Datasets:
id stringclasses 6
values | date_window stringclasses 6
values | macro_context stringclasses 6
values | cross_asset_summary stringclasses 6
values | volatility_structure stringclasses 6
values | liquidity_conditions stringclasses 6
values | positioning_notes stringclasses 6
values | fragility_score float64 0.24 0.78 | fragility_spike_flag bool 2
classes | time_to_break_estimate_hours int64 0 48 | crowded_trade_pressure_index float64 0.28 0.74 | liquidity_thinning_index float64 0.22 0.72 | notes stringclasses 6
values | constraints stringclasses 1
value | gold_checklist stringclasses 1
value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFS-001 | 2025-01-15_to_2025-01-18 | rates shock risk | equities falling; yields spiking; credit widening | front vol rising fast | liquidity thinning | macro funds crowded short bonds | 0.78 | true | 36 | 0.74 | 0.7 | Classic fragility spike | Use relationships not price. | score+flag+time |
MFS-002 | 2025-02-05_to_2025-02-07 | stable macro | equities flat; bonds stable; credit tight | vol flat | liquidity normal | balanced positioning | 0.32 | false | 0 | 0.28 | 0.25 | Low fragility | Use relationships not price. | score+flag+time |
MFS-003 | 2025-03-10_to_2025-03-12 | policy uncertainty | rates volatile; equities choppy; FX unstable | vol surface dislocated | liquidity deteriorating | CTA crowded long equities | 0.66 | true | 48 | 0.62 | 0.68 | Fragility rising | Use relationships not price. | score+flag+time |
MFS-004 | 2025-04-01_to_2025-04-04 | growth optimism | equities up; credit tight; yields steady | vol low | liquidity strong | broad risk-on | 0.24 | false | 0 | 0.3 | 0.22 | Stable regime | Use relationships not price. | score+flag+time |
MFS-005 | 2025-05-22_to_2025-05-25 | geopolitical shock | oil spikes; equities drop; bonds bid | front vol spikes | liquidity patchy | risk parity deleveraging | 0.72 | true | 24 | 0.68 | 0.72 | Shock fragility | Use relationships not price. | score+flag+time |
MFS-006 | 2025-06-11_to_2025-06-13 | mixed data | equities drifting; yields drifting | vol slowly rising | liquidity neutral | mild positioning crowd | 0.48 | false | 0 | 0.45 | 0.4 | Mid fragility | Use relationships not price. | score+flag+time |
What this dataset tests
Detect structural fragility spikes before regime breaks.
The system must evaluate
cross-asset relationships
volatility distortions
liquidity stress
positioning crowding.
Required outputs
- fragility score
- spike flag
- time-to-break estimate
- crowded trade pressure index
- liquidity thinning index
Why it matters
Crashes are structural events.
They occur when relationships compress
and liquidity withdraws simultaneously.
This dataset trains systems to detect
structural instability
before price collapse.
Evaluation focus
High scores require
- numeric fragility measures
- explicit spike flag
- clear time estimate
- internally consistent indices
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