id stringclasses 6
values | date_window stringclasses 6
values | market_context stringclasses 6
values | agent_signal_summary stringclasses 6
values | positioning_proxy_summary stringclasses 6
values | trigger_event_context stringclasses 6
values | liquidity_conditions stringclasses 4
values | agent_type stringclasses 5
values | current_position_state stringclasses 6
values | forced_action_probability float64 0.25 0.8 | reaction_path stringclasses 6
values | systemic_impact_score float64 0.22 0.74 | notes stringclasses 6
values | constraints stringclasses 1
value | gold_checklist stringclasses 1
value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MARP-001 | 2025-01-11_to_2025-01-12 | Nasdaq futures extended rally | persistent buy programs; trend followers dominant | trend exposure proxy high; model signals maxed | minor down day breaks short-term trend | liquidity ok | cta_trend | max_long_near_capacity | 0.72 | reduce_long->sell_futures->vol_up | 0.66 | CTA forced de-risk on trend break | Infer constraints not opinions. | agent+state+path |
MARP-002 | 2025-02-15_to_2025-02-16 | rates gap move | dealer hedging flows dominate | negative gamma proxy; intraday hedging rising | vol spike in front-end rates | liquidity thinning | options_hedging | short_gamma_hedge_mode | 0.8 | buy_vol->sell_risk_assets->liquidity_thin | 0.74 | Dealer hedging amplifies move | Infer constraints not opinions. | agent+state+path |
MARP-003 | 2025-03-19_to_2025-03-20 | credit stress | levered holders under pressure | margin stress proxy high; bid weak | funding spread widening | liquidity patchy | distressed_seller | forced_liquidation | 0.78 | sell_credit->sell_equities->spread_widen | 0.7 | Forced selling cascade | Infer constraints not opinions. | agent+state+path |
MARP-004 | 2025-04-03_to_2025-04-04 | equities stable | market makers supplying depth | inventory balanced; neutral gamma | no trigger event | liquidity strong | market_maker | balanced_inventory | 0.25 | quote_tighten->absorb_flow | 0.22 | Stabilizing agent | Infer constraints not opinions. | agent+state+path |
MARP-005 | 2025-05-22_to_2025-05-23 | energy shock spillover | trend and hedging flows overlap | trend long crowded; hedging demand rising | policy headline escalates risk-off | liquidity thinning | cta_trend | crowded_long | 0.67 | sell_futures->correlation_up->risk_off | 0.72 | Crowded unwind under shock | Infer constraints not opinions. | agent+state+path |
MARP-006 | 2025-06-12_to_2025-06-13 | single-theme equity concentration | fundamental crowd in leaders | ownership concentrated; breadth weak | earnings miss in leader | liquidity ok | fundamental_growth | concentrated_long | 0.62 | sell_leaders->rotation->dispersion_up | 0.58 | Fundamental de-risk rotates market | Infer constraints not opinions. | agent+state+path |
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