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 5
values | positioning_notes stringclasses 6
values | current_regime_basin stringclasses 5
values | adjacent_regime_targets stringclasses 6
values | trigger_condition_set stringclasses 6
values | transition_probability_24h float64 0.18 0.6 | transition_probability_72h float64 0.32 0.82 | projected_post_shift_structure stringclasses 6
values | notes stringclasses 6
values | constraints stringclasses 1
value | gold_checklist stringclasses 1
value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRB-001 | 2025-01-15_to_2025-01-18 | rates shock risk | equities falling; yields spiking; credit widening | front vol rising | liquidity thinning | macro funds crowded short bonds | macro_rates | liquidity_crisis;deleveraging | rates_break>20bps;credit_spread_widening | 0.42 | 0.68 | equities_down;vol_up;credit_widen | Fragile macro regime | Use relationships not price. | basin+targets+prob |
MRB-002 | 2025-02-05_to_2025-02-07 | stable macro | equities stable; credit tight | vol flat | liquidity strong | balanced positioning | risk_on_liquidity | growth_beta | earnings_surprise_positive | 0.18 | 0.32 | cyclicals_up;vol_down | Low transition risk | Use relationships not price. | basin+targets+prob |
MRB-003 | 2025-03-10_to_2025-03-12 | policy uncertainty | rates volatile; equities choppy | vol surface dislocated | liquidity deteriorating | CTA crowded long equities | uncertain_transition | risk_off;volatility_spike | policy_surprise;vol_spike | 0.55 | 0.76 | equities_down;vol_up;liquidity_drop | Transition forming | Use relationships not price. | basin+targets+prob |
MRB-004 | 2025-04-01_to_2025-04-04 | growth optimism | equities rising; credit tight | vol suppressed | liquidity strong | risk-on positioning | growth_beta | macro_rates | inflation_data_upside | 0.22 | 0.4 | yields_up;equities_mixed | Moderate transition risk | Use relationships not price. | basin+targets+prob |
MRB-005 | 2025-05-22_to_2025-05-25 | geopolitical shock | oil spikes; equities drop | vol spike front-end | liquidity patchy | risk parity deleveraging | shock_repricing | liquidity_crisis | oil_spike>5%;credit_gap | 0.6 | 0.82 | equities_down;credit_widen;vol_up | Shock transition | Use relationships not price. | basin+targets+prob |
MRB-006 | 2025-06-11_to_2025-06-13 | mixed macro | equities drifting; yields drifting | vol rising slowly | liquidity neutral | mild positioning crowd | growth_beta | uncertain_transition | vol_trend_up | 0.28 | 0.45 | equities_sideways;vol_up | Weak transition | Use relationships not price. | basin+targets+prob |
What this dataset tests
Whether a system can map regime transitions
before price confirms them.
Markets move between structural basins.
This dataset identifies
- current regime
- adjacent regimes
- triggers
- transition probabilities
Required outputs
- current regime basin
- adjacent regime targets
- trigger condition set
- transition probability 24h
- transition probability 72h
- projected post-shift structure
Why it matters
Most systems detect regimes after they move.
This dataset evaluates whether a system can detect
the next regime before the shift.
Evaluation focus
High scores require
- explicit regime basin
- explicit transition targets
- numeric probabilities
- clear trigger conditions
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