News moves Markets,
so we Measured it.
We analysed 314,626 historical events spanning 40 years. Analyse how asset classes reacted under stress, policy shocks, and structural shifts. No predictions. Just cold, empirical evidence.
"Iraq invades Kuwait."
"Suez Canal transit restricted."
When war breaks out, what happens to oil?
Brent rose 11.6% the next session.
One of 11,240 geopolitical events measured, 1984 – 2026. Every one carries its answer.
See every precedent →News × Price · every event joined
No predictions
Analyse live news against forty years of archives.
Our semantic pattern-matching model extracts the logical blueprint of today's breaking alerts and surfaces the most statistically correlated historical events.
"Suez Canal Shipping Transit Restricted due to Regional Blockade"
"Federal Reserve Enacts Unscheduled 50bps Emergency Rate Reduction"
"Major Petro-Exporter Announces Sudden Export Quota Cutback"
The Classified Event Archive
Veille catalogues occurrences according to strict structural profiles, ensuring metadata is comparable over forty years.
See what the market did last time something like this happened.
Don't trust narrative forecasting. Look back at equivalent market configurations across our 40-year event ontology.
"History does not repeat, but it rhymes."
By aligning 10,000+ historical macro news alerts with immediate asset pricing, we isolate exact trends and behaviors that happen when consensus fractures.
Monetary Shocks
We track 1,280 Central Bank emergency decisions. Compare rate cuts, surprises, and unscheduled press conferences across historical yield curves.
Supply Bottlenecks
Review how freight rates, shipping corridors, and raw bulk commodities pricing behaved during structural canal restrictions or military manoeuvres.
Fiscal Cliffhangers
Empirical response curves for debt ceiling resolutions, ratings downgrades, and unexpected national infrastructure allocations.
Commodity Embargoes
Trace modern agricultural or energy sanctions directly back to the supply disruptions of 1990, 2004, and 2011 with mapped pricing curves.
Every classified event joined to tick-by-tick asset response.
Median moves are measured against a placebo window of comparable non-event days, so a reaction only counts when it exceeds ordinary noise.
Reverses within five sessions in 61% of matched geopolitical precedents.
Steepening dominates whenever the shock originates in fiscal policy.
Concentrated in the first ninety minutes after the wire crosses.
The slowest to mean-revert across all five taxonomy branches.
Review historical evidence before committing capital.
Stop trading based on qualitative narratives. Gain institutional access to forty years of parsed macro precedent data joined with tick-by-tick pricing curves.