Historical Reference Database

What markets did
last time.

Showing 25 sample events — full database: 711 significant historical market moves · used as live signal input at 15% weight

How the bot uses this

Every signal cycle, the bot finds the 10 most similar historical events by tier, keywords, and instrument overlap — then blends their median +5d returns as a 15% weighted signal nudge.

What the returns mean

USO/GLD/LMT/TLT columns show actual price changes over the 5 trading days after each event date. This is the raw historical data the bot's analog signal is calibrated against.

Bot signal column

The trade direction the bot would have signalled based on this event's market reaction pattern. Hover any row to see the analyst note explaining the move.

Sample Events
25
Full DB
711
Outlier
4
Red Tier
8
Signal Weight
15%
Filter by:
+5d return after event: +4.2% rose   -2.1% fell   ~0% flat   † = pre-ETF era estimate · hover row for analyst note
Year Event Tier USO +5d GLD +5d LMT +5d TLT +5d Bot signal Affected instruments

⚠ Returns marked † are estimates based on documented market reports — exact OHLC data unavailable for pre-1993 events (USO/GLD ETFs didn't exist; proxy instruments used).
The full 711-event database includes GDELT-sourced events with yfinance-verified returns. Run python3 geopolitical_db/gdelt_import.py overnight to expand toward 2,500 events.