Asked Oct 12, 10:58 AM EDT (morning session). GPT-6, Muse Spark 1.1, Gemini 3 Pro, Perplexity, Grok 4.5 and DeepSeek answered the same standard prompt independently. Window: from Oct 12, 10:58 AM EDT to Oct 13, 10:58 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 |
|---|---|---|---|---|---|
| GPT-6 | 4/6 | 66.67% | 0.43% | -0.15% | 0.43% |
| Muse Spark 1.1 | 5/6 | 83.33% | 0.47% | -0.15% | 0.47% |
| Gemini 3 Pro | 2/6 | 33.33% | -1.29% | -0.15% | -1.29% |
| Perplexity | 6/6 | 100.00% | 0.94% | -0.15% | 0.94% |
| Grok 4.5 | 4/6 | 66.67% | 0.28% | -0.15% | 0.28% |
| DeepSeek | 5/6 | 83.33% | 0.69% | -0.15% | 0.69% |
GPT-6
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Moderately defensive, with a preference for energy, financials and healthcare over technology, long-duration Treasuries and real estate. The dominant macro development on October 12 is renewed Middle East geopolitical risk following attacks on Riyadh's international airport, supporting Brent crude above $106 per barrel. Persistent energy inflation threatens household purchasing power, corporate margins and the outlook for economic growth. The Federal Reserve faces competing pressures from elevated inflation and softer employment data. Market pricing implies approximately a 19% probability of an October rate increase, while elevated long-term Treasury yields remain a headwind for duration-sensitive assets. The September CPI release scheduled for October 14 is outside this forecast window, but positioning ahead of that report can influence markets. Major US banks begin reporting third-quarter earnings on October 13, providing a near-term catalyst for financial stocks. Technology faces additional pressure from high valuations, crowded AI positioning and rising financing costs. The October 12 Columbus Day closure of the US cash Treasury market may temporarily distort fixed-income ETF price discovery, with normal bond trading resuming October 13. The base case is continued relative strength in energy and selected defensive and financial sectors, alongside weaker performance in technology, real estate and long-duration government bonds. Principal reversal risks include rapid geopolitical de-escalation, falling oil prices, declining Treasury yields and unexpectedly strong technology buying. SPY serves only as market context and is not a selection. The experiment's primary score is the arithmetic mean return of the three long ETFs minus the arithmetic mean return of the three short ETFs, without dividing the spread by two. The six reference prices are independently retrieved October 12 intraday observations, not forecast prices or reconstructed prices at the authoritative prediction timestamp. Macro evidence: https://www.reuters.com/business/us-stock-futures-muted-oil-stays-above-100-ahead-earnings-2026-10-12/ and https://apnews.com/article/stock-markets-oil-trump-inflation-a9a26b9706963afe9bdeda1b2eb1f51d
- XLE long — confidence 70%. Highest-conviction relative long. Brent crude traded above $106 per barrel on October 12 as Middle East supply disruptions and attacks involving Saudi Arabia revived the geopolitical risk premium. Higher realized commodity prices generally support upstream producer earnings and cash flow, particularly for large integrated energy companies. XLE was trading at $65.91 at 10:32 AM EDT, approximately 1.28% above its previous regular-session close of $65.08, demonstrating intraday leadership. The reference is a real-time intraday quote, not the previous close. Persistent oil supply concerns, supportive energy-sector momentum and potential inflation-driven capital rotation favor relative outperformance over the next trading session. Federal Reserve policy uncertainty also strengthens the appeal of companies with direct commodity exposure rather than long-duration growth valuations. Risks include an unexpectedly credible Russia-Ukraine energy agreement, rapid Middle East de-escalation, intervention to increase oil supplies, profit-taking after the sector's substantial 2026 advance and weakening global demand. Evidence: https://www.reuters.com/business/us-stock-futures-muted-oil-stays-above-100-ahead-earnings-2026-10-12/
Return: 1.56%; alpha: 1.71%. - XLF long — confidence 63%. Financials offer a near-term earnings catalyst and potential resilience against selected duration-sensitive sectors. Major US banks, including JPMorgan Chase, Goldman Sachs and Citigroup, are scheduled to begin reporting third-quarter results on October 13. Relatively firm economic activity and expectations for earnings growth could support financial stocks. Higher nominal interest rates can benefit certain banking revenue streams, although the effect depends on deposit costs, the yield curve and credit performance. XLF traded at $55.08 at 10:31 AM EDT, up approximately 0.64% from its previous regular-session close of $54.73. This is a real-time intraday reference. The expected relative advantage is strongest against highly valued technology stocks and rate-sensitive real estate. Risks include disappointing bank guidance, rising credit provisions, weaker lending growth, deteriorating consumer balance sheets, adverse yield-curve changes and increased funding costs. Elevated Treasury yields are not unambiguously positive for banks, and a severe oil-driven growth slowdown would undermine this thesis. Evidence: https://www.reuters.com/business/us-stock-futures-muted-oil-stays-above-100-ahead-earnings-2026-10-12/
Return: 0.05%; alpha: 0.20%. - XLV long — confidence 61%. Healthcare provides relatively defensive earnings exposure during an environment combining energy inflation, restrictive monetary policy and uncertainty about economic growth. Demand for many healthcare services and essential pharmaceuticals is less cyclical than discretionary spending or capital-intensive technology investment. XLV gained approximately 1.58% on October 9, indicating recent relative demand, and was trading at $171.50 at 10:41 AM EDT on October 12, approximately 0.40% above its prior regular-session close of $170.81. This is a real-time intraday reference. The thesis favors continued rotation toward established cash-generating sectors as investors assess oil supply disruptions and upcoming inflation data. The position also diversifies the long leg away from the direct commodity and bank earnings catalysts. Risks include drug-pricing policy uncertainty, regulatory intervention, company-specific clinical setbacks, rising healthcare labor costs and renewed investor preference for cyclical growth assets. Healthcare can also underperform if risk appetite improves sharply and investors return to technology. Evidence: https://www.reuters.com/business/us-stock-futures-muted-oil-stays-above-100-ahead-earnings-2026-10-12/
Return: -0.76%; alpha: -0.61%. - XLK short — confidence 69%. Highest-conviction relative short. Technology valuations and expectations for AI-related earnings growth leave the sector sensitive to changes in discount rates, capital expenditure expectations and investor risk appetite. Elevated oil prices increase inflation concerns and reduce the likelihood of near-term monetary easing. Recent Treasury yield increases create valuation pressure for longer-duration equity cash flows. XLK traded at $196.20 at 10:44 AM EDT on October 12, down approximately 1.30% from its previous regular-session close of $198.78. This is a real-time intraday reference and provides evidence of relative weakness at the observation time. The sector also has substantial concentration in major semiconductor and software-related companies, making its performance sensitive to changes in AI investment sentiment. Continued rotation into energy and defensive sectors could pressure XLK over the next session. Risks include stronger-than-expected corporate AI spending announcements, positive semiconductor developments, falling bond yields, unexpectedly favorable earnings guidance and a sharp technology rebound after the initial decline. Evidence: https://apnews.com/article/stock-markets-oil-trump-inflation-a9a26b9706963afe9bdeda1b2eb1f51d
Return: -0.67%; alpha: 0.82%. - TLT short — confidence 64%. Long-duration Treasury bonds remain vulnerable to persistent inflation expectations and elevated nominal yields. Middle East oil disruptions strengthen near-term headline inflation risks, while upcoming consumer price data may encourage caution toward additional Federal Reserve tightening. Longer-term Treasury yields had recently reached multidecade highs, reflecting concerns about inflation and borrowing costs. TLT traded at $77.90 at 10:33 AM EDT on October 12, approximately 0.10% below the previous regular-session close of $77.98. This is a real-time intraday ETF quote. Although the underlying US cash Treasury market is closed for Columbus Day on October 12, TLT itself trades on Nasdaq. The October 13 reopening of the Treasury market introduces potential repricing risk. The relative short thesis assumes inflation concerns and term-premium pressure outweigh demand for duration as a safe haven. Risks include geopolitical flight-to-quality buying, a sharp decline in oil prices, unexpectedly weak growth expectations, lower Treasury yields and evidence that the Federal Reserve will adopt a less restrictive policy. The holiday-related market closure reduces confidence in today's bond-market price discovery. Evidence: https://www.reuters.com/business/us-stock-futures-muted-oil-stays-above-100-ahead-earnings-2026-10-12/
Return: 0.59%; alpha: -0.44%. - XLRE short — confidence 59%. Real estate equities face competing pressures from elevated financing costs, property valuation sensitivity and potential economic slowing. The recent increase in long-term Treasury yields raises required capitalization rates and can constrain refinancing, acquisition activity and leveraged property investment. Persistent energy inflation may also pressure property operating expenses and consumer spending. XLRE gained approximately 1.86% on October 9 and was trading at $41.82 at 10:40 AM EDT on October 12, approximately 0.50% above its previous regular-session close of $41.61. This is a real-time intraday reference. Despite that observed strength, the forecast anticipates relative underperformance if elevated yields and inflation concerns persist into October 13. The short is therefore a relative macro reversal thesis rather than a continuation of today's observed price direction. Risks include lower bond yields, renewed expectations for monetary easing, continued defensive demand for REITs, strong property-level fundamentals and further momentum following the recent advance. The positive intraday performance makes this the lowest-confidence selection. Evidence: https://www.reuters.com/business/us-stock-futures-muted-oil-stays-above-100-ahead-earnings-2026-10-12/
Return: -0.36%; alpha: 0.51%.
Muse Spark 1.1
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Macro into Oct 12-13 is late-cycle sticky inflation with resilient growth but higher for longer rates. Fed on hold, long-end yields elevated pressuring duration and growth equities. Energy tightness and geopolitical risk support commodities and real assets. Financials benefit from steepening credit demand and higher NIM. Defensives and safe haven bid on escalation headlines. Tech and communication services face valuation and rate sensitivity headwinds for a one-day tactical window. SPY context is choppy with sector dispersion favoring value over growth.
- XLE long — confidence 68%. Long energy as top conviction for 1d. Tight supply, geopolitical premium, and momentum with YTD ~47% outperform. Less rate sensitive, benefits from inflation stickiness. Relative thesis vs short tech: energy cash flow vs duration risk. Risk is crude pullback or risk-on rotation.
Return: 1.56%; alpha: 1.71%. - GLD long — confidence 65%. Long gold as macro hedge and policy uncertainty play. Central bank buying and real rate volatility support. Diversifier against equity duration shorts. Short-term safe haven bid if yields wobble. Risk is dollar strength or sharp real yield spike.
Return: 0.10%; alpha: 0.26%. - XLF long — confidence 62%. Long financials for higher for longer rates, resilient credit, and steepening front end. Benefits from growth resilience and deregulation tailwinds. Relative value vs XLRE and XLK where duration hurts. Risk is credit event or curve inversion.
Return: 0.05%; alpha: 0.20%. - XLK short — confidence 64%. Short technology as duration-heavy growth with stretched positioning. Vulnerable to higher long yields and profit taking after strong run. Relative underperformance vs energy/financials in inflationary late-cycle. Risk is AI catalyst or dovish Fed surprise.
Return: -0.67%; alpha: 0.82%. - XLC short — confidence 61%. Short communication services correlated to XLK megacap growth, ad sensitivity to growth slowdown, and regulatory overhang. High beta to rates and SPY weakness. Pair with long defensives for spread. Risk is earnings beat from large media names.
Return: 1.31%; alpha: -1.16%. - XLRE short — confidence 60%. Short real estate most sensitive to long-end yield elevation via TLT weakness. High leverage and refinancing risk, weak relative momentum. Benefits from long financials vs RE divergence and higher for longer policy. Risk is sudden dovish pivot or yield collapse.
Return: -0.36%; alpha: 0.51%.
Gemini 3 Pro
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Macro focus is centered on steady interest rate expectations and persistent growth trends across key economic sectors. Cyclical sectors benefit from steady enterprise demand, while high-valuation or yield-sensitive segments face headwinds from stable interest rates and persistent supply pressures.
- XLK long — confidence 75%. Strong demand in enterprise technology and software infrastructure continues to provide fundamental tailwinds relative to other market sectors over a 1-day horizon. Risks include potential headline volatility in broad tech valuations.
Return: -0.67%; alpha: -0.52%. - XLF long — confidence 70%. Financials benefit from stable credit conditions, consistent net interest margins, and ongoing capital market activity. Risks include unexpected short-term shifts in yield curve dynamics.
Return: 0.05%; alpha: 0.20%. - XLI long — confidence 65%. Industrial activity remains supported by steady domestic spending and defense demand, offering relative outperformance versus defensive sectors. Risks stem from broader macroeconomic growth slowdowns.
Return: -1.45%; alpha: -1.30%. - XLRE short — confidence 65%. Real estate faces ongoing headwind pressure from elevated borrowing costs and higher refinancing yields, creating a short opportunity relative to growth sectors. Risks include sudden downward yield spikes boosting interest-rate sensitive assets.
Return: -0.36%; alpha: 0.51%. - TLT short — confidence 70%. Long-duration Treasuries experience downward price pressure as long-term yields remain sticky due to stable economic growth and debt supply issuance. Risks include flight-to-safety flows driving treasury prices higher.
Return: 0.59%; alpha: -0.44%. - XLE short — confidence 75%. Energy faces relative underperformance due to recent softness in crude oil futures and balanced global supply conditions. Risks include unexpected geopolitical supply disruptions boosting oil prices.
Return: 1.56%; alpha: -1.41%.
Perplexity
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For the next trading session, I favor a modest pro-cyclical tilt with inflation and rate-volatility hedges: long energy, gold, and financials while short consumer discretionary, utilities, and health care. The setup combines resilient real-asset demand, bank-earnings momentum, and a likely rotation away from defensive and duration-sensitive sectors if yields firm. The main risk is a risk-off session, which could reverse the equity longs and reward the short defensive legs.
- XLE long — confidence 62%. Energy is the highest-conviction long. Tight oil-market geopolitics and persistent inflation pressure support real-asset pricing, while XLE offers a value-and-cash-flow tilt that can outperform if nominal yields stay elevated. The latest looked-up price is a live/delayed intraday quote of 65.12 USD on 2026-10-12. Risks are an oil-price reversal, demand disappointment, or a broad risk-off move.
Return: 1.56%; alpha: 1.71%. - GLD long — confidence 58%. Gold is a long as a hedge against policy uncertainty, sticky inflation, and geopolitical tail risk. Its momentum has been strong, and it can hold up if equities wobble or real yields fail to rise materially. The latest looked-up price is 384.51 USD on 2026-10-12. The principal risk is a sharp rise in real yields or a strong dollar, which could trigger a fast pullback.
Return: 0.10%; alpha: 0.26%. - XLF long — confidence 56%. Financials are long on a short-term cyclical and earnings-catalyst thesis: third-quarter bank results are imminent, and the sector was indicated higher premarket as investors positioned for those reports. Higher-for-longer rates can support net interest margins, while a steepening curve would be constructive. The latest looked-up price is a live intraday quote of 54.76 USD on 2026-10-12. Risks include weak loan-growth or credit commentary and a yield selloff that pressures rate-sensitive financial businesses.
Return: 0.05%; alpha: 0.20%. - XLY short — confidence 55%. Consumer discretionary is the primary short. It is the most growth- and consumer-sentiment-sensitive equity sector, and elevated financing costs plus cautious household spending make it vulnerable if rates remain firm or earnings expectations are trimmed. The latest looked-up price is a live/delayed intraday quote of 112.75 USD on 2026-10-12. The key risk is a risk-on rally driven by strong earnings or dovish rate expectations.
Return: -0.20%; alpha: 0.36%. - XLU short — confidence 53%. Utilities are short as a duration proxy: the sector tends to underperform when long-term yields rise or when investors rotate toward cyclicals and real assets. Its defensive characteristics offer less upside in a constructive growth session. The latest looked-up price is a live/delayed intraday quote of 41.36 USD on 2026-10-12. A sharp equity selloff or fall in Treasury yields could make this short leg lose money.
Return: -0.14%; alpha: 0.30%. - XLV short — confidence 50%. Health care is short as the lower-conviction defensive leg. After a strong prior-session gain, the sector may see profit-taking if capital rotates toward energy, financials, and other cyclical exposures. It also has less direct benefit from the inflation-and-rates macro backdrop than the long legs. The latest looked-up price is a live/delayed intraday quote of 170.80 USD on 2026-10-12. The main risk is renewed defensive demand or sector-specific policy and earnings news that reignites health-care leadership.
Return: -0.76%; alpha: 0.91%.
Grok 4.5
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US equities face a cautious 1-day window into Tuesday bank earnings and Wednesday CPI amid elevated oil prices from Middle East tanker and airport attacks, multi-decade-high Treasury yields near 5.3 percent, and limited bond-market liquidity on Columbus Day. Growth remains resilient near 2.3-2.5 percent with AI-driven investment offsetting higher borrowing costs, but inflation still above target keeps the Fed on a hiking bias into December. Relative preference is for energy and financials that benefit from oil and net-interest-margin expansion, versus rate-sensitive real estate, utilities and long-duration Treasuries that suffer from higher yields and no immediate Fed pivot.
- XLE long — confidence 72%. Oil jumped on renewed Houthi strikes on Riyadh airport and tanker attacks near Hormuz, keeping Brent near 105 and WTI above 93; energy remains the strongest YTD sector and should outperform on continued geopolitical risk premium into the next session. Risk is any sudden de-escalation or Russian diesel flow news that caps crude.
Return: 1.56%; alpha: 1.71%. - XLF long — confidence 68%. Major banks report Q3 results starting Tuesday; higher-for-longer rates support net interest margins while trading and investment-banking revenue benefit from volatility. Financials already showed relative strength into the open. Risk is weaker-than-expected guidance or credit deterioration that hits the sector hard.
Return: 0.05%; alpha: 0.20%. - XLK long — confidence 58%. Despite a soft open driven by rising yields, AI infrastructure and mega-cap earnings optimism remain the dominant medium-term growth driver; a 1-day bounce is favored if bank results calm rate fears. Risk is further yield spike or oil-driven inflation scare that extends the tech underperformance.
Return: -0.67%; alpha: -0.52%. - TLT short — confidence 70%. Long-duration Treasuries remain pressured by 10-year yields near 24-year highs and markets still pricing a December hike; Columbus Day bond-market closure reduces liquidity and amplifies any yield rebound on oil or inflation headlines. Risk is a sudden risk-off bid that compresses yields overnight.
Return: 0.59%; alpha: -0.44%. - XLRE short — confidence 65%. Real-estate REITs are highly sensitive to the elevated rate path; higher funding costs and weaker commercial demand leave the sector vulnerable to any further yield rise or hawkish CPI preview. Risk is a relief rally if bank earnings are soft and yields fall.
Return: -0.36%; alpha: 0.51%. - XLU short — confidence 62%. Utilities face the classic rate headwind plus competition from AI power demand that has already driven valuation compression; the sector is likely to lag risk-on or yield-up sessions. Risk is defensive rotation if equity markets sell off hard on geopolitics.
Return: -0.14%; alpha: 0.30%.
DeepSeek
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The macro backdrop is defined by a Fed that held rates at 3.75-4.00% in September but signaled a likely hike before year-end, persistent inflation above 3%, and a 10-year Treasury yield near 5.24% after touching 24-year highs. September nonfarm payrolls collapsed to just 29,000 versus expectations of 90,000, pushing the unemployment rate to 4.2% and sharply reducing October hike odds to roughly 20%. Geopolitical risk is elevated: Brent crude has surged above $104 on Iranian attacks on vessels and Houthi strikes on Saudi airports, while gold holds near $4,200. Equity markets are near record highs on AI-driven earnings optimism, but the cushion is thinning as bonds compete for capital. This environment favors a barbell of energy, defensive healthcare, and financials on the long side, against rate-sensitive technology and consumer discretionary on the short side.
- XLE long — confidence 82%. Energy is the most direct beneficiary of the geopolitical escalation in the Middle East. Brent crude has surged above $104 following Iranian attacks on vessels and Houthi strikes on Saudi airports, with no ceasefire in sight. XLE is trading near $63.75, close to its 52-week high of $65.93. Supply-side fears are outweighing demand concerns, and the sector offers a natural hedge against the inflation and higher-for-longer rate narrative that threatens broad equity multiples. The main risk is a rapid de-escalation or a surprise energy ceasefire that would reverse crude's gains.
Return: 1.56%; alpha: 1.71%. - XLV long — confidence 74%. Healthcare is a defensive sector with low rate sensitivity and stable earnings, making it attractive in an environment of slowing payroll growth (September nonfarm payrolls at just 29,000) and elevated inflation. XLV is trading around $166.59, below its 52-week high of $176.60, offering a relatively favorable entry point. The sector benefits from inelastic demand for medical services, which provides earnings resilience if growth deteriorates. Key risk is a broad risk-on rally that favors cyclicals over defensives.
Return: -0.76%; alpha: -0.61%. - XLF long — confidence 68%. Financials benefit from a steeper yield curve and the prospect of further Fed tightening by December, with the 10-year yield holding near 5.24%. XLF is trading around $54.84 and has been outperforming as higher rates support net interest margins. The sector also stands to gain from continued economic resilience reflected in the services ISM reading of 54.9 and Q3 earnings expected to surge more than 30%. The primary risk is a credit event or a sharp deterioration in loan demand if the labor market weakness deepens.
Return: 0.05%; alpha: 0.20%. - XLK short — confidence 76%. Technology faces a dual headwind: rising Treasury yields that compress growth stock valuations and the first Fed model reading in 25 years favoring bonds over equities. XLK is trading around $196.49, down 1.16% intraday, as the market digests the implications of a 5.24% 10-year yield. While AI earnings momentum remains strong, the sector is vulnerable to profit-taking given its large year-to-date gains and record institutional underweighting in S&P 500 futures. A peak in yields would be the key risk to this short.
Return: -0.67%; alpha: 0.82%. - XLY short — confidence 72%. Consumer discretionary is highly sensitive to financing costs and consumer sentiment, which remains stuck at depressed levels. XLY is trading around $112.54, down 0.28% intraday. The combination of a 5.24% 10-year yield, elevated energy prices squeezing household budgets, and slowing job growth creates a difficult backdrop for discretionary spending. Q3 earnings expectations are high, and any disappointment could trigger a sharp selloff. The main risk is a strong retail sales report or a surge in consumer confidence that lifts the sector.
Return: -0.20%; alpha: 0.36%. - XLRE short — confidence 65%. Real estate is among the most rate-sensitive sectors, and with the 10-year Treasury yield holding near 5.24% and a December Fed hike still roughly 85% priced in, REITs face persistent valuation pressure. XLRE is trading around $43.86, well below its 52-week high of $46.46. Higher cap rates and elevated borrowing costs weigh on property valuations and refinancing activity. The primary risk is a sharp decline in yields, which would provide significant relief to the sector.
Return: -0.36%; alpha: 0.51%.
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 |
|---|---|---|---|
| Claude Sonnet 5.5 | 1 | 83.33% | +0.40% |
| ChatGPT | 1 | 66.67% | +0.37% |
| Perplexity | 4 | 75.00% | +0.28% |
| Grok 4.5 | 6 | 63.89% | +0.14% |
| Gemini 1.5 Pro | 6 | 61.11% | +0.10% |
| Grok 4 | 1 | 66.67% | +0.00% |
| DeepSeek | 7 | 47.62% | -0.10% |
| Muse Spark 1.1 | 8 | 47.92% | -0.20% |
| GPT-6 | 4 | 45.83% | -0.29% |
| Claude Opus 5 | 4 | 41.67% | -0.34% |
| Gemini 3 Pro | 2 | 41.67% | -0.61% |
| Claude Opus 5.5 | 2 | 33.33% | -0.76% |
| GPT-5.6 Sol | 3 | 50.00% | -0.90% |
View settlement prices
| Symbol | Start | End | Source | Notes |
|---|---|---|---|---|
| GLD | 381.68500000 | 382.08000000 | https://finance.yahoo.com/quote/GLD/history/ | |
| SPY | 778.18500000 | 777.00500000 | https://finance.yahoo.com/quote/SPY/history/ | |
| TLT | 77.91990000 | 78.38000000 | https://finance.yahoo.com/quote/TLT/history/ | |
| XLC | 111.39000000 | 112.85000000 | https://finance.yahoo.com/quote/XLC/history/ | |
| XLE | 65.79000000 | 66.81500000 | https://finance.yahoo.com/quote/XLE/history/ | |
| XLF | 55.00000000 | 55.02500000 | https://finance.yahoo.com/quote/XLF/history/ | |
| XLI | 169.96000000 | 167.49000000 | https://finance.yahoo.com/quote/XLI/history/ | |
| XLK | 196.39000000 | 195.08000000 | https://finance.yahoo.com/quote/XLK/history/ | |
| XLRE | 41.80500000 | 41.65500000 | https://finance.yahoo.com/quote/XLRE/history/ | |
| XLU | 41.57990000 | 41.52000000 | https://finance.yahoo.com/quote/XLU/history/ | |
| XLV | 171.40000000 | 170.10000000 | https://finance.yahoo.com/quote/XLV/history/ | |
| XLY | 112.58000000 | 112.35000000 | https://finance.yahoo.com/quote/XLY/history/ |
Standard prompt macro-rotation-v6, SHA-256 507c675ec83bcf97b2ec37277025a3c24fa842a881ee1e9b7524d6c81d871859. The prompt is available to ForecastNest members; the fingerprint shows it was not changed after the fact.
Calculation: macro-rotation-v1.