Datasets:
id stringclasses 6
values | date_window stringclasses 6
values | trade_thesis stringclasses 6
values | asset_focus stringclasses 6
values | flow_context stringclasses 6
values | crowdedness_invariant_score float64 0.69 0.91 | exit_door_narrowness float64 0.66 0.9 | leverage_alignment_index float64 0.61 0.88 | reversal_sensitivity float64 0.63 0.92 | unwind_chain_probability float64 0.6 0.93 | fragility_amplification_score float64 0.67 0.94 | notes stringclasses 4
values | constraints stringclasses 1
value | gold_checklist stringclasses 1
value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFA-001 | 2021-Q4 | long tech duration | nasdaq | growth funds crowded | 0.86 | 0.83 | 0.79 | 0.88 | 0.84 | 0.87 | Fragility high | Market structure only. | scores |
PFA-002 | 2022-Q2 | long energy hedge | energy | macro funds aligned | 0.72 | 0.7 | 0.65 | 0.68 | 0.66 | 0.71 | Moderate fragility | Market structure only. | scores |
PFA-003 | 2018-Q1 | short volatility carry | volatility | systematic funds aligned | 0.91 | 0.9 | 0.88 | 0.92 | 0.93 | 0.94 | Extreme fragility | Market structure only. | scores |
PFA-004 | 2020-Q3 | long credit carry | credit | yield seekers aligned | 0.69 | 0.66 | 0.61 | 0.63 | 0.6 | 0.67 | Moderate fragility | Market structure only. | scores |
PFA-005 | 2023-Q2 | AI growth long | tech | global funds aligned | 0.78 | 0.74 | 0.7 | 0.76 | 0.73 | 0.79 | Building fragility | Market structure only. | scores |
PFA-006 | 2016-Q4 | long bonds | rates | macro alignment | 0.73 | 0.69 | 0.64 | 0.66 | 0.62 | 0.72 | Moderate fragility | Market structure only. | scores |
What this dataset tests
Whether a system can detect
when a crowded trade becomes structurally fragile.
Focus
Exit alignment
leverage alignment
reversal sensitivity
Required outputs
- crowdedness invariant score
- exit door narrowness
- leverage alignment index
- reversal sensitivity
- unwind chain probability
- fragility amplification score
All scores
0 to 1
Higher
means more fragile.
- Downloads last month
- 6