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."
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.
One event. Every indicator.
The same piece of news lands on every market at once — oil, equities, currencies. Select an event: each panel is its measured next-session move, from the archive's own daily closes.
Nothing here forecasts. The panels are what actually printed — the same measurement the terminal runs on all 314,626 events.
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.