| 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 | Treasury issuance pressure from fiscal deficits | - | supply | present | confirmed | Large structural deficit ~$1.5T+ | stable | high | bullish | major | structural | - | high | 2026-03-13 | 2020-01-01 | - | - | - | llm-search | 2026-03-13 | fiscal,treasury,supply | S001 | SF001,SF002,SF003 | - | - | EV002,EV003 |
| EV002 | 20-year auction tail in late February | - | supply | past | confirmed | Significant tail, weak bid-to-cover | - | high | bullish | major | short | - | high | 2026-02-28 | - | - | - | - | llm-search | 2026-03-13 | auction,demand,supply | S002 | SF004,SF005 | - | - | EV001 |
| EV003 | Fed QT continues (balance sheet runoff) | - | supply | present | confirmed | $95B/month runoff | stable | high | bullish | moderate | sustained | - | high | 2026-03-13 | 2022-06-01 | - | - | - | llm-search | 2026-03-13 | fed,qt,supply | S003 | SF006,SF007 | - | - | EV001 |
| EV004 | Kevin Warsh nominated as Fed Chair successor | - | supply | future | registered | Warsh nominated | - | medium | bullish | moderate | sustained | 80% | medium | 2026-05-23 | - | - | 10 weeks | Powell term expiry | llm-search | 2026-03-13 | fed,chair,policy | S004 | SF008,SF009 | - | - | EV005 |
| EV005 | Market pricing only one 25bp cut in 2026 | - | supply | present | confirmed | One 25bp cut priced | decelerating | high | bullish | moderate | sustained | - | high | 2026-03-13 | - | - | - | - | llm-search | 2026-03-13 | fed,rates,futures | S005 | SF019,SF020 | - | - | EV004,EV007 |
| EV006 | FOMC March meeting expected hold with hawkish tilt | - | supply | future | registered | Hold expected with hawkish dot plot | - | high | bullish | moderate | transient | 92% | high | 2026-03-19 | - | - | 6 days | FOMC calendar | llm-search | 2026-03-13 | fomc,rates,policy | S003 | - | - | - | EV005,EV007 |
| EV007 | Sticky inflation — PCE core at 3.0% YoY | - | demand | present | confirmed | 3.0% YoY core PCE | accelerating | high | bullish | major | sustained | - | high | 2026-03-13 | - | - | - | - | llm-search | 2026-03-13 | inflation,pce,fed | S006 | SF010,SF011,SF012 | - | - | EV008,EV005 |
| EV008 | Oil shock from Iran/Hormuz closure | - | demand | present | confirmed | Brent ~$101, Hormuz blocked | volatile | high | bullish | major | short | - | high | 2026-03-13 | 2026-02-28 | 2026-04-01 | - | - | llm-search | 2026-03-13 | oil,iran,geopolitical | S007 | SF013,SF014,SF015 | - | - | EV007 |
| EV009 | ISM Manufacturing Prices surge to 70.5 | - | demand | past | confirmed | 70.5 (surged 11.5 pts) | accelerating | medium | bullish | moderate | short | - | high | 2026-03-03 | - | - | - | - | llm-search | 2026-03-13 | ism,manufacturing,inflation | S008 | - | - | - | EV007 |
| EV010 | NFP -92K massive miss | - | demand | past | confirmed | -92,000 jobs | decelerating | high | bearish | major | short | - | high | 2026-03-06 | - | - | - | - | llm-search | 2026-03-13 | labor,nfp,recession | S009 | SF016,SF017,SF018 | - | - | EV011,EV012 |
| EV011 | Unemployment jumps to 4.4% | EV010 | demand | past | confirmed | 4.4% | accelerating | high | bearish | moderate | short | - | high | 2026-03-06 | - | - | - | - | llm-search | 2026-03-13 | labor,unemployment | S009 | SF018 | - | - | EV010 |
| EV012 | GDP decelerates to 1.4% (Q4 2025) | - | demand | past | confirmed | 1.4% QoQ ann. | decelerating | medium | bearish | moderate | short | - | high | 2026-02-20 | - | - | - | - | llm-search | 2026-03-13 | gdp,growth,recession | S010 | - | - | - | EV010 |
| EV013 | VIX elevated at 30+ | - | demand | present | confirmed | ~30+ | elevated | medium | bearish | moderate | transient | - | high | 2026-03-13 | - | - | - | - | llm-search | 2026-03-13 | vix,volatility,risk | S011 | - | - | - | EV010,EV008 |
| EV014 | Geopolitical crisis safe haven bid | EV008 | demand | present | partial | Moderate safe haven bid | stable | medium | bearish | moderate | transient | - | medium | 2026-03-13 | - | - | - | - | llm-search | 2026-03-13 | geopolitical,safe-haven | S007 | - | EV007 | - | EV008 |
| EV015 | Japan selling Treasuries for intervention | - | demand | present | partial | USD/JPY at 159.38 | accelerating | medium | bullish | moderate | transient | 50% | medium | 2026-03-13 | - | - | - | - | llm-search | 2026-03-13 | japan,intervention,fx | S012 | - | - | - | - |
| EV016 | Foreign central bank demand uncertain | - | demand | present | partial | De-dollarization trend | stable | low | bullish | minor | sustained | - | low | 2026-03-13 | - | - | - | - | llm-search | 2026-03-13 | foreign,central-bank,demand | S013 | - | - | - | - |
| id | source | author | type | date | quote | audience | credibility | impact | references |
|---|---|---|---|---|---|---|---|---|---|
| S001 | CBO | - | gov-report | 2026-02-01 | Deficit projections exceed $1.5T annually | public | high | EV001 | EV001 |
| S002 | Treasury Direct | - | gov-data | 2026-02-28 | 20-year auction tailed significantly | public | high | EV002 | EV002 |
| S003 | Federal Reserve | - | central-bank | 2026-01-28 | Balance sheet reduction continues | public | high | EV003,EV006 | EV003,EV006 |
| S004 | Multiple news outlets | - | news-report | 2026-03-12 | Warsh nominated as Fed Chair successor | public | high | EV004 | EV004 |
| S005 | CME FedWatch | - | market-data | 2026-03-13 | Only one 25bp cut priced for 2026 | professional | high | EV005 | EV005 |
| S006 | BEA | - | gov-data | 2026-03-13 | Core PCE 3.0% YoY, above 2.8% expected | public | high | EV007 | EV007 |
| S007 | Bloomberg/CNBC | - | news-report | 2026-03-12 | Hormuz remains blocked; Brent at $101 | public | high | EV008,EV014 | EV008,EV014 |
| S008 | ISM | - | survey-data | 2026-03-03 | Manufacturing Prices surge to 70.5 | public | high | EV009 | EV009 |
| S009 | BLS | - | gov-data | 2026-03-06 | NFP -92K; unemployment 4.4% | public | high | EV010,EV011 | EV010,EV011 |
| S010 | BEA | - | gov-data | 2026-02-20 | Q4 GDP 1.4% advance | public | high | EV012 | EV012 |
| S011 | CBOE | - | market-data | 2026-03-13 | VIX at 30+ | professional | high | EV013 | EV013 |
| S012 | TradingEconomics | - | market-data | 2026-03-13 | USD/JPY at 159.38, intervention watch | professional | medium | EV015 | EV015 |
| S013 | IMF COFER | - | research | 2026-01-01 | Reserve diversification continues | professional | medium | EV016 | EV016 |
| id | subFactor | parent | type | valueEvidence | status | leadTime | startDate | projectedEnd | lastUpdated | sources | references |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SF001 | Federal budget deficit exceeds $1.5T annually | EV001 | constraint | CBO projections, structural entitlement spending | confirmed | - | 2020-01-01 | - | 2026-03-13 | S001 | EV001 |
| SF002 | No fiscal consolidation legislation pending | EV001 | constraint | Congress focused on tariffs and trade policy, not deficit reduction | confirmed | - | - | - | 2026-03-13 | S001 | EV001 |
| SF003 | Auction sizes have increased across maturity spectrum | EV001 | action | Treasury announced larger coupon auction sizes for 2026 | confirmed | - | 2026-01-01 | - | 2026-03-13 | S002 | EV001 |
| SF004 | Bid-to-cover ratio below recent averages | EV002 | action | Weak demand forced higher yield to clear | confirmed | - | - | - | 2026-03-13 | S002 | EV002 |
| SF005 | Duration demand weak amid rate uncertainty | EV002 | capability | Institutional buyers reluctant at current yields given inflation uncertainty | confirmed | - | - | - | 2026-03-13 | S002 | EV002 |
| SF006 | $95B/month balance sheet runoff in effect | - | action | Fed policy statement confirms ongoing QT | confirmed | - | 2022-06-01 | - | 2026-03-13 | S003 | - |
| SF007 | No discussion of pausing QT at recent meetings | - | intention | Powell has signaled QT to continue on autopilot | confirmed | - | - | - | 2026-03-13 | S003 | - |
| SF008 | Warsh historically inflation-hawkish | EV004 | precedent | Dissented on QE during 2010-2011; favors earlier tightening | confirmed | - | - | - | 2026-03-13 | S004 | EV004 |
| SF009 | Senate confirmation likely given Republican majority | EV004 | capability | Nomination process standard but not guaranteed; May 2026 timeline | partial | - | - | - | 2026-03-13 | S004 | EV004 |
| SF010 | Core PCE beat expectations (3.0% vs 2.8% expected) | EV007 | action | BEA official release March 13, 2026 | confirmed | - | - | - | 2026-03-13 | S006 | EV007 |
| SF011 | Services inflation remains elevated | EV007 | constraint | Shelter and non-housing services sticky | confirmed | - | - | - | 2026-03-13 | S006 | EV007 |
| SF012 | Oil shock adds to inflation expectations | EV007 | capability | Brent at $101; energy pass-through to broader inflation | confirmed | - | - | - | 2026-03-13 | S007 | EV007 |
| SF013 | Strait of Hormuz remains mined and blocked | EV008 | action | Iran IRGC mines still in place; limited traffic testing passage | confirmed | - | 2026-02-28 | - | 2026-03-13 | S007 | EV008 |
| SF014 | 20% of global oil transits Hormuz | EV008 | constraint | Strategic chokepoint for Gulf producers | confirmed | - | - | - | 2026-03-13 | S007 | EV008 |
| SF015 | War expected to end in 2-4 weeks | EV008 | intention | Trump signals winding down; but Hormuz reopening timeline unclear | partial | 2-4 weeks | - | 2026-04-01 | 2026-03-13 | S007 | EV008 |
| SF016 | February payrolls confirmed at -92,000 | EV010 | action | BLS official release March 6, 2026 | confirmed | - | - | - | 2026-03-13 | S009 | EV010 |
| SF017 | DOGE layoffs contributed to job losses | EV010 | capability | Federal workforce reductions impacting payrolls | confirmed | - | - | - | 2026-03-13 | S009 | EV010 |
| SF018 | Unemployment rate jumped 0.3pp to 4.4% | EV010 | action | Highest since October 2021 | confirmed | - | - | - | 2026-03-13 | S009 | EV010 |
| SF019 | Fed funds futures imply September cut only | EV005 | action | CME FedWatch probability data | confirmed | - | - | - | 2026-03-13 | S005 | EV005 |
| SF020 | Oil shock repriced inflation outlook | EV005 | capability | Market expectations shifted sharply post-Hormuz closure | confirmed | - | - | - | 2026-03-13 | S007 | EV005 |