Datasets:
id stringclasses 6
values | date_window stringclasses 6
values | market_context stringclasses 6
values | inferred_agent_activity stringclasses 6
values | positioning_proxy_summary stringclasses 6
values | liquidity_conditions stringclasses 5
values | volatility_context stringclasses 5
values | crowded_agent_type stringclasses 5
values | capacity_utilization_score float64 0.42 0.86 | reversal_risk_score float64 0.22 0.76 | unwind_trigger_conditions stringclasses 6
values | time_to_capacity_event_hours int64 0 72 | notes stringclasses 6
values | constraints stringclasses 1
value | gold_checklist stringclasses 1
value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MACC-001 | 2025-01-08_to_2025-01-10 | Nasdaq futures trending up | cta_trend dominant buy programs | trend_model_signals maxed; exposure proxy elevated | liquidity good | low_vol | cta_trend | 0.86 | 0.62 | trend_breakdown; vol_spike; stop_level_hit | 48 | CTA long nearing limit | Market only. Infer constraints. | agent+capacity+risk |
MACC-002 | 2025-02-12_to_2025-02-14 | rates shock | options desks hedging aggressively | gamma exposure negative; dealer hedge flow rising | liquidity thinning | high_vol | options_hedging | 0.78 | 0.7 | vol_surface_kink; intraday_gap; liquidity_drop | 24 | Dealer hedge capacity strained | Market only. Infer constraints. | agent+capacity+risk |
MACC-003 | 2025-03-18_to_2025-03-21 | credit widening | levered funds forced de-risk | leverage proxy high; margin stress signs | liquidity patchy | risk_off | distressed_seller | 0.74 | 0.76 | margin_call; bid_withdrawal; spread_gap | 18 | Forced selling risk rising | Market only. Infer constraints. | agent+capacity+risk |
MACC-004 | 2025-04-02_to_2025-04-05 | equities stable | market makers providing depth | inventory stable; hedges balanced | liquidity strong | low_vol | market_maker | 0.42 | 0.22 | inventory_limit; volatility_jump | 0 | No crowding | Market only. Infer constraints. | agent+capacity+risk |
MACC-005 | 2025-05-20_to_2025-05-23 | energy shock | trend+hedge flows coincide | trend long crowded; hedging demand rising | liquidity thinning | shock_vol | cta_trend | 0.81 | 0.68 | trend_break; policy_headline; vol_spike | 36 | Crowding with shock catalyst | Market only. Infer constraints. | agent+capacity+risk |
MACC-006 | 2025-06-10_to_2025-06-12 | single-theme rally | fundamental crowd into same leaders | ownership proxy concentrated; breadth weak | liquidity ok | moderate_vol | fundamental_growth | 0.69 | 0.55 | earnings_miss; guidance_cut; breadth_break | 72 | Concentration risk | Market only. Infer constraints. | agent+capacity+risk |
What this dataset tests
Whether a system can detect
when a market agent type is near capacity
and forced reversal risk rises.
This is constraint pressure.
Not opinion.
Required outputs
- crowded agent type
- capacity utilization score
- reversal risk score
- unwind trigger conditions
- time to capacity event
Constraints
Market only.
Use inferred positioning proxies and flow context.
Do not predict price direction.
Evaluation focus
High scores require
agent type named
numeric capacity and risk values
explicit unwind triggers
time estimate
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