| Field | Value |
|---|---|
| Instrument | JP225_USD |
| Price | 53,987 |
| Currency | USD |
| Unit | index points |
| Timestamp | 2026-03-13T05:34:53Z |
| Trigger | Scheduled point-in-time snapshot |
| Trigger Ref | - |
| id | component | category | value | percent | basis | trend | confidence | references |
|---|---|---|---|---|---|---|---|---|
| PA001 | Middle East Oil Supply Shock | supply-disruption | -16,196 | 30% | Japan imports 90% of oil from Middle East; Hormuz blockade is dominant near-term driver. Oil at ~$100+ directly impacts energy costs. This factor alone explains the 8.5% correction from ATH. | down | high | - |
| PA002 | War Wind-Down Signal | risk-premium | +10,797 | 20% | The flip side of the oil shock — if war ends in 2-4 weeks as Trump signals, this is the primary catalyst for rebound. Market will front-run resolution. | up | medium | - |
| PA003 | Yen Depreciation to 159 | fundamental-premium | -8,098 | 15% | Weak yen at 159 amplifies import cost inflation from oil shock. Net negative in current stagflation environment where cost inflation outweighs export benefit. | down | medium | - |
| PA004 | BoJ Rate Normalization | risk-premium | -5,399 | 10% | March 18-19 meeting is upcoming catalyst. Rates at 30-year high already priced. Hawkish surprise would be bearish; dovish delay would be mild bullish. | down | medium | - |
| PA005 | US Economic Weakness | demand-pull | -5,399 | 10% | Japan's largest export market showing weakness. NFP -92K, unemployment 4.4%, ISM prices 70.5 signals stagflation. Weight limited by war dynamics dominating. | down | medium | - |
| PA006 | VIX Elevated — Risk-Off | risk-premium | -2,699 | 5% | VIX ~30+ reflects global risk aversion suppressing foreign flows into Japanese equities. Symptom not driver — will normalize when war uncertainty resolves. | down | low | - |
| PA007 | Japan Q3 GDP Contraction | fundamental-premium | -2,159 | 4% | Domestic headwind but Q3 was pre-conflict; current weakness is oil-driven. Secondary importance while external shock dominates. | down | low | - |
| PA008 | Japan Wage Growth | demand-pull | +1,620 | 3% | Structural positive for domestic consumption and supports BoJ's normalization thesis. In near-term, consumption support overwhelmed by cost pressures. | up | low | - |
| PA009 | IEA Reserve Release | supply-disruption | +1,080 | 2% | Largest ever coordinated release but failed to sustainably lower prices. Market has already discounted this intervention. Residual support only. | up | low | - |
| PA010 | Defense Sector Demand | demand-pull | +540 | 1% | MHI, KHI outperforming but represent small index weight. Structural shift in regional security spending is multi-year theme but minimal current impact. | up | low | - |
Residual: -26,014 (net bearish factor pressure) Validation: Components sum to net impact assessment; weighted factors total 100%; current price reflects bearish fundamental pressure with war resolution as upside catalyst
| id | instrument | forecastDate | targetDate | targetTimeframe | compositePrice | compositeLow | compositeHigh | compositeConfidence | status | actualClose | error | errorPercent | references |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PF001 | JP225_USD | 2026-03-13 | 2026-03-27 | 2w | 36500 | 34500 | 38500 | medium | active | - | - | - | EV001,EV008,EV004 |
| PF003 | JP225_USD | 2026-03-13 | 2026-03-20 | 5 trading days | 51715 | 48000 | 58000 | high | active | - | - | - | PAT001 |
| track | method | predictedPrice | predictedLow | predictedHigh | confidence | weight | reasoning | references |
|---|---|---|---|---|---|---|---|---|
| fundamental | scenario-weighted-average | 36000 | 34500 | 38000 | medium | 0.4 | Base case (50%): 52-54K range as oil shock persists but war winds down; Bear case (25%): 48-50K if conflict extends; Bull case (25%): 56-58K if rapid de-escalation | EV001,EV008 |
| technical | velocity-participant-synthesis | 36200 | 34800 | 37800 | medium | 0.35 | Fast-down/slow-up velocity (0.70 ratio) confirms bearish momentum; institutional distribution since ATH; next support at 36,000 (200-day MA proxy); resistance at 38,000 | PO001,PO003 |
| regime | path-probability-weighted | 37000 | 35000 | 38500 | medium | 0.25 | Current regime is oil-shock-correction with war-catalyst dependency; historical analogs suggest 10-15% peak-to-trough before resolution bounce; path alignment with fundamental scenarios | EV001,EV008 |
| track | method | predictedPrice | predictedLow | predictedHigh | confidence | weight | reasoning | references |
|---|---|---|---|---|---|---|---|---|
| fundamental | scenario-weighted | 52,500 | 48,000 | 58,000 | medium | 35 | Weighted average of scenarios: Base case (50%) at 52,000-54,000 midpoint 53,000; Bear case (25%) at 48,000-50,000 midpoint 49,000; Bull case (25%) at 56,000-58,000 midpoint 57,000. Calculation: (0.50 x 53,000) + (0.25 x 49,000) + (0.25 x 57,000) = 52,500. Range spans full scenario distribution. | fundamental/result.md |
| participant | positioning-flow | 51,500 | 50,000 | 54,000 | high | 25 | Institutional distribution mode with net-short positioning; speculators aligned bearish adding on failed bounces. Target reflects completion of distribution cycle at March low retest zone. Retail counter-trend buying provides exit liquidity. Stop clusters below 53,000 suggest downside acceleration potential. | technical/participants.md |
| pattern | technical-level | 51,150 | 50,000 | 55,800 | high | 20 | Primary downside target is retest of Mar 9 correction low at 51,150. Bear flag forming in 53,000-55,000 range with 60% probability of breakdown. Measured move target at 47,050 is aggressive; conservative target at 50,000-51,000. Recovery invalidation at 56,500 reclaim. | technical/patterns.md |
| regime | historical-analog | 51,500 | 48,000 | 52,000 | high | 20 | Oil Shock Correction regime active, Phase 2. Best path (PATH001, 52% probability) targets 51,000-52,000 on bear flag breakdown. Historical analog suggests -10% to -12% correction typical for oil shocks; current -10% aligns with upper bound of typical range. BoJ hold scenario supports base target. | regime/result.md |