Datasets:
id stringclasses 6 values | date_window stringclasses 6 values | macro_context stringclasses 6 values | cross_asset_summary stringclasses 6 values | volatility_structure stringclasses 6 values | liquidity_conditions stringclasses 6 values | positioning_notes stringclasses 6 values | regime_coherence_score float64 0.38 0.82 | dominant_driver_label stringclasses 6 values | cross_asset_alignment_index float64 0.3 0.78 | dispersion_vs_concentration_index float64 0.22 0.7 | regime_stability_band stringclasses 4 values | notes stringclasses 6 values | constraints stringclasses 1 value | gold_checklist stringclasses 1 value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRC-001 | 2025-01-10_to_2025-01-14 | rates rising; inflation prints hot | equities down; yields up; dollar up; credit widening | vol term structure steepening | liquidity tightening | macro funds aligned short duration | 0.82 | macro_rates | 0.78 | 0.22 | stable | Classic macro-driven regime | Use relationships not prices. | score+driver+alignment |
MRC-002 | 2025-02-02_to_2025-02-05 | earnings season mixed | mega-cap up; small caps flat; bonds neutral | vol flat | liquidity neutral | tech concentration heavy | 0.6 | concentration_equity | 0.55 | 0.4 | moderate | Equity concentration regime | Use relationships not prices. | score+driver+alignment |
MRC-003 | 2025-03-01_to_2025-03-03 | policy uncertainty | equities volatile; yields volatile; gold up | vol surface dislocated | liquidity thinning | hedge funds reducing exposure | 0.38 | uncertain_transition | 0.3 | 0.7 | fragile | Low coherence regime | Use relationships not prices. | score+driver+alignment |
MRC-004 | 2025-04-12_to_2025-04-15 | stable growth signals | equities steady; credit tight; yields range-bound | vol suppressed | liquidity strong | risk-on positioning broad | 0.76 | risk_on_liquidity | 0.7 | 0.25 | stable | Liquidity-driven regime | Use relationships not prices. | score+driver+alignment |
MRC-005 | 2025-05-20_to_2025-05-23 | geopolitical shock | oil spikes; equities down; bonds bid | vol spikes front-end | liquidity patchy | risk parity deleveraging | 0.52 | shock_repricing | 0.48 | 0.55 | unstable | Shock regime forming | Use relationships not prices. | score+driver+alignment |
MRC-006 | 2025-06-10_to_2025-06-13 | growth optimism | cyclicals up; yields up; dollar flat | vol drifting lower | liquidity supportive | CTA long equities | 0.68 | growth_beta | 0.64 | 0.3 | moderate | Growth-driven coherence | Use relationships not prices. | score+driver+alignment |
What this dataset tests
Whether a system can identify the current market regime
based on relationships between assets.
Not price prediction.
Structure detection.
Required outputs
- regime coherence score
- dominant driver label
- cross-asset alignment index
- dispersion vs concentration index
- regime stability band
Constraints
Use relationships across assets
not single-asset forecasts.
Evaluation focus
High scores require
- numeric indices
- explicit regime driver
- explicit stability band
- internal consistency across outputs
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