5 valid allocations
No invalid parsed submissions are published for the public run.
Test proof files
CB-2026-06-01-1M
One-month CapitalBench portfolio evaluation round scored from the latest available close before the June 1 decision deadline, using the May 29, 2026 adjusted close to the June 29, 2026 adjusted close.
Test CB-2026-06-01-1M pending
Picks Saved By 2026-06-02
Start Date 2026-05-29
End Date 2026-06-29
Run ID official-20260601
- 1 Inputs saved
7 public proof hashes are available.
- 2 Portfolios collected
5 valid model allocations.
- 3 Start priced
70 starting-price rows published.
- 4 Ending prices pending
Scores publish after 2026-06-29 prices are available.
Test state
Pending Score Pending
This test has saved inputs and model portfolios. The scoreboard remains unavailable until ending prices are collected.
70 saved choices
v2.1 is preserved exactly as the model-facing list.
Ending prices pending
Asset return, portfolio return, S&P 500 return, return versus S&P 500, and regret publish after scoring.
Input proof hashes
7 artifacts published.
Public run selected
official-20260601
Model-facing prompt available
95,864 shared prompt characters.
Ending prices pending
Scoreboard rows remain withheld until the exit close is priced.
Interim tracking
Weekly Performance Vs S&P 500
Once at least one week of prices exists, this chart tracks each saved model portfolio against S&P 500 from the test start date. It is interim research context, not the final score.
Weekly chart pending
At least one weekly price snapshot after the start date is required before interim performance is shown.
Saved model-facing context
Prompt And Input Packet
The shared packet below is the prompt body common to every model call. Each provider call appends a small model-specific identifier block shown after the artifacts.
Shared Model-Facing Prompt Packet 95,864 characters
# CapitalBench Task
You are participating in an offline, time-resolved CapitalBench evaluation round.
CapitalBench evaluates how state-of-the-art language models make one-shot market allocation decisions from the same frozen information set. Your response will be compared against other participating models after the one-month outcome window resolves.
Research cutoff: 2026-06-01T01:13:28Z.
Decision deadline: 2026-06-02T00:00:00Z.
Entry price: adjusted close on Friday, May 29, 2026, the latest available official close before the decision deadline.
Exit price: adjusted close on Monday, June 29, 2026.
The scoring timeline is central to the task: this is a one-month round measured from the May 29, 2026 adjusted close to the June 29, 2026 adjusted close. The result is calculated after regular U.S. trading ends on Monday, June 29, 2026. Optimize for facts, catalysts, positioning, liquidity, and risks that can plausibly affect prices before that June 29 exit close.
Optimize only for the portfolio you expect to perform best over the May 29 close to June 29 close one-month scoring window. Use longer-horizon facts only when they are likely to affect prices before the June 29 exit close.
Briefing-bias discipline: the briefing may group facts by broad asset area and include a mechanical return table. Treat inclusion, section order, grouping, row count, and trailing-return table order as context, not recommendation signals.
Your objective is to allocate 100% across the allowed options to maximize expected one-month realized portfolio return, measured from the May 29, 2026 adjusted close to the June 29, 2026 adjusted close, relative to the S&P 500 benchmark. Use the briefing, option list, and any included market-data table as the common information set. The official leaderboard ranks each model by realized weighted portfolio return relative to the S&P 500 benchmark. Multi-shot stability analysis, if run, is reported separately and does not change the official one-shot leaderboard.
Your portfolio is scored by the weighted realized percentage return over the May 29 close to June 29 close one-month round window. Alpha is portfolio return minus S&P 500 return. Returns are calculated from adjusted close prices when available.
You may use your internal learned knowledge and general market priors. Do not browse, use tools, request updated market data, use external retrieval, or intentionally rely on facts, market prices, news, or events dated after the research cutoff. If your internal knowledge conflicts with the briefing, prioritize the briefing.
You must allocate exactly 100% across allowed options. Use only the holding count, allocation increment, minimum allocation, and cash or benchmark constraints stated in the round metadata. Do not short, use leverage, or choose an option outside the allowed option list.
Return only valid JSON. Do not include markdown, prose, citations, or commentary outside the JSON.
Required JSON format:
{
"round_id": "<round_id>",
"model_id": "<model_id>",
"provider": "<provider>",
"mode": "closed_capability",
"portfolio": [
{
"option_id": "<one allowed option ID>",
"allocation_pct": <integer percentage>,
"rationale": "<brief holding-level rationale>"
}
],
"confidence": <number from 0 to 1>,
"portfolio_rationale": "<1-3 sentence allocation rationale>",
"rationale_summary": "<1-3 sentence rationale>",
"key_risks": [
"<risk 1>",
"<risk 2>"
]
}
Rules:
- portfolio must contain only IDs from the allowed option list.
- allocation_pct values must be integers in the stated allocation increment.
- allocation_pct values must sum to exactly 100.
- confidence must be between 0 and 1.
- confidence should reflect your confidence that this is the best portfolio decision under the round constraints.
- portfolio_rationale and rationale_summary are required and should be concise.
- key_risks must be a list of 2-5 concrete risks that could cause the portfolio to underperform; do not only list generic market risk.
- Do not provide a ranked list, backup portfolio, second-best portfolio, or alternative recommendation.
- Do not include financial-advice disclaimers. This is a benchmark response, not advice to a person.
- The JSON object must contain no extra fields.
## Round Metadata
- Round ID: CB-2026-06-01-1M
- Decision date: 2026-06-01
- Research cutoff UTC: 2026-06-01T01:13:28Z
- Decision deadline UTC: 2026-06-02T00:00:00Z
- Horizon: one month
- Entry date: 2026-05-29
- Exit date: 2026-06-29
- Scoring window: 2026-05-29 to 2026-06-29; optimize for this one month window only.
- Close-to-close scoring: the entry price is the adjusted close on the entry date, and the exit price is the adjusted close on the exit date after regular trading ends.
- Timeline focus: prioritize facts, catalysts, and risks that can plausibly affect prices before the exit close.
- Input-bias control: treat fact inclusion, section order, grouping, and trailing-return table order as context, not recommendations; do not infer expected return from mention count or placement.
- Entry rule: Use adjusted close on Friday, May 29, 2026 for each option; CASH return is 0 unless explicitly priced.
- Exit rule: Use adjusted close on Monday, June 29, 2026 for each selected option; CASH return is 0 unless explicitly priced.
- Submission format: portfolio
- Scoring benchmark: S&P 500 / SPY
- Return calculation: adjusted close prices are used when available.
- Portfolio holdings allowed: 1-5
- Portfolio allocation increment: 5%
- Portfolio minimum allocation: 5%
- Portfolio total allocation: 100%
## Briefing
# CapitalBench Briefing
## 1. Neutrality And Bias-Control Statement
This briefing provides fixed factual datapoints only. It does not rank, recommend, analyze, or map facts to CapitalBench options. Missing rows are preserved for comparability; inclusion, order, grouping, and row count are not evidence of expected return.
## 2. Research And Evaluation Setup
| field | value |
|---|---|
| research cutoff | 2026-06-01T01:13:28Z |
| decision deadline | 2026-06-02T00:00:00Z |
| evaluation horizon | one month |
| entry date | 2026-05-29 |
| exit date | 2026-06-29 |
| model access rule | no tool use and no web access |
| shared-input rule | competing models receive the same frozen factual briefing, fixed ETF option universe, and mechanical return table |
## 3. Core Macro Datapoints
| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---:|---|---|---|---|---|---|---|
| CPI_HEADLINE_MOM | inflation | CPI-U, all items | 0.6 | % MoM | 0.9% in March 2026 | prior value | April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| CPI_HEADLINE_YOY | inflation | CPI-U, all items | 3.8 | % YoY | 3.3% for the 12 months ending March 2026 | prior value | 12 months ending April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| CPI_CORE_MOM | inflation | CPI-U, all items less food and energy | 0.4 | % MoM | 0.2% in March 2026 | prior value | April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| CPI_CORE_YOY | inflation | CPI-U, all items less food and energy | 2.8 | % YoY | 2.6% for the 12 months ending March 2026 | prior value | 12 months ending April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| CPI_SHELTER_MOM | inflation | CPI-U shelter index | 0.6 | % MoM | 0.3% in March 2026 | prior value | April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| CPI_ENERGY_MOM | inflation | CPI-U energy index | 3.8 | % MoM | 10.9% in March 2026 | prior value | April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| PCE_HEADLINE_MOM | inflation | PCE price index | 0.4 | % MoM | 0.7% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PCE_HEADLINE_YOY | inflation | PCE price index | 3.8 | % YoY | not source-reported | not source-reported | April 2026 from same month one year ago | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PCE_CORE_MOM | inflation | PCE price index excluding food and energy | 0.2 | % MoM | 0.3% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PCE_CORE_YOY | inflation | PCE price index excluding food and energy | 3.3 | % YoY | not source-reported | not source-reported | April 2026 from same month one year ago | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PCE_GOODS_MOM | inflation | PCE goods price index | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| PCE_SERVICES_MOM | inflation | PCE services price index | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| PPI_FINAL_DEMAND_MOM | inflation | Producer Price Index for final demand | 1.4 | % MoM | 0.7% in March 2026 and 0.6% in February 2026 | prior value | April 2026 | May 13, 2026 | BLS Producer Price Index | observed |
| PPI_FINAL_DEMAND_YOY | inflation | Producer Price Index for final demand | 6.0 | % YoY | 4.3% in March 2026 | prior value | 12 months ending April 2026 | May 13, 2026 | BLS Producer Price Index | observed |
| UNEMPLOYMENT_RATE | labor | U-3 unemployment rate | 4.3 | % | unchanged at 4.3% | prior value | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| U6_UNEMPLOYMENT_RATE | labor | U-6 unemployment rate | 8.2 | % | 8.0% in March 2026 | prior value | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| LABOR_FORCE_PARTICIPATION_RATE | labor | labor force participation rate | 61.8 | % | 61.9% in March 2026 | prior value | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| NONFARM_PAYROLLS | labor | nonfarm payroll employment change | 115000 | jobs | March 2026 revised to +185,000 jobs | prior value | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| AVERAGE_HOURLY_EARNINGS_MOM | labor | average hourly earnings for all employees on private nonfarm payrolls | 0.2 | % MoM | not source-reported | not source-reported | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| AVERAGE_HOURLY_EARNINGS_YOY | labor | average hourly earnings for all employees on private nonfarm payrolls | 3.6 | % YoY | not source-reported | not source-reported | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| AVERAGE_WEEKLY_HOURS | labor | average weekly hours of all employees on private nonfarm payrolls | 34.3 | hours | 34.2 in March 2026 | prior value | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| INITIAL_JOBLESS_CLAIMS | labor | seasonally adjusted initial unemployment insurance claims | 215000 | claims | increase of 5,000 from previous week's revised level | week-over-week change | week ending May 23, 2026 | May 28, 2026 | U.S. Department of Labor UI Claims | observed |
| CONTINUING_JOBLESS_CLAIMS | labor | insured unemployment, continued claims | 1786000 | claims | not source-reported | not source-reported | week ending May 16, 2026 | May 29, 2026 | FRED CCSA | observed |
| JOLTS_JOB_OPENINGS | labor | job openings, total nonfarm | 6866 | thousands | 6,922 thousand in February 2026 | prior value | March 2026 | May 6, 2026 | FRED JTSJOL | observed |
| REAL_GDP_QOQ_SAAR | growth | real GDP | 1.6 | % QoQ SAAR | revised down 0.4 percentage point from the advance estimate; Q4 2025 was +0.5% | revision and prior value | Q1 2026 second estimate | May 28, 2026 | BEA GDP Second Estimate | observed |
| GDP_PRICE_INDEX | growth | gross domestic product price index | 3.8 | % QoQ SAAR | revised up 0.1 percentage point from the advance estimate | revision | Q1 2026 second estimate | May 28, 2026 | BEA GDP Second Estimate | observed |
| RETAIL_SALES_MOM | growth | advance retail and food services sales | 0.5 | % MoM | up 4.9% from April 2025 | year-over-year change | April 2026 | May 14, 2026 | U.S. Census Monthly Retail Trade | observed |
| RETAIL_SALES_YOY | growth | advance retail and food services sales | 4.9 | % YoY | up 0.5% from previous month | month-over-month change | April 2026 | May 14, 2026 | U.S. Census Monthly Retail Trade | observed |
| RETAIL_SALES_CONTROL_GROUP_MOM | growth | retail sales control group | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| PERSONAL_INCOME_MOM | growth | personal income | -0.1 | % MoM | 0.5% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PERSONAL_SPENDING_MOM | growth | current-dollar personal consumption expenditures | 0.5 | % MoM | 1.0% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PERSONAL_SAVING_RATE | growth | personal saving as a percentage of disposable personal income | 2.6 | % | not source-reported | not source-reported | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| CONSUMER_CREDIT | consumer credit | total consumer credit owned and securitized | 5140540.72 | USD millions | not source-reported | not source-reported | March 2026 | May 2026 | FRED TOTALSL | observed |
| DURABLE_GOODS_ORDERS_MOM | manufacturing | new orders for manufactured durable goods | 7.9 | % MoM | 1.3% in March 2026 | prior value | April 2026 advance | May 27, 2026 | Census Advance Report on Durable Goods | observed |
| FACTORY_ORDERS_MOM | manufacturing | manufacturers' new orders | 1.5 | % MoM | not source-reported | not source-reported | March 2026 | May 5, 2026 | Census Manufacturers' Shipments, Inventories, and Orders | observed |
| US_TRADE_BALANCE | trade | international trade in goods and services balance | -60307 | USD millions | -57,777 million in February 2026 | prior value | March 2026 | May 2026 | FRED BOPGSTB | observed |
| INDUSTRIAL_PRODUCTION_MOM | production | industrial production index | 0.7 | % MoM | -0.3% in March 2026; 1.4% above April 2025 | prior value and year-over-year change | April 2026 | May 15, 2026 | Federal Reserve G.17 | observed |
| CAPACITY_UTILIZATION | production | capacity utilization, total industry | 76.1194 | % | not source-reported | not source-reported | April 2026 | May 15, 2026 | FRED TCU | observed |
| ISM_MANUFACTURING_PMI | business surveys | ISM Manufacturing PMI | 52.7 | index | same reading as March 2026 | prior value | April 2026 | May 1, 2026 | ISM Manufacturing PMI | observed |
| ISM_MANUFACTURING_NEW_ORDERS | business surveys | ISM Manufacturing New Orders Index | 54.1 | index | 55.1 in March 2026 | prior value | April 2026 | May 1, 2026 | ISM Manufacturing PMI | observed |
| ISM_MANUFACTURING_PRICES | business surveys | ISM Manufacturing Prices Index | 84.6 | index | 83.8 in March 2026 | prior value | April 2026 | May 1, 2026 | ISM Manufacturing PMI | observed |
| ISM_MANUFACTURING_EMPLOYMENT | business surveys | ISM Manufacturing Employment Index | 46.4 | index | 44.7 in March 2026 | prior value | April 2026 | May 1, 2026 | ISM Manufacturing PMI | observed |
| ISM_SERVICES_PMI | business surveys | ISM Services PMI | 53.6 | index | 54.0 in March 2026 | prior value | April 2026 | May 5, 2026 | ISM Services PMI | observed |
| ISM_SERVICES_NEW_ORDERS | business surveys | ISM Services New Orders Index | 52.9 | index | 54.2 in March 2026 | prior value | April 2026 | May 5, 2026 | ISM Services PMI | observed |
| ISM_SERVICES_PRICES | business surveys | ISM Services Prices Index | 65.1 | index | 64.3 in March 2026 | prior value | April 2026 | May 5, 2026 | ISM Services PMI | observed |
| ISM_SERVICES_EMPLOYMENT | business surveys | ISM Services Employment Index | 51.7 | index | 51.5 in March 2026 | prior value | April 2026 | May 5, 2026 | ISM Services PMI | observed |
| CONSUMER_SENTIMENT | consumer | University of Michigan Index of Consumer Sentiment | 44.8 | index | 49.8 in April 2026 and 52.2 in May 2025 | prior value and year-over-year change | May 2026 final | May 22, 2026 | University of Michigan Surveys of Consumers | observed |
| CONSUMER_INFLATION_EXPECTATIONS_1Y | consumer | University of Michigan expected change in prices during next year | 4.7 | % | 3.8% in March 2026 | prior value | April 2026 | May 2026 | FRED MICH | observed |
| CONSUMER_INFLATION_EXPECTATIONS_5Y | consumer | University of Michigan expected change in prices during next 5 to 10 years | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_CONFIDENCE | consumer | Conference Board Consumer Confidence Index | 93.1 | index | down 0.7 points from upwardly revised 93.8 in April 2026 | prior value | May 2026 | May 26, 2026 | The Conference Board Consumer Confidence | observed |
| HOUSING_STARTS | housing | housing starts | 1465000 | SAAR | down 2.8% from revised March 2026 and up 4.6% from April 2025 | month-over-month and year-over-year change | April 2026 | May 21, 2026 | Census/HUD New Residential Construction | observed |
| BUILDING_PERMITS | housing | building permits | 1423000 | SAAR | not source-reported | not source-reported | April 2026 | May 2026 | FRED PERMIT | observed |
| EXISTING_HOME_SALES | housing | existing-home sales | 4020000 | SAAR | increased by 0.2% in April 2026 | month-over-month change | April 2026 | May 2026 | National Association of Realtors Existing-Home Sales | observed |
| NEW_HOME_SALES | housing | new one-family houses sold | 622000 | SAAR | not source-reported | not source-reported | April 2026 | May 2026 | FRED HSN1F | observed |
| PENDING_HOME_SALES | housing | pending home sales index | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
## 4. Rates Credit Liquidity Volatility Datapoints
| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---:|---|---|---|---|---|---|---|
| FED_FUNDS_TARGET_RANGE | Federal Reserve policy | federal funds target range | 3.50 to 3.75 | % | not source-reported | not source-reported | current target range | April 29, 2026 | Federal Reserve FOMC Statement | observed |
| LATEST_FOMC_DECISION | Federal Reserve policy | latest FOMC decision | maintain target range at 3.50% to 3.75% | text | not source-reported | not source-reported | April 2026 FOMC meeting | April 29, 2026 | Federal Reserve FOMC Statement | observed |
| NEXT_FOMC_MEETING | Federal Reserve policy | next scheduled FOMC meeting | June 16-17, 2026 | date range | not source-reported | not source-reported | 2026 FOMC calendar | May 20, 2026 calendar update | Federal Reserve FOMC Calendar | scheduled |
| MARKET_IMPLIED_NEXT_FOMC_PROBABILITY | Federal Reserve policy | June 17, 2026 target-rate probability for 3.50% to 3.75% | 99.4 | % | 99.1% previous day and 96.5% previous week | prior value and week-over-week change | updated May 29, 2026 5:25 PM EDT | May 29, 2026 | Investing.com Fed Rate Monitor Tool | observed |
| EFFECTIVE_FED_FUNDS_RATE | Federal Reserve policy | effective federal funds rate | 3.62 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DFF | observed |
| SOFR | Federal Reserve policy | Secured Overnight Financing Rate | 3.62 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED SOFR | observed |
| TREASURY_3M | Treasury yields | 3-month Treasury constant maturity rate | 3.69 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS3MO | observed |
| TREASURY_2Y | Treasury yields | 2-year Treasury constant maturity rate | 3.99 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS2 | observed |
| TREASURY_5Y | Treasury yields | 5-year Treasury constant maturity rate | 4.15 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS5 | observed |
| TREASURY_10Y | Treasury yields | 10-year Treasury constant maturity rate | 4.45 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS10 | observed |
| TREASURY_30Y | Treasury yields | 30-year Treasury constant maturity rate | 4.98 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS30 | observed |
| REAL_YIELD_5Y | real rates | 5-year Treasury inflation-indexed security constant maturity rate | 1.61 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DFII5 | observed |
| REAL_YIELD_10Y | real rates | 10-year Treasury inflation-indexed security constant maturity rate | 2.06 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DFII10 | observed |
| BREAKEVEN_INFLATION_5Y | inflation expectations | 5-year breakeven inflation rate | 2.52 | % | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED T5YIE | observed |
| BREAKEVEN_INFLATION_10Y | inflation expectations | 10-year breakeven inflation rate | 2.38 | % | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED T10YIE | observed |
| INFLATION_SWAP_OR_MARKET_EXPECTATION_1Y | inflation expectations | 1-year market inflation expectation | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| TREASURY_10Y_2Y_SPREAD | Treasury spreads | 10-year Treasury minus 2-year Treasury constant maturity spread | 0.47 | percentage points | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED T10Y2Y | observed |
| TREASURY_10Y_3M_SPREAD | Treasury spreads | 10-year Treasury minus 3-month Treasury constant maturity spread | 0.76 | percentage points | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED T10Y3M | observed |
| US_DOLLAR_INDEX | currency | U.S. Dollar Index futures | 98.94 | index | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:42:40 source time | Stooq DX.F Quote | observed |
| VIX | volatility | CBOE Volatility Index | 15.74 | index | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED VIXCLS | observed |
| MOVE_INDEX | volatility | ICE BofA MOVE Index | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| INVESTMENT_GRADE_OAS | credit spreads | ICE BofA US Corporate Index option-adjusted spread | 0.73 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED BAMLC0A0CM | observed |
| HIGH_YIELD_OAS | credit spreads | ICE BofA US High Yield Index option-adjusted spread | 2.72 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED BAMLH0A0HYM2 | observed |
| FINANCIAL_CONDITIONS_INDEX | financial conditions | Chicago Fed National Financial Conditions Index | -0.510 | index | not source-reported | not source-reported | week ending May 22, 2026 | May 22, 2026 | FRED NFCI | observed |
| MONEY_MARKET_FUND_ASSETS | liquidity | total money market fund assets | 7.77 | USD trillions | increased by $16.88 billion | week-over-week change | week ending May 20, 2026 | May 21, 2026 | Investment Company Institute Money Market Fund Assets | observed |
| FED_BALANCE_SHEET_TOTAL_ASSETS | liquidity | Federal Reserve total assets | 6704383 | USD millions | not source-reported | not source-reported | week ending May 27, 2026 | May 27, 2026 | FRED WALCL | observed |
| RESERVE_BALANCES_WITH_FEDERAL_RESERVE | liquidity | reserve balances with Federal Reserve Banks | 3066560 | USD millions | not source-reported | not source-reported | week ending May 27, 2026 | May 27, 2026 | FRED WRESBAL | observed |
| TREASURY_GENERAL_ACCOUNT | liquidity | Treasury General Account balance | 830296 | USD millions | not source-reported | not source-reported | week ending May 27, 2026 | May 27, 2026 | FRED WTREGEN | observed |
| REVERSE_REPO | liquidity | overnight reverse repurchase agreements | 11.677 | USD billions | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED RRPONTSYD | observed |
| M2_MONEY_STOCK | liquidity | M2 money stock | 22804.5 | USD billions | not source-reported | not source-reported | April 2026 | May 2026 | FRED M2SL | observed |
| MORTGAGE_30Y_FIXED_RATE | housing rates | 30-year fixed-rate mortgage average | 6.53 | % | 6.51% previous week | prior value | week ending May 28, 2026 | May 28, 2026 | FRED MORTGAGE30US | observed |
## 5. Commodity And Currency Datapoints
| indicator_id | measure | latest_value | unit | source_reported_comparison | comparison_type | observation_date | source | status |
|---|---|---:|---|---|---|---|---|---|
| WTI_CRUDE | WTI crude futures | 89.44 | USD per barrel | not source-reported | not source-reported | June 1, 2026 01:55:00 source time | Stooq CL.F Quote | observed |
| BRENT_CRUDE | Brent crude spot | 102.75 | USD per barrel | not source-reported | not source-reported | May 26, 2026 | FRED DCOILBRENTEU | observed |
| NATURAL_GAS | natural gas futures | 3.333 | USD per MMBtu | not source-reported | not source-reported | June 1, 2026 01:55:06 source time | Stooq NG.F Quote | observed |
| GOLD | gold futures | 4575.45 | USD per troy ounce | not source-reported | not source-reported | June 1, 2026 01:55:04 source time | Stooq GC.F Quote | observed |
| SILVER | silver futures | 7599.0 | US cents per troy ounce | not source-reported | not source-reported | June 1, 2026 01:55:02 source time | Stooq SI.F Quote | observed |
| COPPER | high grade copper futures | 641.5 | US cents per pound | not source-reported | not source-reported | June 1, 2026 01:55:04 source time | Stooq HG.F Quote | observed |
| BROAD_COMMODITY_INDEX | broad commodity index | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| US_DOLLAR_INDEX | U.S. Dollar Index futures | 98.94 | index | not source-reported | not source-reported | June 1, 2026 01:42:40 source time | Stooq DX.F Quote | observed |
| EURUSD | euro / U.S. dollar | 1.16499 | exchange rate | not source-reported | not source-reported | June 1, 2026 01:55:08 source time | Stooq EURUSD Quote | observed |
| USDJPY | U.S. dollar / Japanese yen | 159.3515 | exchange rate | not source-reported | not source-reported | June 1, 2026 01:55:08 source time | Stooq USDJPY Quote | observed |
| BITCOIN | bitcoin | 73580.88 | USD | not source-reported | not source-reported | June 1, 2026 01:55:06 source time | Stooq BTC.V Quote | observed |
| ETHEREUM | ethereum | 2003.061 | USD | not source-reported | not source-reported | June 1, 2026 01:55:00 source time | Stooq ETH.V Quote | observed |
## 6. Broad Equity Market Datapoints
| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---:|---|---|---|---|---|---|---|
| SP500_INDEX_LEVEL | broad equity market | S&P 500 index close | 7580.06 | index | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED SP500 | observed |
| NASDAQ_COMPOSITE_INDEX_LEVEL | broad equity market | Nasdaq Composite index close | 26972.620 | index | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED NASDAQCOM | observed |
| RUSSELL_2000_INDEX_LEVEL | broad equity market | Russell 2000 index close | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| SP500_FORWARD_PE_OR_CAPE | broad equity market | S&P 500 forward 12-month P/E | 25.9 | ratio | 5-year average of 21.4 and 10-year average of 19.3 | range or percentile explicitly reported by the source | as of May 29, 2026 | May 29, 2026 | FactSet Earnings Insight | observed |
| SP500_EARNINGS_GROWTH_ESTIMATE | broad equity market | S&P 500 estimated earnings growth rate | 9.4 | % | not source-reported | not source-reported | Q2 2026 estimate | May 29, 2026 | FactSet Earnings Insight | forecast_or_estimate |
| SP500_EARNINGS_REVISION_OR_BEAT_RATE | broad equity market | S&P 500 earnings revision or beat-rate datapoint | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| US_EQUITY_MARKET_BREADTH | broad equity market | broad equity market breadth datapoint | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| EQUAL_WEIGHT_VS_CAP_WEIGHT_CONTEXT | broad equity market | equal-weight versus cap-weight datapoint | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| EQUITY_PUT_CALL_RATIO | broad equity market | equity put/call ratio | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| INVESTOR_SENTIMENT_SURVEY | broad equity market | AAII investor sentiment survey, bull-bear spread | -6.3 | percentage points | historical average of +6.5 percentage points | range or percentile explicitly reported by the source | week ending May 27, 2026 | May 28, 2026 | AAII Investor Sentiment Survey | observed |
| US_EQUITY_FUND_FLOWS | broad equity market | U.S. equity fund flows | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| ETF_FUND_FLOWS_EQUITY_BOND_CASH | broad equity market | ETF fund flows across equity, bond, and cash categories | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| MARGIN_DEBT_OR_LEVERAGE_DATAPOINT | broad equity market | FINRA debit balances in customers' securities margin accounts | 987.8 | USD billions | not source-reported | not source-reported | April 2026 | May 2026 | FINRA Margin Statistics | observed |
| IMPLIED_CORRELATION_OR_REALIZED_CORRELATION | broad equity market | implied or realized correlation datapoint | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
## 7. Scheduled Macro Events
| event_id | date | event | publisher_or_entity | release_type | consensus_or_forecast_if_source_reported | source | status |
|---|---|---|---|---|---|---|---|
| NEXT_CPI_RELEASE | June 10, 2026 8:30 AM ET | CPI, May 2026 | U.S. Bureau of Labor Statistics | inflation release | not source-reported | BLS Release Calendar | scheduled |
| NEXT_PCE_RELEASE | June 25, 2026 8:30 AM ET | Personal Income and Outlays, May 2026 | U.S. Bureau of Economic Analysis | inflation and income release | not source-reported | BEA Release Schedule | scheduled |
| NEXT_PPI_RELEASE | June 11, 2026 8:30 AM ET | Producer Price Index, May 2026 | U.S. Bureau of Labor Statistics | inflation release | not source-reported | BLS Release Calendar | scheduled |
| NEXT_EMPLOYMENT_REPORT | June 5, 2026 8:30 AM ET | Employment Situation, May 2026 | U.S. Bureau of Labor Statistics | labor market release | not source-reported | BLS Employment Situation | scheduled |
| NEXT_RETAIL_SALES_RELEASE | June 17, 2026 8:30 AM ET | Advance Monthly Sales for Retail and Food Services, May 2026 | U.S. Census Bureau | economic data release | not source-reported | U.S. Census Monthly Retail Trade | scheduled |
| NEXT_GDP_RELEASE | June 25, 2026 8:30 AM ET | Q1 2026 GDP third estimate | U.S. Bureau of Economic Analysis | economic data release | not source-reported | BEA Release Schedule | scheduled |
| NEXT_ISM_MANUFACTURING_RELEASE | outside scoring window | ISM Manufacturing PMI, May 2026 | Institute for Supply Management | business survey release | not source-reported | ISM Report Calendar | outside_window |
| NEXT_ISM_SERVICES_RELEASE | June 3, 2026 10:00 AM ET | ISM Services PMI, May 2026 | Institute for Supply Management | business survey release | not source-reported | ISM Report Calendar | scheduled |
| NEXT_FOMC_DECISION | June 16-17, 2026 | FOMC meeting | Federal Reserve | monetary policy decision | not source-reported | Federal Reserve FOMC Calendar | scheduled |
| NEXT_FOMC_MINUTES | outside scoring window | FOMC minutes | Federal Reserve | monetary policy minutes | not source-reported | Federal Reserve FOMC Calendar | outside_window |
| NEXT_TREASURY_REFUNDING_OR_MAJOR_AUCTION | not provided | Treasury refunding or major auction | U.S. Treasury | Treasury financing event | not provided | not provided | not_provided |
| NEXT_ECB_DECISION | June 11, 2026 | Governing Council monetary policy decision | European Central Bank | monetary policy decision | not source-reported | ECB Governing Council Calendar | scheduled |
| NEXT_BOJ_DECISION | June 16-17, 2026 | Monetary Policy Meeting | Bank of Japan | monetary policy decision | not source-reported | Bank of Japan MPM Schedule | scheduled |
| NEXT_BOE_DECISION | June 18, 2026 | Monetary Policy Committee decision | Bank of England | monetary policy decision | not source-reported | Bank of England Monetary Policy Committee dates | scheduled |
| NEXT_PBOC_LPR_FIXING | June 22, 2026 | Loan Prime Rate fixing | People's Bank of China and National Interbank Funding Center | policy-rate fixing | not source-reported | National Interbank Funding Center LPR | scheduled |
| NEXT_JOBLESS_CLAIMS_RELEASE | June 4, 2026 | Unemployment Insurance Weekly Claims | U.S. Department of Labor | labor market release | not source-reported | U.S. Department of Labor UI Claims | scheduled |
| NEXT_JOLTS_RELEASE | June 3, 2026 | Job Openings and Labor Turnover Survey, April 2026 | U.S. Bureau of Labor Statistics | labor market release | not source-reported | BLS JOLTS | scheduled |
| NEXT_DURABLE_GOODS_RELEASE | June 26, 2026 | Durable Goods Manufacturers' Shipments, Inventories, and Orders, May 2026 advance | U.S. Census Bureau | manufacturing release | not source-reported | Census Advance Report on Durable Goods | scheduled |
| NEXT_TRADE_BALANCE_RELEASE | June 4, 2026 8:30 AM ET | U.S. International Trade in Goods and Services, April 2026 | U.S. Census Bureau and Bureau of Economic Analysis | trade release | not source-reported | BEA Release Schedule | scheduled |
| NEXT_INDUSTRIAL_PRODUCTION_RELEASE | June 16, 2026 | Industrial Production and Capacity Utilization, May 2026 | Federal Reserve | production release | not source-reported | Federal Reserve Statistical Release Calendar | scheduled |
| NEXT_CONSUMER_SENTIMENT_RELEASE | June 13, 2026 | University of Michigan Consumer Sentiment, June 2026 preliminary | University of Michigan Surveys of Consumers | consumer survey release | not source-reported | University of Michigan Surveys of Consumers | scheduled |
| NEXT_CONSUMER_CONFIDENCE_RELEASE | June 24, 2026 | Consumer Confidence Index, June 2026 | The Conference Board | consumer survey release | not source-reported | The Conference Board Consumer Confidence | scheduled |
| NEXT_HOUSING_STARTS_RELEASE | June 16, 2026 | New Residential Construction, May 2026 | U.S. Census Bureau and HUD | housing release | not source-reported | Census/HUD New Residential Construction | scheduled |
| NEXT_EXISTING_HOME_SALES_RELEASE | June 9, 2026 | Existing-Home Sales, May 2026 | National Association of Realtors | housing release | not source-reported | NAR Existing-Home Sales | scheduled |
| NEXT_NEW_HOME_SALES_RELEASE | June 25, 2026 | New Residential Sales, May 2026 | U.S. Census Bureau and HUD | housing release | not source-reported | Census New Residential Sales | scheduled |
| NEXT_MAJOR_INDEX_EARNINGS_UPDATE | not provided | major index earnings update | not provided | earnings update | not provided | not provided | not_provided |
## 8. Fixed Asset-Area Datapoints
| row_id | asset_area | requested_datapoint | latest_value_or_fact | unit_if_applicable | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---|---|---|---|---|---|---|---|
| CASH_SHORT_TREASURY_POLICY_RATE | cash and short-duration Treasuries | current federal funds target range or nearest official short-rate policy setting | The FOMC maintained the federal funds target range at 3.50% to 3.75%. | % | not source-reported | not source-reported | current target range | April 29, 2026 | Federal Reserve FOMC Statement | policy_or_regulatory_fact |
| BROAD_US_EQUITIES_CORPORATE_PROFITS | broad US equities | latest official corporate profits or broad index earnings aggregate | Profits from current production increased $40.4 billion in Q1 2026. | USD billions | $246.9 billion increase in Q4 2025 | prior value | Q1 2026 second estimate | May 28, 2026 | BEA GDP Second Estimate | observed |
| BROAD_US_EQUITIES_GDP | broad US equities | latest real GDP growth value | Real GDP increased at a 1.6% annual rate in Q1 2026. | % QoQ SAAR | revised down 0.4 percentage point from the advance estimate; Q4 2025 was +0.5% | revision and prior value | Q1 2026 second estimate | May 28, 2026 | BEA GDP Second Estimate | observed |
| BROAD_US_EQUITIES_VALUATION | broad US equities | latest broad valuation datapoint such as forward P/E, CAPE, or earnings yield if source-reported | S&P 500 forward 12-month P/E was 25.9. | ratio | 5-year average of 21.4 and 10-year average of 19.3 | range or percentile explicitly reported by the source | as of May 29, 2026 | May 29, 2026 | FactSet Earnings Insight | observed |
| BROAD_US_EQUITIES_MARKET_BREADTH | broad US equities | latest broad market breadth datapoint if source-reported | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| NASDAQ_GROWTH_TECH_INDEX_OR_SECTOR_FACT | Nasdaq / growth / technology | latest broad technology sector or Nasdaq-level fact, not single-company news | Nasdaq Composite index close was 26,972.620. | index | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED NASDAQCOM | observed |
| LARGE_GROWTH_CONTEXT | large-cap growth | latest broad large-growth style fact, valuation fact, earnings fact, or factor fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| LARGE_VALUE_CONTEXT | large-cap value | latest broad large-value style fact, valuation fact, earnings fact, or factor fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| MID_CAP_CONTEXT | mid-cap equities | latest broad mid-cap index, earnings, financing, or domestic-growth fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| SMALL_CAP_CONTEXT | small-cap equities | latest broad small-cap index, earnings, financing, or domestic-growth fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| SMALL_VALUE_CONTEXT | small-cap value | latest broad small-value style, valuation, earnings, or financing fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| DIVIDEND_CONTEXT | dividend equities | latest broad dividend-yield, payout, dividend-growth, or factor fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| LOW_VOLATILITY_CONTEXT | low-volatility equities | latest broad low-volatility factor, realized volatility, low-beta factor, or minimum-volatility factor fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| MOMENTUM_CONTEXT | momentum equities | latest broad momentum factor, factor rotation, or style-index fact from a reliable source | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| COMMUNICATION_SERVICES_CONTEXT | communication services | latest broad sector fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_DISCRETIONARY_CONTEXT | consumer discretionary | latest broad sector fact or consumer spending datapoint | Current-dollar personal consumption expenditures increased $111.1 billion, or 0.5%. | USD billions and % MoM | 1.0% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| CONSUMER_STAPLES_CONTEXT | consumer staples | latest broad sector fact or consumer spending/inflation datapoint | The PCE price index increased 0.4% in April 2026. | % MoM | 0.7% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| HEALTHCARE_CONTEXT | healthcare | latest broad sector, policy, or spending fact | CMS published the selected-drug list and negotiated prices file for Medicare maximum fair prices. | text | not source-reported | not source-reported | current as of source page | May 26, 2026 | CMS Medicare Drug Price Negotiation Program | policy_or_regulatory_fact |
| BIOTECH_CONTEXT | biotechnology | latest broad biotech industry, policy, or index-level fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| FINANCIALS_CONTEXT | financials | latest broad banking, credit, or financial-sector fact | FDIC-insured institutions reported a 1.26% return on assets ratio and $80.5 billion of aggregate net income. | % and USD billions | net income increased $2.8 billion, or 3.6%, from the prior quarter | prior value | Q1 2026 | May 2026 | FDIC Quarterly Banking Profile | observed |
| REGIONAL_BANKS_CONTEXT | regional banks | latest regional-bank industry, FDIC, credit, or deposit fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| INDUSTRIALS_CONTEXT | industrials | latest industrial production, manufacturing, or broad sector fact | Industrial production increased 0.7% in April 2026. | % MoM | -0.3% in March 2026; 1.4% above April 2025 | prior value and year-over-year change | April 2026 | May 15, 2026 | Federal Reserve G.17 | observed |
| AEROSPACE_DEFENSE_CONTEXT | aerospace and defense | latest broad defense budget, orders, production, or policy fact | The FY2027 U.S. defense budget request totaled $1.5 trillion, including a $1.15 trillion base request and $350 billion from reconciliation. | USD trillions and USD billions | not source-reported | not source-reported | April 2026 | April 2026 | Breaking Defense | policy_or_regulatory_fact |
| ENERGY_CONTEXT | energy | latest broad energy-sector, oil/gas supply, or inventory fact | EIA forecast global oil inventories would decrease by 2.6 million barrels per day in 2026. | million barrels per day | prior STEO forecast a 0.3 million barrel per day decrease | prior value | May 2026 Short-Term Energy Outlook | May 2026 | EIA STEO | forecast_or_estimate |
| MATERIALS_CONTEXT | materials | latest broad materials, chemicals, or industrial-input fact | Producer Price Index for final demand increased 1.4% in April 2026. | % MoM | 0.7% in March 2026 and 0.6% in February 2026 | prior value | April 2026 | May 13, 2026 | BLS Producer Price Index | observed |
| METALS_MINING_CONTEXT | metals and mining | latest broad metals/mining production, price, inventory, or forecast fact | The World Bank said average base-metals prices were projected to reach all-time highs. | text | not source-reported | not source-reported | April 2026 Commodity Markets Outlook | April 28, 2026 | World Bank Commodity Markets Outlook | forecast_or_estimate |
| UTILITIES_CONTEXT | utilities | latest electricity demand, generation, rate, or broad utility-sector fact | EIA forecast U.S. electricity demand would rise 1.3% in 2026, average almost 4,250 billion kilowatthours, and grow another 3.1% in 2027. | %, billion kilowatthours | not source-reported | not source-reported | May 2026 Short-Term Energy Outlook | May 2026 | EIA STEO | forecast_or_estimate |
| REAL_ESTATE_CONTEXT | real estate | latest housing, REIT, mortgage, or property-market fact | Housing starts were 1,465,000 SAAR, and building permits were 1,442,000 SAAR. | SAAR | starts down 2.8%; permits up 5.8% from March 2026 | month-over-month change | April 2026 | May 21, 2026 | Census/HUD New Residential Construction | observed |
| INTERMEDIATE_TREASURY_CONTEXT | intermediate Treasuries | latest Treasury yield or policy fact from macro packet if no separate broad source exists | The 5-year Treasury constant maturity rate was 4.15%. | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS5 | observed |
| LONG_TREASURY_CONTEXT | long Treasuries | latest long-term Treasury yield or policy fact from macro packet if no separate broad source exists | The 30-year Treasury constant maturity rate was 4.98%. | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS30 | observed |
| TIPS_CONTEXT | TIPS | latest real yield or inflation-expectation fact | The 10-year Treasury inflation-indexed security constant maturity rate was 2.06%. | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DFII10 | observed |
| AGGREGATE_BONDS_CONTEXT | aggregate bonds | latest aggregate bond-market yield, duration, or broad fixed-income fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| MBS_CONTEXT | agency mortgage-backed bonds | latest mortgage-rate or agency MBS market fact | The 30-year fixed-rate mortgage average was 6.53%. | % | 6.51% previous week | prior value | week ending May 28, 2026 | May 28, 2026 | FRED MORTGAGE30US | observed |
| MUNICIPAL_BONDS_CONTEXT | municipal bonds | latest municipal bond yield, issuance, credit, or fund-flow fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| INVESTMENT_GRADE_CREDIT_CONTEXT | investment-grade credit | latest investment-grade credit spread or broad corporate credit fact | ICE BofA US Corporate Index option-adjusted spread was 0.73%. | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED BAMLC0A0CM | observed |
| HIGH_YIELD_CREDIT_CONTEXT | high-yield credit | latest high-yield credit spread or default/fund-flow fact | ICE BofA US High Yield Index option-adjusted spread was 2.72%. | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED BAMLH0A0HYM2 | observed |
| EMERGING_MARKET_BONDS_CONTEXT | emerging-market bonds | latest EM bond spread, yield, flow, or debt fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| INTERNATIONAL_BONDS_CONTEXT | international aggregate bonds | latest non-US aggregate bond yield, hedged global bond, currency-hedging, or international rates fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| DEVELOPED_EX_US_CONTEXT | developed ex-US equities | latest developed-market ex-US or MSCI/EAFE-level fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| EMERGING_MARKETS_CONTEXT | emerging-market equities | latest broad emerging-market equity, GDP, PMI, flows, currency, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| EUROPE_CONTEXT | Europe equities | latest ECB, euro area GDP, inflation, PMI, or policy fact | The ECB held the deposit facility, main refinancing operations, and marginal lending facility rates at 2.00%, 2.15%, and 2.40%, respectively. | % | not source-reported | not source-reported | April 30, 2026 monetary policy decision | April 30, 2026 | European Central Bank | policy_or_regulatory_fact |
| JAPAN_CONTEXT | Japan equities | latest BOJ, Japan GDP, inflation, PMI, or policy fact | The Bank of Japan encouraged the uncollateralized overnight call rate to remain at around 0.75%. | % | not source-reported | not source-reported | April 2026 monetary policy meeting | April 28, 2026 | Bank of Japan Monetary Policy Statement | policy_or_regulatory_fact |
| CHINA_CONTEXT | China equities | latest China GDP, PMI, LPR, inflation, trade, or policy fact | China's one-year Loan Prime Rate was 3.0%, and its five-year Loan Prime Rate was 3.5%; China's official manufacturing PMI was 50.3 in April 2026. | % and index | manufacturing PMI down 0.1 percentage point from the previous month | month-over-month change | May 2026 LPR; April 2026 PMI | May 2026 | Trading Economics China Interest Rate - ; National Bureau of Statistics of China PMI | observed |
| INDIA_CONTEXT | India equities | latest India GDP, CPI, RBI, PMI, or policy fact | India's April 2026 CPI inflation was 3.48%, and the Reserve Bank of India policy repo rate was 5.25%. | % | CPI was 3.40% in March 2026 | prior value | April 2026 CPI; April 2026 monetary policy | May 2026 | Press Information Bureau India CPI - ; Reserve Bank of India Current Rates | observed |
| CANADA_CONTEXT | Canada equities | latest Bank of Canada, GDP, CPI, commodity, or policy fact | The Bank of Canada held its target for the overnight rate at 2.25%, with the Bank Rate at 2.50% and the deposit rate at 2.20%. | % | not source-reported | not source-reported | April 29, 2026 policy decision | April 29, 2026 | Bank of Canada | policy_or_regulatory_fact |
| UK_CONTEXT | UK equities | latest Bank of England, GDP, CPI, PMI, or policy fact | The Bank of England MPC voted 8-1 to maintain Bank Rate at 3.75%. | % | not source-reported | not source-reported | April 2026 meeting | April 29, 2026 | Bank of England Monetary Policy Summary | policy_or_regulatory_fact |
| AUSTRALIA_CONTEXT | Australia equities | latest RBA, GDP, CPI, commodity, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| SOUTH_KOREA_CONTEXT | South Korea equities | latest Korea GDP, exports, CPI, Bank of Korea, semiconductor export, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| TAIWAN_CONTEXT | Taiwan equities | latest Taiwan GDP, exports, inflation, central-bank, semiconductor export, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| BRAZIL_CONTEXT | Brazil equities | latest Brazil GDP, inflation, central-bank, commodity, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| MEXICO_CONTEXT | Mexico equities | latest Mexico GDP, inflation, central-bank, trade, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| SOUTH_AFRICA_CONTEXT | South Africa equities | latest South Africa GDP, inflation, central-bank, commodity, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| GOLD_CONTEXT | gold | latest broad gold price, demand, central-bank purchases, or forecast fact | Gold futures were quoted at $4,575.45 per troy ounce. | USD per troy ounce | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:04 source time | Stooq GC.F Quote | observed |
| SILVER_CONTEXT | silver | latest broad silver price, demand, supply, or forecast fact | The Silver Institute said the silver market was expected to remain in deficit for a sixth consecutive year in 2026. | text | total global silver supply forecast to increase by 1.5% to 1.05 billion ounces | consensus / forecast comparison | 2026 forecast | February 10, 2026 | The Silver Institute | forecast_or_estimate |
| COPPER_CONTEXT | copper | latest broad copper price, inventory, demand, supply, or forecast fact | High grade copper futures were quoted at 641.5 US cents per pound. | US cents per pound | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:04 source time | Stooq HG.F Quote | observed |
| AGRICULTURE_CONTEXT | agriculture | latest broad agriculture price, crop, WASDE, or supply fact | USDA forecast the U.S. corn crop at 16.0 billion bushels for 2026/27. | billion bushels | down 6% from a year ago | year-over-year change | 2026/27 marketing year forecast | May 2026 WASDE | USDA WASDE | forecast_or_estimate |
| BROAD_COMMODITIES_CONTEXT | broad commodities | latest broad commodity index, World Bank, or commodity-market fact | The World Bank forecast overall commodity prices to increase 16% in 2026. | % | not source-reported | not source-reported | April 2026 Commodity Markets Outlook | April 28, 2026 | World Bank Commodity Markets Outlook | forecast_or_estimate |
| OIL_CONTEXT | oil | latest oil price, inventory, OPEC, EIA, supply, or demand fact | EIA forecast global oil inventories would decrease by 2.6 million barrels per day in 2026. | million barrels per day | prior STEO forecast a 0.3 million barrel per day decrease | prior value | May 2026 Short-Term Energy Outlook | May 2026 | EIA STEO | forecast_or_estimate |
| US_DOLLAR_CONTEXT | US dollar | latest DXY or broad dollar fact | U.S. Dollar Index futures were quoted at 98.94. | index | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:42:40 source time | Stooq DX.F Quote | observed |
| EURO_CONTEXT | euro | latest ECB, EUR/USD, euro-area rate, or currency fact | EUR/USD was quoted at 1.16499. | exchange rate | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:08 source time | Stooq EURUSD Quote | observed |
| YEN_CONTEXT | yen | latest BOJ, USD/JPY, Japan rate, or currency fact | USD/JPY was quoted at 159.3515. | exchange rate | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:08 source time | Stooq USDJPY Quote | observed |
| BITCOIN_CONTEXT | bitcoin proxy | latest bitcoin price, ETF flow, regulatory, or market-structure fact | Bitcoin was quoted at $73,580.88. | USD | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:06 source time | Stooq BTC.V Quote | observed |
| ETHEREUM_CONTEXT | ethereum proxy | latest ethereum price, ETF flow, regulatory, or market-structure fact | Ethereum was quoted at $2,003.061. | USD | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:00 source time | Stooq ETH.V Quote | observed |
| SEMICONDUCTORS_CONTEXT | semiconductors | latest global semiconductor sales, industry shipment, equipment, export, or broad supply-chain fact | Global semiconductor sales were $298.5 billion during Q1 2026. | USD billions | up 25% compared to Q4 2025 | prior value | Q1 2026 | May 2026 | Semiconductor Industry Association | observed |
| SOFTWARE_CONTEXT | software | latest broad software price, spending, revenue, or sector fact | The PCE Computer Software and Accessories category increased 13.9% year over year and roughly 73.1% annualized from November 2025 through March 2026. | % YoY and % annualized | average annualized rate of -5.3% over the prior 25 years | prior value | November 2025 through March 2026 | May 22, 2026 | Federal Reserve FEDS Notes | observed |
| BROAD_AI_TECH_CONTEXT | broad AI technology | latest broad AI spending, investment, infrastructure, or policy fact | Gartner forecast worldwide AI spending to total $2.59 trillion in 2026. | USD trillions | 47% increase year over year | year-over-year change | 2026 forecast | May 2026 | Business Wire / Gartner | forecast_or_estimate |
| AUTONOMOUS_ROBOTICS_CONTEXT | autonomous technology / robotics | latest robotics order, automation, industrial robot, or policy fact | North American companies ordered 9,055 robots valued at $543 million in Q1 2026. | robot units and USD millions | units decreased 0.1% and revenue declined 6.4% year over year | year-over-year change | Q1 2026 | May 2026 | Business Wire / Association for Advancing Automation | observed |
| CYBERSECURITY_CONTEXT | cybersecurity | latest broad cybersecurity spending, incident count, policy, or sector fact | Gartner listed AI cybersecurity spending of $85.997 billion in 2026 in its worldwide AI spending forecast. | USD billions | $51.347 billion in 2025 | prior value | 2026 forecast | May 2026 | Business Wire / Gartner | forecast_or_estimate |
| AI_INFRASTRUCTURE_CONTEXT | AI infrastructure | latest data-center, power demand, capex, chips, cloud infrastructure, or policy fact | IEA reported capital expenditure of five large technology companies was more than $400 billion in 2025. | USD billions | set to increase by a further 75% in 2026 | consensus / forecast comparison | 2025 and 2026 forecast | April 16, 2026 | IEA Energy and AI | forecast_or_estimate |
| SOLAR_CONTEXT | solar | latest solar generation, installation, capacity, policy, or forecast fact | EIA said its utility-scale solar generation forecast for 2026 was 1.4% higher than in the previous STEO. | % revision | 1.4% higher than previous STEO | revision | May 2026 Short-Term Energy Outlook | May 2026 | EIA STEO | forecast_or_estimate |
## 9. Scheduled Asset-Area Events
| event_id | date | asset_area | event | entity_or_publisher | source | status |
|---|---|---|---|---|---|---|
| NEXT_MAJOR_CENTRAL_BANK_EVENTS | June 11, 2026; June 16-17, 2026; June 18, 2026; June 22, 2026 | Europe equities; Japan equities; UK equities; China equities; bonds and rates; currencies | ECB, FOMC, BOJ, BOE, and PBOC policy events | European Central Bank; Federal Reserve; Bank of Japan; Bank of England; People's Bank of China / National Interbank Funding Center | ECB Governing Council Calendar - ; Federal Reserve FOMC Calendar - ; Bank of Japan MPM Schedule - ; Bank of England MPC Dates - ; National Interbank Funding Center LPR | scheduled |
| NEXT_MAJOR_COUNTRY_INFLATION_RELEASES | June 10-11, 2026 | bonds and rates; TIPS; broad US equities; materials | U.S. CPI and PPI, May 2026 | U.S. Bureau of Labor Statistics | BLS Release Calendar | scheduled |
| NEXT_MAJOR_COUNTRY_GDP_RELEASES | June 25, 2026 8:30 AM ET | broad US equities | Q1 2026 GDP third estimate | U.S. Bureau of Economic Analysis | BEA Release Schedule | scheduled |
| NEXT_MAJOR_COUNTRY_PMI_RELEASES | June 3, 2026 10:00 AM ET | broad US equities; consumer sectors; industrials | ISM Services PMI, May 2026 | Institute for Supply Management | ISM Report Calendar | scheduled |
| NEXT_MAJOR_COMMODITY_POLICY_OR_INVENTORY_EVENTS | June 4, 2026; June 9, 2026 | energy; oil; broad commodities | Weekly Petroleum Status Report and Short-Term Energy Outlook | U.S. Energy Information Administration | EIA Weekly Petroleum Status Report - ; EIA STEO | scheduled |
| NEXT_MAJOR_ENERGY_REPORTS | June 5, 2026; June 9, 2026 | energy; oil | North America Rotary Rig Count and Short-Term Energy Outlook | Baker Hughes; U.S. Energy Information Administration | Baker Hughes Rig Count - ; EIA STEO | scheduled |
| NEXT_MAJOR_TREASURY_OR_CREDIT_EVENTS | not scheduled inside scoring window | not provided | not provided | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_BROAD_INDEX_EARNINGS_MILESTONE | not scheduled inside scoring window | not provided | not provided | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_SECTOR_POLICY_EVENTS | not scheduled inside scoring window | not provided | not provided | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_CRYPTO_REGULATORY_OR_ETF_EVENTS | not scheduled inside scoring window | not provided | not provided | not provided | not provided | not_scheduled_inside_window |
## 10. Missing Or Limited Datapoints
### Macro Missing Data
| section | indicator_or_event_id | missing_item | note |
|---|---|---|---|
| Section 2 | PCE_GOODS_MOM | PCE goods price index MoM | not provided in source reports |
| Section 2 | PCE_SERVICES_MOM | PCE services price index MoM | not provided in source reports |
| Section 2 | RETAIL_SALES_CONTROL_GROUP_MOM | retail sales control group MoM | not provided in source reports |
| Section 2 | CONSUMER_INFLATION_EXPECTATIONS_5Y | consumer inflation expectations 5 to 10 years | not provided in source reports |
| Section 2 | PENDING_HOME_SALES | pending home sales index | not provided in source reports |
| Section 3 | INFLATION_SWAP_OR_MARKET_EXPECTATION_1Y | 1-year market inflation expectation | not provided in source reports |
| Section 3 | MOVE_INDEX | ICE BofA MOVE Index | not provided in source reports |
| Section 4 | BROAD_COMMODITY_INDEX | broad commodity index | not provided in source reports |
| Section 5 | RUSSELL_2000_INDEX_LEVEL | Russell 2000 index level | not provided in source reports |
| Section 5 | SP500_EARNINGS_REVISION_OR_BEAT_RATE | S&P 500 earnings revision or beat-rate datapoint | not provided in source reports |
| Section 5 | US_EQUITY_MARKET_BREADTH | broad equity market breadth datapoint | not provided in source reports |
| Section 5 | EQUAL_WEIGHT_VS_CAP_WEIGHT_CONTEXT | equal-weight versus cap-weight datapoint | not provided in source reports |
| Section 5 | EQUITY_PUT_CALL_RATIO | equity put/call ratio | not provided in source reports |
| Section 5 | US_EQUITY_FUND_FLOWS | U.S. equity fund flows | not provided in source reports |
| Section 5 | ETF_FUND_FLOWS_EQUITY_BOND_CASH | ETF fund flows across equity, bond, and cash categories | not provided in source reports |
| Section 5 | IMPLIED_CORRELATION_OR_REALIZED_CORRELATION | implied or realized correlation datapoint | not provided in source reports |
| Section 6 | NEXT_ISM_MANUFACTURING_RELEASE | ISM Manufacturing PMI, May 2026 | outside scoring window |
| Section 6 | NEXT_FOMC_MINUTES | FOMC minutes | outside scoring window |
| Section 6 | NEXT_TREASURY_REFUNDING_OR_MAJOR_AUCTION | Treasury refunding or major auction | not provided in source reports |
| Section 6 | NEXT_MAJOR_INDEX_EARNINGS_UPDATE | major index earnings update | not provided in source reports |
### Asset-Area Missing Data
| section | row_or_event_id | asset_area | missing_or_limited_item | note |
|---|---|---|---|---|
| Section 2 | BROAD_US_EQUITIES_MARKET_BREADTH | broad US equities | latest broad market breadth datapoint | not provided in source reports |
| Section 2 | LARGE_GROWTH_CONTEXT | large-cap growth | latest broad large-growth style fact, valuation fact, earnings fact, or factor fact | not provided in source reports |
| Section 2 | LARGE_VALUE_CONTEXT | large-cap value | latest broad large-value style fact, valuation fact, earnings fact, or factor fact | not provided in source reports |
| Section 2 | MID_CAP_CONTEXT | mid-cap equities | latest broad mid-cap index, earnings, financing, or domestic-growth fact | not provided in source reports |
| Section 2 | SMALL_CAP_CONTEXT | small-cap equities | latest broad small-cap index, earnings, financing, or domestic-growth fact | not provided in source reports |
| Section 2 | SMALL_VALUE_CONTEXT | small-cap value | latest broad small-value style, valuation, earnings, or financing fact | not provided in source reports |
| Section 2 | DIVIDEND_CONTEXT | dividend equities | latest broad dividend-yield, payout, dividend-growth, or factor fact | not provided in source reports |
| Section 2 | LOW_VOLATILITY_CONTEXT | low-volatility equities | latest broad low-volatility factor, realized volatility, low-beta factor, or minimum-volatility factor fact | not provided in source reports |
| Section 2 | MOMENTUM_CONTEXT | momentum equities | latest broad momentum factor, factor rotation, or style-index fact | not provided in source reports |
| Section 2 | COMMUNICATION_SERVICES_CONTEXT | communication services | latest broad sector fact | not provided in source reports |
| Section 2 | BIOTECH_CONTEXT | biotechnology | latest broad biotech industry, policy, or index-level fact | not provided in source reports |
| Section 2 | REGIONAL_BANKS_CONTEXT | regional banks | latest regional-bank industry, FDIC, credit, or deposit fact | not provided in source reports |
| Section 2 | AGGREGATE_BONDS_CONTEXT | aggregate bonds | latest aggregate bond-market yield, duration, or broad fixed-income fact | not provided in source reports |
| Section 2 | MUNICIPAL_BONDS_CONTEXT | municipal bonds | latest municipal bond yield, issuance, credit, or fund-flow fact | not provided in source reports |
| Section 2 | EMERGING_MARKET_BONDS_CONTEXT | emerging-market bonds | latest EM bond spread, yield, flow, or debt fact | not provided in source reports |
| Section 2 | INTERNATIONAL_BONDS_CONTEXT | international aggregate bonds | latest non-US aggregate bond yield, hedged global bond, currency-hedging, or international rates fact | not provided in source reports |
| Section 2 | DEVELOPED_EX_US_CONTEXT | developed ex-US equities | latest developed-market ex-US or MSCI/EAFE-level fact | not provided in source reports |
| Section 2 | EMERGING_MARKETS_CONTEXT | emerging-market equities | latest broad emerging-market equity, GDP, PMI, flows, currency, or policy fact | not provided in source reports |
| Section 2 | AUSTRALIA_CONTEXT | Australia equities | latest RBA, GDP, CPI, commodity, or policy fact | not provided in source reports |
| Section 2 | SOUTH_KOREA_CONTEXT | South Korea equities | latest Korea GDP, exports, CPI, Bank of Korea, semiconductor export, or policy fact | not provided in source reports |
| Section 2 | TAIWAN_CONTEXT | Taiwan equities | latest Taiwan GDP, exports, inflation, central-bank, semiconductor export, or policy fact | not provided in source reports |
| Section 2 | BRAZIL_CONTEXT | Brazil equities | latest Brazil GDP, inflation, central-bank, commodity, or policy fact | not provided in source reports |
| Section 2 | MEXICO_CONTEXT | Mexico equities | latest Mexico GDP, inflation, central-bank, trade, or policy fact | not provided in source reports |
| Section 2 | SOUTH_AFRICA_CONTEXT | South Africa equities | latest South Africa GDP, inflation, central-bank, commodity, or policy fact | not provided in source reports |
| Section 3 | NEXT_MAJOR_TREASURY_OR_CREDIT_EVENTS | not provided | major Treasury or credit event | not scheduled inside scoring window |
| Section 3 | NEXT_MAJOR_BROAD_INDEX_EARNINGS_MILESTONE | not provided | major broad-index earnings milestone | not scheduled inside scoring window |
| Section 3 | NEXT_MAJOR_SECTOR_POLICY_EVENTS | not provided | major sector policy event | not scheduled inside scoring window |
| Section 3 | NEXT_MAJOR_CRYPTO_REGULATORY_OR_ETF_EVENTS | not provided | major crypto regulatory or ETF event | not scheduled inside scoring window |
## 11. Full-Universe Trailing Returns
| option_id | symbol | option_group | as_of_price_date | return_7d | return_30d | return_6m | return_1y | status |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| CASH | | cash | 2026-05-29 | 0.00% | 0.00% | 0.00% | 0.00% | cash |
| SHORT_TREASURY | BIL | cash_and_short_duration | 2026-05-29 | 0.08% | 0.33% | 1.81% | 3.92% | pass |
| SP500 | SPY | us_broad_market | 2026-05-29 | 1.45% | 6.31% | 11.33% | 29.68% | pass |
| TOTAL_US_MARKET | VTI | us_broad_market | 2026-05-29 | 1.57% | 6.38% | 11.44% | 29.93% | pass |
| NASDAQ100 | QQQ | us_growth_and_technology | 2026-05-29 | 2.89% | 11.60% | 19.53% | 42.68% | pass |
| LARGE_GROWTH | IWF | us_style_factor | 2026-05-29 | 2.28% | 7.62% | 7.54% | 28.41% | pass |
| LARGE_VALUE | IWD | us_style_factor | 2026-05-29 | 0.69% | 4.80% | 14.31% | 28.47% | pass |
| MID_CAP | IJH | us_size_factor | 2026-05-29 | 1.50% | 4.23% | 13.27% | 25.43% | pass |
| SMALL_CAP | IWM | us_size_factor | 2026-05-29 | 1.86% | 6.74% | 17.36% | 42.42% | pass |
| SMALL_VALUE | IWN | us_style_factor | 2026-05-29 | 1.21% | 4.77% | 18.37% | 43.44% | pass |
| DIVIDEND | SCHD | us_factor_equity | 2026-05-29 | -1.01% | 3.34% | 19.99% | 28.88% | pass |
| LOW_VOL | SPLV | us_factor_equity | 2026-05-29 | -2.54% | -2.07% | -0.22% | 0.95% | pass |
| MOMENTUM | MTUM | us_factor_equity | 2026-05-29 | 4.02% | 13.72% | 26.65% | 38.22% | pass |
| TECHNOLOGY | XLK | us_sector | 2026-05-29 | 5.89% | 20.06% | 33.84% | 65.87% | pass |
| COMMUNICATIONS | XLC | us_sector | 2026-05-29 | 0.20% | 0.35% | 0.90% | 15.98% | pass |
| CONSUMER_DISCRETIONARY | XLY | us_sector | 2026-05-29 | 1.42% | 3.45% | 2.63% | 13.33% | pass |
| CONSUMER_STAPLES | XLP | us_sector | 2026-05-29 | -2.23% | -0.01% | 5.89% | 3.77% | pass |
| HEALTHCARE | XLV | us_sector | 2026-05-29 | -0.28% | 4.64% | -4.40% | 14.94% | pass |
| FINANCIALS | XLF | us_sector | 2026-05-29 | -0.69% | -0.65% | -2.45% | 2.99% | pass |
| INDUSTRIALS | XLI | us_sector | 2026-05-29 | 0.79% | 1.88% | 13.34% | 22.92% | pass |
| ENERGY | XLE | us_sector | 2026-05-29 | -5.38% | -4.64% | 26.33% | 41.26% | pass |
| MATERIALS | XLB | us_sector | 2026-05-29 | 1.71% | 0.37% | 15.52% | 20.80% | pass |
| UTILITIES | XLU | us_sector | 2026-05-29 | -2.05% | -2.76% | -0.56% | 12.65% | pass |
| REAL_ESTATE | XLRE | us_sector | 2026-05-29 | -1.28% | 0.80% | 7.43% | 9.16% | pass |
| INTERMEDIATE_TREASURY | IEF | bonds_and_rates | 2026-05-29 | 0.82% | 0.17% | -1.06% | 4.29% | pass |
| LONG_TREASURY | TLT | bonds_and_rates | 2026-05-29 | 1.28% | 0.44% | -2.78% | 4.08% | pass |
| TIPS | TIP | bonds_and_rates | 2026-05-29 | 0.75% | 0.34% | 1.07% | 5.01% | pass |
| INVESTMENT_GRADE_CREDIT | LQD | credit | 2026-05-29 | 0.91% | 0.97% | 0.02% | 6.45% | pass |
| HIGH_YIELD_CREDIT | HYG | credit | 2026-05-29 | 0.50% | 0.75% | 2.10% | 7.08% | pass |
| AGGREGATE_BONDS | AGG | bonds_and_rates | 2026-05-29 | 0.63% | 0.43% | 0.21% | 5.29% | pass |
| DEVELOPED_EX_US | VEA | international_equity | 2026-05-29 | 1.86% | 6.99% | 18.74% | 33.39% | pass |
| EMERGING_MARKETS | VWO | international_equity | 2026-05-29 | 1.53% | 3.10% | 12.42% | 29.42% | pass |
| EUROPE | VGK | international_equity | 2026-05-29 | 0.62% | 4.55% | 10.73% | 19.76% | pass |
| JAPAN | EWJ | international_equity | 2026-05-29 | 1.47% | 7.08% | 16.23% | 31.38% | pass |
| CHINA | MCHI | international_equity | 2026-05-29 | -0.79% | -3.04% | -10.32% | 4.57% | pass |
| INDIA | INDA | international_equity | 2026-05-29 | 0.35% | -0.96% | -11.24% | -11.05% | pass |
| GOLD | IAU | commodities | 2026-05-29 | 0.80% | -0.07% | 7.66% | 36.70% | pass |
| BROAD_COMMODITIES | PDBC | commodities | 2026-05-29 | -3.19% | -4.76% | 33.06% | 44.74% | pass |
| SEMICONDUCTORS | SMH | ai_and_technology | 2026-05-29 | 3.92% | 19.89% | 70.54% | 146.14% | pass |
| SOFTWARE | IGV | ai_and_technology | 2026-05-29 | 8.14% | 20.31% | -2.33% | -0.67% | pass |
| BROAD_AI_TECH | AIQ | ai_and_technology | 2026-05-29 | 7.18% | 22.31% | 34.38% | 66.76% | pass |
| AUTONOMOUS_ROBOTICS | ARKQ | ai_and_technology | 2026-05-29 | 4.86% | 15.91% | 30.27% | 78.45% | pass |
| CYBERSECURITY | CIBR | ai_and_technology | 2026-05-29 | 5.65% | 31.19% | 21.45% | 26.08% | pass |
| SOLAR | TAN | clean_energy | 2026-05-29 | 12.10% | 31.74% | 51.16% | 131.54% | pass |
| METALS_MINING | XME | commodities | 2026-05-29 | 6.95% | 9.25% | 29.20% | 108.43% | pass |
| EQUAL_WEIGHT_SP500 | RSP | us_broad_market | 2026-05-29 | 1.09% | 4.20% | 9.93% | 20.29% | pass |
| BIOTECH | XBI | healthcare_and_biotech | 2026-05-29 | 3.82% | 6.04% | 11.34% | 70.50% | pass |
| REGIONAL_BANKS | KRE | us_industry | 2026-05-29 | 0.35% | 0.84% | 11.83% | 24.56% | pass |
| AEROSPACE_DEFENSE | ITA | us_industry | 2026-05-29 | 4.47% | 10.46% | 14.87% | 34.25% | pass |
| CANADA | EWC | country_equity | 2026-05-29 | 0.51% | 3.21% | 12.59% | 33.39% | pass |
| UNITED_KINGDOM | EWU | country_equity | 2026-05-29 | -0.34% | 2.04% | 10.87% | 22.69% | pass |
| AUSTRALIA | EWA | country_equity | 2026-05-29 | 1.63% | 2.20% | 15.10% | 17.81% | pass |
| SOUTH_KOREA | EWY | country_equity | 2026-05-29 | 13.07% | 33.69% | 131.66% | 240.64% | pass |
| TAIWAN | EWT | country_equity | 2026-05-29 | 6.13% | 17.88% | 66.67% | 103.36% | pass |
| BRAZIL | EWZ | country_equity | 2026-05-29 | -1.26% | -7.09% | 10.68% | 36.74% | pass |
| MEXICO | EWW | country_equity | 2026-05-29 | 0.86% | 4.02% | 16.86% | 32.95% | pass |
| SOUTH_AFRICA | EZA | country_equity | 2026-05-29 | 3.12% | 4.41% | 9.72% | 39.66% | pass |
| MORTGAGE_BACKED_BONDS | MBB | bonds_and_rates | 2026-05-29 | 0.75% | 0.55% | 1.09% | 7.00% | pass |
| MUNICIPAL_BONDS | MUB | bonds_and_rates | 2026-05-29 | 0.94% | 0.39% | 1.37% | 6.41% | pass |
| EMERGING_MARKET_BONDS | EMB | credit | 2026-05-29 | 1.32% | 1.41% | 2.26% | 12.02% | pass |
| INTERNATIONAL_BONDS | BNDX | bonds_and_rates | 2026-05-29 | 0.56% | 1.22% | 0.40% | 2.27% | pass |
| SILVER | SLV | commodities | 2026-05-29 | -0.04% | 5.38% | 33.43% | 125.51% | pass |
| COPPER | CPER | commodities | 2026-05-29 | -0.15% | 8.03% | 20.38% | 33.26% | pass |
| AGRICULTURE | DBA | commodities | 2026-05-29 | -1.12% | -3.06% | 6.84% | 6.24% | pass |
| OIL | USO | commodities | 2026-05-29 | -8.39% | -14.30% | 81.64% | 92.13% | pass |
| US_DOLLAR | UUP | currencies | 2026-05-29 | -0.40% | 0.18% | 1.41% | 4.18% | pass |
| EURO | FXE | currencies | 2026-05-29 | 0.56% | 0.02% | 0.93% | 3.39% | pass |
| YEN | FXY | currencies | 2026-05-29 | -0.14% | 0.63% | -2.21% | -9.83% | pass |
| BITCOIN_ETF | IBIT | crypto_proxies | 2026-05-29 | -3.10% | -2.62% | -19.24% | -30.61% | pass |
| ETHEREUM_ETF | ETHA | crypto_proxies | 2026-05-29 | -2.38% | -9.79% | -33.77% | -24.34% | pass |
## 12. Final Neutrality Statement
This briefing provides fixed factual datapoints only. It does not rank, recommend, analyze, or map facts to CapitalBench options. Missing rows are preserved for comparability; inclusion, order, grouping, and row count are not evidence of expected return.
## Options
Allowed option:
ID: CASH
Name: Cash / Do Not Invest
Symbol: N/A
Asset class: cash
Category: cash
Group: cash
Risk bucket: cash
Description: Cash position with no market exposure. Return is treated as 0 unless a round explicitly defines a cash yield proxy.
Allowed option:
ID: SHORT_TREASURY
Name: Short-Term Treasury Bills
Symbol: BIL
Asset class: cash_like
Category: treasury_bills
Group: cash_and_short_duration
Risk bucket: low
Description: Short-term US Treasury bill exposure. Typically used as a cash-like proxy with low duration risk.
Allowed option:
ID: SP500
Name: S&P 500
Symbol: SPY
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Broad US large-cap equity exposure. Represents large publicly traded US companies across multiple sectors.
Allowed option:
ID: TOTAL_US_MARKET
Name: Total US Stock Market
Symbol: VTI
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Broad exposure to the total US equity market, including large-, mid-, and small-cap companies. Useful as a diversified US equity proxy.
Allowed option:
ID: NASDAQ100
Name: Nasdaq 100
Symbol: QQQ
Asset class: equity
Category: growth_equity
Group: us_growth_and_technology
Risk bucket: high
Description: Large-cap, growth-oriented US equity exposure with heavy weights in technology and communication services. Sensitive to mega-cap earnings, rates, and growth-stock sentiment.
Allowed option:
ID: LARGE_GROWTH
Name: US Large-Cap Growth
Symbol: IWF
Asset class: equity
Category: style_factor
Group: us_style_factor
Risk bucket: high
Description: US large-cap growth stock exposure. Often tilted toward companies with higher expected growth, higher valuations, and greater sensitivity to interest rates.
Allowed option:
ID: LARGE_VALUE
Name: US Large-Cap Value
Symbol: IWD
Asset class: equity
Category: style_factor
Group: us_style_factor
Risk bucket: medium
Description: US large-cap value stock exposure. Often tilted toward companies with lower valuation multiples, dividends, financials, energy, and cyclical sectors.
Allowed option:
ID: MID_CAP
Name: US Mid-Cap Stocks
Symbol: IJH
Asset class: equity
Category: size_factor
Group: us_size_factor
Risk bucket: high
Description: US mid-cap equity exposure. Represents companies between large caps and small caps, with sensitivity to domestic growth, financing conditions, and risk appetite.
Allowed option:
ID: SMALL_CAP
Name: US Small-Cap Stocks
Symbol: IWM
Asset class: equity
Category: size_factor
Group: us_size_factor
Risk bucket: high
Description: US small-cap equity exposure. Often more sensitive to domestic economic growth, credit conditions, rates, and market risk appetite.
Allowed option:
ID: SMALL_VALUE
Name: US Small-Cap Value
Symbol: IWN
Asset class: equity
Category: style_and_size_factor
Group: us_style_factor
Risk bucket: high
Description: US small-cap value equity exposure. Combines smaller company exposure with value-oriented characteristics.
Allowed option:
ID: DIVIDEND
Name: US Dividend Equities
Symbol: SCHD
Asset class: equity
Category: dividend_equity
Group: us_factor_equity
Risk bucket: medium
Description: US dividend-oriented equity exposure. Often tilted toward profitable, mature companies with dividend histories.
Allowed option:
ID: LOW_VOL
Name: US Low Volatility Equities
Symbol: SPLV
Asset class: equity
Category: low_volatility_factor
Group: us_factor_equity
Risk bucket: medium
Description: US equity exposure focused on historically lower-volatility stocks. Often used as a defensive equity factor proxy.
Allowed option:
ID: MOMENTUM
Name: US Momentum Equities
Symbol: MTUM
Asset class: equity
Category: momentum_factor
Group: us_factor_equity
Risk bucket: high
Description: US equity exposure tilted toward stocks with stronger recent price momentum. Sensitive to trend persistence and factor rotations.
Allowed option:
ID: TECHNOLOGY
Name: Technology Sector
Symbol: XLK
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US technology sector exposure within large-cap equities. Includes software, hardware, semiconductors, and technology services companies.
Allowed option:
ID: COMMUNICATIONS
Name: Communication Services Sector
Symbol: XLC
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US communication services sector exposure. Includes large internet platforms, media, telecom, and entertainment companies.
Allowed option:
ID: CONSUMER_DISCRETIONARY
Name: Consumer Discretionary Sector
Symbol: XLY
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US consumer discretionary sector exposure. Sensitive to consumer spending, employment, credit conditions, and household confidence.
Allowed option:
ID: CONSUMER_STAPLES
Name: Consumer Staples Sector
Symbol: XLP
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US consumer staples sector exposure. Includes companies selling essential consumer products and is often considered a defensive equity sector.
Allowed option:
ID: HEALTHCARE
Name: Healthcare Sector
Symbol: XLV
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US healthcare sector exposure. Includes pharmaceuticals, biotechnology, medical devices, healthcare services, and insurers.
Allowed option:
ID: FINANCIALS
Name: Financials Sector
Symbol: XLF
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US financial sector exposure. Includes banks, insurers, capital markets firms, and financial services companies.
Allowed option:
ID: INDUSTRIALS
Name: Industrials Sector
Symbol: XLI
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US industrial sector exposure. Includes aerospace, machinery, transportation, logistics, and industrial services companies.
Allowed option:
ID: ENERGY
Name: Energy Sector
Symbol: XLE
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US energy sector exposure. Sensitive to oil and gas prices, production trends, geopolitics, and capital discipline.
Allowed option:
ID: MATERIALS
Name: Materials Sector
Symbol: XLB
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US materials sector exposure. Includes chemicals, metals, mining, packaging, and construction materials companies.
Allowed option:
ID: UTILITIES
Name: Utilities Sector
Symbol: XLU
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US utilities sector exposure. Often sensitive to interest rates, electricity demand, regulation, and defensive equity flows.
Allowed option:
ID: REAL_ESTATE
Name: Real Estate Sector
Symbol: XLRE
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US listed real estate equity exposure. Sensitive to interest rates, property fundamentals, credit conditions, and real estate valuations.
Allowed option:
ID: INTERMEDIATE_TREASURY
Name: Intermediate-Term US Treasury Bonds
Symbol: IEF
Asset class: bond
Category: treasury_duration
Group: bonds_and_rates
Risk bucket: medium
Description: Intermediate-duration US Treasury bond exposure. Sensitive to changes in interest rates, inflation expectations, and growth expectations.
Allowed option:
ID: LONG_TREASURY
Name: Long-Term US Treasury Bonds
Symbol: TLT
Asset class: bond
Category: treasury_duration
Group: bonds_and_rates
Risk bucket: high
Description: Long-duration US Treasury bond exposure. More sensitive to interest-rate changes than shorter-duration bond funds.
Allowed option:
ID: TIPS
Name: Treasury Inflation-Protected Securities
Symbol: TIP
Asset class: bond
Category: inflation_linked_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: US Treasury inflation-protected bond exposure. Sensitive to real interest rates and inflation expectations.
Allowed option:
ID: INVESTMENT_GRADE_CREDIT
Name: Investment Grade Corporate Bonds
Symbol: LQD
Asset class: bond
Category: corporate_credit
Group: credit
Risk bucket: medium
Description: US investment-grade corporate bond exposure. Sensitive to interest rates, credit spreads, and corporate balance-sheet conditions.
Allowed option:
ID: HIGH_YIELD_CREDIT
Name: High Yield Corporate Bonds
Symbol: HYG
Asset class: bond
Category: corporate_credit
Group: credit
Risk bucket: high
Description: US high-yield corporate bond exposure. Sensitive to credit spreads, default expectations, liquidity, and risk appetite.
Allowed option:
ID: AGGREGATE_BONDS
Name: US Aggregate Bond Market
Symbol: AGG
Asset class: bond
Category: aggregate_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: Broad US investment-grade bond market exposure. Includes Treasuries, agency securities, mortgage-backed securities, and corporate bonds.
Allowed option:
ID: DEVELOPED_EX_US
Name: Developed Markets ex-US
Symbol: VEA
Asset class: equity
Category: international_equity
Group: international_equity
Risk bucket: high
Description: Developed-market equity exposure outside the United States. Includes regions such as Europe, Japan, Canada, and developed Asia-Pacific markets.
Allowed option:
ID: EMERGING_MARKETS
Name: Emerging Markets
Symbol: VWO
Asset class: equity
Category: international_equity
Group: international_equity
Risk bucket: very_high
Description: Emerging-market equity exposure. Sensitive to global growth, currency moves, capital flows, commodity cycles, and country-specific policy risk.
Allowed option:
ID: EUROPE
Name: Europe Equities
Symbol: VGK
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: high
Description: European equity exposure. Sensitive to European growth, monetary policy, currency trends, energy costs, and regional earnings.
Allowed option:
ID: JAPAN
Name: Japan Equities
Symbol: EWJ
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: high
Description: Japanese equity exposure. Sensitive to Japanese corporate earnings, yen movements, monetary policy, and global trade conditions.
Allowed option:
ID: CHINA
Name: China Equities
Symbol: MCHI
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: very_high
Description: China equity exposure through publicly traded Chinese companies. Sensitive to Chinese growth, policy actions, currency moves, and geopolitical risk.
Allowed option:
ID: INDIA
Name: India Equities
Symbol: INDA
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: very_high
Description: Indian equity exposure. Sensitive to Indian economic growth, currency moves, domestic policy, valuations, and foreign capital flows.
Allowed option:
ID: GOLD
Name: Gold
Symbol: IAU
Asset class: commodity
Category: precious_metals
Group: commodities
Risk bucket: medium
Description: Gold exposure through a listed gold trust. Sensitive to real interest rates, US dollar strength, inflation expectations, and safe-haven demand.
Allowed option:
ID: BROAD_COMMODITIES
Name: Broad Commodities
Symbol: PDBC
Asset class: commodity
Category: broad_commodities
Group: commodities
Risk bucket: high
Description: Broad commodity exposure through a diversified commodity strategy ETF. Sensitive to energy, metals, agriculture, inflation expectations, and global demand.
Allowed option:
ID: SEMICONDUCTORS
Name: Semiconductors
Symbol: SMH
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Semiconductor equity exposure. Includes companies involved in chip design, manufacturing, equipment, and related supply chains.
Allowed option:
ID: SOFTWARE
Name: Software
Symbol: IGV
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: high
Description: Software equity exposure. Includes companies in application software, infrastructure software, and related technology services.
Allowed option:
ID: BROAD_AI_TECH
Name: Broad AI Technology
Symbol: AIQ
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Broad artificial intelligence and technology equity exposure. Includes companies associated with AI applications, infrastructure, data, and related technology services.
Allowed option:
ID: AUTONOMOUS_ROBOTICS
Name: Autonomous Technology and Robotics
Symbol: ARKQ
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Autonomous technology and robotics equity exposure. Includes companies associated with automation, robotics, autonomous transport, energy storage, and related technology platforms.
Allowed option:
ID: CYBERSECURITY
Name: Cybersecurity
Symbol: CIBR
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: high
Description: Cybersecurity equity exposure. Includes companies providing network security, identity, endpoint, cloud security, and related cybersecurity products and services.
Allowed option:
ID: SOLAR
Name: Solar Energy
Symbol: TAN
Asset class: equity
Category: thematic_equity
Group: clean_energy
Risk bucket: very_high
Description: Solar energy equity exposure. Includes companies associated with solar power equipment, development, installation, and related clean-energy supply chains.
Allowed option:
ID: METALS_MINING
Name: Metals and Mining
Symbol: XME
Asset class: equity
Category: commodity_equity
Group: commodities
Risk bucket: very_high
Description: Metals and mining equity exposure. Includes companies involved in steel, aluminum, precious metals, coal, copper, and diversified mining industries.
Allowed option:
ID: EQUAL_WEIGHT_SP500
Name: Equal-Weight S&P 500
Symbol: RSP
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Equal-weight US large-cap equity exposure. Reduces concentration in the largest S&P 500 constituents compared with market-cap weighting.
Allowed option:
ID: BIOTECH
Name: Biotechnology
Symbol: XBI
Asset class: equity
Category: industry_equity
Group: healthcare_and_biotech
Risk bucket: very_high
Description: US biotechnology equity exposure. Sensitive to clinical data, financing conditions, regulation, mergers, and risk appetite.
Allowed option:
ID: REGIONAL_BANKS
Name: Regional Banks
Symbol: KRE
Asset class: equity
Category: industry_equity
Group: us_industry
Risk bucket: very_high
Description: US regional bank equity exposure. Sensitive to deposit trends, credit quality, yield curves, regulation, and commercial real estate conditions.
Allowed option:
ID: AEROSPACE_DEFENSE
Name: Aerospace and Defense
Symbol: ITA
Asset class: equity
Category: industry_equity
Group: us_industry
Risk bucket: high
Description: US aerospace and defense equity exposure. Sensitive to defense budgets, aircraft demand, supply chains, and geopolitical risk.
Allowed option:
ID: CANADA
Name: Canada Equities
Symbol: EWC
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Canadian equity exposure through US-listed shares. Sensitive to financials, energy, materials, domestic growth, and Canadian dollar conditions.
Allowed option:
ID: UNITED_KINGDOM
Name: United Kingdom Equities
Symbol: EWU
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: United Kingdom equity exposure through US-listed shares. Sensitive to sterling, UK growth, global financials, energy, and dividend-oriented sectors.
Allowed option:
ID: AUSTRALIA
Name: Australia Equities
Symbol: EWA
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Australian equity exposure through US-listed shares. Sensitive to banks, materials, commodity demand, China-linked growth, and Australian dollar conditions.
Allowed option:
ID: SOUTH_KOREA
Name: South Korea Equities
Symbol: EWY
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: South Korean equity exposure through US-listed shares. Sensitive to semiconductors, exports, won movements, global trade, and regional geopolitics.
Allowed option:
ID: TAIWAN
Name: Taiwan Equities
Symbol: EWT
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: Taiwan equity exposure through US-listed shares. Sensitive to semiconductor supply chains, global electronics demand, currency movements, and geopolitical risk.
Allowed option:
ID: BRAZIL
Name: Brazil Equities
Symbol: EWZ
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: Brazilian equity exposure through US-listed shares. Sensitive to commodities, rates, fiscal policy, currency moves, and emerging-market capital flows.
Allowed option:
ID: MEXICO
Name: Mexico Equities
Symbol: EWW
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Mexican equity exposure through US-listed shares. Sensitive to domestic growth, currency moves, trade links, remittances, and nearshoring activity.
Allowed option:
ID: SOUTH_AFRICA
Name: South Africa Equities
Symbol: EZA
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: South African equity exposure through US-listed shares. Sensitive to resources, domestic policy, currency moves, power availability, and emerging-market flows.
Allowed option:
ID: MORTGAGE_BACKED_BONDS
Name: Agency Mortgage-Backed Bonds
Symbol: MBB
Asset class: bond
Category: securitized_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: US agency mortgage-backed securities exposure. Sensitive to interest rates, prepayment behavior, mortgage spreads, and housing finance conditions.
Allowed option:
ID: MUNICIPAL_BONDS
Name: Municipal Bonds
Symbol: MUB
Asset class: bond
Category: municipal_bonds
Group: bonds_and_rates
Risk bucket: low
Description: US municipal bond exposure. Sensitive to rates, state and local credit conditions, fund flows, and tax-exempt fixed-income demand.
Allowed option:
ID: EMERGING_MARKET_BONDS
Name: Emerging Market USD Bonds
Symbol: EMB
Asset class: bond
Category: emerging_market_debt
Group: credit
Risk bucket: high
Description: US dollar emerging-market bond exposure. Sensitive to sovereign spreads, US rates, currency stress, commodity cycles, and global risk appetite.
Allowed option:
ID: INTERNATIONAL_BONDS
Name: International Aggregate Bonds
Symbol: BNDX
Asset class: bond
Category: international_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: International investment-grade bond exposure. Sensitive to global rates, currency hedging, regional credit conditions, and non-US monetary policy.
Allowed option:
ID: SILVER
Name: Silver
Symbol: SLV
Asset class: commodity
Category: precious_metals
Group: commodities
Risk bucket: high
Description: Silver exposure through a listed trust. Sensitive to precious-metals demand, industrial usage, real rates, US dollar moves, and inflation expectations.
Allowed option:
ID: COPPER
Name: Copper
Symbol: CPER
Asset class: commodity
Category: industrial_metals
Group: commodities
Risk bucket: high
Description: Copper exposure through an exchange-traded product. Sensitive to industrial demand, China-linked growth, supply conditions, inventories, and electrification themes.
Allowed option:
ID: AGRICULTURE
Name: Agriculture Commodities
Symbol: DBA
Asset class: commodity
Category: agriculture
Group: commodities
Risk bucket: high
Description: Agricultural commodity exposure through a diversified exchange-traded product. Sensitive to weather, crop conditions, global demand, inventories, and currency moves.
Allowed option:
ID: OIL
Name: Crude Oil
Symbol: USO
Asset class: commodity
Category: energy_commodities
Group: commodities
Risk bucket: very_high
Description: Crude oil exposure through an exchange-traded product. Sensitive to supply, demand, inventories, OPEC policy, geopolitical risk, and futures-curve structure.
Allowed option:
ID: US_DOLLAR
Name: US Dollar
Symbol: UUP
Asset class: currency
Category: currency
Group: currencies
Risk bucket: medium
Description: US dollar currency exposure through an exchange-traded product. Sensitive to relative rates, global risk appetite, trade balances, and reserve-currency demand.
Allowed option:
ID: EURO
Name: Euro
Symbol: FXE
Asset class: currency
Category: currency
Group: currencies
Risk bucket: medium
Description: Euro currency exposure through an exchange-traded product. Sensitive to European rates, growth, fiscal policy, energy conditions, and US dollar movements.
Allowed option:
ID: YEN
Name: Japanese Yen
Symbol: FXY
Asset class: currency
Category: currency
Group: currencies
Risk bucket: high
Description: Japanese yen currency exposure through an exchange-traded product. Sensitive to Japanese monetary policy, rate differentials, carry trades, and safe-haven demand.
Allowed option:
ID: BITCOIN_ETF
Name: Bitcoin ETF
Symbol: IBIT
Asset class: crypto_proxy
Category: crypto_asset
Group: crypto_proxies
Risk bucket: very_high
Description: Bitcoin exposure through a US-listed spot bitcoin exchange-traded product. Sensitive to digital-asset flows, regulation, liquidity, rates, and risk appetite.
Allowed option:
ID: ETHEREUM_ETF
Name: Ethereum ETF
Symbol: ETHA
Asset class: crypto_proxy
Category: crypto_asset
Group: crypto_proxies
Risk bucket: very_high
Description: Ethereum exposure through a US-listed spot Ethereum exchange-traded product. Sensitive to digital-asset flows, network activity, regulation, liquidity, and risk appetite.Base Instructions prompt.md
# CapitalBench Task
You are participating in an offline, time-resolved CapitalBench evaluation round.
CapitalBench evaluates how state-of-the-art language models make one-shot market allocation decisions from the same frozen information set. Your response will be compared against other participating models after the one-month outcome window resolves.
Research cutoff: 2026-06-01T01:13:28Z.
Decision deadline: 2026-06-02T00:00:00Z.
Entry price: adjusted close on Friday, May 29, 2026, the latest available official close before the decision deadline.
Exit price: adjusted close on Monday, June 29, 2026.
The scoring timeline is central to the task: this is a one-month round measured from the May 29, 2026 adjusted close to the June 29, 2026 adjusted close. The result is calculated after regular U.S. trading ends on Monday, June 29, 2026. Optimize for facts, catalysts, positioning, liquidity, and risks that can plausibly affect prices before that June 29 exit close.
Optimize only for the portfolio you expect to perform best over the May 29 close to June 29 close one-month scoring window. Use longer-horizon facts only when they are likely to affect prices before the June 29 exit close.
Briefing-bias discipline: the briefing may group facts by broad asset area and include a mechanical return table. Treat inclusion, section order, grouping, row count, and trailing-return table order as context, not recommendation signals.
Your objective is to allocate 100% across the allowed options to maximize expected one-month realized portfolio return, measured from the May 29, 2026 adjusted close to the June 29, 2026 adjusted close, relative to the S&P 500 benchmark. Use the briefing, option list, and any included market-data table as the common information set. The official leaderboard ranks each model by realized weighted portfolio return relative to the S&P 500 benchmark. Multi-shot stability analysis, if run, is reported separately and does not change the official one-shot leaderboard.
Your portfolio is scored by the weighted realized percentage return over the May 29 close to June 29 close one-month round window. Alpha is portfolio return minus S&P 500 return. Returns are calculated from adjusted close prices when available.
You may use your internal learned knowledge and general market priors. Do not browse, use tools, request updated market data, use external retrieval, or intentionally rely on facts, market prices, news, or events dated after the research cutoff. If your internal knowledge conflicts with the briefing, prioritize the briefing.
You must allocate exactly 100% across allowed options. Use only the holding count, allocation increment, minimum allocation, and cash or benchmark constraints stated in the round metadata. Do not short, use leverage, or choose an option outside the allowed option list.
Return only valid JSON. Do not include markdown, prose, citations, or commentary outside the JSON.
Required JSON format:
{
"round_id": "<round_id>",
"model_id": "<model_id>",
"provider": "<provider>",
"mode": "closed_capability",
"portfolio": [
{
"option_id": "<one allowed option ID>",
"allocation_pct": <integer percentage>,
"rationale": "<brief holding-level rationale>"
}
],
"confidence": <number from 0 to 1>,
"portfolio_rationale": "<1-3 sentence allocation rationale>",
"rationale_summary": "<1-3 sentence rationale>",
"key_risks": [
"<risk 1>",
"<risk 2>"
]
}
Rules:
- portfolio must contain only IDs from the allowed option list.
- allocation_pct values must be integers in the stated allocation increment.
- allocation_pct values must sum to exactly 100.
- confidence must be between 0 and 1.
- confidence should reflect your confidence that this is the best portfolio decision under the round constraints.
- portfolio_rationale and rationale_summary are required and should be concise.
- key_risks must be a list of 2-5 concrete risks that could cause the portfolio to underperform; do not only list generic market risk.
- Do not provide a ranked list, backup portfolio, second-best portfolio, or alternative recommendation.
- Do not include financial-advice disclaimers. This is a benchmark response, not advice to a person.
- The JSON object must contain no extra fields.Round Manifest manifest.yaml
round_id: CB-2026-06-01-1M
title: CapitalBench June 1 2026 One-Month Portfolio Round
description: One-month CapitalBench portfolio evaluation round scored from the latest available close before the June 1 decision deadline, using the May 29, 2026 adjusted close to the June 29, 2026 adjusted close.
decision_date: '2026-06-01'
decision_deadline: '2026-06-02T00:00:00Z'
horizon: one month
methodology_version: portfolio-v1.0
universe_version: v2.1
submission_format: portfolio
portfolio_constraints:
min_holdings: 1
max_holdings: 5
allocation_increment_pct: 5
min_allocation_pct: 5
max_total_allocation_pct: 100
allow_cash: true
allow_benchmark_asset: true
entry_rule: Use adjusted close on Friday, May 29, 2026 for each option; CASH return is 0 unless explicitly priced.
exit_rule: Use adjusted close on Monday, June 29, 2026 for each selected option; CASH return is 0 unless explicitly priced.
entry_date: '2026-05-29'
exit_date: '2026-06-29'
created_at: '2026-06-01T01:17:17.261353+00:00'
notes: Research cutoff is 2026-06-01T01:13:28Z. This is a monthly-track round using the latest available adjusted close before the decision deadline, with a May 29 close to June 29 close scoring window and separate manifest, prompt, model input, hashes, run folder, prices, and resolution job.Briefing briefing.md
# CapitalBench Briefing
## 1. Neutrality And Bias-Control Statement
This briefing provides fixed factual datapoints only. It does not rank, recommend, analyze, or map facts to CapitalBench options. Missing rows are preserved for comparability; inclusion, order, grouping, and row count are not evidence of expected return.
## 2. Research And Evaluation Setup
| field | value |
|---|---|
| research cutoff | 2026-06-01T01:13:28Z |
| decision deadline | 2026-06-02T00:00:00Z |
| evaluation horizon | one month |
| entry date | 2026-05-29 |
| exit date | 2026-06-29 |
| model access rule | no tool use and no web access |
| shared-input rule | competing models receive the same frozen factual briefing, fixed ETF option universe, and mechanical return table |
## 3. Core Macro Datapoints
| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---:|---|---|---|---|---|---|---|
| CPI_HEADLINE_MOM | inflation | CPI-U, all items | 0.6 | % MoM | 0.9% in March 2026 | prior value | April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| CPI_HEADLINE_YOY | inflation | CPI-U, all items | 3.8 | % YoY | 3.3% for the 12 months ending March 2026 | prior value | 12 months ending April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| CPI_CORE_MOM | inflation | CPI-U, all items less food and energy | 0.4 | % MoM | 0.2% in March 2026 | prior value | April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| CPI_CORE_YOY | inflation | CPI-U, all items less food and energy | 2.8 | % YoY | 2.6% for the 12 months ending March 2026 | prior value | 12 months ending April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| CPI_SHELTER_MOM | inflation | CPI-U shelter index | 0.6 | % MoM | 0.3% in March 2026 | prior value | April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| CPI_ENERGY_MOM | inflation | CPI-U energy index | 3.8 | % MoM | 10.9% in March 2026 | prior value | April 2026 | May 12, 2026 | BLS CPI News Release | observed |
| PCE_HEADLINE_MOM | inflation | PCE price index | 0.4 | % MoM | 0.7% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PCE_HEADLINE_YOY | inflation | PCE price index | 3.8 | % YoY | not source-reported | not source-reported | April 2026 from same month one year ago | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PCE_CORE_MOM | inflation | PCE price index excluding food and energy | 0.2 | % MoM | 0.3% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PCE_CORE_YOY | inflation | PCE price index excluding food and energy | 3.3 | % YoY | not source-reported | not source-reported | April 2026 from same month one year ago | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PCE_GOODS_MOM | inflation | PCE goods price index | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| PCE_SERVICES_MOM | inflation | PCE services price index | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| PPI_FINAL_DEMAND_MOM | inflation | Producer Price Index for final demand | 1.4 | % MoM | 0.7% in March 2026 and 0.6% in February 2026 | prior value | April 2026 | May 13, 2026 | BLS Producer Price Index | observed |
| PPI_FINAL_DEMAND_YOY | inflation | Producer Price Index for final demand | 6.0 | % YoY | 4.3% in March 2026 | prior value | 12 months ending April 2026 | May 13, 2026 | BLS Producer Price Index | observed |
| UNEMPLOYMENT_RATE | labor | U-3 unemployment rate | 4.3 | % | unchanged at 4.3% | prior value | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| U6_UNEMPLOYMENT_RATE | labor | U-6 unemployment rate | 8.2 | % | 8.0% in March 2026 | prior value | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| LABOR_FORCE_PARTICIPATION_RATE | labor | labor force participation rate | 61.8 | % | 61.9% in March 2026 | prior value | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| NONFARM_PAYROLLS | labor | nonfarm payroll employment change | 115000 | jobs | March 2026 revised to +185,000 jobs | prior value | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| AVERAGE_HOURLY_EARNINGS_MOM | labor | average hourly earnings for all employees on private nonfarm payrolls | 0.2 | % MoM | not source-reported | not source-reported | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| AVERAGE_HOURLY_EARNINGS_YOY | labor | average hourly earnings for all employees on private nonfarm payrolls | 3.6 | % YoY | not source-reported | not source-reported | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| AVERAGE_WEEKLY_HOURS | labor | average weekly hours of all employees on private nonfarm payrolls | 34.3 | hours | 34.2 in March 2026 | prior value | April 2026 | May 8, 2026 | BLS Employment Situation | observed |
| INITIAL_JOBLESS_CLAIMS | labor | seasonally adjusted initial unemployment insurance claims | 215000 | claims | increase of 5,000 from previous week's revised level | week-over-week change | week ending May 23, 2026 | May 28, 2026 | U.S. Department of Labor UI Claims | observed |
| CONTINUING_JOBLESS_CLAIMS | labor | insured unemployment, continued claims | 1786000 | claims | not source-reported | not source-reported | week ending May 16, 2026 | May 29, 2026 | FRED CCSA | observed |
| JOLTS_JOB_OPENINGS | labor | job openings, total nonfarm | 6866 | thousands | 6,922 thousand in February 2026 | prior value | March 2026 | May 6, 2026 | FRED JTSJOL | observed |
| REAL_GDP_QOQ_SAAR | growth | real GDP | 1.6 | % QoQ SAAR | revised down 0.4 percentage point from the advance estimate; Q4 2025 was +0.5% | revision and prior value | Q1 2026 second estimate | May 28, 2026 | BEA GDP Second Estimate | observed |
| GDP_PRICE_INDEX | growth | gross domestic product price index | 3.8 | % QoQ SAAR | revised up 0.1 percentage point from the advance estimate | revision | Q1 2026 second estimate | May 28, 2026 | BEA GDP Second Estimate | observed |
| RETAIL_SALES_MOM | growth | advance retail and food services sales | 0.5 | % MoM | up 4.9% from April 2025 | year-over-year change | April 2026 | May 14, 2026 | U.S. Census Monthly Retail Trade | observed |
| RETAIL_SALES_YOY | growth | advance retail and food services sales | 4.9 | % YoY | up 0.5% from previous month | month-over-month change | April 2026 | May 14, 2026 | U.S. Census Monthly Retail Trade | observed |
| RETAIL_SALES_CONTROL_GROUP_MOM | growth | retail sales control group | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| PERSONAL_INCOME_MOM | growth | personal income | -0.1 | % MoM | 0.5% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PERSONAL_SPENDING_MOM | growth | current-dollar personal consumption expenditures | 0.5 | % MoM | 1.0% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| PERSONAL_SAVING_RATE | growth | personal saving as a percentage of disposable personal income | 2.6 | % | not source-reported | not source-reported | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| CONSUMER_CREDIT | consumer credit | total consumer credit owned and securitized | 5140540.72 | USD millions | not source-reported | not source-reported | March 2026 | May 2026 | FRED TOTALSL | observed |
| DURABLE_GOODS_ORDERS_MOM | manufacturing | new orders for manufactured durable goods | 7.9 | % MoM | 1.3% in March 2026 | prior value | April 2026 advance | May 27, 2026 | Census Advance Report on Durable Goods | observed |
| FACTORY_ORDERS_MOM | manufacturing | manufacturers' new orders | 1.5 | % MoM | not source-reported | not source-reported | March 2026 | May 5, 2026 | Census Manufacturers' Shipments, Inventories, and Orders | observed |
| US_TRADE_BALANCE | trade | international trade in goods and services balance | -60307 | USD millions | -57,777 million in February 2026 | prior value | March 2026 | May 2026 | FRED BOPGSTB | observed |
| INDUSTRIAL_PRODUCTION_MOM | production | industrial production index | 0.7 | % MoM | -0.3% in March 2026; 1.4% above April 2025 | prior value and year-over-year change | April 2026 | May 15, 2026 | Federal Reserve G.17 | observed |
| CAPACITY_UTILIZATION | production | capacity utilization, total industry | 76.1194 | % | not source-reported | not source-reported | April 2026 | May 15, 2026 | FRED TCU | observed |
| ISM_MANUFACTURING_PMI | business surveys | ISM Manufacturing PMI | 52.7 | index | same reading as March 2026 | prior value | April 2026 | May 1, 2026 | ISM Manufacturing PMI | observed |
| ISM_MANUFACTURING_NEW_ORDERS | business surveys | ISM Manufacturing New Orders Index | 54.1 | index | 55.1 in March 2026 | prior value | April 2026 | May 1, 2026 | ISM Manufacturing PMI | observed |
| ISM_MANUFACTURING_PRICES | business surveys | ISM Manufacturing Prices Index | 84.6 | index | 83.8 in March 2026 | prior value | April 2026 | May 1, 2026 | ISM Manufacturing PMI | observed |
| ISM_MANUFACTURING_EMPLOYMENT | business surveys | ISM Manufacturing Employment Index | 46.4 | index | 44.7 in March 2026 | prior value | April 2026 | May 1, 2026 | ISM Manufacturing PMI | observed |
| ISM_SERVICES_PMI | business surveys | ISM Services PMI | 53.6 | index | 54.0 in March 2026 | prior value | April 2026 | May 5, 2026 | ISM Services PMI | observed |
| ISM_SERVICES_NEW_ORDERS | business surveys | ISM Services New Orders Index | 52.9 | index | 54.2 in March 2026 | prior value | April 2026 | May 5, 2026 | ISM Services PMI | observed |
| ISM_SERVICES_PRICES | business surveys | ISM Services Prices Index | 65.1 | index | 64.3 in March 2026 | prior value | April 2026 | May 5, 2026 | ISM Services PMI | observed |
| ISM_SERVICES_EMPLOYMENT | business surveys | ISM Services Employment Index | 51.7 | index | 51.5 in March 2026 | prior value | April 2026 | May 5, 2026 | ISM Services PMI | observed |
| CONSUMER_SENTIMENT | consumer | University of Michigan Index of Consumer Sentiment | 44.8 | index | 49.8 in April 2026 and 52.2 in May 2025 | prior value and year-over-year change | May 2026 final | May 22, 2026 | University of Michigan Surveys of Consumers | observed |
| CONSUMER_INFLATION_EXPECTATIONS_1Y | consumer | University of Michigan expected change in prices during next year | 4.7 | % | 3.8% in March 2026 | prior value | April 2026 | May 2026 | FRED MICH | observed |
| CONSUMER_INFLATION_EXPECTATIONS_5Y | consumer | University of Michigan expected change in prices during next 5 to 10 years | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_CONFIDENCE | consumer | Conference Board Consumer Confidence Index | 93.1 | index | down 0.7 points from upwardly revised 93.8 in April 2026 | prior value | May 2026 | May 26, 2026 | The Conference Board Consumer Confidence | observed |
| HOUSING_STARTS | housing | housing starts | 1465000 | SAAR | down 2.8% from revised March 2026 and up 4.6% from April 2025 | month-over-month and year-over-year change | April 2026 | May 21, 2026 | Census/HUD New Residential Construction | observed |
| BUILDING_PERMITS | housing | building permits | 1423000 | SAAR | not source-reported | not source-reported | April 2026 | May 2026 | FRED PERMIT | observed |
| EXISTING_HOME_SALES | housing | existing-home sales | 4020000 | SAAR | increased by 0.2% in April 2026 | month-over-month change | April 2026 | May 2026 | National Association of Realtors Existing-Home Sales | observed |
| NEW_HOME_SALES | housing | new one-family houses sold | 622000 | SAAR | not source-reported | not source-reported | April 2026 | May 2026 | FRED HSN1F | observed |
| PENDING_HOME_SALES | housing | pending home sales index | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
## 4. Rates Credit Liquidity Volatility Datapoints
| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---:|---|---|---|---|---|---|---|
| FED_FUNDS_TARGET_RANGE | Federal Reserve policy | federal funds target range | 3.50 to 3.75 | % | not source-reported | not source-reported | current target range | April 29, 2026 | Federal Reserve FOMC Statement | observed |
| LATEST_FOMC_DECISION | Federal Reserve policy | latest FOMC decision | maintain target range at 3.50% to 3.75% | text | not source-reported | not source-reported | April 2026 FOMC meeting | April 29, 2026 | Federal Reserve FOMC Statement | observed |
| NEXT_FOMC_MEETING | Federal Reserve policy | next scheduled FOMC meeting | June 16-17, 2026 | date range | not source-reported | not source-reported | 2026 FOMC calendar | May 20, 2026 calendar update | Federal Reserve FOMC Calendar | scheduled |
| MARKET_IMPLIED_NEXT_FOMC_PROBABILITY | Federal Reserve policy | June 17, 2026 target-rate probability for 3.50% to 3.75% | 99.4 | % | 99.1% previous day and 96.5% previous week | prior value and week-over-week change | updated May 29, 2026 5:25 PM EDT | May 29, 2026 | Investing.com Fed Rate Monitor Tool | observed |
| EFFECTIVE_FED_FUNDS_RATE | Federal Reserve policy | effective federal funds rate | 3.62 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DFF | observed |
| SOFR | Federal Reserve policy | Secured Overnight Financing Rate | 3.62 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED SOFR | observed |
| TREASURY_3M | Treasury yields | 3-month Treasury constant maturity rate | 3.69 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS3MO | observed |
| TREASURY_2Y | Treasury yields | 2-year Treasury constant maturity rate | 3.99 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS2 | observed |
| TREASURY_5Y | Treasury yields | 5-year Treasury constant maturity rate | 4.15 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS5 | observed |
| TREASURY_10Y | Treasury yields | 10-year Treasury constant maturity rate | 4.45 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS10 | observed |
| TREASURY_30Y | Treasury yields | 30-year Treasury constant maturity rate | 4.98 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS30 | observed |
| REAL_YIELD_5Y | real rates | 5-year Treasury inflation-indexed security constant maturity rate | 1.61 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DFII5 | observed |
| REAL_YIELD_10Y | real rates | 10-year Treasury inflation-indexed security constant maturity rate | 2.06 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DFII10 | observed |
| BREAKEVEN_INFLATION_5Y | inflation expectations | 5-year breakeven inflation rate | 2.52 | % | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED T5YIE | observed |
| BREAKEVEN_INFLATION_10Y | inflation expectations | 10-year breakeven inflation rate | 2.38 | % | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED T10YIE | observed |
| INFLATION_SWAP_OR_MARKET_EXPECTATION_1Y | inflation expectations | 1-year market inflation expectation | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| TREASURY_10Y_2Y_SPREAD | Treasury spreads | 10-year Treasury minus 2-year Treasury constant maturity spread | 0.47 | percentage points | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED T10Y2Y | observed |
| TREASURY_10Y_3M_SPREAD | Treasury spreads | 10-year Treasury minus 3-month Treasury constant maturity spread | 0.76 | percentage points | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED T10Y3M | observed |
| US_DOLLAR_INDEX | currency | U.S. Dollar Index futures | 98.94 | index | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:42:40 source time | Stooq DX.F Quote | observed |
| VIX | volatility | CBOE Volatility Index | 15.74 | index | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED VIXCLS | observed |
| MOVE_INDEX | volatility | ICE BofA MOVE Index | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| INVESTMENT_GRADE_OAS | credit spreads | ICE BofA US Corporate Index option-adjusted spread | 0.73 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED BAMLC0A0CM | observed |
| HIGH_YIELD_OAS | credit spreads | ICE BofA US High Yield Index option-adjusted spread | 2.72 | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED BAMLH0A0HYM2 | observed |
| FINANCIAL_CONDITIONS_INDEX | financial conditions | Chicago Fed National Financial Conditions Index | -0.510 | index | not source-reported | not source-reported | week ending May 22, 2026 | May 22, 2026 | FRED NFCI | observed |
| MONEY_MARKET_FUND_ASSETS | liquidity | total money market fund assets | 7.77 | USD trillions | increased by $16.88 billion | week-over-week change | week ending May 20, 2026 | May 21, 2026 | Investment Company Institute Money Market Fund Assets | observed |
| FED_BALANCE_SHEET_TOTAL_ASSETS | liquidity | Federal Reserve total assets | 6704383 | USD millions | not source-reported | not source-reported | week ending May 27, 2026 | May 27, 2026 | FRED WALCL | observed |
| RESERVE_BALANCES_WITH_FEDERAL_RESERVE | liquidity | reserve balances with Federal Reserve Banks | 3066560 | USD millions | not source-reported | not source-reported | week ending May 27, 2026 | May 27, 2026 | FRED WRESBAL | observed |
| TREASURY_GENERAL_ACCOUNT | liquidity | Treasury General Account balance | 830296 | USD millions | not source-reported | not source-reported | week ending May 27, 2026 | May 27, 2026 | FRED WTREGEN | observed |
| REVERSE_REPO | liquidity | overnight reverse repurchase agreements | 11.677 | USD billions | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED RRPONTSYD | observed |
| M2_MONEY_STOCK | liquidity | M2 money stock | 22804.5 | USD billions | not source-reported | not source-reported | April 2026 | May 2026 | FRED M2SL | observed |
| MORTGAGE_30Y_FIXED_RATE | housing rates | 30-year fixed-rate mortgage average | 6.53 | % | 6.51% previous week | prior value | week ending May 28, 2026 | May 28, 2026 | FRED MORTGAGE30US | observed |
## 5. Commodity And Currency Datapoints
| indicator_id | measure | latest_value | unit | source_reported_comparison | comparison_type | observation_date | source | status |
|---|---|---:|---|---|---|---|---|---|
| WTI_CRUDE | WTI crude futures | 89.44 | USD per barrel | not source-reported | not source-reported | June 1, 2026 01:55:00 source time | Stooq CL.F Quote | observed |
| BRENT_CRUDE | Brent crude spot | 102.75 | USD per barrel | not source-reported | not source-reported | May 26, 2026 | FRED DCOILBRENTEU | observed |
| NATURAL_GAS | natural gas futures | 3.333 | USD per MMBtu | not source-reported | not source-reported | June 1, 2026 01:55:06 source time | Stooq NG.F Quote | observed |
| GOLD | gold futures | 4575.45 | USD per troy ounce | not source-reported | not source-reported | June 1, 2026 01:55:04 source time | Stooq GC.F Quote | observed |
| SILVER | silver futures | 7599.0 | US cents per troy ounce | not source-reported | not source-reported | June 1, 2026 01:55:02 source time | Stooq SI.F Quote | observed |
| COPPER | high grade copper futures | 641.5 | US cents per pound | not source-reported | not source-reported | June 1, 2026 01:55:04 source time | Stooq HG.F Quote | observed |
| BROAD_COMMODITY_INDEX | broad commodity index | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| US_DOLLAR_INDEX | U.S. Dollar Index futures | 98.94 | index | not source-reported | not source-reported | June 1, 2026 01:42:40 source time | Stooq DX.F Quote | observed |
| EURUSD | euro / U.S. dollar | 1.16499 | exchange rate | not source-reported | not source-reported | June 1, 2026 01:55:08 source time | Stooq EURUSD Quote | observed |
| USDJPY | U.S. dollar / Japanese yen | 159.3515 | exchange rate | not source-reported | not source-reported | June 1, 2026 01:55:08 source time | Stooq USDJPY Quote | observed |
| BITCOIN | bitcoin | 73580.88 | USD | not source-reported | not source-reported | June 1, 2026 01:55:06 source time | Stooq BTC.V Quote | observed |
| ETHEREUM | ethereum | 2003.061 | USD | not source-reported | not source-reported | June 1, 2026 01:55:00 source time | Stooq ETH.V Quote | observed |
## 6. Broad Equity Market Datapoints
| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---:|---|---|---|---|---|---|---|
| SP500_INDEX_LEVEL | broad equity market | S&P 500 index close | 7580.06 | index | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED SP500 | observed |
| NASDAQ_COMPOSITE_INDEX_LEVEL | broad equity market | Nasdaq Composite index close | 26972.620 | index | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED NASDAQCOM | observed |
| RUSSELL_2000_INDEX_LEVEL | broad equity market | Russell 2000 index close | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| SP500_FORWARD_PE_OR_CAPE | broad equity market | S&P 500 forward 12-month P/E | 25.9 | ratio | 5-year average of 21.4 and 10-year average of 19.3 | range or percentile explicitly reported by the source | as of May 29, 2026 | May 29, 2026 | FactSet Earnings Insight | observed |
| SP500_EARNINGS_GROWTH_ESTIMATE | broad equity market | S&P 500 estimated earnings growth rate | 9.4 | % | not source-reported | not source-reported | Q2 2026 estimate | May 29, 2026 | FactSet Earnings Insight | forecast_or_estimate |
| SP500_EARNINGS_REVISION_OR_BEAT_RATE | broad equity market | S&P 500 earnings revision or beat-rate datapoint | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| US_EQUITY_MARKET_BREADTH | broad equity market | broad equity market breadth datapoint | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| EQUAL_WEIGHT_VS_CAP_WEIGHT_CONTEXT | broad equity market | equal-weight versus cap-weight datapoint | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| EQUITY_PUT_CALL_RATIO | broad equity market | equity put/call ratio | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| INVESTOR_SENTIMENT_SURVEY | broad equity market | AAII investor sentiment survey, bull-bear spread | -6.3 | percentage points | historical average of +6.5 percentage points | range or percentile explicitly reported by the source | week ending May 27, 2026 | May 28, 2026 | AAII Investor Sentiment Survey | observed |
| US_EQUITY_FUND_FLOWS | broad equity market | U.S. equity fund flows | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| ETF_FUND_FLOWS_EQUITY_BOND_CASH | broad equity market | ETF fund flows across equity, bond, and cash categories | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| MARGIN_DEBT_OR_LEVERAGE_DATAPOINT | broad equity market | FINRA debit balances in customers' securities margin accounts | 987.8 | USD billions | not source-reported | not source-reported | April 2026 | May 2026 | FINRA Margin Statistics | observed |
| IMPLIED_CORRELATION_OR_REALIZED_CORRELATION | broad equity market | implied or realized correlation datapoint | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
## 7. Scheduled Macro Events
| event_id | date | event | publisher_or_entity | release_type | consensus_or_forecast_if_source_reported | source | status |
|---|---|---|---|---|---|---|---|
| NEXT_CPI_RELEASE | June 10, 2026 8:30 AM ET | CPI, May 2026 | U.S. Bureau of Labor Statistics | inflation release | not source-reported | BLS Release Calendar | scheduled |
| NEXT_PCE_RELEASE | June 25, 2026 8:30 AM ET | Personal Income and Outlays, May 2026 | U.S. Bureau of Economic Analysis | inflation and income release | not source-reported | BEA Release Schedule | scheduled |
| NEXT_PPI_RELEASE | June 11, 2026 8:30 AM ET | Producer Price Index, May 2026 | U.S. Bureau of Labor Statistics | inflation release | not source-reported | BLS Release Calendar | scheduled |
| NEXT_EMPLOYMENT_REPORT | June 5, 2026 8:30 AM ET | Employment Situation, May 2026 | U.S. Bureau of Labor Statistics | labor market release | not source-reported | BLS Employment Situation | scheduled |
| NEXT_RETAIL_SALES_RELEASE | June 17, 2026 8:30 AM ET | Advance Monthly Sales for Retail and Food Services, May 2026 | U.S. Census Bureau | economic data release | not source-reported | U.S. Census Monthly Retail Trade | scheduled |
| NEXT_GDP_RELEASE | June 25, 2026 8:30 AM ET | Q1 2026 GDP third estimate | U.S. Bureau of Economic Analysis | economic data release | not source-reported | BEA Release Schedule | scheduled |
| NEXT_ISM_MANUFACTURING_RELEASE | outside scoring window | ISM Manufacturing PMI, May 2026 | Institute for Supply Management | business survey release | not source-reported | ISM Report Calendar | outside_window |
| NEXT_ISM_SERVICES_RELEASE | June 3, 2026 10:00 AM ET | ISM Services PMI, May 2026 | Institute for Supply Management | business survey release | not source-reported | ISM Report Calendar | scheduled |
| NEXT_FOMC_DECISION | June 16-17, 2026 | FOMC meeting | Federal Reserve | monetary policy decision | not source-reported | Federal Reserve FOMC Calendar | scheduled |
| NEXT_FOMC_MINUTES | outside scoring window | FOMC minutes | Federal Reserve | monetary policy minutes | not source-reported | Federal Reserve FOMC Calendar | outside_window |
| NEXT_TREASURY_REFUNDING_OR_MAJOR_AUCTION | not provided | Treasury refunding or major auction | U.S. Treasury | Treasury financing event | not provided | not provided | not_provided |
| NEXT_ECB_DECISION | June 11, 2026 | Governing Council monetary policy decision | European Central Bank | monetary policy decision | not source-reported | ECB Governing Council Calendar | scheduled |
| NEXT_BOJ_DECISION | June 16-17, 2026 | Monetary Policy Meeting | Bank of Japan | monetary policy decision | not source-reported | Bank of Japan MPM Schedule | scheduled |
| NEXT_BOE_DECISION | June 18, 2026 | Monetary Policy Committee decision | Bank of England | monetary policy decision | not source-reported | Bank of England Monetary Policy Committee dates | scheduled |
| NEXT_PBOC_LPR_FIXING | June 22, 2026 | Loan Prime Rate fixing | People's Bank of China and National Interbank Funding Center | policy-rate fixing | not source-reported | National Interbank Funding Center LPR | scheduled |
| NEXT_JOBLESS_CLAIMS_RELEASE | June 4, 2026 | Unemployment Insurance Weekly Claims | U.S. Department of Labor | labor market release | not source-reported | U.S. Department of Labor UI Claims | scheduled |
| NEXT_JOLTS_RELEASE | June 3, 2026 | Job Openings and Labor Turnover Survey, April 2026 | U.S. Bureau of Labor Statistics | labor market release | not source-reported | BLS JOLTS | scheduled |
| NEXT_DURABLE_GOODS_RELEASE | June 26, 2026 | Durable Goods Manufacturers' Shipments, Inventories, and Orders, May 2026 advance | U.S. Census Bureau | manufacturing release | not source-reported | Census Advance Report on Durable Goods | scheduled |
| NEXT_TRADE_BALANCE_RELEASE | June 4, 2026 8:30 AM ET | U.S. International Trade in Goods and Services, April 2026 | U.S. Census Bureau and Bureau of Economic Analysis | trade release | not source-reported | BEA Release Schedule | scheduled |
| NEXT_INDUSTRIAL_PRODUCTION_RELEASE | June 16, 2026 | Industrial Production and Capacity Utilization, May 2026 | Federal Reserve | production release | not source-reported | Federal Reserve Statistical Release Calendar | scheduled |
| NEXT_CONSUMER_SENTIMENT_RELEASE | June 13, 2026 | University of Michigan Consumer Sentiment, June 2026 preliminary | University of Michigan Surveys of Consumers | consumer survey release | not source-reported | University of Michigan Surveys of Consumers | scheduled |
| NEXT_CONSUMER_CONFIDENCE_RELEASE | June 24, 2026 | Consumer Confidence Index, June 2026 | The Conference Board | consumer survey release | not source-reported | The Conference Board Consumer Confidence | scheduled |
| NEXT_HOUSING_STARTS_RELEASE | June 16, 2026 | New Residential Construction, May 2026 | U.S. Census Bureau and HUD | housing release | not source-reported | Census/HUD New Residential Construction | scheduled |
| NEXT_EXISTING_HOME_SALES_RELEASE | June 9, 2026 | Existing-Home Sales, May 2026 | National Association of Realtors | housing release | not source-reported | NAR Existing-Home Sales | scheduled |
| NEXT_NEW_HOME_SALES_RELEASE | June 25, 2026 | New Residential Sales, May 2026 | U.S. Census Bureau and HUD | housing release | not source-reported | Census New Residential Sales | scheduled |
| NEXT_MAJOR_INDEX_EARNINGS_UPDATE | not provided | major index earnings update | not provided | earnings update | not provided | not provided | not_provided |
## 8. Fixed Asset-Area Datapoints
| row_id | asset_area | requested_datapoint | latest_value_or_fact | unit_if_applicable | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---|---|---|---|---|---|---|---|
| CASH_SHORT_TREASURY_POLICY_RATE | cash and short-duration Treasuries | current federal funds target range or nearest official short-rate policy setting | The FOMC maintained the federal funds target range at 3.50% to 3.75%. | % | not source-reported | not source-reported | current target range | April 29, 2026 | Federal Reserve FOMC Statement | policy_or_regulatory_fact |
| BROAD_US_EQUITIES_CORPORATE_PROFITS | broad US equities | latest official corporate profits or broad index earnings aggregate | Profits from current production increased $40.4 billion in Q1 2026. | USD billions | $246.9 billion increase in Q4 2025 | prior value | Q1 2026 second estimate | May 28, 2026 | BEA GDP Second Estimate | observed |
| BROAD_US_EQUITIES_GDP | broad US equities | latest real GDP growth value | Real GDP increased at a 1.6% annual rate in Q1 2026. | % QoQ SAAR | revised down 0.4 percentage point from the advance estimate; Q4 2025 was +0.5% | revision and prior value | Q1 2026 second estimate | May 28, 2026 | BEA GDP Second Estimate | observed |
| BROAD_US_EQUITIES_VALUATION | broad US equities | latest broad valuation datapoint such as forward P/E, CAPE, or earnings yield if source-reported | S&P 500 forward 12-month P/E was 25.9. | ratio | 5-year average of 21.4 and 10-year average of 19.3 | range or percentile explicitly reported by the source | as of May 29, 2026 | May 29, 2026 | FactSet Earnings Insight | observed |
| BROAD_US_EQUITIES_MARKET_BREADTH | broad US equities | latest broad market breadth datapoint if source-reported | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| NASDAQ_GROWTH_TECH_INDEX_OR_SECTOR_FACT | Nasdaq / growth / technology | latest broad technology sector or Nasdaq-level fact, not single-company news | Nasdaq Composite index close was 26,972.620. | index | not source-reported | not source-reported | May 29, 2026 | May 29, 2026 | FRED NASDAQCOM | observed |
| LARGE_GROWTH_CONTEXT | large-cap growth | latest broad large-growth style fact, valuation fact, earnings fact, or factor fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| LARGE_VALUE_CONTEXT | large-cap value | latest broad large-value style fact, valuation fact, earnings fact, or factor fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| MID_CAP_CONTEXT | mid-cap equities | latest broad mid-cap index, earnings, financing, or domestic-growth fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| SMALL_CAP_CONTEXT | small-cap equities | latest broad small-cap index, earnings, financing, or domestic-growth fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| SMALL_VALUE_CONTEXT | small-cap value | latest broad small-value style, valuation, earnings, or financing fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| DIVIDEND_CONTEXT | dividend equities | latest broad dividend-yield, payout, dividend-growth, or factor fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| LOW_VOLATILITY_CONTEXT | low-volatility equities | latest broad low-volatility factor, realized volatility, low-beta factor, or minimum-volatility factor fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| MOMENTUM_CONTEXT | momentum equities | latest broad momentum factor, factor rotation, or style-index fact from a reliable source | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| COMMUNICATION_SERVICES_CONTEXT | communication services | latest broad sector fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_DISCRETIONARY_CONTEXT | consumer discretionary | latest broad sector fact or consumer spending datapoint | Current-dollar personal consumption expenditures increased $111.1 billion, or 0.5%. | USD billions and % MoM | 1.0% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| CONSUMER_STAPLES_CONTEXT | consumer staples | latest broad sector fact or consumer spending/inflation datapoint | The PCE price index increased 0.4% in April 2026. | % MoM | 0.7% in March 2026 | prior value | April 2026 | May 28, 2026 | BEA Personal Income and Outlays | observed |
| HEALTHCARE_CONTEXT | healthcare | latest broad sector, policy, or spending fact | CMS published the selected-drug list and negotiated prices file for Medicare maximum fair prices. | text | not source-reported | not source-reported | current as of source page | May 26, 2026 | CMS Medicare Drug Price Negotiation Program | policy_or_regulatory_fact |
| BIOTECH_CONTEXT | biotechnology | latest broad biotech industry, policy, or index-level fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| FINANCIALS_CONTEXT | financials | latest broad banking, credit, or financial-sector fact | FDIC-insured institutions reported a 1.26% return on assets ratio and $80.5 billion of aggregate net income. | % and USD billions | net income increased $2.8 billion, or 3.6%, from the prior quarter | prior value | Q1 2026 | May 2026 | FDIC Quarterly Banking Profile | observed |
| REGIONAL_BANKS_CONTEXT | regional banks | latest regional-bank industry, FDIC, credit, or deposit fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| INDUSTRIALS_CONTEXT | industrials | latest industrial production, manufacturing, or broad sector fact | Industrial production increased 0.7% in April 2026. | % MoM | -0.3% in March 2026; 1.4% above April 2025 | prior value and year-over-year change | April 2026 | May 15, 2026 | Federal Reserve G.17 | observed |
| AEROSPACE_DEFENSE_CONTEXT | aerospace and defense | latest broad defense budget, orders, production, or policy fact | The FY2027 U.S. defense budget request totaled $1.5 trillion, including a $1.15 trillion base request and $350 billion from reconciliation. | USD trillions and USD billions | not source-reported | not source-reported | April 2026 | April 2026 | Breaking Defense | policy_or_regulatory_fact |
| ENERGY_CONTEXT | energy | latest broad energy-sector, oil/gas supply, or inventory fact | EIA forecast global oil inventories would decrease by 2.6 million barrels per day in 2026. | million barrels per day | prior STEO forecast a 0.3 million barrel per day decrease | prior value | May 2026 Short-Term Energy Outlook | May 2026 | EIA STEO | forecast_or_estimate |
| MATERIALS_CONTEXT | materials | latest broad materials, chemicals, or industrial-input fact | Producer Price Index for final demand increased 1.4% in April 2026. | % MoM | 0.7% in March 2026 and 0.6% in February 2026 | prior value | April 2026 | May 13, 2026 | BLS Producer Price Index | observed |
| METALS_MINING_CONTEXT | metals and mining | latest broad metals/mining production, price, inventory, or forecast fact | The World Bank said average base-metals prices were projected to reach all-time highs. | text | not source-reported | not source-reported | April 2026 Commodity Markets Outlook | April 28, 2026 | World Bank Commodity Markets Outlook | forecast_or_estimate |
| UTILITIES_CONTEXT | utilities | latest electricity demand, generation, rate, or broad utility-sector fact | EIA forecast U.S. electricity demand would rise 1.3% in 2026, average almost 4,250 billion kilowatthours, and grow another 3.1% in 2027. | %, billion kilowatthours | not source-reported | not source-reported | May 2026 Short-Term Energy Outlook | May 2026 | EIA STEO | forecast_or_estimate |
| REAL_ESTATE_CONTEXT | real estate | latest housing, REIT, mortgage, or property-market fact | Housing starts were 1,465,000 SAAR, and building permits were 1,442,000 SAAR. | SAAR | starts down 2.8%; permits up 5.8% from March 2026 | month-over-month change | April 2026 | May 21, 2026 | Census/HUD New Residential Construction | observed |
| INTERMEDIATE_TREASURY_CONTEXT | intermediate Treasuries | latest Treasury yield or policy fact from macro packet if no separate broad source exists | The 5-year Treasury constant maturity rate was 4.15%. | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS5 | observed |
| LONG_TREASURY_CONTEXT | long Treasuries | latest long-term Treasury yield or policy fact from macro packet if no separate broad source exists | The 30-year Treasury constant maturity rate was 4.98%. | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DGS30 | observed |
| TIPS_CONTEXT | TIPS | latest real yield or inflation-expectation fact | The 10-year Treasury inflation-indexed security constant maturity rate was 2.06%. | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED DFII10 | observed |
| AGGREGATE_BONDS_CONTEXT | aggregate bonds | latest aggregate bond-market yield, duration, or broad fixed-income fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| MBS_CONTEXT | agency mortgage-backed bonds | latest mortgage-rate or agency MBS market fact | The 30-year fixed-rate mortgage average was 6.53%. | % | 6.51% previous week | prior value | week ending May 28, 2026 | May 28, 2026 | FRED MORTGAGE30US | observed |
| MUNICIPAL_BONDS_CONTEXT | municipal bonds | latest municipal bond yield, issuance, credit, or fund-flow fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| INVESTMENT_GRADE_CREDIT_CONTEXT | investment-grade credit | latest investment-grade credit spread or broad corporate credit fact | ICE BofA US Corporate Index option-adjusted spread was 0.73%. | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED BAMLC0A0CM | observed |
| HIGH_YIELD_CREDIT_CONTEXT | high-yield credit | latest high-yield credit spread or default/fund-flow fact | ICE BofA US High Yield Index option-adjusted spread was 2.72%. | % | not source-reported | not source-reported | May 28, 2026 | May 28, 2026 | FRED BAMLH0A0HYM2 | observed |
| EMERGING_MARKET_BONDS_CONTEXT | emerging-market bonds | latest EM bond spread, yield, flow, or debt fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| INTERNATIONAL_BONDS_CONTEXT | international aggregate bonds | latest non-US aggregate bond yield, hedged global bond, currency-hedging, or international rates fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| DEVELOPED_EX_US_CONTEXT | developed ex-US equities | latest developed-market ex-US or MSCI/EAFE-level fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| EMERGING_MARKETS_CONTEXT | emerging-market equities | latest broad emerging-market equity, GDP, PMI, flows, currency, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| EUROPE_CONTEXT | Europe equities | latest ECB, euro area GDP, inflation, PMI, or policy fact | The ECB held the deposit facility, main refinancing operations, and marginal lending facility rates at 2.00%, 2.15%, and 2.40%, respectively. | % | not source-reported | not source-reported | April 30, 2026 monetary policy decision | April 30, 2026 | European Central Bank | policy_or_regulatory_fact |
| JAPAN_CONTEXT | Japan equities | latest BOJ, Japan GDP, inflation, PMI, or policy fact | The Bank of Japan encouraged the uncollateralized overnight call rate to remain at around 0.75%. | % | not source-reported | not source-reported | April 2026 monetary policy meeting | April 28, 2026 | Bank of Japan Monetary Policy Statement | policy_or_regulatory_fact |
| CHINA_CONTEXT | China equities | latest China GDP, PMI, LPR, inflation, trade, or policy fact | China's one-year Loan Prime Rate was 3.0%, and its five-year Loan Prime Rate was 3.5%; China's official manufacturing PMI was 50.3 in April 2026. | % and index | manufacturing PMI down 0.1 percentage point from the previous month | month-over-month change | May 2026 LPR; April 2026 PMI | May 2026 | Trading Economics China Interest Rate - ; National Bureau of Statistics of China PMI | observed |
| INDIA_CONTEXT | India equities | latest India GDP, CPI, RBI, PMI, or policy fact | India's April 2026 CPI inflation was 3.48%, and the Reserve Bank of India policy repo rate was 5.25%. | % | CPI was 3.40% in March 2026 | prior value | April 2026 CPI; April 2026 monetary policy | May 2026 | Press Information Bureau India CPI - ; Reserve Bank of India Current Rates | observed |
| CANADA_CONTEXT | Canada equities | latest Bank of Canada, GDP, CPI, commodity, or policy fact | The Bank of Canada held its target for the overnight rate at 2.25%, with the Bank Rate at 2.50% and the deposit rate at 2.20%. | % | not source-reported | not source-reported | April 29, 2026 policy decision | April 29, 2026 | Bank of Canada | policy_or_regulatory_fact |
| UK_CONTEXT | UK equities | latest Bank of England, GDP, CPI, PMI, or policy fact | The Bank of England MPC voted 8-1 to maintain Bank Rate at 3.75%. | % | not source-reported | not source-reported | April 2026 meeting | April 29, 2026 | Bank of England Monetary Policy Summary | policy_or_regulatory_fact |
| AUSTRALIA_CONTEXT | Australia equities | latest RBA, GDP, CPI, commodity, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| SOUTH_KOREA_CONTEXT | South Korea equities | latest Korea GDP, exports, CPI, Bank of Korea, semiconductor export, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| TAIWAN_CONTEXT | Taiwan equities | latest Taiwan GDP, exports, inflation, central-bank, semiconductor export, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| BRAZIL_CONTEXT | Brazil equities | latest Brazil GDP, inflation, central-bank, commodity, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| MEXICO_CONTEXT | Mexico equities | latest Mexico GDP, inflation, central-bank, trade, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| SOUTH_AFRICA_CONTEXT | South Africa equities | latest South Africa GDP, inflation, central-bank, commodity, or policy fact | not provided | not provided | not provided | not provided | not provided | not provided | not provided | not_provided |
| GOLD_CONTEXT | gold | latest broad gold price, demand, central-bank purchases, or forecast fact | Gold futures were quoted at $4,575.45 per troy ounce. | USD per troy ounce | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:04 source time | Stooq GC.F Quote | observed |
| SILVER_CONTEXT | silver | latest broad silver price, demand, supply, or forecast fact | The Silver Institute said the silver market was expected to remain in deficit for a sixth consecutive year in 2026. | text | total global silver supply forecast to increase by 1.5% to 1.05 billion ounces | consensus / forecast comparison | 2026 forecast | February 10, 2026 | The Silver Institute | forecast_or_estimate |
| COPPER_CONTEXT | copper | latest broad copper price, inventory, demand, supply, or forecast fact | High grade copper futures were quoted at 641.5 US cents per pound. | US cents per pound | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:04 source time | Stooq HG.F Quote | observed |
| AGRICULTURE_CONTEXT | agriculture | latest broad agriculture price, crop, WASDE, or supply fact | USDA forecast the U.S. corn crop at 16.0 billion bushels for 2026/27. | billion bushels | down 6% from a year ago | year-over-year change | 2026/27 marketing year forecast | May 2026 WASDE | USDA WASDE | forecast_or_estimate |
| BROAD_COMMODITIES_CONTEXT | broad commodities | latest broad commodity index, World Bank, or commodity-market fact | The World Bank forecast overall commodity prices to increase 16% in 2026. | % | not source-reported | not source-reported | April 2026 Commodity Markets Outlook | April 28, 2026 | World Bank Commodity Markets Outlook | forecast_or_estimate |
| OIL_CONTEXT | oil | latest oil price, inventory, OPEC, EIA, supply, or demand fact | EIA forecast global oil inventories would decrease by 2.6 million barrels per day in 2026. | million barrels per day | prior STEO forecast a 0.3 million barrel per day decrease | prior value | May 2026 Short-Term Energy Outlook | May 2026 | EIA STEO | forecast_or_estimate |
| US_DOLLAR_CONTEXT | US dollar | latest DXY or broad dollar fact | U.S. Dollar Index futures were quoted at 98.94. | index | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:42:40 source time | Stooq DX.F Quote | observed |
| EURO_CONTEXT | euro | latest ECB, EUR/USD, euro-area rate, or currency fact | EUR/USD was quoted at 1.16499. | exchange rate | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:08 source time | Stooq EURUSD Quote | observed |
| YEN_CONTEXT | yen | latest BOJ, USD/JPY, Japan rate, or currency fact | USD/JPY was quoted at 159.3515. | exchange rate | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:08 source time | Stooq USDJPY Quote | observed |
| BITCOIN_CONTEXT | bitcoin proxy | latest bitcoin price, ETF flow, regulatory, or market-structure fact | Bitcoin was quoted at $73,580.88. | USD | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:06 source time | Stooq BTC.V Quote | observed |
| ETHEREUM_CONTEXT | ethereum proxy | latest ethereum price, ETF flow, regulatory, or market-structure fact | Ethereum was quoted at $2,003.061. | USD | not source-reported | not source-reported | June 1, 2026 source timestamp | June 1, 2026 01:55:00 source time | Stooq ETH.V Quote | observed |
| SEMICONDUCTORS_CONTEXT | semiconductors | latest global semiconductor sales, industry shipment, equipment, export, or broad supply-chain fact | Global semiconductor sales were $298.5 billion during Q1 2026. | USD billions | up 25% compared to Q4 2025 | prior value | Q1 2026 | May 2026 | Semiconductor Industry Association | observed |
| SOFTWARE_CONTEXT | software | latest broad software price, spending, revenue, or sector fact | The PCE Computer Software and Accessories category increased 13.9% year over year and roughly 73.1% annualized from November 2025 through March 2026. | % YoY and % annualized | average annualized rate of -5.3% over the prior 25 years | prior value | November 2025 through March 2026 | May 22, 2026 | Federal Reserve FEDS Notes | observed |
| BROAD_AI_TECH_CONTEXT | broad AI technology | latest broad AI spending, investment, infrastructure, or policy fact | Gartner forecast worldwide AI spending to total $2.59 trillion in 2026. | USD trillions | 47% increase year over year | year-over-year change | 2026 forecast | May 2026 | Business Wire / Gartner | forecast_or_estimate |
| AUTONOMOUS_ROBOTICS_CONTEXT | autonomous technology / robotics | latest robotics order, automation, industrial robot, or policy fact | North American companies ordered 9,055 robots valued at $543 million in Q1 2026. | robot units and USD millions | units decreased 0.1% and revenue declined 6.4% year over year | year-over-year change | Q1 2026 | May 2026 | Business Wire / Association for Advancing Automation | observed |
| CYBERSECURITY_CONTEXT | cybersecurity | latest broad cybersecurity spending, incident count, policy, or sector fact | Gartner listed AI cybersecurity spending of $85.997 billion in 2026 in its worldwide AI spending forecast. | USD billions | $51.347 billion in 2025 | prior value | 2026 forecast | May 2026 | Business Wire / Gartner | forecast_or_estimate |
| AI_INFRASTRUCTURE_CONTEXT | AI infrastructure | latest data-center, power demand, capex, chips, cloud infrastructure, or policy fact | IEA reported capital expenditure of five large technology companies was more than $400 billion in 2025. | USD billions | set to increase by a further 75% in 2026 | consensus / forecast comparison | 2025 and 2026 forecast | April 16, 2026 | IEA Energy and AI | forecast_or_estimate |
| SOLAR_CONTEXT | solar | latest solar generation, installation, capacity, policy, or forecast fact | EIA said its utility-scale solar generation forecast for 2026 was 1.4% higher than in the previous STEO. | % revision | 1.4% higher than previous STEO | revision | May 2026 Short-Term Energy Outlook | May 2026 | EIA STEO | forecast_or_estimate |
## 9. Scheduled Asset-Area Events
| event_id | date | asset_area | event | entity_or_publisher | source | status |
|---|---|---|---|---|---|---|
| NEXT_MAJOR_CENTRAL_BANK_EVENTS | June 11, 2026; June 16-17, 2026; June 18, 2026; June 22, 2026 | Europe equities; Japan equities; UK equities; China equities; bonds and rates; currencies | ECB, FOMC, BOJ, BOE, and PBOC policy events | European Central Bank; Federal Reserve; Bank of Japan; Bank of England; People's Bank of China / National Interbank Funding Center | ECB Governing Council Calendar - ; Federal Reserve FOMC Calendar - ; Bank of Japan MPM Schedule - ; Bank of England MPC Dates - ; National Interbank Funding Center LPR | scheduled |
| NEXT_MAJOR_COUNTRY_INFLATION_RELEASES | June 10-11, 2026 | bonds and rates; TIPS; broad US equities; materials | U.S. CPI and PPI, May 2026 | U.S. Bureau of Labor Statistics | BLS Release Calendar | scheduled |
| NEXT_MAJOR_COUNTRY_GDP_RELEASES | June 25, 2026 8:30 AM ET | broad US equities | Q1 2026 GDP third estimate | U.S. Bureau of Economic Analysis | BEA Release Schedule | scheduled |
| NEXT_MAJOR_COUNTRY_PMI_RELEASES | June 3, 2026 10:00 AM ET | broad US equities; consumer sectors; industrials | ISM Services PMI, May 2026 | Institute for Supply Management | ISM Report Calendar | scheduled |
| NEXT_MAJOR_COMMODITY_POLICY_OR_INVENTORY_EVENTS | June 4, 2026; June 9, 2026 | energy; oil; broad commodities | Weekly Petroleum Status Report and Short-Term Energy Outlook | U.S. Energy Information Administration | EIA Weekly Petroleum Status Report - ; EIA STEO | scheduled |
| NEXT_MAJOR_ENERGY_REPORTS | June 5, 2026; June 9, 2026 | energy; oil | North America Rotary Rig Count and Short-Term Energy Outlook | Baker Hughes; U.S. Energy Information Administration | Baker Hughes Rig Count - ; EIA STEO | scheduled |
| NEXT_MAJOR_TREASURY_OR_CREDIT_EVENTS | not scheduled inside scoring window | not provided | not provided | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_BROAD_INDEX_EARNINGS_MILESTONE | not scheduled inside scoring window | not provided | not provided | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_SECTOR_POLICY_EVENTS | not scheduled inside scoring window | not provided | not provided | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_CRYPTO_REGULATORY_OR_ETF_EVENTS | not scheduled inside scoring window | not provided | not provided | not provided | not provided | not_scheduled_inside_window |
## 10. Missing Or Limited Datapoints
### Macro Missing Data
| section | indicator_or_event_id | missing_item | note |
|---|---|---|---|
| Section 2 | PCE_GOODS_MOM | PCE goods price index MoM | not provided in source reports |
| Section 2 | PCE_SERVICES_MOM | PCE services price index MoM | not provided in source reports |
| Section 2 | RETAIL_SALES_CONTROL_GROUP_MOM | retail sales control group MoM | not provided in source reports |
| Section 2 | CONSUMER_INFLATION_EXPECTATIONS_5Y | consumer inflation expectations 5 to 10 years | not provided in source reports |
| Section 2 | PENDING_HOME_SALES | pending home sales index | not provided in source reports |
| Section 3 | INFLATION_SWAP_OR_MARKET_EXPECTATION_1Y | 1-year market inflation expectation | not provided in source reports |
| Section 3 | MOVE_INDEX | ICE BofA MOVE Index | not provided in source reports |
| Section 4 | BROAD_COMMODITY_INDEX | broad commodity index | not provided in source reports |
| Section 5 | RUSSELL_2000_INDEX_LEVEL | Russell 2000 index level | not provided in source reports |
| Section 5 | SP500_EARNINGS_REVISION_OR_BEAT_RATE | S&P 500 earnings revision or beat-rate datapoint | not provided in source reports |
| Section 5 | US_EQUITY_MARKET_BREADTH | broad equity market breadth datapoint | not provided in source reports |
| Section 5 | EQUAL_WEIGHT_VS_CAP_WEIGHT_CONTEXT | equal-weight versus cap-weight datapoint | not provided in source reports |
| Section 5 | EQUITY_PUT_CALL_RATIO | equity put/call ratio | not provided in source reports |
| Section 5 | US_EQUITY_FUND_FLOWS | U.S. equity fund flows | not provided in source reports |
| Section 5 | ETF_FUND_FLOWS_EQUITY_BOND_CASH | ETF fund flows across equity, bond, and cash categories | not provided in source reports |
| Section 5 | IMPLIED_CORRELATION_OR_REALIZED_CORRELATION | implied or realized correlation datapoint | not provided in source reports |
| Section 6 | NEXT_ISM_MANUFACTURING_RELEASE | ISM Manufacturing PMI, May 2026 | outside scoring window |
| Section 6 | NEXT_FOMC_MINUTES | FOMC minutes | outside scoring window |
| Section 6 | NEXT_TREASURY_REFUNDING_OR_MAJOR_AUCTION | Treasury refunding or major auction | not provided in source reports |
| Section 6 | NEXT_MAJOR_INDEX_EARNINGS_UPDATE | major index earnings update | not provided in source reports |
### Asset-Area Missing Data
| section | row_or_event_id | asset_area | missing_or_limited_item | note |
|---|---|---|---|---|
| Section 2 | BROAD_US_EQUITIES_MARKET_BREADTH | broad US equities | latest broad market breadth datapoint | not provided in source reports |
| Section 2 | LARGE_GROWTH_CONTEXT | large-cap growth | latest broad large-growth style fact, valuation fact, earnings fact, or factor fact | not provided in source reports |
| Section 2 | LARGE_VALUE_CONTEXT | large-cap value | latest broad large-value style fact, valuation fact, earnings fact, or factor fact | not provided in source reports |
| Section 2 | MID_CAP_CONTEXT | mid-cap equities | latest broad mid-cap index, earnings, financing, or domestic-growth fact | not provided in source reports |
| Section 2 | SMALL_CAP_CONTEXT | small-cap equities | latest broad small-cap index, earnings, financing, or domestic-growth fact | not provided in source reports |
| Section 2 | SMALL_VALUE_CONTEXT | small-cap value | latest broad small-value style, valuation, earnings, or financing fact | not provided in source reports |
| Section 2 | DIVIDEND_CONTEXT | dividend equities | latest broad dividend-yield, payout, dividend-growth, or factor fact | not provided in source reports |
| Section 2 | LOW_VOLATILITY_CONTEXT | low-volatility equities | latest broad low-volatility factor, realized volatility, low-beta factor, or minimum-volatility factor fact | not provided in source reports |
| Section 2 | MOMENTUM_CONTEXT | momentum equities | latest broad momentum factor, factor rotation, or style-index fact | not provided in source reports |
| Section 2 | COMMUNICATION_SERVICES_CONTEXT | communication services | latest broad sector fact | not provided in source reports |
| Section 2 | BIOTECH_CONTEXT | biotechnology | latest broad biotech industry, policy, or index-level fact | not provided in source reports |
| Section 2 | REGIONAL_BANKS_CONTEXT | regional banks | latest regional-bank industry, FDIC, credit, or deposit fact | not provided in source reports |
| Section 2 | AGGREGATE_BONDS_CONTEXT | aggregate bonds | latest aggregate bond-market yield, duration, or broad fixed-income fact | not provided in source reports |
| Section 2 | MUNICIPAL_BONDS_CONTEXT | municipal bonds | latest municipal bond yield, issuance, credit, or fund-flow fact | not provided in source reports |
| Section 2 | EMERGING_MARKET_BONDS_CONTEXT | emerging-market bonds | latest EM bond spread, yield, flow, or debt fact | not provided in source reports |
| Section 2 | INTERNATIONAL_BONDS_CONTEXT | international aggregate bonds | latest non-US aggregate bond yield, hedged global bond, currency-hedging, or international rates fact | not provided in source reports |
| Section 2 | DEVELOPED_EX_US_CONTEXT | developed ex-US equities | latest developed-market ex-US or MSCI/EAFE-level fact | not provided in source reports |
| Section 2 | EMERGING_MARKETS_CONTEXT | emerging-market equities | latest broad emerging-market equity, GDP, PMI, flows, currency, or policy fact | not provided in source reports |
| Section 2 | AUSTRALIA_CONTEXT | Australia equities | latest RBA, GDP, CPI, commodity, or policy fact | not provided in source reports |
| Section 2 | SOUTH_KOREA_CONTEXT | South Korea equities | latest Korea GDP, exports, CPI, Bank of Korea, semiconductor export, or policy fact | not provided in source reports |
| Section 2 | TAIWAN_CONTEXT | Taiwan equities | latest Taiwan GDP, exports, inflation, central-bank, semiconductor export, or policy fact | not provided in source reports |
| Section 2 | BRAZIL_CONTEXT | Brazil equities | latest Brazil GDP, inflation, central-bank, commodity, or policy fact | not provided in source reports |
| Section 2 | MEXICO_CONTEXT | Mexico equities | latest Mexico GDP, inflation, central-bank, trade, or policy fact | not provided in source reports |
| Section 2 | SOUTH_AFRICA_CONTEXT | South Africa equities | latest South Africa GDP, inflation, central-bank, commodity, or policy fact | not provided in source reports |
| Section 3 | NEXT_MAJOR_TREASURY_OR_CREDIT_EVENTS | not provided | major Treasury or credit event | not scheduled inside scoring window |
| Section 3 | NEXT_MAJOR_BROAD_INDEX_EARNINGS_MILESTONE | not provided | major broad-index earnings milestone | not scheduled inside scoring window |
| Section 3 | NEXT_MAJOR_SECTOR_POLICY_EVENTS | not provided | major sector policy event | not scheduled inside scoring window |
| Section 3 | NEXT_MAJOR_CRYPTO_REGULATORY_OR_ETF_EVENTS | not provided | major crypto regulatory or ETF event | not scheduled inside scoring window |
## 11. Full-Universe Trailing Returns
| option_id | symbol | option_group | as_of_price_date | return_7d | return_30d | return_6m | return_1y | status |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| CASH | | cash | 2026-05-29 | 0.00% | 0.00% | 0.00% | 0.00% | cash |
| SHORT_TREASURY | BIL | cash_and_short_duration | 2026-05-29 | 0.08% | 0.33% | 1.81% | 3.92% | pass |
| SP500 | SPY | us_broad_market | 2026-05-29 | 1.45% | 6.31% | 11.33% | 29.68% | pass |
| TOTAL_US_MARKET | VTI | us_broad_market | 2026-05-29 | 1.57% | 6.38% | 11.44% | 29.93% | pass |
| NASDAQ100 | QQQ | us_growth_and_technology | 2026-05-29 | 2.89% | 11.60% | 19.53% | 42.68% | pass |
| LARGE_GROWTH | IWF | us_style_factor | 2026-05-29 | 2.28% | 7.62% | 7.54% | 28.41% | pass |
| LARGE_VALUE | IWD | us_style_factor | 2026-05-29 | 0.69% | 4.80% | 14.31% | 28.47% | pass |
| MID_CAP | IJH | us_size_factor | 2026-05-29 | 1.50% | 4.23% | 13.27% | 25.43% | pass |
| SMALL_CAP | IWM | us_size_factor | 2026-05-29 | 1.86% | 6.74% | 17.36% | 42.42% | pass |
| SMALL_VALUE | IWN | us_style_factor | 2026-05-29 | 1.21% | 4.77% | 18.37% | 43.44% | pass |
| DIVIDEND | SCHD | us_factor_equity | 2026-05-29 | -1.01% | 3.34% | 19.99% | 28.88% | pass |
| LOW_VOL | SPLV | us_factor_equity | 2026-05-29 | -2.54% | -2.07% | -0.22% | 0.95% | pass |
| MOMENTUM | MTUM | us_factor_equity | 2026-05-29 | 4.02% | 13.72% | 26.65% | 38.22% | pass |
| TECHNOLOGY | XLK | us_sector | 2026-05-29 | 5.89% | 20.06% | 33.84% | 65.87% | pass |
| COMMUNICATIONS | XLC | us_sector | 2026-05-29 | 0.20% | 0.35% | 0.90% | 15.98% | pass |
| CONSUMER_DISCRETIONARY | XLY | us_sector | 2026-05-29 | 1.42% | 3.45% | 2.63% | 13.33% | pass |
| CONSUMER_STAPLES | XLP | us_sector | 2026-05-29 | -2.23% | -0.01% | 5.89% | 3.77% | pass |
| HEALTHCARE | XLV | us_sector | 2026-05-29 | -0.28% | 4.64% | -4.40% | 14.94% | pass |
| FINANCIALS | XLF | us_sector | 2026-05-29 | -0.69% | -0.65% | -2.45% | 2.99% | pass |
| INDUSTRIALS | XLI | us_sector | 2026-05-29 | 0.79% | 1.88% | 13.34% | 22.92% | pass |
| ENERGY | XLE | us_sector | 2026-05-29 | -5.38% | -4.64% | 26.33% | 41.26% | pass |
| MATERIALS | XLB | us_sector | 2026-05-29 | 1.71% | 0.37% | 15.52% | 20.80% | pass |
| UTILITIES | XLU | us_sector | 2026-05-29 | -2.05% | -2.76% | -0.56% | 12.65% | pass |
| REAL_ESTATE | XLRE | us_sector | 2026-05-29 | -1.28% | 0.80% | 7.43% | 9.16% | pass |
| INTERMEDIATE_TREASURY | IEF | bonds_and_rates | 2026-05-29 | 0.82% | 0.17% | -1.06% | 4.29% | pass |
| LONG_TREASURY | TLT | bonds_and_rates | 2026-05-29 | 1.28% | 0.44% | -2.78% | 4.08% | pass |
| TIPS | TIP | bonds_and_rates | 2026-05-29 | 0.75% | 0.34% | 1.07% | 5.01% | pass |
| INVESTMENT_GRADE_CREDIT | LQD | credit | 2026-05-29 | 0.91% | 0.97% | 0.02% | 6.45% | pass |
| HIGH_YIELD_CREDIT | HYG | credit | 2026-05-29 | 0.50% | 0.75% | 2.10% | 7.08% | pass |
| AGGREGATE_BONDS | AGG | bonds_and_rates | 2026-05-29 | 0.63% | 0.43% | 0.21% | 5.29% | pass |
| DEVELOPED_EX_US | VEA | international_equity | 2026-05-29 | 1.86% | 6.99% | 18.74% | 33.39% | pass |
| EMERGING_MARKETS | VWO | international_equity | 2026-05-29 | 1.53% | 3.10% | 12.42% | 29.42% | pass |
| EUROPE | VGK | international_equity | 2026-05-29 | 0.62% | 4.55% | 10.73% | 19.76% | pass |
| JAPAN | EWJ | international_equity | 2026-05-29 | 1.47% | 7.08% | 16.23% | 31.38% | pass |
| CHINA | MCHI | international_equity | 2026-05-29 | -0.79% | -3.04% | -10.32% | 4.57% | pass |
| INDIA | INDA | international_equity | 2026-05-29 | 0.35% | -0.96% | -11.24% | -11.05% | pass |
| GOLD | IAU | commodities | 2026-05-29 | 0.80% | -0.07% | 7.66% | 36.70% | pass |
| BROAD_COMMODITIES | PDBC | commodities | 2026-05-29 | -3.19% | -4.76% | 33.06% | 44.74% | pass |
| SEMICONDUCTORS | SMH | ai_and_technology | 2026-05-29 | 3.92% | 19.89% | 70.54% | 146.14% | pass |
| SOFTWARE | IGV | ai_and_technology | 2026-05-29 | 8.14% | 20.31% | -2.33% | -0.67% | pass |
| BROAD_AI_TECH | AIQ | ai_and_technology | 2026-05-29 | 7.18% | 22.31% | 34.38% | 66.76% | pass |
| AUTONOMOUS_ROBOTICS | ARKQ | ai_and_technology | 2026-05-29 | 4.86% | 15.91% | 30.27% | 78.45% | pass |
| CYBERSECURITY | CIBR | ai_and_technology | 2026-05-29 | 5.65% | 31.19% | 21.45% | 26.08% | pass |
| SOLAR | TAN | clean_energy | 2026-05-29 | 12.10% | 31.74% | 51.16% | 131.54% | pass |
| METALS_MINING | XME | commodities | 2026-05-29 | 6.95% | 9.25% | 29.20% | 108.43% | pass |
| EQUAL_WEIGHT_SP500 | RSP | us_broad_market | 2026-05-29 | 1.09% | 4.20% | 9.93% | 20.29% | pass |
| BIOTECH | XBI | healthcare_and_biotech | 2026-05-29 | 3.82% | 6.04% | 11.34% | 70.50% | pass |
| REGIONAL_BANKS | KRE | us_industry | 2026-05-29 | 0.35% | 0.84% | 11.83% | 24.56% | pass |
| AEROSPACE_DEFENSE | ITA | us_industry | 2026-05-29 | 4.47% | 10.46% | 14.87% | 34.25% | pass |
| CANADA | EWC | country_equity | 2026-05-29 | 0.51% | 3.21% | 12.59% | 33.39% | pass |
| UNITED_KINGDOM | EWU | country_equity | 2026-05-29 | -0.34% | 2.04% | 10.87% | 22.69% | pass |
| AUSTRALIA | EWA | country_equity | 2026-05-29 | 1.63% | 2.20% | 15.10% | 17.81% | pass |
| SOUTH_KOREA | EWY | country_equity | 2026-05-29 | 13.07% | 33.69% | 131.66% | 240.64% | pass |
| TAIWAN | EWT | country_equity | 2026-05-29 | 6.13% | 17.88% | 66.67% | 103.36% | pass |
| BRAZIL | EWZ | country_equity | 2026-05-29 | -1.26% | -7.09% | 10.68% | 36.74% | pass |
| MEXICO | EWW | country_equity | 2026-05-29 | 0.86% | 4.02% | 16.86% | 32.95% | pass |
| SOUTH_AFRICA | EZA | country_equity | 2026-05-29 | 3.12% | 4.41% | 9.72% | 39.66% | pass |
| MORTGAGE_BACKED_BONDS | MBB | bonds_and_rates | 2026-05-29 | 0.75% | 0.55% | 1.09% | 7.00% | pass |
| MUNICIPAL_BONDS | MUB | bonds_and_rates | 2026-05-29 | 0.94% | 0.39% | 1.37% | 6.41% | pass |
| EMERGING_MARKET_BONDS | EMB | credit | 2026-05-29 | 1.32% | 1.41% | 2.26% | 12.02% | pass |
| INTERNATIONAL_BONDS | BNDX | bonds_and_rates | 2026-05-29 | 0.56% | 1.22% | 0.40% | 2.27% | pass |
| SILVER | SLV | commodities | 2026-05-29 | -0.04% | 5.38% | 33.43% | 125.51% | pass |
| COPPER | CPER | commodities | 2026-05-29 | -0.15% | 8.03% | 20.38% | 33.26% | pass |
| AGRICULTURE | DBA | commodities | 2026-05-29 | -1.12% | -3.06% | 6.84% | 6.24% | pass |
| OIL | USO | commodities | 2026-05-29 | -8.39% | -14.30% | 81.64% | 92.13% | pass |
| US_DOLLAR | UUP | currencies | 2026-05-29 | -0.40% | 0.18% | 1.41% | 4.18% | pass |
| EURO | FXE | currencies | 2026-05-29 | 0.56% | 0.02% | 0.93% | 3.39% | pass |
| YEN | FXY | currencies | 2026-05-29 | -0.14% | 0.63% | -2.21% | -9.83% | pass |
| BITCOIN_ETF | IBIT | crypto_proxies | 2026-05-29 | -3.10% | -2.62% | -19.24% | -30.61% | pass |
| ETHEREUM_ETF | ETHA | crypto_proxies | 2026-05-29 | -2.38% | -9.79% | -33.77% | -24.34% | pass |
## 12. Final Neutrality Statement
This briefing provides fixed factual datapoints only. It does not rank, recommend, analyze, or map facts to CapitalBench options. Missing rows are preserved for comparability; inclusion, order, grouping, and row count are not evidence of expected return.Full-Universe Trailing Returns market_data/universe_trailing_returns.md
This table is mechanically calculated from Tiingo EOD adjusted close data. It is sorted in the option order from `options.yaml`, not by performance. CASH is shown as 0.00%.
- Source: tiingo_eod_adj_close
- As-of date requested: 2026-05-29
- Failed options: 0
| option_id | symbol | option_group | as_of_price_date | return_7d | return_30d | return_6m | return_1y | status |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| CASH | | cash | 2026-05-29 | 0.00% | 0.00% | 0.00% | 0.00% | cash |
| SHORT_TREASURY | BIL | cash_and_short_duration | 2026-05-29 | 0.08% | 0.33% | 1.81% | 3.92% | pass |
| SP500 | SPY | us_broad_market | 2026-05-29 | 1.45% | 6.31% | 11.33% | 29.68% | pass |
| TOTAL_US_MARKET | VTI | us_broad_market | 2026-05-29 | 1.57% | 6.38% | 11.44% | 29.93% | pass |
| NASDAQ100 | QQQ | us_growth_and_technology | 2026-05-29 | 2.89% | 11.60% | 19.53% | 42.68% | pass |
| LARGE_GROWTH | IWF | us_style_factor | 2026-05-29 | 2.28% | 7.62% | 7.54% | 28.41% | pass |
| LARGE_VALUE | IWD | us_style_factor | 2026-05-29 | 0.69% | 4.80% | 14.31% | 28.47% | pass |
| MID_CAP | IJH | us_size_factor | 2026-05-29 | 1.50% | 4.23% | 13.27% | 25.43% | pass |
| SMALL_CAP | IWM | us_size_factor | 2026-05-29 | 1.86% | 6.74% | 17.36% | 42.42% | pass |
| SMALL_VALUE | IWN | us_style_factor | 2026-05-29 | 1.21% | 4.77% | 18.37% | 43.44% | pass |
| DIVIDEND | SCHD | us_factor_equity | 2026-05-29 | -1.01% | 3.34% | 19.99% | 28.88% | pass |
| LOW_VOL | SPLV | us_factor_equity | 2026-05-29 | -2.54% | -2.07% | -0.22% | 0.95% | pass |
| MOMENTUM | MTUM | us_factor_equity | 2026-05-29 | 4.02% | 13.72% | 26.65% | 38.22% | pass |
| TECHNOLOGY | XLK | us_sector | 2026-05-29 | 5.89% | 20.06% | 33.84% | 65.87% | pass |
| COMMUNICATIONS | XLC | us_sector | 2026-05-29 | 0.20% | 0.35% | 0.90% | 15.98% | pass |
| CONSUMER_DISCRETIONARY | XLY | us_sector | 2026-05-29 | 1.42% | 3.45% | 2.63% | 13.33% | pass |
| CONSUMER_STAPLES | XLP | us_sector | 2026-05-29 | -2.23% | -0.01% | 5.89% | 3.77% | pass |
| HEALTHCARE | XLV | us_sector | 2026-05-29 | -0.28% | 4.64% | -4.40% | 14.94% | pass |
| FINANCIALS | XLF | us_sector | 2026-05-29 | -0.69% | -0.65% | -2.45% | 2.99% | pass |
| INDUSTRIALS | XLI | us_sector | 2026-05-29 | 0.79% | 1.88% | 13.34% | 22.92% | pass |
| ENERGY | XLE | us_sector | 2026-05-29 | -5.38% | -4.64% | 26.33% | 41.26% | pass |
| MATERIALS | XLB | us_sector | 2026-05-29 | 1.71% | 0.37% | 15.52% | 20.80% | pass |
| UTILITIES | XLU | us_sector | 2026-05-29 | -2.05% | -2.76% | -0.56% | 12.65% | pass |
| REAL_ESTATE | XLRE | us_sector | 2026-05-29 | -1.28% | 0.80% | 7.43% | 9.16% | pass |
| INTERMEDIATE_TREASURY | IEF | bonds_and_rates | 2026-05-29 | 0.82% | 0.17% | -1.06% | 4.29% | pass |
| LONG_TREASURY | TLT | bonds_and_rates | 2026-05-29 | 1.28% | 0.44% | -2.78% | 4.08% | pass |
| TIPS | TIP | bonds_and_rates | 2026-05-29 | 0.75% | 0.34% | 1.07% | 5.01% | pass |
| INVESTMENT_GRADE_CREDIT | LQD | credit | 2026-05-29 | 0.91% | 0.97% | 0.02% | 6.45% | pass |
| HIGH_YIELD_CREDIT | HYG | credit | 2026-05-29 | 0.50% | 0.75% | 2.10% | 7.08% | pass |
| AGGREGATE_BONDS | AGG | bonds_and_rates | 2026-05-29 | 0.63% | 0.43% | 0.21% | 5.29% | pass |
| DEVELOPED_EX_US | VEA | international_equity | 2026-05-29 | 1.86% | 6.99% | 18.74% | 33.39% | pass |
| EMERGING_MARKETS | VWO | international_equity | 2026-05-29 | 1.53% | 3.10% | 12.42% | 29.42% | pass |
| EUROPE | VGK | international_equity | 2026-05-29 | 0.62% | 4.55% | 10.73% | 19.76% | pass |
| JAPAN | EWJ | international_equity | 2026-05-29 | 1.47% | 7.08% | 16.23% | 31.38% | pass |
| CHINA | MCHI | international_equity | 2026-05-29 | -0.79% | -3.04% | -10.32% | 4.57% | pass |
| INDIA | INDA | international_equity | 2026-05-29 | 0.35% | -0.96% | -11.24% | -11.05% | pass |
| GOLD | IAU | commodities | 2026-05-29 | 0.80% | -0.07% | 7.66% | 36.70% | pass |
| BROAD_COMMODITIES | PDBC | commodities | 2026-05-29 | -3.19% | -4.76% | 33.06% | 44.74% | pass |
| SEMICONDUCTORS | SMH | ai_and_technology | 2026-05-29 | 3.92% | 19.89% | 70.54% | 146.14% | pass |
| SOFTWARE | IGV | ai_and_technology | 2026-05-29 | 8.14% | 20.31% | -2.33% | -0.67% | pass |
| BROAD_AI_TECH | AIQ | ai_and_technology | 2026-05-29 | 7.18% | 22.31% | 34.38% | 66.76% | pass |
| AUTONOMOUS_ROBOTICS | ARKQ | ai_and_technology | 2026-05-29 | 4.86% | 15.91% | 30.27% | 78.45% | pass |
| CYBERSECURITY | CIBR | ai_and_technology | 2026-05-29 | 5.65% | 31.19% | 21.45% | 26.08% | pass |
| SOLAR | TAN | clean_energy | 2026-05-29 | 12.10% | 31.74% | 51.16% | 131.54% | pass |
| METALS_MINING | XME | commodities | 2026-05-29 | 6.95% | 9.25% | 29.20% | 108.43% | pass |
| EQUAL_WEIGHT_SP500 | RSP | us_broad_market | 2026-05-29 | 1.09% | 4.20% | 9.93% | 20.29% | pass |
| BIOTECH | XBI | healthcare_and_biotech | 2026-05-29 | 3.82% | 6.04% | 11.34% | 70.50% | pass |
| REGIONAL_BANKS | KRE | us_industry | 2026-05-29 | 0.35% | 0.84% | 11.83% | 24.56% | pass |
| AEROSPACE_DEFENSE | ITA | us_industry | 2026-05-29 | 4.47% | 10.46% | 14.87% | 34.25% | pass |
| CANADA | EWC | country_equity | 2026-05-29 | 0.51% | 3.21% | 12.59% | 33.39% | pass |
| UNITED_KINGDOM | EWU | country_equity | 2026-05-29 | -0.34% | 2.04% | 10.87% | 22.69% | pass |
| AUSTRALIA | EWA | country_equity | 2026-05-29 | 1.63% | 2.20% | 15.10% | 17.81% | pass |
| SOUTH_KOREA | EWY | country_equity | 2026-05-29 | 13.07% | 33.69% | 131.66% | 240.64% | pass |
| TAIWAN | EWT | country_equity | 2026-05-29 | 6.13% | 17.88% | 66.67% | 103.36% | pass |
| BRAZIL | EWZ | country_equity | 2026-05-29 | -1.26% | -7.09% | 10.68% | 36.74% | pass |
| MEXICO | EWW | country_equity | 2026-05-29 | 0.86% | 4.02% | 16.86% | 32.95% | pass |
| SOUTH_AFRICA | EZA | country_equity | 2026-05-29 | 3.12% | 4.41% | 9.72% | 39.66% | pass |
| MORTGAGE_BACKED_BONDS | MBB | bonds_and_rates | 2026-05-29 | 0.75% | 0.55% | 1.09% | 7.00% | pass |
| MUNICIPAL_BONDS | MUB | bonds_and_rates | 2026-05-29 | 0.94% | 0.39% | 1.37% | 6.41% | pass |
| EMERGING_MARKET_BONDS | EMB | credit | 2026-05-29 | 1.32% | 1.41% | 2.26% | 12.02% | pass |
| INTERNATIONAL_BONDS | BNDX | bonds_and_rates | 2026-05-29 | 0.56% | 1.22% | 0.40% | 2.27% | pass |
| SILVER | SLV | commodities | 2026-05-29 | -0.04% | 5.38% | 33.43% | 125.51% | pass |
| COPPER | CPER | commodities | 2026-05-29 | -0.15% | 8.03% | 20.38% | 33.26% | pass |
| AGRICULTURE | DBA | commodities | 2026-05-29 | -1.12% | -3.06% | 6.84% | 6.24% | pass |
| OIL | USO | commodities | 2026-05-29 | -8.39% | -14.30% | 81.64% | 92.13% | pass |
| US_DOLLAR | UUP | currencies | 2026-05-29 | -0.40% | 0.18% | 1.41% | 4.18% | pass |
| EURO | FXE | currencies | 2026-05-29 | 0.56% | 0.02% | 0.93% | 3.39% | pass |
| YEN | FXY | currencies | 2026-05-29 | -0.14% | 0.63% | -2.21% | -9.83% | pass |
| BITCOIN_ETF | IBIT | crypto_proxies | 2026-05-29 | -3.10% | -2.62% | -19.24% | -30.61% | pass |
| ETHEREUM_ETF | ETHA | crypto_proxies | 2026-05-29 | -2.38% | -9.79% | -33.77% | -24.34% | pass |Rendered Options In Prompt options.yaml rendered for model prompt
Allowed option:
ID: CASH
Name: Cash / Do Not Invest
Symbol: N/A
Asset class: cash
Category: cash
Group: cash
Risk bucket: cash
Description: Cash position with no market exposure. Return is treated as 0 unless a round explicitly defines a cash yield proxy.
Allowed option:
ID: SHORT_TREASURY
Name: Short-Term Treasury Bills
Symbol: BIL
Asset class: cash_like
Category: treasury_bills
Group: cash_and_short_duration
Risk bucket: low
Description: Short-term US Treasury bill exposure. Typically used as a cash-like proxy with low duration risk.
Allowed option:
ID: SP500
Name: S&P 500
Symbol: SPY
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Broad US large-cap equity exposure. Represents large publicly traded US companies across multiple sectors.
Allowed option:
ID: TOTAL_US_MARKET
Name: Total US Stock Market
Symbol: VTI
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Broad exposure to the total US equity market, including large-, mid-, and small-cap companies. Useful as a diversified US equity proxy.
Allowed option:
ID: NASDAQ100
Name: Nasdaq 100
Symbol: QQQ
Asset class: equity
Category: growth_equity
Group: us_growth_and_technology
Risk bucket: high
Description: Large-cap, growth-oriented US equity exposure with heavy weights in technology and communication services. Sensitive to mega-cap earnings, rates, and growth-stock sentiment.
Allowed option:
ID: LARGE_GROWTH
Name: US Large-Cap Growth
Symbol: IWF
Asset class: equity
Category: style_factor
Group: us_style_factor
Risk bucket: high
Description: US large-cap growth stock exposure. Often tilted toward companies with higher expected growth, higher valuations, and greater sensitivity to interest rates.
Allowed option:
ID: LARGE_VALUE
Name: US Large-Cap Value
Symbol: IWD
Asset class: equity
Category: style_factor
Group: us_style_factor
Risk bucket: medium
Description: US large-cap value stock exposure. Often tilted toward companies with lower valuation multiples, dividends, financials, energy, and cyclical sectors.
Allowed option:
ID: MID_CAP
Name: US Mid-Cap Stocks
Symbol: IJH
Asset class: equity
Category: size_factor
Group: us_size_factor
Risk bucket: high
Description: US mid-cap equity exposure. Represents companies between large caps and small caps, with sensitivity to domestic growth, financing conditions, and risk appetite.
Allowed option:
ID: SMALL_CAP
Name: US Small-Cap Stocks
Symbol: IWM
Asset class: equity
Category: size_factor
Group: us_size_factor
Risk bucket: high
Description: US small-cap equity exposure. Often more sensitive to domestic economic growth, credit conditions, rates, and market risk appetite.
Allowed option:
ID: SMALL_VALUE
Name: US Small-Cap Value
Symbol: IWN
Asset class: equity
Category: style_and_size_factor
Group: us_style_factor
Risk bucket: high
Description: US small-cap value equity exposure. Combines smaller company exposure with value-oriented characteristics.
Allowed option:
ID: DIVIDEND
Name: US Dividend Equities
Symbol: SCHD
Asset class: equity
Category: dividend_equity
Group: us_factor_equity
Risk bucket: medium
Description: US dividend-oriented equity exposure. Often tilted toward profitable, mature companies with dividend histories.
Allowed option:
ID: LOW_VOL
Name: US Low Volatility Equities
Symbol: SPLV
Asset class: equity
Category: low_volatility_factor
Group: us_factor_equity
Risk bucket: medium
Description: US equity exposure focused on historically lower-volatility stocks. Often used as a defensive equity factor proxy.
Allowed option:
ID: MOMENTUM
Name: US Momentum Equities
Symbol: MTUM
Asset class: equity
Category: momentum_factor
Group: us_factor_equity
Risk bucket: high
Description: US equity exposure tilted toward stocks with stronger recent price momentum. Sensitive to trend persistence and factor rotations.
Allowed option:
ID: TECHNOLOGY
Name: Technology Sector
Symbol: XLK
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US technology sector exposure within large-cap equities. Includes software, hardware, semiconductors, and technology services companies.
Allowed option:
ID: COMMUNICATIONS
Name: Communication Services Sector
Symbol: XLC
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US communication services sector exposure. Includes large internet platforms, media, telecom, and entertainment companies.
Allowed option:
ID: CONSUMER_DISCRETIONARY
Name: Consumer Discretionary Sector
Symbol: XLY
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US consumer discretionary sector exposure. Sensitive to consumer spending, employment, credit conditions, and household confidence.
Allowed option:
ID: CONSUMER_STAPLES
Name: Consumer Staples Sector
Symbol: XLP
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US consumer staples sector exposure. Includes companies selling essential consumer products and is often considered a defensive equity sector.
Allowed option:
ID: HEALTHCARE
Name: Healthcare Sector
Symbol: XLV
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US healthcare sector exposure. Includes pharmaceuticals, biotechnology, medical devices, healthcare services, and insurers.
Allowed option:
ID: FINANCIALS
Name: Financials Sector
Symbol: XLF
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US financial sector exposure. Includes banks, insurers, capital markets firms, and financial services companies.
Allowed option:
ID: INDUSTRIALS
Name: Industrials Sector
Symbol: XLI
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US industrial sector exposure. Includes aerospace, machinery, transportation, logistics, and industrial services companies.
Allowed option:
ID: ENERGY
Name: Energy Sector
Symbol: XLE
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US energy sector exposure. Sensitive to oil and gas prices, production trends, geopolitics, and capital discipline.
Allowed option:
ID: MATERIALS
Name: Materials Sector
Symbol: XLB
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US materials sector exposure. Includes chemicals, metals, mining, packaging, and construction materials companies.
Allowed option:
ID: UTILITIES
Name: Utilities Sector
Symbol: XLU
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US utilities sector exposure. Often sensitive to interest rates, electricity demand, regulation, and defensive equity flows.
Allowed option:
ID: REAL_ESTATE
Name: Real Estate Sector
Symbol: XLRE
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US listed real estate equity exposure. Sensitive to interest rates, property fundamentals, credit conditions, and real estate valuations.
Allowed option:
ID: INTERMEDIATE_TREASURY
Name: Intermediate-Term US Treasury Bonds
Symbol: IEF
Asset class: bond
Category: treasury_duration
Group: bonds_and_rates
Risk bucket: medium
Description: Intermediate-duration US Treasury bond exposure. Sensitive to changes in interest rates, inflation expectations, and growth expectations.
Allowed option:
ID: LONG_TREASURY
Name: Long-Term US Treasury Bonds
Symbol: TLT
Asset class: bond
Category: treasury_duration
Group: bonds_and_rates
Risk bucket: high
Description: Long-duration US Treasury bond exposure. More sensitive to interest-rate changes than shorter-duration bond funds.
Allowed option:
ID: TIPS
Name: Treasury Inflation-Protected Securities
Symbol: TIP
Asset class: bond
Category: inflation_linked_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: US Treasury inflation-protected bond exposure. Sensitive to real interest rates and inflation expectations.
Allowed option:
ID: INVESTMENT_GRADE_CREDIT
Name: Investment Grade Corporate Bonds
Symbol: LQD
Asset class: bond
Category: corporate_credit
Group: credit
Risk bucket: medium
Description: US investment-grade corporate bond exposure. Sensitive to interest rates, credit spreads, and corporate balance-sheet conditions.
Allowed option:
ID: HIGH_YIELD_CREDIT
Name: High Yield Corporate Bonds
Symbol: HYG
Asset class: bond
Category: corporate_credit
Group: credit
Risk bucket: high
Description: US high-yield corporate bond exposure. Sensitive to credit spreads, default expectations, liquidity, and risk appetite.
Allowed option:
ID: AGGREGATE_BONDS
Name: US Aggregate Bond Market
Symbol: AGG
Asset class: bond
Category: aggregate_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: Broad US investment-grade bond market exposure. Includes Treasuries, agency securities, mortgage-backed securities, and corporate bonds.
Allowed option:
ID: DEVELOPED_EX_US
Name: Developed Markets ex-US
Symbol: VEA
Asset class: equity
Category: international_equity
Group: international_equity
Risk bucket: high
Description: Developed-market equity exposure outside the United States. Includes regions such as Europe, Japan, Canada, and developed Asia-Pacific markets.
Allowed option:
ID: EMERGING_MARKETS
Name: Emerging Markets
Symbol: VWO
Asset class: equity
Category: international_equity
Group: international_equity
Risk bucket: very_high
Description: Emerging-market equity exposure. Sensitive to global growth, currency moves, capital flows, commodity cycles, and country-specific policy risk.
Allowed option:
ID: EUROPE
Name: Europe Equities
Symbol: VGK
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: high
Description: European equity exposure. Sensitive to European growth, monetary policy, currency trends, energy costs, and regional earnings.
Allowed option:
ID: JAPAN
Name: Japan Equities
Symbol: EWJ
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: high
Description: Japanese equity exposure. Sensitive to Japanese corporate earnings, yen movements, monetary policy, and global trade conditions.
Allowed option:
ID: CHINA
Name: China Equities
Symbol: MCHI
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: very_high
Description: China equity exposure through publicly traded Chinese companies. Sensitive to Chinese growth, policy actions, currency moves, and geopolitical risk.
Allowed option:
ID: INDIA
Name: India Equities
Symbol: INDA
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: very_high
Description: Indian equity exposure. Sensitive to Indian economic growth, currency moves, domestic policy, valuations, and foreign capital flows.
Allowed option:
ID: GOLD
Name: Gold
Symbol: IAU
Asset class: commodity
Category: precious_metals
Group: commodities
Risk bucket: medium
Description: Gold exposure through a listed gold trust. Sensitive to real interest rates, US dollar strength, inflation expectations, and safe-haven demand.
Allowed option:
ID: BROAD_COMMODITIES
Name: Broad Commodities
Symbol: PDBC
Asset class: commodity
Category: broad_commodities
Group: commodities
Risk bucket: high
Description: Broad commodity exposure through a diversified commodity strategy ETF. Sensitive to energy, metals, agriculture, inflation expectations, and global demand.
Allowed option:
ID: SEMICONDUCTORS
Name: Semiconductors
Symbol: SMH
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Semiconductor equity exposure. Includes companies involved in chip design, manufacturing, equipment, and related supply chains.
Allowed option:
ID: SOFTWARE
Name: Software
Symbol: IGV
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: high
Description: Software equity exposure. Includes companies in application software, infrastructure software, and related technology services.
Allowed option:
ID: BROAD_AI_TECH
Name: Broad AI Technology
Symbol: AIQ
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Broad artificial intelligence and technology equity exposure. Includes companies associated with AI applications, infrastructure, data, and related technology services.
Allowed option:
ID: AUTONOMOUS_ROBOTICS
Name: Autonomous Technology and Robotics
Symbol: ARKQ
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Autonomous technology and robotics equity exposure. Includes companies associated with automation, robotics, autonomous transport, energy storage, and related technology platforms.
Allowed option:
ID: CYBERSECURITY
Name: Cybersecurity
Symbol: CIBR
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: high
Description: Cybersecurity equity exposure. Includes companies providing network security, identity, endpoint, cloud security, and related cybersecurity products and services.
Allowed option:
ID: SOLAR
Name: Solar Energy
Symbol: TAN
Asset class: equity
Category: thematic_equity
Group: clean_energy
Risk bucket: very_high
Description: Solar energy equity exposure. Includes companies associated with solar power equipment, development, installation, and related clean-energy supply chains.
Allowed option:
ID: METALS_MINING
Name: Metals and Mining
Symbol: XME
Asset class: equity
Category: commodity_equity
Group: commodities
Risk bucket: very_high
Description: Metals and mining equity exposure. Includes companies involved in steel, aluminum, precious metals, coal, copper, and diversified mining industries.
Allowed option:
ID: EQUAL_WEIGHT_SP500
Name: Equal-Weight S&P 500
Symbol: RSP
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Equal-weight US large-cap equity exposure. Reduces concentration in the largest S&P 500 constituents compared with market-cap weighting.
Allowed option:
ID: BIOTECH
Name: Biotechnology
Symbol: XBI
Asset class: equity
Category: industry_equity
Group: healthcare_and_biotech
Risk bucket: very_high
Description: US biotechnology equity exposure. Sensitive to clinical data, financing conditions, regulation, mergers, and risk appetite.
Allowed option:
ID: REGIONAL_BANKS
Name: Regional Banks
Symbol: KRE
Asset class: equity
Category: industry_equity
Group: us_industry
Risk bucket: very_high
Description: US regional bank equity exposure. Sensitive to deposit trends, credit quality, yield curves, regulation, and commercial real estate conditions.
Allowed option:
ID: AEROSPACE_DEFENSE
Name: Aerospace and Defense
Symbol: ITA
Asset class: equity
Category: industry_equity
Group: us_industry
Risk bucket: high
Description: US aerospace and defense equity exposure. Sensitive to defense budgets, aircraft demand, supply chains, and geopolitical risk.
Allowed option:
ID: CANADA
Name: Canada Equities
Symbol: EWC
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Canadian equity exposure through US-listed shares. Sensitive to financials, energy, materials, domestic growth, and Canadian dollar conditions.
Allowed option:
ID: UNITED_KINGDOM
Name: United Kingdom Equities
Symbol: EWU
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: United Kingdom equity exposure through US-listed shares. Sensitive to sterling, UK growth, global financials, energy, and dividend-oriented sectors.
Allowed option:
ID: AUSTRALIA
Name: Australia Equities
Symbol: EWA
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Australian equity exposure through US-listed shares. Sensitive to banks, materials, commodity demand, China-linked growth, and Australian dollar conditions.
Allowed option:
ID: SOUTH_KOREA
Name: South Korea Equities
Symbol: EWY
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: South Korean equity exposure through US-listed shares. Sensitive to semiconductors, exports, won movements, global trade, and regional geopolitics.
Allowed option:
ID: TAIWAN
Name: Taiwan Equities
Symbol: EWT
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: Taiwan equity exposure through US-listed shares. Sensitive to semiconductor supply chains, global electronics demand, currency movements, and geopolitical risk.
Allowed option:
ID: BRAZIL
Name: Brazil Equities
Symbol: EWZ
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: Brazilian equity exposure through US-listed shares. Sensitive to commodities, rates, fiscal policy, currency moves, and emerging-market capital flows.
Allowed option:
ID: MEXICO
Name: Mexico Equities
Symbol: EWW
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Mexican equity exposure through US-listed shares. Sensitive to domestic growth, currency moves, trade links, remittances, and nearshoring activity.
Allowed option:
ID: SOUTH_AFRICA
Name: South Africa Equities
Symbol: EZA
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: South African equity exposure through US-listed shares. Sensitive to resources, domestic policy, currency moves, power availability, and emerging-market flows.
Allowed option:
ID: MORTGAGE_BACKED_BONDS
Name: Agency Mortgage-Backed Bonds
Symbol: MBB
Asset class: bond
Category: securitized_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: US agency mortgage-backed securities exposure. Sensitive to interest rates, prepayment behavior, mortgage spreads, and housing finance conditions.
Allowed option:
ID: MUNICIPAL_BONDS
Name: Municipal Bonds
Symbol: MUB
Asset class: bond
Category: municipal_bonds
Group: bonds_and_rates
Risk bucket: low
Description: US municipal bond exposure. Sensitive to rates, state and local credit conditions, fund flows, and tax-exempt fixed-income demand.
Allowed option:
ID: EMERGING_MARKET_BONDS
Name: Emerging Market USD Bonds
Symbol: EMB
Asset class: bond
Category: emerging_market_debt
Group: credit
Risk bucket: high
Description: US dollar emerging-market bond exposure. Sensitive to sovereign spreads, US rates, currency stress, commodity cycles, and global risk appetite.
Allowed option:
ID: INTERNATIONAL_BONDS
Name: International Aggregate Bonds
Symbol: BNDX
Asset class: bond
Category: international_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: International investment-grade bond exposure. Sensitive to global rates, currency hedging, regional credit conditions, and non-US monetary policy.
Allowed option:
ID: SILVER
Name: Silver
Symbol: SLV
Asset class: commodity
Category: precious_metals
Group: commodities
Risk bucket: high
Description: Silver exposure through a listed trust. Sensitive to precious-metals demand, industrial usage, real rates, US dollar moves, and inflation expectations.
Allowed option:
ID: COPPER
Name: Copper
Symbol: CPER
Asset class: commodity
Category: industrial_metals
Group: commodities
Risk bucket: high
Description: Copper exposure through an exchange-traded product. Sensitive to industrial demand, China-linked growth, supply conditions, inventories, and electrification themes.
Allowed option:
ID: AGRICULTURE
Name: Agriculture Commodities
Symbol: DBA
Asset class: commodity
Category: agriculture
Group: commodities
Risk bucket: high
Description: Agricultural commodity exposure through a diversified exchange-traded product. Sensitive to weather, crop conditions, global demand, inventories, and currency moves.
Allowed option:
ID: OIL
Name: Crude Oil
Symbol: USO
Asset class: commodity
Category: energy_commodities
Group: commodities
Risk bucket: very_high
Description: Crude oil exposure through an exchange-traded product. Sensitive to supply, demand, inventories, OPEC policy, geopolitical risk, and futures-curve structure.
Allowed option:
ID: US_DOLLAR
Name: US Dollar
Symbol: UUP
Asset class: currency
Category: currency
Group: currencies
Risk bucket: medium
Description: US dollar currency exposure through an exchange-traded product. Sensitive to relative rates, global risk appetite, trade balances, and reserve-currency demand.
Allowed option:
ID: EURO
Name: Euro
Symbol: FXE
Asset class: currency
Category: currency
Group: currencies
Risk bucket: medium
Description: Euro currency exposure through an exchange-traded product. Sensitive to European rates, growth, fiscal policy, energy conditions, and US dollar movements.
Allowed option:
ID: YEN
Name: Japanese Yen
Symbol: FXY
Asset class: currency
Category: currency
Group: currencies
Risk bucket: high
Description: Japanese yen currency exposure through an exchange-traded product. Sensitive to Japanese monetary policy, rate differentials, carry trades, and safe-haven demand.
Allowed option:
ID: BITCOIN_ETF
Name: Bitcoin ETF
Symbol: IBIT
Asset class: crypto_proxy
Category: crypto_asset
Group: crypto_proxies
Risk bucket: very_high
Description: Bitcoin exposure through a US-listed spot bitcoin exchange-traded product. Sensitive to digital-asset flows, regulation, liquidity, rates, and risk appetite.
Allowed option:
ID: ETHEREUM_ETF
Name: Ethereum ETF
Symbol: ETHA
Asset class: crypto_proxy
Category: crypto_asset
Group: crypto_proxies
Risk bucket: very_high
Description: Ethereum exposure through a US-listed spot Ethereum exchange-traded product. Sensitive to digital-asset flows, network activity, regulation, liquidity, and risk appetite.Source Options YAML options.yaml
options:
- id: CASH
name: Cash / Do Not Invest
symbol: null
tiingo_symbol: null
asset_class: cash
category: cash
option_group: cash
risk_bucket: cash
currency: USD
is_cash: true
include_in_universe: true
exposure_description: "Cash position with no market exposure. Return is treated as 0 unless a round explicitly defines a cash yield proxy."
- id: SHORT_TREASURY
name: Short-Term Treasury Bills
symbol: BIL
tiingo_symbol: BIL
asset_class: cash_like
category: treasury_bills
option_group: cash_and_short_duration
risk_bucket: low
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Short-term US Treasury bill exposure. Typically used as a cash-like proxy with low duration risk."
- id: SP500
name: S&P 500
symbol: SPY
tiingo_symbol: SPY
asset_class: equity
category: broad_us_equity
option_group: us_broad_market
risk_bucket: medium
currency: USD
is_cash: false
is_benchmark: true
include_in_universe: true
exposure_description: "Broad US large-cap equity exposure. Represents large publicly traded US companies across multiple sectors."
- id: TOTAL_US_MARKET
name: Total US Stock Market
symbol: VTI
tiingo_symbol: VTI
asset_class: equity
category: broad_us_equity
option_group: us_broad_market
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Broad exposure to the total US equity market, including large-, mid-, and small-cap companies. Useful as a diversified US equity proxy."
- id: NASDAQ100
name: Nasdaq 100
symbol: QQQ
tiingo_symbol: QQQ
asset_class: equity
category: growth_equity
option_group: us_growth_and_technology
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Large-cap, growth-oriented US equity exposure with heavy weights in technology and communication services. Sensitive to mega-cap earnings, rates, and growth-stock sentiment."
- id: LARGE_GROWTH
name: US Large-Cap Growth
symbol: IWF
tiingo_symbol: IWF
asset_class: equity
category: style_factor
option_group: us_style_factor
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US large-cap growth stock exposure. Often tilted toward companies with higher expected growth, higher valuations, and greater sensitivity to interest rates."
- id: LARGE_VALUE
name: US Large-Cap Value
symbol: IWD
tiingo_symbol: IWD
asset_class: equity
category: style_factor
option_group: us_style_factor
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US large-cap value stock exposure. Often tilted toward companies with lower valuation multiples, dividends, financials, energy, and cyclical sectors."
- id: MID_CAP
name: US Mid-Cap Stocks
symbol: IJH
tiingo_symbol: IJH
asset_class: equity
category: size_factor
option_group: us_size_factor
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US mid-cap equity exposure. Represents companies between large caps and small caps, with sensitivity to domestic growth, financing conditions, and risk appetite."
- id: SMALL_CAP
name: US Small-Cap Stocks
symbol: IWM
tiingo_symbol: IWM
asset_class: equity
category: size_factor
option_group: us_size_factor
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US small-cap equity exposure. Often more sensitive to domestic economic growth, credit conditions, rates, and market risk appetite."
- id: SMALL_VALUE
name: US Small-Cap Value
symbol: IWN
tiingo_symbol: IWN
asset_class: equity
category: style_and_size_factor
option_group: us_style_factor
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US small-cap value equity exposure. Combines smaller company exposure with value-oriented characteristics."
- id: DIVIDEND
name: US Dividend Equities
symbol: SCHD
tiingo_symbol: SCHD
asset_class: equity
category: dividend_equity
option_group: us_factor_equity
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US dividend-oriented equity exposure. Often tilted toward profitable, mature companies with dividend histories."
- id: LOW_VOL
name: US Low Volatility Equities
symbol: SPLV
tiingo_symbol: SPLV
asset_class: equity
category: low_volatility_factor
option_group: us_factor_equity
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US equity exposure focused on historically lower-volatility stocks. Often used as a defensive equity factor proxy."
- id: MOMENTUM
name: US Momentum Equities
symbol: MTUM
tiingo_symbol: MTUM
asset_class: equity
category: momentum_factor
option_group: us_factor_equity
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US equity exposure tilted toward stocks with stronger recent price momentum. Sensitive to trend persistence and factor rotations."
- id: TECHNOLOGY
name: Technology Sector
symbol: XLK
tiingo_symbol: XLK
asset_class: equity
category: us_sector
option_group: us_sector
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US technology sector exposure within large-cap equities. Includes software, hardware, semiconductors, and technology services companies."
- id: COMMUNICATIONS
name: Communication Services Sector
symbol: XLC
tiingo_symbol: XLC
asset_class: equity
category: us_sector
option_group: us_sector
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US communication services sector exposure. Includes large internet platforms, media, telecom, and entertainment companies."
- id: CONSUMER_DISCRETIONARY
name: Consumer Discretionary Sector
symbol: XLY
tiingo_symbol: XLY
asset_class: equity
category: us_sector
option_group: us_sector
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US consumer discretionary sector exposure. Sensitive to consumer spending, employment, credit conditions, and household confidence."
- id: CONSUMER_STAPLES
name: Consumer Staples Sector
symbol: XLP
tiingo_symbol: XLP
asset_class: equity
category: us_sector
option_group: us_sector
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US consumer staples sector exposure. Includes companies selling essential consumer products and is often considered a defensive equity sector."
- id: HEALTHCARE
name: Healthcare Sector
symbol: XLV
tiingo_symbol: XLV
asset_class: equity
category: us_sector
option_group: us_sector
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US healthcare sector exposure. Includes pharmaceuticals, biotechnology, medical devices, healthcare services, and insurers."
- id: FINANCIALS
name: Financials Sector
symbol: XLF
tiingo_symbol: XLF
asset_class: equity
category: us_sector
option_group: us_sector
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US financial sector exposure. Includes banks, insurers, capital markets firms, and financial services companies."
- id: INDUSTRIALS
name: Industrials Sector
symbol: XLI
tiingo_symbol: XLI
asset_class: equity
category: us_sector
option_group: us_sector
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US industrial sector exposure. Includes aerospace, machinery, transportation, logistics, and industrial services companies."
- id: ENERGY
name: Energy Sector
symbol: XLE
tiingo_symbol: XLE
asset_class: equity
category: us_sector
option_group: us_sector
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US energy sector exposure. Sensitive to oil and gas prices, production trends, geopolitics, and capital discipline."
- id: MATERIALS
name: Materials Sector
symbol: XLB
tiingo_symbol: XLB
asset_class: equity
category: us_sector
option_group: us_sector
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US materials sector exposure. Includes chemicals, metals, mining, packaging, and construction materials companies."
- id: UTILITIES
name: Utilities Sector
symbol: XLU
tiingo_symbol: XLU
asset_class: equity
category: us_sector
option_group: us_sector
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US utilities sector exposure. Often sensitive to interest rates, electricity demand, regulation, and defensive equity flows."
- id: REAL_ESTATE
name: Real Estate Sector
symbol: XLRE
tiingo_symbol: XLRE
asset_class: equity
category: us_sector
option_group: us_sector
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US listed real estate equity exposure. Sensitive to interest rates, property fundamentals, credit conditions, and real estate valuations."
- id: INTERMEDIATE_TREASURY
name: Intermediate-Term US Treasury Bonds
symbol: IEF
tiingo_symbol: IEF
asset_class: bond
category: treasury_duration
option_group: bonds_and_rates
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Intermediate-duration US Treasury bond exposure. Sensitive to changes in interest rates, inflation expectations, and growth expectations."
- id: LONG_TREASURY
name: Long-Term US Treasury Bonds
symbol: TLT
tiingo_symbol: TLT
asset_class: bond
category: treasury_duration
option_group: bonds_and_rates
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Long-duration US Treasury bond exposure. More sensitive to interest-rate changes than shorter-duration bond funds."
- id: TIPS
name: Treasury Inflation-Protected Securities
symbol: TIP
tiingo_symbol: TIP
asset_class: bond
category: inflation_linked_bonds
option_group: bonds_and_rates
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US Treasury inflation-protected bond exposure. Sensitive to real interest rates and inflation expectations."
- id: INVESTMENT_GRADE_CREDIT
name: Investment Grade Corporate Bonds
symbol: LQD
tiingo_symbol: LQD
asset_class: bond
category: corporate_credit
option_group: credit
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US investment-grade corporate bond exposure. Sensitive to interest rates, credit spreads, and corporate balance-sheet conditions."
- id: HIGH_YIELD_CREDIT
name: High Yield Corporate Bonds
symbol: HYG
tiingo_symbol: HYG
asset_class: bond
category: corporate_credit
option_group: credit
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US high-yield corporate bond exposure. Sensitive to credit spreads, default expectations, liquidity, and risk appetite."
- id: AGGREGATE_BONDS
name: US Aggregate Bond Market
symbol: AGG
tiingo_symbol: AGG
asset_class: bond
category: aggregate_bonds
option_group: bonds_and_rates
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Broad US investment-grade bond market exposure. Includes Treasuries, agency securities, mortgage-backed securities, and corporate bonds."
- id: DEVELOPED_EX_US
name: Developed Markets ex-US
symbol: VEA
tiingo_symbol: VEA
asset_class: equity
category: international_equity
option_group: international_equity
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Developed-market equity exposure outside the United States. Includes regions such as Europe, Japan, Canada, and developed Asia-Pacific markets."
- id: EMERGING_MARKETS
name: Emerging Markets
symbol: VWO
tiingo_symbol: VWO
asset_class: equity
category: international_equity
option_group: international_equity
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Emerging-market equity exposure. Sensitive to global growth, currency moves, capital flows, commodity cycles, and country-specific policy risk."
- id: EUROPE
name: Europe Equities
symbol: VGK
tiingo_symbol: VGK
asset_class: equity
category: regional_equity
option_group: international_equity
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "European equity exposure. Sensitive to European growth, monetary policy, currency trends, energy costs, and regional earnings."
- id: JAPAN
name: Japan Equities
symbol: EWJ
tiingo_symbol: EWJ
asset_class: equity
category: regional_equity
option_group: international_equity
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Japanese equity exposure. Sensitive to Japanese corporate earnings, yen movements, monetary policy, and global trade conditions."
- id: CHINA
name: China Equities
symbol: MCHI
tiingo_symbol: MCHI
asset_class: equity
category: regional_equity
option_group: international_equity
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "China equity exposure through publicly traded Chinese companies. Sensitive to Chinese growth, policy actions, currency moves, and geopolitical risk."
- id: INDIA
name: India Equities
symbol: INDA
tiingo_symbol: INDA
asset_class: equity
category: regional_equity
option_group: international_equity
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Indian equity exposure. Sensitive to Indian economic growth, currency moves, domestic policy, valuations, and foreign capital flows."
- id: GOLD
name: Gold
symbol: IAU
tiingo_symbol: IAU
asset_class: commodity
category: precious_metals
option_group: commodities
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Gold exposure through a listed gold trust. Sensitive to real interest rates, US dollar strength, inflation expectations, and safe-haven demand."
- id: BROAD_COMMODITIES
name: Broad Commodities
symbol: PDBC
tiingo_symbol: PDBC
asset_class: commodity
category: broad_commodities
option_group: commodities
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Broad commodity exposure through a diversified commodity strategy ETF. Sensitive to energy, metals, agriculture, inflation expectations, and global demand."
- id: SEMICONDUCTORS
name: Semiconductors
symbol: SMH
tiingo_symbol: SMH
asset_class: equity
category: thematic_equity
option_group: ai_and_technology
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Semiconductor equity exposure. Includes companies involved in chip design, manufacturing, equipment, and related supply chains."
- id: SOFTWARE
name: Software
symbol: IGV
tiingo_symbol: IGV
asset_class: equity
category: thematic_equity
option_group: ai_and_technology
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Software equity exposure. Includes companies in application software, infrastructure software, and related technology services."
- id: BROAD_AI_TECH
name: Broad AI Technology
symbol: AIQ
tiingo_symbol: AIQ
asset_class: equity
category: thematic_equity
option_group: ai_and_technology
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Broad artificial intelligence and technology equity exposure. Includes companies associated with AI applications, infrastructure, data, and related technology services."
- id: AUTONOMOUS_ROBOTICS
name: Autonomous Technology and Robotics
symbol: ARKQ
tiingo_symbol: ARKQ
asset_class: equity
category: thematic_equity
option_group: ai_and_technology
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Autonomous technology and robotics equity exposure. Includes companies associated with automation, robotics, autonomous transport, energy storage, and related technology platforms."
- id: CYBERSECURITY
name: Cybersecurity
symbol: CIBR
tiingo_symbol: CIBR
asset_class: equity
category: thematic_equity
option_group: ai_and_technology
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Cybersecurity equity exposure. Includes companies providing network security, identity, endpoint, cloud security, and related cybersecurity products and services."
- id: SOLAR
name: Solar Energy
symbol: TAN
tiingo_symbol: TAN
asset_class: equity
category: thematic_equity
option_group: clean_energy
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Solar energy equity exposure. Includes companies associated with solar power equipment, development, installation, and related clean-energy supply chains."
- id: METALS_MINING
name: Metals and Mining
symbol: XME
tiingo_symbol: XME
asset_class: equity
category: commodity_equity
option_group: commodities
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Metals and mining equity exposure. Includes companies involved in steel, aluminum, precious metals, coal, copper, and diversified mining industries."
- id: EQUAL_WEIGHT_SP500
name: Equal-Weight S&P 500
symbol: RSP
tiingo_symbol: RSP
asset_class: equity
category: broad_us_equity
option_group: us_broad_market
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Equal-weight US large-cap equity exposure. Reduces concentration in the largest S&P 500 constituents compared with market-cap weighting."
- id: BIOTECH
name: Biotechnology
symbol: XBI
tiingo_symbol: XBI
asset_class: equity
category: industry_equity
option_group: healthcare_and_biotech
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US biotechnology equity exposure. Sensitive to clinical data, financing conditions, regulation, mergers, and risk appetite."
- id: REGIONAL_BANKS
name: Regional Banks
symbol: KRE
tiingo_symbol: KRE
asset_class: equity
category: industry_equity
option_group: us_industry
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US regional bank equity exposure. Sensitive to deposit trends, credit quality, yield curves, regulation, and commercial real estate conditions."
- id: AEROSPACE_DEFENSE
name: Aerospace and Defense
symbol: ITA
tiingo_symbol: ITA
asset_class: equity
category: industry_equity
option_group: us_industry
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US aerospace and defense equity exposure. Sensitive to defense budgets, aircraft demand, supply chains, and geopolitical risk."
- id: CANADA
name: Canada Equities
symbol: EWC
tiingo_symbol: EWC
asset_class: equity
category: country_equity
option_group: country_equity
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Canadian equity exposure through US-listed shares. Sensitive to financials, energy, materials, domestic growth, and Canadian dollar conditions."
- id: UNITED_KINGDOM
name: United Kingdom Equities
symbol: EWU
tiingo_symbol: EWU
asset_class: equity
category: country_equity
option_group: country_equity
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "United Kingdom equity exposure through US-listed shares. Sensitive to sterling, UK growth, global financials, energy, and dividend-oriented sectors."
- id: AUSTRALIA
name: Australia Equities
symbol: EWA
tiingo_symbol: EWA
asset_class: equity
category: country_equity
option_group: country_equity
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Australian equity exposure through US-listed shares. Sensitive to banks, materials, commodity demand, China-linked growth, and Australian dollar conditions."
- id: SOUTH_KOREA
name: South Korea Equities
symbol: EWY
tiingo_symbol: EWY
asset_class: equity
category: country_equity
option_group: country_equity
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "South Korean equity exposure through US-listed shares. Sensitive to semiconductors, exports, won movements, global trade, and regional geopolitics."
- id: TAIWAN
name: Taiwan Equities
symbol: EWT
tiingo_symbol: EWT
asset_class: equity
category: country_equity
option_group: country_equity
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Taiwan equity exposure through US-listed shares. Sensitive to semiconductor supply chains, global electronics demand, currency movements, and geopolitical risk."
- id: BRAZIL
name: Brazil Equities
symbol: EWZ
tiingo_symbol: EWZ
asset_class: equity
category: country_equity
option_group: country_equity
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Brazilian equity exposure through US-listed shares. Sensitive to commodities, rates, fiscal policy, currency moves, and emerging-market capital flows."
- id: MEXICO
name: Mexico Equities
symbol: EWW
tiingo_symbol: EWW
asset_class: equity
category: country_equity
option_group: country_equity
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Mexican equity exposure through US-listed shares. Sensitive to domestic growth, currency moves, trade links, remittances, and nearshoring activity."
- id: SOUTH_AFRICA
name: South Africa Equities
symbol: EZA
tiingo_symbol: EZA
asset_class: equity
category: country_equity
option_group: country_equity
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "South African equity exposure through US-listed shares. Sensitive to resources, domestic policy, currency moves, power availability, and emerging-market flows."
- id: MORTGAGE_BACKED_BONDS
name: Agency Mortgage-Backed Bonds
symbol: MBB
tiingo_symbol: MBB
asset_class: bond
category: securitized_bonds
option_group: bonds_and_rates
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US agency mortgage-backed securities exposure. Sensitive to interest rates, prepayment behavior, mortgage spreads, and housing finance conditions."
- id: MUNICIPAL_BONDS
name: Municipal Bonds
symbol: MUB
tiingo_symbol: MUB
asset_class: bond
category: municipal_bonds
option_group: bonds_and_rates
risk_bucket: low
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US municipal bond exposure. Sensitive to rates, state and local credit conditions, fund flows, and tax-exempt fixed-income demand."
- id: EMERGING_MARKET_BONDS
name: Emerging Market USD Bonds
symbol: EMB
tiingo_symbol: EMB
asset_class: bond
category: emerging_market_debt
option_group: credit
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US dollar emerging-market bond exposure. Sensitive to sovereign spreads, US rates, currency stress, commodity cycles, and global risk appetite."
- id: INTERNATIONAL_BONDS
name: International Aggregate Bonds
symbol: BNDX
tiingo_symbol: BNDX
asset_class: bond
category: international_bonds
option_group: bonds_and_rates
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "International investment-grade bond exposure. Sensitive to global rates, currency hedging, regional credit conditions, and non-US monetary policy."
- id: SILVER
name: Silver
symbol: SLV
tiingo_symbol: SLV
asset_class: commodity
category: precious_metals
option_group: commodities
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Silver exposure through a listed trust. Sensitive to precious-metals demand, industrial usage, real rates, US dollar moves, and inflation expectations."
- id: COPPER
name: Copper
symbol: CPER
tiingo_symbol: CPER
asset_class: commodity
category: industrial_metals
option_group: commodities
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Copper exposure through an exchange-traded product. Sensitive to industrial demand, China-linked growth, supply conditions, inventories, and electrification themes."
- id: AGRICULTURE
name: Agriculture Commodities
symbol: DBA
tiingo_symbol: DBA
asset_class: commodity
category: agriculture
option_group: commodities
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Agricultural commodity exposure through a diversified exchange-traded product. Sensitive to weather, crop conditions, global demand, inventories, and currency moves."
- id: OIL
name: Crude Oil
symbol: USO
tiingo_symbol: USO
asset_class: commodity
category: energy_commodities
option_group: commodities
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Crude oil exposure through an exchange-traded product. Sensitive to supply, demand, inventories, OPEC policy, geopolitical risk, and futures-curve structure."
- id: US_DOLLAR
name: US Dollar
symbol: UUP
tiingo_symbol: UUP
asset_class: currency
category: currency
option_group: currencies
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "US dollar currency exposure through an exchange-traded product. Sensitive to relative rates, global risk appetite, trade balances, and reserve-currency demand."
- id: EURO
name: Euro
symbol: FXE
tiingo_symbol: FXE
asset_class: currency
category: currency
option_group: currencies
risk_bucket: medium
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Euro currency exposure through an exchange-traded product. Sensitive to European rates, growth, fiscal policy, energy conditions, and US dollar movements."
- id: YEN
name: Japanese Yen
symbol: FXY
tiingo_symbol: FXY
asset_class: currency
category: currency
option_group: currencies
risk_bucket: high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Japanese yen currency exposure through an exchange-traded product. Sensitive to Japanese monetary policy, rate differentials, carry trades, and safe-haven demand."
- id: BITCOIN_ETF
name: Bitcoin ETF
symbol: IBIT
tiingo_symbol: IBIT
asset_class: crypto_proxy
category: crypto_asset
option_group: crypto_proxies
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Bitcoin exposure through a US-listed spot bitcoin exchange-traded product. Sensitive to digital-asset flows, regulation, liquidity, rates, and risk appetite."
- id: ETHEREUM_ETF
name: Ethereum ETF
symbol: ETHA
tiingo_symbol: ETHA
asset_class: crypto_proxy
category: crypto_asset
option_group: crypto_proxies
risk_bucket: very_high
currency: USD
is_cash: false
include_in_universe: true
exposure_description: "Ethereum exposure through a US-listed spot Ethereum exchange-traded product. Sensitive to digital-asset flows, network activity, regulation, liquidity, and risk appetite."Round Hashes hashes.json
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}Per-Model Prompt Suffixes 5 model calls
For this specific call, return only JSON using exactly these identifiers:
- round_id: CB-2026-06-01-1M
- model_id: anthropic-claude-opus-4-7
- provider: anthropic
- mode: closed_capability
- allowed portfolio option_id values: CASH, SHORT_TREASURY, SP500, TOTAL_US_MARKET, NASDAQ100, LARGE_GROWTH, LARGE_VALUE, MID_CAP, SMALL_CAP, SMALL_VALUE, DIVIDEND, LOW_VOL, MOMENTUM, TECHNOLOGY, COMMUNICATIONS, CONSUMER_DISCRETIONARY, CONSUMER_STAPLES, HEALTHCARE, FINANCIALS, INDUSTRIALS, ENERGY, MATERIALS, UTILITIES, REAL_ESTATE, INTERMEDIATE_TREASURY, LONG_TREASURY, TIPS, INVESTMENT_GRADE_CREDIT, HIGH_YIELD_CREDIT, AGGREGATE_BONDS, DEVELOPED_EX_US, EMERGING_MARKETS, EUROPE, JAPAN, CHINA, INDIA, GOLD, BROAD_COMMODITIES, SEMICONDUCTORS, SOFTWARE, BROAD_AI_TECH, AUTONOMOUS_ROBOTICS, CYBERSECURITY, SOLAR, METALS_MINING, EQUAL_WEIGHT_SP500, BIOTECH, REGIONAL_BANKS, AEROSPACE_DEFENSE, CANADA, UNITED_KINGDOM, AUSTRALIA, SOUTH_KOREA, TAIWAN, BRAZIL, MEXICO, SOUTH_AFRICA, MORTGAGE_BACKED_BONDS, MUNICIPAL_BONDS, EMERGING_MARKET_BONDS, INTERNATIONAL_BONDS, SILVER, COPPER, AGRICULTURE, OIL, US_DOLLAR, EURO, YEN, BITCOIN_ETF, ETHEREUM_ETFFor this specific call, return only JSON using exactly these identifiers:
- round_id: CB-2026-06-01-1M
- model_id: anthropic-claude-opus-4-8
- provider: anthropic
- mode: closed_capability
- allowed portfolio option_id values: CASH, SHORT_TREASURY, SP500, TOTAL_US_MARKET, NASDAQ100, LARGE_GROWTH, LARGE_VALUE, MID_CAP, SMALL_CAP, SMALL_VALUE, DIVIDEND, LOW_VOL, MOMENTUM, TECHNOLOGY, COMMUNICATIONS, CONSUMER_DISCRETIONARY, CONSUMER_STAPLES, HEALTHCARE, FINANCIALS, INDUSTRIALS, ENERGY, MATERIALS, UTILITIES, REAL_ESTATE, INTERMEDIATE_TREASURY, LONG_TREASURY, TIPS, INVESTMENT_GRADE_CREDIT, HIGH_YIELD_CREDIT, AGGREGATE_BONDS, DEVELOPED_EX_US, EMERGING_MARKETS, EUROPE, JAPAN, CHINA, INDIA, GOLD, BROAD_COMMODITIES, SEMICONDUCTORS, SOFTWARE, BROAD_AI_TECH, AUTONOMOUS_ROBOTICS, CYBERSECURITY, SOLAR, METALS_MINING, EQUAL_WEIGHT_SP500, BIOTECH, REGIONAL_BANKS, AEROSPACE_DEFENSE, CANADA, UNITED_KINGDOM, AUSTRALIA, SOUTH_KOREA, TAIWAN, BRAZIL, MEXICO, SOUTH_AFRICA, MORTGAGE_BACKED_BONDS, MUNICIPAL_BONDS, EMERGING_MARKET_BONDS, INTERNATIONAL_BONDS, SILVER, COPPER, AGRICULTURE, OIL, US_DOLLAR, EURO, YEN, BITCOIN_ETF, ETHEREUM_ETFFor this specific call, return only JSON using exactly these identifiers:
- round_id: CB-2026-06-01-1M
- model_id: google-gemini-3-1-pro
- provider: google
- mode: closed_capability
- allowed portfolio option_id values: CASH, SHORT_TREASURY, SP500, TOTAL_US_MARKET, NASDAQ100, LARGE_GROWTH, LARGE_VALUE, MID_CAP, SMALL_CAP, SMALL_VALUE, DIVIDEND, LOW_VOL, MOMENTUM, TECHNOLOGY, COMMUNICATIONS, CONSUMER_DISCRETIONARY, CONSUMER_STAPLES, HEALTHCARE, FINANCIALS, INDUSTRIALS, ENERGY, MATERIALS, UTILITIES, REAL_ESTATE, INTERMEDIATE_TREASURY, LONG_TREASURY, TIPS, INVESTMENT_GRADE_CREDIT, HIGH_YIELD_CREDIT, AGGREGATE_BONDS, DEVELOPED_EX_US, EMERGING_MARKETS, EUROPE, JAPAN, CHINA, INDIA, GOLD, BROAD_COMMODITIES, SEMICONDUCTORS, SOFTWARE, BROAD_AI_TECH, AUTONOMOUS_ROBOTICS, CYBERSECURITY, SOLAR, METALS_MINING, EQUAL_WEIGHT_SP500, BIOTECH, REGIONAL_BANKS, AEROSPACE_DEFENSE, CANADA, UNITED_KINGDOM, AUSTRALIA, SOUTH_KOREA, TAIWAN, BRAZIL, MEXICO, SOUTH_AFRICA, MORTGAGE_BACKED_BONDS, MUNICIPAL_BONDS, EMERGING_MARKET_BONDS, INTERNATIONAL_BONDS, SILVER, COPPER, AGRICULTURE, OIL, US_DOLLAR, EURO, YEN, BITCOIN_ETF, ETHEREUM_ETFFor this specific call, return only JSON using exactly these identifiers:
- round_id: CB-2026-06-01-1M
- model_id: openai-gpt-5-5
- provider: openai
- mode: closed_capability
- allowed portfolio option_id values: CASH, SHORT_TREASURY, SP500, TOTAL_US_MARKET, NASDAQ100, LARGE_GROWTH, LARGE_VALUE, MID_CAP, SMALL_CAP, SMALL_VALUE, DIVIDEND, LOW_VOL, MOMENTUM, TECHNOLOGY, COMMUNICATIONS, CONSUMER_DISCRETIONARY, CONSUMER_STAPLES, HEALTHCARE, FINANCIALS, INDUSTRIALS, ENERGY, MATERIALS, UTILITIES, REAL_ESTATE, INTERMEDIATE_TREASURY, LONG_TREASURY, TIPS, INVESTMENT_GRADE_CREDIT, HIGH_YIELD_CREDIT, AGGREGATE_BONDS, DEVELOPED_EX_US, EMERGING_MARKETS, EUROPE, JAPAN, CHINA, INDIA, GOLD, BROAD_COMMODITIES, SEMICONDUCTORS, SOFTWARE, BROAD_AI_TECH, AUTONOMOUS_ROBOTICS, CYBERSECURITY, SOLAR, METALS_MINING, EQUAL_WEIGHT_SP500, BIOTECH, REGIONAL_BANKS, AEROSPACE_DEFENSE, CANADA, UNITED_KINGDOM, AUSTRALIA, SOUTH_KOREA, TAIWAN, BRAZIL, MEXICO, SOUTH_AFRICA, MORTGAGE_BACKED_BONDS, MUNICIPAL_BONDS, EMERGING_MARKET_BONDS, INTERNATIONAL_BONDS, SILVER, COPPER, AGRICULTURE, OIL, US_DOLLAR, EURO, YEN, BITCOIN_ETF, ETHEREUM_ETFFor this specific call, return only JSON using exactly these identifiers:
- round_id: CB-2026-06-01-1M
- model_id: xai-grok-4-3
- provider: xai
- mode: closed_capability
- allowed portfolio option_id values: CASH, SHORT_TREASURY, SP500, TOTAL_US_MARKET, NASDAQ100, LARGE_GROWTH, LARGE_VALUE, MID_CAP, SMALL_CAP, SMALL_VALUE, DIVIDEND, LOW_VOL, MOMENTUM, TECHNOLOGY, COMMUNICATIONS, CONSUMER_DISCRETIONARY, CONSUMER_STAPLES, HEALTHCARE, FINANCIALS, INDUSTRIALS, ENERGY, MATERIALS, UTILITIES, REAL_ESTATE, INTERMEDIATE_TREASURY, LONG_TREASURY, TIPS, INVESTMENT_GRADE_CREDIT, HIGH_YIELD_CREDIT, AGGREGATE_BONDS, DEVELOPED_EX_US, EMERGING_MARKETS, EUROPE, JAPAN, CHINA, INDIA, GOLD, BROAD_COMMODITIES, SEMICONDUCTORS, SOFTWARE, BROAD_AI_TECH, AUTONOMOUS_ROBOTICS, CYBERSECURITY, SOLAR, METALS_MINING, EQUAL_WEIGHT_SP500, BIOTECH, REGIONAL_BANKS, AEROSPACE_DEFENSE, CANADA, UNITED_KINGDOM, AUSTRALIA, SOUTH_KOREA, TAIWAN, BRAZIL, MEXICO, SOUTH_AFRICA, MORTGAGE_BACKED_BONDS, MUNICIPAL_BONDS, EMERGING_MARKET_BONDS, INTERNATIONAL_BONDS, SILVER, COPPER, AGRICULTURE, OIL, US_DOLLAR, EURO, YEN, BITCOIN_ETF, ETHEREUM_ETF Parsed provider responses
Model Outputs
These are the validated JSON submissions used by CapitalBench. Raw provider response text remains excluded from the public site.
Anthropic
Claude Opus 4.7
anthropic-claude-opus-4-7
5 holdings Semiconductors (SMH)
SMH 30% IAU 25% ITA 15% MTUM 15% BIL 15%
- Confidence
- 0.55
- Run Type
- official
Rationale
Barbell: AI/semis and defense momentum leadership paired with gold hedge against stagflation signals (hot CPI/PPI, GDP downgrade, sentiment crash). Short Treasuries reduce drawdown risk into June FOMC.
Overweight AI/semis and defense for momentum continuation; gold and bills hedge stagflationary macro and weak consumer signals before June 17 FOMC.
Portfolio
- Semiconductors (SMH): 30% - Strong momentum, AI capex acceleration, Q1 global chip sales +25% QoQ.
- Gold (IAU): 25% - Hedge against re-accelerating inflation (CPI 3.8%, PPI 6%), weak sentiment, geopolitical risk.
- Aerospace and Defense (ITA): 15% - $1.5T FY27 defense budget tailwind, strong momentum.
- US Momentum Equities (MTUM): 15% - Persistent momentum factor leadership in low-vol regime (VIX 15.7).
- Short-Term Treasury Bills (BIL): 15% - Dry powder given stagflation risk: GDP revised down to 1.6%, CPI re-accelerating, consumer sentiment collapsing to 44.8.
Key Risks
- Hot May CPI (June 10) triggers hawkish repricing hurting growth/semis
- Gold reverses on stronger dollar or risk-on rotation
- Defense budget reconciliation delays cap ITA upside
- Momentum factor crash on sudden rotation to value/defensives
Validated JSON
{
"confidence": 0.55,
"is_official_score": true,
"key_risks": [
"Hot May CPI (June 10) triggers hawkish repricing hurting growth/semis",
"Gold reverses on stronger dollar or risk-on rotation",
"Defense budget reconciliation delays cap ITA upside",
"Momentum factor crash on sudden rotation to value/defensives"
],
"metadata": {},
"mode": "closed_capability",
"model_id": "anthropic-claude-opus-4-7",
"portfolio": [
{
"allocation_pct": 30,
"option_id": "SEMICONDUCTORS",
"rationale": "Strong momentum, AI capex acceleration, Q1 global chip sales +25% QoQ."
},
{
"allocation_pct": 25,
"option_id": "GOLD",
"rationale": "Hedge against re-accelerating inflation (CPI 3.8%, PPI 6%), weak sentiment, geopolitical risk."
},
{
"allocation_pct": 15,
"option_id": "AEROSPACE_DEFENSE",
"rationale": "$1.5T FY27 defense budget tailwind, strong momentum."
},
{
"allocation_pct": 15,
"option_id": "MOMENTUM",
"rationale": "Persistent momentum factor leadership in low-vol regime (VIX 15.7)."
},
{
"allocation_pct": 15,
"option_id": "SHORT_TREASURY",
"rationale": "Dry powder given stagflation risk: GDP revised down to 1.6%, CPI re-accelerating, consumer sentiment collapsing to 44.8."
}
],
"portfolio_rationale": "Barbell: AI/semis and defense momentum leadership paired with gold hedge against stagflation signals (hot CPI/PPI, GDP downgrade, sentiment crash). Short Treasuries reduce drawdown risk into June FOMC.",
"provider": "anthropic",
"rationale_summary": "Overweight AI/semis and defense for momentum continuation; gold and bills hedge stagflationary macro and weak consumer signals before June 17 FOMC.",
"replicate_count": 1,
"replicate_index": 1,
"round_id": "CB-2026-06-01-1M",
"run_type": "official",
"usage": {
"input_tokens": 43658,
"latency_seconds": 12.219312304980122,
"output_tokens": 690,
"total_tokens": 44348
}
} Anthropic
Claude Opus 4.8
anthropic-claude-opus-4-8
5 holdings Semiconductors (SMH)
SMH 30% XLK 25% EWT 15% ITA 15% SPY 15%
- Confidence
- 0.55
- Run Type
- official
Rationale
Concentrate in AI/semiconductor momentum leaders with strong fundamental tailwinds (chip sales, AI capex) while diversifying with defense and a benchmark anchor to manage event risk from June CPI, jobs report, and FOMC.
Overweight semiconductors and tech where momentum and fundamentals align, with Taiwan supply-chain leverage, defense budget support, and SP500 ballast.
Portfolio
- Semiconductors (SMH): 30% - Strong momentum and earnings; SIA reported Q1 2026 global semi sales up 25% QoQ; AI capex surging 75% in 2026.
- Technology Sector (XLK): 25% - Tech sector leading with 20% 30d return; AI infrastructure and software spending tailwinds remain robust.
- Taiwan Equities (EWT): 15% - Semiconductor supply-chain leverage with strong trend; benefits from global electronics and AI chip demand.
- Aerospace and Defense (ITA): 15% - FY2027 $1.5T defense budget request supports orders; steady momentum with lower beta than pure tech.
- S&P 500 (SPY): 15% - Benchmark anchor to limit tracking error given sticky inflation and June FOMC/jobs catalysts.
Key Risks
- Sticky inflation (CPI 3.8% YoY, PCE 3.8%) and hawkish June FOMC could pressure high-multiple growth/tech names
- Semiconductor/tech concentration leaves portfolio vulnerable to a sharp factor rotation out of momentum
- Taiwan exposure carries geopolitical and currency risk that could spike independent of fundamentals
- Weak May payrolls or GDP downgrade could trigger risk-off, hurting high-beta thematic holdings
Validated JSON
{
"confidence": 0.55,
"is_official_score": true,
"key_risks": [
"Sticky inflation (CPI 3.8% YoY, PCE 3.8%) and hawkish June FOMC could pressure high-multiple growth/tech names",
"Semiconductor/tech concentration leaves portfolio vulnerable to a sharp factor rotation out of momentum",
"Taiwan exposure carries geopolitical and currency risk that could spike independent of fundamentals",
"Weak May payrolls or GDP downgrade could trigger risk-off, hurting high-beta thematic holdings"
],
"metadata": {},
"mode": "closed_capability",
"model_id": "anthropic-claude-opus-4-8",
"portfolio": [
{
"allocation_pct": 30,
"option_id": "SEMICONDUCTORS",
"rationale": "Strong momentum and earnings; SIA reported Q1 2026 global semi sales up 25% QoQ; AI capex surging 75% in 2026."
},
{
"allocation_pct": 25,
"option_id": "TECHNOLOGY",
"rationale": "Tech sector leading with 20% 30d return; AI infrastructure and software spending tailwinds remain robust."
},
{
"allocation_pct": 15,
"option_id": "TAIWAN",
"rationale": "Semiconductor supply-chain leverage with strong trend; benefits from global electronics and AI chip demand."
},
{
"allocation_pct": 15,
"option_id": "AEROSPACE_DEFENSE",
"rationale": "FY2027 $1.5T defense budget request supports orders; steady momentum with lower beta than pure tech."
},
{
"allocation_pct": 15,
"option_id": "SP500",
"rationale": "Benchmark anchor to limit tracking error given sticky inflation and June FOMC/jobs catalysts."
}
],
"portfolio_rationale": "Concentrate in AI/semiconductor momentum leaders with strong fundamental tailwinds (chip sales, AI capex) while diversifying with defense and a benchmark anchor to manage event risk from June CPI, jobs report, and FOMC.",
"provider": "anthropic",
"rationale_summary": "Overweight semiconductors and tech where momentum and fundamentals align, with Taiwan supply-chain leverage, defense budget support, and SP500 ballast.",
"replicate_count": 1,
"replicate_index": 1,
"round_id": "CB-2026-06-01-1M",
"run_type": "official",
"usage": {
"input_tokens": 43653,
"latency_seconds": 10.75528579892125,
"output_tokens": 770,
"total_tokens": 44423
}
} Google
Gemini 3.1 Pro
google-gemini-3-1-pro
4 holdings Semiconductors (SMH)
SMH 30% EWY 30% AIQ 20% TAN 20%
- Confidence
- 0.65
- Run Type
- official
Rationale
This portfolio aggressively targets the strongest momentum themes in the market, specifically the AI/semiconductor complex and related regional beneficiaries like South Korea. Given the short one-month scoring window, trend continuation in these high-beta, high-growth areas is expected to outperform the broader S&P 500, despite elevated valuations.
Allocates heavily to semiconductors, AI technology, South Korea, and solar to capitalize on extreme short-term price momentum and strong underlying thematic fundamentals.
Portfolio
- Semiconductors (SMH): 30% - Global semiconductor sales surged 25% quarter-over-quarter, and the sector exhibits extreme price momentum that is likely to persist over a one-month horizon.
- South Korea Equities (EWY): 30% - South Korean equities are showing massive trailing returns, heavily driven by their exposure to the global semiconductor and electronics supply chain.
- Broad AI Technology (AIQ): 20% - AI infrastructure spending forecasts remain robust, supporting continued momentum in broad AI technology equities.
- Solar Energy (TAN): 20% - Solar equities have demonstrated exceptional recent momentum, supported by upward revisions in utility-scale generation forecasts.
Key Risks
- A sudden reversal in the AI and semiconductor momentum trade due to stretched valuations or profit-taking.
- Geopolitical tensions in Asia disrupting semiconductor supply chains and negatively impacting South Korean equities.
- A broader market correction triggered by high S&P 500 valuations (forward P/E of 25.9) dragging down high-beta sectors.
Validated JSON
{
"confidence": 0.65,
"is_official_score": true,
"key_risks": [
"A sudden reversal in the AI and semiconductor momentum trade due to stretched valuations or profit-taking.",
"Geopolitical tensions in Asia disrupting semiconductor supply chains and negatively impacting South Korean equities.",
"A broader market correction triggered by high S&P 500 valuations (forward P/E of 25.9) dragging down high-beta sectors."
],
"metadata": {},
"mode": "closed_capability",
"model_id": "google-gemini-3-1-pro",
"portfolio": [
{
"allocation_pct": 30,
"option_id": "SEMICONDUCTORS",
"rationale": "Global semiconductor sales surged 25% quarter-over-quarter, and the sector exhibits extreme price momentum that is likely to persist over a one-month horizon."
},
{
"allocation_pct": 30,
"option_id": "SOUTH_KOREA",
"rationale": "South Korean equities are showing massive trailing returns, heavily driven by their exposure to the global semiconductor and electronics supply chain."
},
{
"allocation_pct": 20,
"option_id": "BROAD_AI_TECH",
"rationale": "AI infrastructure spending forecasts remain robust, supporting continued momentum in broad AI technology equities."
},
{
"allocation_pct": 20,
"option_id": "SOLAR",
"rationale": "Solar equities have demonstrated exceptional recent momentum, supported by upward revisions in utility-scale generation forecasts."
}
],
"portfolio_rationale": "This portfolio aggressively targets the strongest momentum themes in the market, specifically the AI/semiconductor complex and related regional beneficiaries like South Korea. Given the short one-month scoring window, trend continuation in these high-beta, high-growth areas is expected to outperform the broader S&P 500, despite elevated valuations.",
"provider": "google",
"rationale_summary": "Allocates heavily to semiconductors, AI technology, South Korea, and solar to capitalize on extreme short-term price momentum and strong underlying thematic fundamentals.",
"replicate_count": 1,
"replicate_index": 1,
"round_id": "CB-2026-06-01-1M",
"run_type": "official",
"usage": {
"input_tokens": 29453,
"latency_seconds": 12.293412673985586,
"output_tokens": 527,
"reasoning_tokens": 757,
"total_tokens": 30737
}
} OpenAI
GPT-5.5
openai-gpt-5-5
5 holdings Broad AI Technology (AIQ)
AIQ 30% SMH 25% CIBR 20% EWY 15% XLK 10%
- Confidence
- 0.58
- Run Type
- official
Rationale
The portfolio is concentrated in the strongest near-term leadership areas: AI, semiconductors, cybersecurity, and Korea-linked tech momentum. With financial conditions loose, VIX low, and no expected Fed hike at the June meeting, trend persistence in high-beta growth appears more likely to outperform the S&P 500 over a one-month window than defensive or rate-sensitive assets.
This allocation seeks alpha through concentrated exposure to AI-led technology momentum and semiconductor-linked markets. It accepts elevated valuation and reversal risk because the scoring horizon is short and recent leadership has been exceptionally strong.
Portfolio
- Broad AI Technology (AIQ): 30% - Broad AI exposure has strong recent momentum and a near-term narrative supported by large forecast AI spending and infrastructure capex growth.
- Semiconductors (SMH): 25% - Semiconductors remain a core AI infrastructure beneficiary, with strong trailing performance and Q1 global semiconductor sales up sharply versus the prior quarter.
- Cybersecurity (CIBR): 20% - Cybersecurity has the strongest one-month trailing return among major technology themes and is supported by rising AI-related security spending forecasts.
- South Korea Equities (EWY): 15% - South Korea offers high-beta semiconductor and export exposure with very strong recent price momentum into the scoring window.
- Technology Sector (XLK): 10% - Large-cap technology provides liquid, benchmark-relevant exposure to the same AI-led leadership while reducing single-theme concentration somewhat.
Key Risks
- A hotter-than-expected June CPI or PPI release could lift yields and trigger a sharp growth-stock de-rating before the exit date.
- Crowded AI and semiconductor positioning could reverse after very strong trailing returns, especially in South Korea and cybersecurity.
- Any disappointment in near-term technology earnings guidance, AI capex commentary, or chip-demand indicators could hit multiple holdings simultaneously.
- A risk-off shock or geopolitical escalation in East Asia could disproportionately hurt semiconductor supply-chain and South Korea exposure.
Validated JSON
{
"confidence": 0.58,
"is_official_score": true,
"key_risks": [
"A hotter-than-expected June CPI or PPI release could lift yields and trigger a sharp growth-stock de-rating before the exit date.",
"Crowded AI and semiconductor positioning could reverse after very strong trailing returns, especially in South Korea and cybersecurity.",
"Any disappointment in near-term technology earnings guidance, AI capex commentary, or chip-demand indicators could hit multiple holdings simultaneously.",
"A risk-off shock or geopolitical escalation in East Asia could disproportionately hurt semiconductor supply-chain and South Korea exposure."
],
"metadata": {},
"mode": "closed_capability",
"model_id": "openai-gpt-5-5",
"portfolio": [
{
"allocation_pct": 30,
"option_id": "BROAD_AI_TECH",
"rationale": "Broad AI exposure has strong recent momentum and a near-term narrative supported by large forecast AI spending and infrastructure capex growth."
},
{
"allocation_pct": 25,
"option_id": "SEMICONDUCTORS",
"rationale": "Semiconductors remain a core AI infrastructure beneficiary, with strong trailing performance and Q1 global semiconductor sales up sharply versus the prior quarter."
},
{
"allocation_pct": 20,
"option_id": "CYBERSECURITY",
"rationale": "Cybersecurity has the strongest one-month trailing return among major technology themes and is supported by rising AI-related security spending forecasts."
},
{
"allocation_pct": 15,
"option_id": "SOUTH_KOREA",
"rationale": "South Korea offers high-beta semiconductor and export exposure with very strong recent price momentum into the scoring window."
},
{
"allocation_pct": 10,
"option_id": "TECHNOLOGY",
"rationale": "Large-cap technology provides liquid, benchmark-relevant exposure to the same AI-led leadership while reducing single-theme concentration somewhat."
}
],
"portfolio_rationale": "The portfolio is concentrated in the strongest near-term leadership areas: AI, semiconductors, cybersecurity, and Korea-linked tech momentum. With financial conditions loose, VIX low, and no expected Fed hike at the June meeting, trend persistence in high-beta growth appears more likely to outperform the S&P 500 over a one-month window than defensive or rate-sensitive assets.",
"provider": "openai",
"rationale_summary": "This allocation seeks alpha through concentrated exposure to AI-led technology momentum and semiconductor-linked markets. It accepts elevated valuation and reversal risk because the scoring horizon is short and recent leadership has been exceptionally strong.",
"replicate_count": 1,
"replicate_index": 1,
"round_id": "CB-2026-06-01-1M",
"run_type": "official",
"usage": {
"input_tokens": 26488,
"latency_seconds": 14.572894889046438,
"output_tokens": 742,
"reasoning_tokens": 259,
"total_tokens": 27230
}
} xAI
Grok 4.3
xai-grok-4-3
5 holdings Nasdaq 100 (QQQ)
QQQ 30% XLK 25% SMH 20% AIQ 15% MTUM 10%
- Confidence
- 0.55
- Run Type
- official
Rationale
Concentrated tilt to tech and momentum factors to capture recent performance persistence and AI-related catalysts ahead of June data releases and FOMC.
Portfolio emphasizes growth and tech sectors showing strongest recent returns and structural spending support, while avoiding rate-sensitive or cyclical areas amid mixed macro data.
Portfolio
- Nasdaq 100 (QQQ): 30% - Recent 30d outperformance and exposure to growth names likely to benefit from stable rates and AI spending trends into June.
- Technology Sector (XLK): 25% - Strong trailing momentum in XLK amid semiconductor and software demand data points.
- Semiconductors (SMH): 20% - Q1 sales growth and continued AI infrastructure capex support near-term price action.
- Broad AI Technology (AIQ): 15% - Gartner AI spending forecast and recent 30d gains position for continued rotation into tech.
- US Momentum Equities (MTUM): 10% - Factor exposure captures recent winners in high-momentum tech and growth equities.
Key Risks
- Hotter-than-expected May CPI or PPI releases on June 10-11 could pressure growth valuations
- June 5 employment report weaker than 115k trend may increase recession fears
- FOMC June 16-17 decision or dot plot shifts could trigger volatility in rate-sensitive tech
Validated JSON
{
"confidence": 0.55,
"is_official_score": true,
"key_risks": [
"Hotter-than-expected May CPI or PPI releases on June 10-11 could pressure growth valuations",
"June 5 employment report weaker than 115k trend may increase recession fears",
"FOMC June 16-17 decision or dot plot shifts could trigger volatility in rate-sensitive tech"
],
"metadata": {},
"mode": "closed_capability",
"model_id": "xai-grok-4-3",
"portfolio": [
{
"allocation_pct": 30,
"option_id": "NASDAQ100",
"rationale": "Recent 30d outperformance and exposure to growth names likely to benefit from stable rates and AI spending trends into June."
},
{
"allocation_pct": 25,
"option_id": "TECHNOLOGY",
"rationale": "Strong trailing momentum in XLK amid semiconductor and software demand data points."
},
{
"allocation_pct": 20,
"option_id": "SEMICONDUCTORS",
"rationale": "Q1 sales growth and continued AI infrastructure capex support near-term price action."
},
{
"allocation_pct": 15,
"option_id": "BROAD_AI_TECH",
"rationale": "Gartner AI spending forecast and recent 30d gains position for continued rotation into tech."
},
{
"allocation_pct": 10,
"option_id": "MOMENTUM",
"rationale": "Factor exposure captures recent winners in high-momentum tech and growth equities."
}
],
"portfolio_rationale": "Concentrated tilt to tech and momentum factors to capture recent performance persistence and AI-related catalysts ahead of June data releases and FOMC.",
"provider": "xai",
"rationale_summary": "Portfolio emphasizes growth and tech sectors showing strongest recent returns and structural spending support, while avoiding rate-sensitive or cyclical areas amid mixed macro data.",
"replicate_count": 1,
"replicate_index": 1,
"round_id": "CB-2026-06-01-1M",
"run_type": "official",
"usage": {
"input_tokens": 26122,
"latency_seconds": 13.320977488067001,
"output_tokens": 438,
"reasoning_tokens": 535,
"total_tokens": 27095
}
} Public model run
Model Portfolios
This test used the portfolio format. The weights below are the submitted model portfolios. Expand a row to inspect rationale and risk lists without crowding the main table.
| Model | Provider | Portfolio | Confidence | Protocol | |
|---|---|---|---|---|---|
| Claude Opus 4.7 anthropic-claude-opus-4-7 | Anthropic | SMH30%IAU25%ITA15%MTUM15%BIL15% | 0.55 | Portfolio round | |
| Claude Opus 4.8 anthropic-claude-opus-4-8 | Anthropic | SMH30%XLK25%EWT15%ITA15%SPY15% | 0.55 | Portfolio round | |
| Gemini 3.1 Pro google-gemini-3-1-pro | SMH30%EWY30%AIQ20%TAN20% | 0.65 | Portfolio round | ||
| GPT-5.5 openai-gpt-5-5 | OpenAI | AIQ30%SMH25%CIBR20%EWY15%XLK10% | 0.58 | Portfolio round | |
| Grok 4.3 xai-grok-4-3 | xAI | QQQ30%XLK25%SMH20%AIQ15%MTUM10% | 0.55 | Portfolio round |
Pricing
Starting Prices
Ending prices are intentionally absent until the test is complete.
| AEROSPACE_DEFENSE | ITA | 2026-05-29 | 235.44 | tiingo_eod_adj_close_from_universe_trailing_returns |
| AGGREGATE_BONDS | AGG | 2026-05-29 | 99.06 | tiingo_eod_adj_close_from_universe_trailing_returns |
| AGRICULTURE | DBA | 2026-05-29 | 27.25 | tiingo_eod_adj_close_from_universe_trailing_returns |
| AUSTRALIA | EWA | 2026-05-29 | 29.25 | tiingo_eod_adj_close_from_universe_trailing_returns |
| AUTONOMOUS_ROBOTICS | ARKQ | 2026-05-29 | 142.87 | tiingo_eod_adj_close_from_universe_trailing_returns |
| BIOTECH | XBI | 2026-05-29 | 136.69 | tiingo_eod_adj_close_from_universe_trailing_returns |
| BITCOIN_ETF | IBIT | 2026-05-29 | 41.63 | tiingo_eod_adj_close_from_universe_trailing_returns |
| BRAZIL | EWZ | 2026-05-29 | 35.91 | tiingo_eod_adj_close_from_universe_trailing_returns |
| BROAD_AI_TECH | AIQ | 2026-05-29 | 67.32 | tiingo_eod_adj_close_from_universe_trailing_returns |
| BROAD_COMMODITIES | PDBC | 2026-05-29 | 17.62 | tiingo_eod_adj_close_from_universe_trailing_returns |
| CANADA | EWC | 2026-05-29 | 58.81 | tiingo_eod_adj_close_from_universe_trailing_returns |
| CASH | 2026-05-29 | 1 | cash | |
| CHINA | MCHI | 2026-05-29 | 55.1 | tiingo_eod_adj_close_from_universe_trailing_returns |
| COMMUNICATIONS | XLC | 2026-05-29 | 115.69 | tiingo_eod_adj_close_from_universe_trailing_returns |
| CONSUMER_DISCRETIONARY | XLY | 2026-05-29 | 120.87 | tiingo_eod_adj_close_from_universe_trailing_returns |
| CONSUMER_STAPLES | XLP | 2026-05-29 | 82.91 | tiingo_eod_adj_close_from_universe_trailing_returns |
| COPPER | CPER | 2026-05-29 | 38.86 | tiingo_eod_adj_close_from_universe_trailing_returns |
| CYBERSECURITY | CIBR | 2026-05-29 | 89.04 | tiingo_eod_adj_close_from_universe_trailing_returns |
| DEVELOPED_EX_US | VEA | 2026-05-29 | 71.77 | tiingo_eod_adj_close_from_universe_trailing_returns |
| DIVIDEND | SCHD | 2026-05-29 | 32.5 | tiingo_eod_adj_close_from_universe_trailing_returns |
| EMERGING_MARKET_BONDS | EMB | 2026-05-29 | 96.43 | tiingo_eod_adj_close_from_universe_trailing_returns |
| EMERGING_MARKETS | VWO | 2026-05-29 | 59.88 | tiingo_eod_adj_close_from_universe_trailing_returns |
| ENERGY | XLE | 2026-05-29 | 56.29 | tiingo_eod_adj_close_from_universe_trailing_returns |
| EQUAL_WEIGHT_SP500 | RSP | 2026-05-29 | 208.83 | tiingo_eod_adj_close_from_universe_trailing_returns |
| ETHEREUM_ETF | ETHA | 2026-05-29 | 15.2 | tiingo_eod_adj_close_from_universe_trailing_returns |
| EURO | FXE | 2026-05-29 | 107.7 | tiingo_eod_adj_close_from_universe_trailing_returns |
| EUROPE | VGK | 2026-05-29 | 89.01 | tiingo_eod_adj_close_from_universe_trailing_returns |
| FINANCIALS | XLF | 2026-05-29 | 51.58 | tiingo_eod_adj_close_from_universe_trailing_returns |
| GOLD | IAU | 2026-05-29 | 85.49 | tiingo_eod_adj_close_from_universe_trailing_returns |
| HEALTHCARE | XLV | 2026-05-29 | 149.47 | tiingo_eod_adj_close_from_universe_trailing_returns |
| HIGH_YIELD_CREDIT | HYG | 2026-05-29 | 80.31 | tiingo_eod_adj_close_from_universe_trailing_returns |
| INDIA | INDA | 2026-05-29 | 48.56 | tiingo_eod_adj_close_from_universe_trailing_returns |
| INDUSTRIALS | XLI | 2026-05-29 | 173.13 | tiingo_eod_adj_close_from_universe_trailing_returns |
| INTERMEDIATE_TREASURY | IEF | 2026-05-29 | 94.65 | tiingo_eod_adj_close_from_universe_trailing_returns |
| INTERNATIONAL_BONDS | BNDX | 2026-05-29 | 48.33 | tiingo_eod_adj_close_from_universe_trailing_returns |
| INVESTMENT_GRADE_CREDIT | LQD | 2026-05-29 | 109.36 | tiingo_eod_adj_close_from_universe_trailing_returns |
| JAPAN | EWJ | 2026-05-29 | 92.96 | tiingo_eod_adj_close_from_universe_trailing_returns |
| LARGE_GROWTH | IWF | 2026-05-29 | 127.85 | tiingo_eod_adj_close_from_universe_trailing_returns |
| LARGE_VALUE | IWD | 2026-05-29 | 237.96 | tiingo_eod_adj_close_from_universe_trailing_returns |
| LONG_TREASURY | TLT | 2026-05-29 | 85.76 | tiingo_eod_adj_close_from_universe_trailing_returns |
| LOW_VOL | SPLV | 2026-05-29 | 72.21 | tiingo_eod_adj_close_from_universe_trailing_returns |
| MATERIALS | XLB | 2026-05-29 | 51.15 | tiingo_eod_adj_close_from_universe_trailing_returns |
| METALS_MINING | XME | 2026-05-29 | 125.21 | tiingo_eod_adj_close_from_universe_trailing_returns |
| MEXICO | EWW | 2026-05-29 | 78.43 | tiingo_eod_adj_close_from_universe_trailing_returns |
| MID_CAP | IJH | 2026-05-29 | 74.6 | tiingo_eod_adj_close_from_universe_trailing_returns |
| MOMENTUM | MTUM | 2026-05-29 | 315.81 | tiingo_eod_adj_close_from_universe_trailing_returns |
| MORTGAGE_BACKED_BONDS | MBB | 2026-05-29 | 94.79 | tiingo_eod_adj_close_from_universe_trailing_returns |
| MUNICIPAL_BONDS | MUB | 2026-05-29 | 107.17 | tiingo_eod_adj_close_from_universe_trailing_returns |
| NASDAQ100 | QQQ | 2026-05-29 | 738.31 | tiingo_eod_adj_close_from_universe_trailing_returns |
| OIL | USO | 2026-05-29 | 129.09 | tiingo_eod_adj_close_from_universe_trailing_returns |
| REAL_ESTATE | XLRE | 2026-05-29 | 43.99 | tiingo_eod_adj_close_from_universe_trailing_returns |
| REGIONAL_BANKS | KRE | 2026-05-29 | 69.61 | tiingo_eod_adj_close_from_universe_trailing_returns |
| SEMICONDUCTORS | SMH | 2026-05-29 | 598.93 | tiingo_eod_adj_close_from_universe_trailing_returns |
| SHORT_TREASURY | BIL | 2026-05-29 | 91.66 | tiingo_eod_adj_close_from_universe_trailing_returns |
| SILVER | SLV | 2026-05-29 | 68.33 | tiingo_eod_adj_close_from_universe_trailing_returns |
| SMALL_CAP | IWM | 2026-05-29 | 290.43 | tiingo_eod_adj_close_from_universe_trailing_returns |
| SMALL_VALUE | IWN | 2026-05-29 | 213.87 | tiingo_eod_adj_close_from_universe_trailing_returns |
| SOFTWARE | IGV | 2026-05-29 | 101.66 | tiingo_eod_adj_close_from_universe_trailing_returns |
| SOLAR | TAN | 2026-05-29 | 73.93 | tiingo_eod_adj_close_from_universe_trailing_returns |
| SOUTH_AFRICA | EZA | 2026-05-29 | 69.41 | tiingo_eod_adj_close_from_universe_trailing_returns |
| SOUTH_KOREA | EWY | 2026-05-29 | 205.83 | tiingo_eod_adj_close_from_universe_trailing_returns |
| SP500 | SPY | 2026-05-29 | 756.48 | tiingo_eod_adj_close_from_universe_trailing_returns |
| TAIWAN | EWT | 2026-05-29 | 102.78 | tiingo_eod_adj_close_from_universe_trailing_returns |
| TECHNOLOGY | XLK | 2026-05-29 | 191.02 | tiingo_eod_adj_close_from_universe_trailing_returns |
| TIPS | TIP | 2026-05-29 | 111.21 | tiingo_eod_adj_close_from_universe_trailing_returns |
| TOTAL_US_MARKET | VTI | 2026-05-29 | 372.54 | tiingo_eod_adj_close_from_universe_trailing_returns |
| UNITED_KINGDOM | EWU | 2026-05-29 | 46.93 | tiingo_eod_adj_close_from_universe_trailing_returns |
| US_DOLLAR | UUP | 2026-05-29 | 27.66 | tiingo_eod_adj_close_from_universe_trailing_returns |
| UTILITIES | XLU | 2026-05-29 | 44.42 | tiingo_eod_adj_close_from_universe_trailing_returns |
| YEN | FXY | 2026-05-29 | 57.62 | tiingo_eod_adj_close_from_universe_trailing_returns |
Proof
Published Hashes
Test inputs are hashed before model calls and mirrored into the public read model.
| briefing.md | 8aa259bae9ea...aa64da2f |
| manifest.yaml | ce8d0664211c...c675e393 |
| market_data/universe_trailing_returns.csv | 73f5cd6e3b06...350b53c9 |
| market_data/universe_trailing_returns.json | d8aa9b6c5a71...0a82eb86 |
| market_data/universe_trailing_returns.md | f02895ae6e08...ddca9f59 |
| options.yaml | 1003c5795615...4ce0c729 |
| prompt.md | 33bae462b97c...ba2bf7c4 |