| id | name | parent | category | temporalState | realizationStatus | value | trend | significance | direction | magnitude | duration | probability | confidence | date | startDate | projectedEnd | leadTime | leadTimeBasis | sourceType | lastUpdated | topics | sources | evidenceFor | evidenceAgainst | leadTimeEvidence | references |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EV001 | War-driven risk-off selling | - | supply | present | confirmed | 22% influence weight — primary driver of selloff | stable | high | bearish | major | sustained | - | high | 2026-03-08 | 2026-02-28 | 2026-04-15 | - | - | llm-search | 2026-03-08 | geopolitical,war,risk-off,iran | S001,S002,S003 | SF001,SF002,SF003,SF005,SF006 | - | - | EV010,EV011 |
| EV002 | Labor market shock triggering de-risking | - | supply | past | confirmed | -92K jobs vs +55K expected; UE 4.4% | worsening | high | bearish | major | sustained | - | high | 2026-03-06 | 2026-03-06 | - | - | - | llm-search | 2026-03-08 | labor,employment,recession,macro | S004 | SF008,SF009,SF010,SF011 | - | - | EV009 |
| EV003 | Margin call / forced liquidation cascades | EV001 | supply | present | confirmed | 8.3% decline + 570pt gap triggering forced selling | active | high | bearish | major | short | - | high | 2026-03-08 | 2026-03-08 | 2026-03-22 | - | - | llm-search | 2026-03-08 | flows,leverage,margin,forced-selling | S005 | SF012,SF013,SF014 | - | - | EV001,EV006 |
| EV004 | Energy cost pass-through to earnings | EV001 | supply | present | confirmed | Oil above $100/barrel with no policy relief | worsening | high | bearish | moderate | sustained | - | high | 2026-03-08 | 2026-02-28 | 2026-04-15 | - | - | llm-search | 2026-03-08 | oil,energy,costs,margins | S006,S007,S008 | SF015,SF016,SF017,SF018,SF019 | - | - | EV001,EV011 |
| EV005 | Input cost inflation pressuring margins | - | supply | past | confirmed | ISM Mfg Prices 70.5 (+11.5 pts) | worsening | medium | bearish | moderate | sustained | - | high | 2026-03-03 | 2026-03-03 | - | - | - | llm-search | 2026-03-08 | inflation,manufacturing,tariffs,costs | S009 | SF023 | - | - | EV011 |
| EV006 | Hedge fund de-grossing | EV001 | supply | present | partial | Multi-strat and L/S funds reducing gross exposure | active | medium | bearish | moderate | short | - | medium | 2026-03-08 | 2026-03-08 | 2026-03-22 | - | - | llm-search | 2026-03-08 | flows,hedge-funds,de-grossing,positioning | S010 | SF030,SF031 | - | - | EV013 |
| EV007 | Buyback blackout window approaching | - | supply | future | scheduled | Buyback blackout windows approaching | stable | medium | bearish | moderate | short | - | high | 2026-03-15 | 2026-03-15 | 2026-04-30 | 7 days | calendar | llm-search | 2026-03-08 | buybacks,flows,corporate | S011 | - | - | - | - |
| EV008 | Options dealer negative gamma hedging | EV013 | supply | present | partial | Dealers in negative gamma requiring mechanical selling | active | medium | bearish | moderate | transient | - | medium | 2026-03-08 | 2026-03-08 | 2026-03-21 | - | - | llm-search | 2026-03-08 | options,gamma,dealers,flows | S012 | SF030,SF031 | - | - | EV013 |
| EV009 | Labor market deterioration crushing consumer demand | EV002 | demand | present | confirmed | Consumer spending at risk from job losses | worsening | high | bearish | major | sustained | - | high | 2026-03-08 | 2026-03-06 | - | - | - | llm-search | 2026-03-08 | consumer,spending,demand,recession | S004 | SF020,SF021 | - | - | EV002 |
| EV010 | War premium on risk appetite | EV001 | demand | present | confirmed | War crushing risk appetite across asset classes | stable | high | bearish | major | sustained | - | high | 2026-03-08 | 2026-02-28 | 2026-04-15 | - | - | llm-search | 2026-03-08 | risk-appetite,war,geopolitical | S001,S002,S003 | SF001,SF005 | - | - | EV001 |
| EV011 | Oil-driven inflation expectations tightening Fed path | EV001 | demand | present | confirmed | Oil spike forcing Fed hawkish path | worsening | high | bearish | major | sustained | - | high | 2026-03-08 | 2026-02-28 | 2026-04-15 | - | - | llm-search | 2026-03-08 | fed,rates,inflation,oil,valuation | S006,S009 | SF022,SF023,SF024,SF025 | - | - | EV001,EV004,EV005 |
| EV012 | Tech valuation compression pressure | EV011 | demand | present | confirmed | Tech multiples compressing in risk-off environment | worsening | high | bearish | major | sustained | - | high | 2026-03-08 | 2026-02-28 | - | - | - | llm-search | 2026-03-08 | tech,valuation,multiples,growth | S010,S013 | SF026,SF027,SF028,SF029 | - | - | EV011,EV013 |
| EV013 | VIX spike signaling systematic de-risking | - | demand | present | confirmed | VIX 29.49 (85th percentile), backwardation | elevated | high | bearish | major | short | - | high | 2026-03-08 | 2026-03-06 | - | - | - | llm-search | 2026-03-08 | vix,volatility,fear,positioning | S014 | SF030,SF031,SF032 | - | - | - |
| EV014 | ISM Services expansion supporting demand | - | demand | past | confirmed | ISM Services 56.1 beat (vs 53.5 expected) | improving | medium | bullish | moderate | short | - | high | 2026-03-05 | 2026-03-05 | - | - | - | llm-search | 2026-03-08 | services,ism,economic,growth | S015 | SF037,SF038 | - | - | - |
| EV015 | Passive flow inertia (401k, systematic) | - | demand | present | confirmed | ~$15-20B/month passive inflows continue | stable | medium | bullish | moderate | structural | - | high | 2026-03-08 | - | - | - | - | llm-search | 2026-03-08 | passive,flows,401k,structural | S016 | - | - | - | - |
| EV016 | GCC diplomacy de-escalation signal | EV001 | demand | past | confirmed | Iran halts GCC strikes, apologizes | positive | medium | bullish | moderate | transient | - | medium | 2026-03-07 | 2026-03-07 | - | - | - | llm-search | 2026-03-08 | diplomacy,gcc,iran,de-escalation | S017 | SF033,SF034 | SF035 | - | EV001 |
| EV017 | Dip-buying sentiment (retail) | - | demand | present | partial | Marginal retail dip-buying activity | stable | low | bullish | minor | transient | - | low | 2026-03-08 | - | - | - | - | llm-search | 2026-03-08 | retail,dip-buying,flows | S018 | - | - | - | - |
| EV018 | Trump DFC reinsurance program | - | demand | past | confirmed | $20B DFC reinsurance program announced | stable | low | bullish | minor | short | - | high | 2026-03-06 | 2026-03-06 | - | - | - | llm-search | 2026-03-08 | policy,dfc,reinsurance | S019 | - | - | - | - |
| id | source | author | type | date | quote | audience | credibility | impact | references |
|---|---|---|---|---|---|---|---|---|---|
| S001 | Multiple agencies | - | news-report | 2026-03-08 | Iran-US war Day 10; Hormuz blocked | public | high | Primary driver | EV001 |
| S002 | IDF spokesperson | - | official-statement | 2026-03-07 | 230 bombs dropped | public | high | War escalation | EV001 |
| S003 | Trump Truth Social | Donald Trump | official-statement | 2026-03-07 | New targets; unconditional surrender | public | high | No diplomatic off-ramp | EV001 |
| S004 | BLS Employment Situation | - | data-release | 2026-03-06 | NFP -92K; UE 4.4% | public | high | Recession signal | EV002 |
| S005 | Market data | - | data-release | 2026-03-08 | 8.3% decline from Jan high | public | high | Margin calls | EV003 |
| S006 | IEA / Fatih Birol | Fatih Birol | official-statement | 2026-03-08 | No collective action | public | high | No oil relief | EV004 |
| S007 | White House | - | official-statement | 2026-03-08 | No SPR sale | public | high | No US reserves | EV004 |
| S008 | Kuwait Petroleum | - | news-report | 2026-03-08 | Storage capacity ~12 days | public | high | Supply constrained | EV004 |
| S009 | ISM | - | data-release | 2026-03-03 | Mfg Prices 70.5 | public | high | Cost-push inflation | EV005 |
| S010 | CBOE | - | data-release | 2026-03-06 | VIX 29.49; backwardation | public | high | Acute fear | EV006,EV013 |
| S011 | Corporate calendar | - | data-release | 2026-03-08 | Q1 earnings approaching | public | high | Buyback blackout | EV007 |
| S012 | Options analytics | - | analysis | 2026-03-08 | Negative gamma | professional | medium | Mechanical selling | EV008 |
| S013 | Market commentary | - | analysis | 2026-03-08 | AI narrative fading | professional | medium | Tech sentiment | EV012 |
| S014 | CBOE | - | data-release | 2026-03-06 | VIX highest since Apr 2025 | public | high | De-risking trigger | EV013 |
| S015 | ISM | - | data-release | 2026-03-05 | Services PMI 56.1 | public | high | Partial offset | EV014 |
| S016 | Flow data | - | analysis | 2026-03-08 | $15-20B/month passive | professional | medium | Structural floor | EV015 |
| S017 | Iran presidential | Pezeshkian | official-statement | 2026-03-07 | Halts GCC strikes | public | medium | Containment signal | EV016 |
| S018 | Flow analytics | - | analysis | 2026-03-08 | Retail dip-buying | professional | low | Marginal | EV017 |
| S019 | DFC / Scott Bessent | Scott Bessent | official-statement | 2026-03-06 | $20B reinsurance | public | high | Symbolic | EV018 |
| id | subFactor | parent | type | valueEvidence | status | leadTime | startDate | projectedEnd | lastUpdated | sources | references |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SF001 | US and Iran are in active military conflict (Day 10) | EV001 | action | Confirmed ongoing military operations, air strikes documented | confirmed | - | 2026-02-28 | 2026-04-15 | 2026-03-08 | S001 | EV001 |
| SF002 | Israel conducted 80-jet broad-scale strikes on Tehran | EV001 | action | 230 bombs dropped; underground missile factory targeted | confirmed | - | 2026-03-07 | - | 2026-03-08 | S002 | EV001 |
| SF003 | Trump threatened complete destruction of new targets | EV001 | action | Confirmed public statement escalating war rhetoric | confirmed | - | 2026-03-07 | - | 2026-03-08 | S003 | EV001 |
| SF004 | War expected to last 4-6 more weeks (White House) | EV001 | intention | White House statement — intentions can shift; actual duration depends on battlefield outcomes | partial | - | - | 2026-04-15 | 2026-03-08 | S003 | EV001 |
| SF005 | Trump demands unconditional surrender (no diplomatic off-ramp) | EV001 | action | Confirmed public demand — eliminates near-term ceasefire path | confirmed | - | 2026-03-06 | - | 2026-03-08 | S003 | EV001 |
| SF006 | Strait of Hormuz blocked, 16 mb/d halted | EV001 | action | Confirmed supply disruption from Day 10 war status | confirmed | - | 2026-02-28 | - | 2026-03-08 | S001 | EV001 |
| SF007 | Systematic strategies (vol-target, CTA) reducing equity exposure | EV001 | precedent | Historical pattern: VIX spikes and sustained drawdowns trigger systematic deleveraging. VIX 29.49 confirms conditions. | partial | - | - | - | 2026-03-08 | S010 | EV001 |
| SF008 | NFP showed -92,000 jobs vs +55,000 expected | EV002 | action | BLS confirmed data — largest monthly job loss since pandemic | confirmed | - | 2026-03-06 | - | 2026-03-08 | S004 | EV002 |
| SF009 | Unemployment jumped 0.3pp to 4.4% (highest since Oct 2021) | EV002 | action | BLS confirmed data — significant labor market deterioration signal | confirmed | - | 2026-03-06 | - | 2026-03-08 | S004 | EV002 |
| SF010 | Prior two months revised down by 69K total | EV002 | action | BLS confirmed revision — pattern of deterioration, not one-time miss | confirmed | - | 2026-03-06 | - | 2026-03-08 | S004 | EV002 |
| SF011 | Government layoffs (DOGE) significant factor in job losses | EV002 | action | DOGE layoffs mentioned as contributing factor; exact magnitude unclear | partial | - | - | - | 2026-03-08 | S004 | EV002 |
| SF012 | NAS100 declined 8.3% from Jan 27 high (26,246 to ~24,075) | EV003 | action | Price data confirms magnitude of decline | confirmed | - | 2026-01-28 | - | 2026-03-08 | S005 | EV003 |
| SF013 | Weekend gap down ~570 points (24,645 to ~24,075) | EV003 | action | Sunday open confirms gap bypassing stop losses | confirmed | - | 2026-03-08 | - | 2026-03-08 | S005 | EV003 |
| SF014 | Leveraged long positions face margin calls at this drawdown level | EV003 | precedent | Standard margin requirements (25-30% maintenance) imply 8%+ move triggers calls for 3-4x leveraged positions. Mechanically sound. | partial | - | - | - | 2026-03-08 | S005 | EV003 |
| SF015 | IEA declined to release emergency oil reserves | EV004 | action | Confirmed IEA policy decision — "plenty of oil in market" | confirmed | - | 2026-03-08 | - | 2026-03-08 | S006 | EV004 |
| SF016 | White House ruled out SPR sale | EV004 | action | Confirmed White House statement — no US strategic reserve deployment | confirmed | - | 2026-03-08 | - | 2026-03-08 | S007 | EV004 |
| SF017 | Kuwait cut both refinery and crude output | EV004 | action | Confirmed production cut — storage capacity ~12 days; reservoir damage risk | confirmed | - | 2026-03-08 | - | 2026-03-08 | S008 | EV004 |
| SF018 | Oil trading above $100/barrel | EV004 | capability | Implied from 16 mb/d Hormuz disruption and research context | confirmed | - | 2026-02-28 | - | 2026-03-08 | S001 | EV004 |
| SF019 | Higher oil prices compress corporate margins | EV004 | precedent | Well-established relationship: energy input costs reduce margins. Historical: 2022 oil spike led to earnings downgrades. | confirmed | - | - | - | 2026-03-08 | S009 | EV004 |
| SF020 | Consumer spending 70% of US GDP | EV009 | capability | Well-known structural fact — labor market drives consumer spending | confirmed | - | - | - | 2026-03-08 | S004 | EV009 |
| SF021 | Tech revenues depend on enterprise and consumer spending | EV009 | capability | Cloud, advertising, hardware all tied to economic activity | confirmed | - | - | - | 2026-03-08 | S004 | EV009 |
| SF022 | Oil supply disruption (16 mb/d Hormuz halt) feeds into headline CPI | EV011 | capability | Energy is ~7% of CPI basket; $100+ oil historically adds 0.5-1% to headline inflation | confirmed | - | 2026-02-28 | - | 2026-03-08 | S001,S006 | EV011 |
| SF023 | ISM Manufacturing Prices surged to 70.5 (tariff-driven) | EV011 | action | Confirmed ISM data — highest since 2022; input cost inflation accelerating | confirmed | - | 2026-03-03 | - | 2026-03-08 | S009 | EV011 |
| SF024 | Fed on hold at 3.5-3.75%; FOMC Mar 17-18 upcoming | EV011 | constraint | Fed dual mandate constrains ability to ease into rising inflation | confirmed | - | - | - | 2026-03-08 | S006 | EV011 |
| SF025 | Higher rates compress high-duration equity valuations | EV011 | precedent | DCF mathematics: higher discount rate reduces present value of distant cash flows. 2022 precedent: NAS100 fell 33%. | confirmed | - | - | - | 2026-03-08 | S010 | EV011 |
| SF026 | Nasdaq-100 is ~50% Mag 7 by weight | EV012 | capability | Well-known index composition fact | confirmed | - | - | - | 2026-03-08 | S013 | EV012 |
| SF027 | Mag 7 trade at premium multiples (25-35x forward P/E) | EV012 | capability | Pre-selloff multiples in this range; some compression already occurred | partial | - | - | - | 2026-03-08 | S013 | EV012 |
| SF028 | Growth premium compresses in risk-off / rising-rate regimes | EV012 | precedent | 2022: NAS100 P/E compressed from ~30x to ~20x as rates rose | confirmed | - | - | - | 2026-03-08 | S010 | EV012 |
| SF029 | Nvidia AI narrative fading from capex concerns | EV012 | precedent | Mixed Mag 7 earnings with AI spending concerns noted | partial | - | - | - | 2026-03-08 | S013 | EV012 |
| SF030 | VIX at 29.49 (85th percentile) | EV013 | action | Confirmed CBOE data — highest since April 2025 tariff crisis | confirmed | - | 2026-03-06 | - | 2026-03-08 | S014 | EV013 |
| SF031 | VIX term structure in backwardation | EV013 | action | Confirmed — front month > back; acute near-term fear signal | confirmed | - | 2026-03-06 | - | 2026-03-08 | S014 | EV013 |
| SF032 | Vol-targeting strategies reduce exposure when VIX rises | EV013 | precedent | Mechanical strategy behavior — well-documented | confirmed | - | - | - | 2026-03-08 | S014 | EV013 |
| SF033 | Iran halted strikes on GCC states | EV016 | action | Confirmed Iranian military action stopped | confirmed | - | 2026-03-07 | - | 2026-03-08 | S017 | EV016 |
| SF034 | Pezeshkian publicly apologized to GCC states | EV016 | action | Confirmed diplomatic gesture | confirmed | - | 2026-03-07 | - | 2026-03-08 | S017 | EV016 |
| SF035 | IRGC may override civilian government decision | EV016 | constraint | Historical precedent of IRGC independent action; creates uncertainty | partial | - | - | - | 2026-03-08 | S017 | EV016 |
| SF036 | Geographic containment implies partial Hormuz reopening pathway | EV016 | intention | Logical inference but not confirmed — speculative | unvalidated | - | - | - | 2026-03-08 | S017 | EV016 |
| SF037 | ISM Services PMI at 56.1 (beat 53.5 expected) | EV014 | action | Confirmed ISM data — strong expansion | confirmed | - | 2026-03-05 | - | 2026-03-08 | S015 | EV014 |
| SF038 | Services up 2.3 pts from January | EV014 | action | Confirmed — new orders and business activity strong | confirmed | - | 2026-03-05 | - | 2026-03-08 | S015 | EV014 |