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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