Asked Sep 15, 10:05 AM EDT (morning session). Gemini 1.5 Pro, Muse Spark 1.1, Claude Opus 5 and GPT-6 answered the same standard prompt independently. Window: from Sep 15, 10:05 AM EDT to Sep 16, 10:05 AM EDT, the same time one session later. Benchmark: SPY.
Three equally weighted long ETFs minus three equally weighted short ETFs. The score is the full long-short spread; SPY is context only. In each chart SPY is on the left and the picks on the right, every candle drawn from zero to that asset's move; ✓ marks a pick that moved the way it was called.
| Model | Correct | Hit rate | Return | SPY | Long-short spread |
|---|---|---|---|---|---|
| Gemini 1.5 Pro | 3/6 | 50.00% | -0.12% | 0.11% | -0.12% |
| Muse Spark 1.1 | 1/6 | 16.67% | -0.77% | 0.11% | -0.77% |
| Claude Opus 5 | 3/6 | 50.00% | -0.25% | 0.11% | -0.25% |
| GPT-6 | 3/6 | 50.00% | -0.36% | 0.11% | -0.36% |
Gemini 1.5 Pro
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The macro environment on September 15, 2026, is dominated by a stagflationary shock. Brent crude has surged past $107 per barrel amid escalating Middle East conflicts. Concurrently, the 10-year Treasury yield has breached 5% for the first time since 2007 as markets price in a near-certain Federal Reserve rate hike on September 16. This toxic combination of soaring energy costs and rising bond yields is triggering a sharp risk-off rotation. Capital is rapidly fleeing high-beta technology, consumer cyclicals, and long-duration bonds, flowing instead toward energy producers and defensive safe havens.
- XLE long — confidence 85%. Thesis: Energy is the clearest beneficiary of the current geopolitical crisis. Surging oil prices, with WTI above $104 and Brent near $108, create a significant supply premium that directly boosts the revenue outlook and cash flow of energy majors. Risks: A sudden diplomatic breakthrough or immediate stabilization in the Middle East could rapidly deflate the geopolitical risk premium currently priced into crude oil.
Return: -1.05%; alpha: -1.16%. - TLT short — confidence 80%. Thesis: The bond market is aggressively repricing a hawkish Federal Reserve. With the 10-year yield surpassing 5% and markets bracing for a Wednesday rate hike due to sticky inflation and a fresh oil price shock, long-end yields are surging, mechanically driving down the price of 20+ year Treasuries. Risks: If the FOMC delivers an unexpected dovish pause or signals that its hiking cycle has definitively concluded, long-duration bonds could experience a violent short-covering rally.
Return: 0.48%; alpha: -0.60%. - XLK short — confidence 75%. Thesis: Mega-cap tech and semiconductor stocks face a double-barreled headwind. Surging interest rates are compressing high-growth valuation multiples, while the sector simultaneously grapples with a sudden sentiment shock following prominent AI safety concerns, prompting a rotation out of tech. Risks: Tech equities could experience a swift mean-reversion bounce if investors deem the selloff overdone and aggressively buy the dip in secular growth themes.
Return: 0.35%; alpha: -0.46%. - XLY short — confidence 75%. Thesis: The consumer discretionary sector is highly vulnerable to the current stagflationary dynamic. Spiking crude oil acts as a regressive tax on the consumer at the pump, while concurrently, higher interest rate expectations increase the cost of credit, directly threatening retail and auto sales. Risks: Resilient consumer spending data or a sudden, unexpected drop in energy prices could alleviate pressure on household budgets, sparking a relief rally.
Return: -0.71%; alpha: 0.59%. - XLV long — confidence 70%. Thesis: In a volatile tape dominated by rate hike fears and geopolitical instability, healthcare provides essential portfolio ballast. Its low beta, strong balance sheets, and inelastic demand make it a prime destination for capital fleeing cyclical and growth sectors during a risk-off market regime. Risks: Regulatory headlines or adverse policy announcements regarding drug pricing could introduce idiosyncratic sector volatility.
Return: 0.77%; alpha: 0.66%. - XLP long — confidence 70%. Thesis: Consumer staples offer robust defensive posturing in a stagflationary environment. As soaring gas prices and higher borrowing costs squeeze household budgets, consumers prioritize essential goods, insulating XLP from the broader discretionary spending slowdown. Risks: A rapid rotation back into growth equities, sparked by a dovish Fed surprise, could leave defensive sectors lagging significantly behind the broader market.
Return: 0.03%; alpha: -0.08%.
Muse Spark 1.1
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Sep 15 2026 FOMC eve regime: Brent $106.9-107, WTI $102.8 up 1.2-1.4% per TalkMarkets Sep 15 5am, pipeline shut and Hormuz talks stalled. Fed hike odds 88% tomorrow per TalkMarkets and 87-88% per NordFX Sep 15 brief, ECB already hiked Sep 10 to 2.50%. Energy premarket +1.57% MPC and +1.63% OXY per Kitco, USO +3.3% in prior surge per TheStreet. SPY pressured by higher yields and inflation concerns, consumer sentiment 47.8 vs 51.3 expected per Barchart. Favors commodity and rate-sensitive financials over duration.
- XLE long — confidence 76%. Long XLE directly captures Brent $106.9-107 and WTI $102.8 supply shock. TalkMarkets notes oil leads tape with Saudi East-West pipeline shut after drone strikes. Prior XLE +0.83% on $100 break and poised to extend per marketframework. Long energy outperforms SPY when 88% hike odds and oil surge drive rotation. Risk: pipeline reopen or Hormuz breakthrough causing crude reversal.
Return: -1.05%; alpha: -1.16%. - XLF long — confidence 71%. Long XLF benefits from 87-88% Fed hike odds tomorrow and rising yields. Banks NIM expansion and trading revenue from FOMC volatility. Zacks Sep 3 sector rotation lists financials as better positioned than rate-sensitive growth when rates rise. Outperforms duration shorts. Risk: credit loss fears if consumer sentiment 47.8 signals slowdown.
Return: -0.33%; alpha: -0.44%. - XLB long — confidence 66%. Long XLB materials leveraged to commodity inflation and Brent +62% YoY and +20% monthly per Trading Economics. Real asset hedge when PPI hot and oil-driven inflation forces Fed hawkish. Provides diversification beyond energy while still commodity-linked. Risk: demand slowdown if Fed hikes aggressively or China weak.
Return: 0.93%; alpha: 0.82%. - TLT short — confidence 74%. Short TLT long-duration Treasuries directly hurt by 88% hike odds repricing. 2Y yield +12bp post Warsh and 10Y near 4.86% per prior briefs. TLT falls when yields rise into FOMC. Short vs long commodity basket expresses rates up, inflation up. Risk: flight to safety if oil shock sparks equity selloff, bid for bonds.
Return: 0.48%; alpha: -0.60%. - XLK short — confidence 71%. Short XLK tech most duration-sensitive to higher real yields. With Fed hike odds 88% tomorrow, growth multiples compress. Recent -15% intraday SOXL move per Finnhub shows semis vulnerability. Short XLK vs long XLE/XLF expresses rotation from growth to value/energy. Risk: dovish Fed surprise or tech seen as safe haven if oil shock hits broader market.
Return: 0.35%; alpha: -0.46%. - XLRE short — confidence 69%. Short XLRE real estate highly sensitive to rising mortgage rates and cap rate expansion when Fed hawkish. Higher Brent keeps inflation elevated, forcing Fed hand per Kyle Rodda Capital.com quote. Underperforms commodity longs in 1-day window. Risk: defensive bid if SPY selloff hard, or Fed pause rumor.
Return: 1.05%; alpha: -1.16%.
Claude Opus 5
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The window is a pure pre-event window: it opens Tuesday morning and closes at 10:05 ET Wednesday, while the FOMC decision, Summary of Economic Projections and Chair Warsh's press conference land Wednesday at 14:00 and 14:30 ET, outside it. So the dominant flow between now and the close of this window is positioning into a hawkish meeting, not the resolution of one. The macro policy backdrop has repriced hard. The CNBC Fed Survey now shows 86% of respondents expecting a hike, up from 46% last month, with 55% expecting more than one over the next year and a third expecting three or more, after Warsh's hawkish Jackson Hole speech, surging oil and inflation that failed to cool; Kiplinger notes the June dot plot implied one quarter-point hike to 3.8% by year-end while futures now price two (cnbc.com/2026/09/14/stock-market-today-live-updates.html, kiplinger.com). Warsh is known for declining to guide on the rate path, which makes Wednesday's tail unusually fat and pre-positioning correspondingly defensive. The rates picture is the cleanest signal available: the 10-year Treasury yield reached 5.041% this morning, its highest since July 2007, surpassing the 2023 peak, in a global bond selloff driven by energy prices, heavy issuance and fiscal concern (cnbc.com/2026/09/15/10-year-treasury-yield-rises-to-highest-since-2007.html, Bloomberg). On inflation and geopolitics, crude is firmly above $100 with Brent near $103 and WTI futures up 0.79%, elevated since Saudi Arabia shuttered its East-West pipeline and Houthi forces launched fresh attacks, and US diesel topped $6 a gallon for the first time on record last Friday (finance.yahoo.com Tuesday live blog). Growth is not collapsing, which is why this is a tightening story rather than a recession story. Today's sector leadership has flipped from Monday: the PHLX Semiconductor Index fell 5.9% Monday on the AI-pacing warnings, with Nvidia down 3.4% and Micron down over 5%, but Nvidia and Micron are up 1% and AMD and Intel more than 2% this morning, while the Dow drops 0.5% and the Russell 2000 0.40% (eurasiabusinessnews.com, cnbc.com). The book is therefore built around duration as the short axis and real assets plus defensives as the long axis, with one tactical rebound leg. The main shared risk is a reversal in yields: buyers appeared below 5% on Monday as higher returns attracted demand, and a flight-to-quality bid would work against all three short legs simultaneously.
- TLT short — confidence 65%. Thesis: the highest-conviction leg because it is the asset the macro story is directly about, with no equity beta diluting the signal. The 10-year yield rose three basis points to 5.02% and touched 5.041% today, the highest since July 2007, and TLT's exposure sits further out the curve where the duration is longest and the damage per basis point is largest. Policy, inflation and supply all push the same way: two quarter-point hikes are now priced by year-end against a June dot plot implying one, oil firmly above $100 is feeding directly into inflation expectations, and Bloomberg attributes the selloff to energy prices, mounting debt and heavy issuance together. TheStreet's coverage describes the fiscal dynamic as pushing toward a doom-loop framing. Relative thesis: against XLE and XLV longs, this isolates the tightening impulse without taking a view on equity direction. Risks: at a 19-year yield high the asymmetry starts working against a short. Monday showed exactly that, with the 10-year easing back below 5% to close at 4.96% as higher returns attracted buyers. A risk-off equity session into the FOMC would produce a flight-to-quality bid, and any Middle East de-escalation headline would pull the inflation premium out of the long end quickly. Source: www.cnbc.com/2026/09/15/10-year-treasury-yield-rises-to-highest-since-2007.html, eurasiabusinessnews.com/2026/09/14/stock-market-today-10-year-treasury-yield-touches-5-as-oil-surge-raises-inflation-fears/
Return: 0.48%; alpha: -0.60%. - XLE long — confidence 62%. Thesis: the only sector in the universe whose earnings are being revised upward by the same force pushing yields to 19-year highs. Crude is firmly above $100 with WTI futures up 0.79% and prices elevated since the Saudi East-West pipeline shutdown and renewed Houthi attacks; the EIA's September Short-Term Energy Outlook assumes Middle East export constraints persist into 2027 and expects global inventories to keep falling. Energy has been the best-performing S&P sector of 2026, up 43% year to date as of the start of September, with constituents printing multi-decade highs, Marathon Petroleum reaching $381.15 on 1 September, unseen since June 2011 (cnbc.com). On rates, energy is valued off near-term cash flow rather than terminal value, so a 5.04% 10-year does comparatively little multiple damage. Relative thesis: it is the natural long against a duration short, since the commodity driving the bond selloff is the commodity these companies sell. Risks: energy equities fell with the broad tape on Monday despite crude at four-month highs, which suggests some demand-destruction pricing; Reuters framed oil above $100 as something that could deepen the energy shock for the whole market. About 40% of the fund sits in Exxon and Chevron, which lag spot crude. A Hormuz de-escalation headline unwinds the premium fast, as on 11 March when Brent fell more than 9% in a session. Source: www.eia.gov/outlooks/steo/report/global_oil.php, finance.yahoo.com/markets/live/stock-market-today-tuesday-september-15-dow-sp-500-nasdaq-081307838.html
Return: -1.05%; alpha: -1.16%. - XLRE short — confidence 59%. Thesis: the equity expression of the same duration short, and structurally the most rate-poisoned sector in the universe. Real estate combines long-dated cash flows with high balance-sheet leverage and floating refinancing exposure, so a 10-year at 5.041% hits valuation and interest expense simultaneously rather than through the discount rate alone. CNBC notes the 10-year is the benchmark for consumer loans and corporate funding, which means this move transmits into mortgage rates and cap rates directly. The housing signal is corroborating: the NAHB housing market index has been sitting at multi-year lows, and VICI Properties was among the S&P names printing 52-week lows on 1 September (cnbc.com). Growth is solid enough that the Fed has no reason to relent, so the rate pressure has no near-term release valve. Relative thesis: it gives the short book equity beta alongside TLT's pure duration, without duplicating TLT's Treasury-specific supply and flight-to-quality dynamics. Risks: it is still largely the same bet as rank 1, so a yield reversal damages both legs together. REITs are heavily shorted already and prone to violent squeezes, and their dividend yields become competitive at some level, which can attract income buyers on any sign the hiking path is near its end. Source: www.cnbc.com/2026/09/15/10-year-treasury-yield-rises-to-highest-since-2007.html, www.cnbc.com/2026/08/31/stock-market-today-live-updates.html
Return: 1.05%; alpha: -1.16%. - XLV long — confidence 56%. Thesis: the pre-FOMC defensive anchor and the long leg least dependent on the Middle East premium holding. Health care carries a beta near 0.8, no AI capex exposure, minimal crude input sensitivity, and cash flows that are near-term and contractual rather than bond-proxy in character, which is what separates it from utilities, staples and real estate when the 10-year is at 5.04%. The sector has been quietly outperforming, with Pfizer at $29.09 on 1 September, its highest since October 2024, and Solventum also among S&P 52-week highs (cnbc.com). Schwab's sector research frames the group as driven by operational efficiency and biotechnology advances rather than by the rate or commodity cycle. Relative thesis: if crude fades intraday and XLE gives back gains, or if the semiconductor bounce in rank 6 reverses, this is the long that should still hold its ground. Risks: it is a low-magnitude leg by construction, so even a correct call contributes modestly to the spread, which is why it is ranked fourth. If the AI rebound broadens into a full risk-on session, defensives lag badly and this underperforms outright. Drug-pricing and policy headlines are idiosyncratic and unforecastable over one session. Source: www.schwab.com/learn/story/stock-sector-outlook, www.cnbc.com/2026/08/31/stock-market-today-live-updates.html
Return: 0.77%; alpha: 0.66%. - XLY short — confidence 54%. Thesis: the sector caught in the pincer between the energy shock and the rate shock, and the one the market has already been voting against all year. Consumer discretionary is the worst-performing S&P sector of 2026, down 2.3% year to date while energy is up 43%, and the 52-week-low list has been populated by exactly its constituents, with Nike at $38.07 on 1 September, its lowest in over twenty years, alongside Wynn Resorts, Las Vegas Sands and Carnival (cnbc.com). The mechanism is straightforward: crude firmly above $100 and record $6 diesel act as a direct tax on discretionary spending, while a 5.04% 10-year raises the financing cost of the sector's big-ticket housing and auto components. A Fed hiking into a supply shock compounds both. Relative thesis: against XLE long, this is the cleanest expression of the transfer from consumer wallet to energy producer margin. Risks: the sector is heavily weighted to a small number of mega-caps whose idiosyncratic moves can overwhelm the macro thesis on any given session. The labour market remains solid, which is still funding consumption. Any crude reversal removes half the thesis immediately, and a beaten-down sector with negative year-to-date returns is prone to sharp mean-reversion rallies. Source: www.cnbc.com/2026/08/31/stock-market-today-live-updates.html, finance.yahoo.com/markets/live/stock-market-today-tuesday-september-15-dow-sp-500-nasdaq-081307838.html
Return: -0.71%; alpha: 0.59%. - XLK long — confidence 51%. Thesis: a tactical rebound leg, and deliberately the lowest-confidence position in the book. The PHLX Semiconductor Index fell 5.9% on Monday after the AI-pacing warnings from Dario Amodei, Sam Altman and Elon Musk, with Nvidia down 3.4%, Micron down more than 5%, and Broadcom and AMD each down over 4%, an outsized move that left the group oversold against a sector still up 57% on the year. That is reversing this morning: Nvidia and Micron are up 1% and AMD and Intel more than 2%, and CNBC attributes the S&P 500 and Nasdaq holding near flat to AI-linked gains offsetting weakness elsewhere while the Dow loses 0.5%. President Trump publicly dismissed the slowdown warnings on competitiveness grounds, removing the regulatory teeth. Relative thesis: it hedges the short book against a broad risk-on session and does not share the geopolitical dependence of XLE. Risks: substantial, and I want to be explicit that this is chasing a bounce already partly in the price. XLK is the longest-duration equity sector, so a 5.04% 10-year is direct multiple compression, and Morgan Stanley has flagged weakening DRAM demand with building inventory and NAND oversupply. Pre-FOMC afternoons punish high-beta growth first. Source: eurasiabusinessnews.com/2026/09/14/stock-market-today-10-year-treasury-yield-touches-5-as-oil-surge-raises-inflation-fears/, www.cnbc.com/2026/09/14/stock-market-today-live-updates.html
Return: 0.35%; alpha: 0.23%.
GPT-6
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My base case favors energy and resilient demand over long-duration bonds, property and discretionary consumption. September's Empire State survey showed slower expansion, with the headline at 7.6, alongside accelerating price increases and worsening supply availability. This supports a stagflation-risk interpretation rather than an outright contraction forecast. Source: [New York Fed](https://www.newyorkfed.org/survey/empire/empiresurvey_overview). Geopolitical oil disruption reinforces inflation pressure. Source: [Reuters](https://za.investing.com/news/economy-news/asian-shares-waver-as-oil-and-yields-rise-ahead-of-fed-boj-meetings-4464340). I use the explicit timestamp window where it conflicts with the close-to-close wording. September 16 retail sales and import prices arrive inside that window; the Fed decision arrives afterward. Sources: [Census calendar](https://www.census.gov/economic-indicators/calendar-listview.html), [BLS schedule](https://www.bls.gov/schedule/news_release/ximpim.htm), [Fed calendar](https://www.federalreserve.gov/newsevents/2026-september.htm). Each leg is equally weighted across three ETFs, totaling 100% long and 100% short. Confidence is a subjective probability of each selection contributing favorably to the relative spread. Quotes are asynchronous and do not establish exact baseline returns.
- XLE long — confidence 64%. Long energy as the most direct potential beneficiary of disrupted petroleum supply. Higher energy prices can support producer cash flows while squeezing consumers and increasing inflation pressure on the short basket. XLE's reported 1.44% gain at 14:01 UTC supports recent demand, but predates the forecast baseline. Risks include restored supply, geopolitical de-escalation, demand destruction and an equity reversal despite firm oil prices. Source: [XLE quote and portfolio](https://stockanalysis.com/etf/xle/).
Return: -1.05%; alpha: -1.16%. - TLT short — confidence 62%. Short long-maturity Treasuries because persistent inflation and further monetary-tightening expectations can keep long-term yields elevated. TLT's exposure to Treasury maturities above 20 years makes its price particularly sensitive to yield changes. The thesis concerns repricing before the Fed announcement, not a decision occurring inside the window. Weak retail sales, softer import prices or a flight to Treasury safety could lower yields and reverse this leg. Source: [TLT fund exposure](https://stockanalysis.com/etf/tlt/).
Return: 0.48%; alpha: -0.60%. - XLRE short — confidence 60%. Short real estate because higher financing costs and higher required property yields pressure valuations, while slowing growth threatens tenant demand. Relative to the long basket, this combines interest-rate sensitivity with limited direct benefit from expensive oil. The retrieved 13:40 UTC quote showed a 0.70% decline, consistent with that pressure but preceding the baseline. Risks include falling bond yields, resilient rental growth and a rebound in property equities after earlier weakness. Source: [XLRE quote and portfolio](https://stockanalysis.com/etf/xlre/).
Return: 1.05%; alpha: -1.16%. - XLP long — confidence 59%. Long staples for relatively persistent demand as fuel expenses and borrowing costs constrain household budgets. My relative thesis is that essential consumption will attract stronger support than discretionary consumption and leveraged property exposure. This is a defensive allocation inference, not a claim that staples are immune to inflation. Freight and input-cost pressure, expensive valuations and strong retail-sales data could undermine the advantage. Source: [XLP sector exposure](https://stockanalysis.com/etf/xlp/).
Return: 0.03%; alpha: -0.08%. - XLV long — confidence 57%. Long healthcare for comparatively stable medical demand and less direct sensitivity to discretionary spending and property financing. It diversifies the long leg's energy exposure while retaining a defensive growth profile. However, its retrieved opening snapshot was negative, so current momentum provides limited confirmation. Risks include reimbursement changes, drug-pricing headlines, concentrated holdings and a broad cyclical rebound that leaves healthcare behind. Source: [XLV quote and portfolio](https://stockanalysis.com/etf/xlv/).
Return: 0.77%; alpha: 0.66%. - XLY short — confidence 55%. Short discretionary consumption because elevated fuel bills and credit costs can weaken spending flexibility, favoring staples and healthcare in relative terms. September 16 retail sales provide a direct catalyst inside the window; no release outcome is assumed. Strong sales could outweigh financing concerns, while company-specific strength in large holdings could defeat the macro thesis. This event sensitivity limits confidence. Sources: [XLY sector exposure](https://stockanalysis.com/etf/xly/), [Census retail-sales schedule](https://www.census.gov/retail/release_schedule.html).
Return: -0.71%; alpha: 0.59%.
How models have done in Macro Rotation
ForecastNest's own settled Macro Rotation runs at this horizon, up to and including this one. Members' own research is not counted. Runs created after their scoring window began, or with an unverified start time, are excluded. The chart is the average long-short spread per run. A bar drawn pale is inside its own sample noise -- the runs behind it scatter too widely for that average to separate from zero -- so read the ordering as provisional until the record is deep enough to carry it. The table below adds how many of the six sides were called correctly, which is a steadier measure on a short record because it counts several picks a run rather than one result.
Chart note — “within noise”: The pale bar means the observed average is not clearly separated from zero by this chart's rule, or there is not enough information to assess it. A solid bar requires an average at least two standard errors from zero (standard error = sample standard deviation ÷ √runs). Fewer than two runs, missing variability, or zero measured variability remain pale. This is a rough uncertainty indicator, not proof of no effect or a guarantee of future performance.
| Model | Runs | Avg sides called correctly | Avg long-short spread |
|---|---|---|---|
| Grok 4.5 | 2 | 50.00% | -0.21% |
| Muse Spark 1.1 | 3 | 44.44% | -0.25% |
| Gemini 1.5 Pro | 3 | 38.89% | -0.36% |
| GPT-6 | 2 | 41.67% | -0.41% |
| Claude Opus 5 | 3 | 33.33% | -0.60% |
| DeepSeek | 2 | 33.33% | -0.67% |
| GPT-5.6 Sol | 1 | 66.67% | -1.06% |
View settlement prices
| Symbol | Start | End | Source | Notes |
|---|---|---|---|---|
| SPY | 758.81050000 | 759.68000000 | https://finance.yahoo.com/quote/SPY/history/ | |
| TLT | 80.59500000 | 80.98500000 | https://finance.yahoo.com/quote/TLT/history/ | |
| XLB | 50.39000000 | 50.86000000 | https://finance.yahoo.com/quote/XLB/history/ | |
| XLE | 65.39000000 | 64.70500000 | https://finance.yahoo.com/quote/XLE/history/ | |
| XLF | 56.85000000 | 56.66500000 | https://finance.yahoo.com/quote/XLF/history/ | |
| XLK | 184.74000000 | 185.38500000 | https://finance.yahoo.com/quote/XLK/history/ | |
| XLP | 83.56500000 | 83.59000000 | https://finance.yahoo.com/quote/XLP/history/ | |
| XLRE | 42.89500000 | 43.34500000 | https://finance.yahoo.com/quote/XLRE/history/ | |
| XLV | 166.83000000 | 168.12000000 | https://finance.yahoo.com/quote/XLV/history/ | |
| XLY | 111.74000000 | 110.95000000 | https://finance.yahoo.com/quote/XLY/history/ |
Standard prompt macro-rotation-v5, SHA-256 da39d85e6134fafc00566669ded79959db52758727d23efe040288596d76909f. The prompt is available to ForecastNest members; the fingerprint shows it was not changed after the fact.
Calculation: macro-rotation-v1.