
| 156 |
+
| Format | Numeric (Rec) + YES/NO (NR) | **Same** — 4-option MCQ + YES/NO |
|
| 157 |
+
|
| 158 |
+
This historical version sacrifices the live "no memorization" property of the
|
| 159 |
+
original benchmark in exchange for reproducible offline evaluation across 28 years.
|
| 160 |
+
|
| 161 |
+
## License
|
| 162 |
+
|
| 163 |
+
CC-BY-4.0. Underlying FRED data is in the public domain (FRED API terms).
|
| 164 |
+
|
| 165 |
+
## Citation
|
| 166 |
+
|
| 167 |
+
```bibtex
|
| 168 |
+
@article{findeepforecast,
|
| 169 |
+
title={FinDeepForecast: A Live Benchmark for Financial Forecasting with LLMs},
|
| 170 |
+
author={OpenFinArena},
|
| 171 |
+
year={2026},
|
| 172 |
+
url={https://openfinarena.com/fin-deep-forecast/}
|
| 173 |
+
}
|
| 174 |
+
```
|