Asked Oct 14, 11:28 AM EDT (midday). Muse Spark 1.1, Perplexity, Gemini 3 Pro, GPT-6, Grok 4.5 and DeepSeek answered the same standard prompt independently. Window: from Oct 14, 11:28 AM EDT to Oct 15, 11:28 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 |
|---|---|---|---|---|---|
| Muse Spark 1.1 | 3/6 | 50.00% | 1.53% | -0.17% | 1.53% |
| Perplexity | 3/6 | 50.00% | 0.06% | -0.17% | 0.06% |
| Gemini 3 Pro | 3/6 | 50.00% | 1.14% | -0.17% | 1.14% |
| GPT-6 | 3/6 | 50.00% | 1.45% | -0.17% | 1.45% |
| Grok 4.5 | 3/6 | 50.00% | 0.84% | -0.17% | 0.84% |
| DeepSeek | 3/6 | 50.00% | 1.45% | -0.17% | 1.45% |
Muse Spark 1.1
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One-day rotation favors defensives over high-beta growth. On 2026-10-14 session, XLK -1.85% and XLY -1.06% led declines while XLV +1.98%, XLP +1.09% and XLE +0.31% outperformed, signaling risk-off and energy bid amid higher for longer rates and Middle East supply risk. Policy path remains tight with 7-10y and long-end under pressure (IEF 89.33, TLT 78.33), supporting healthcare and staples with inelastic demand, while tech/discretionary faces valuation and rates sensitivity. Primary bet: long defensive low-beta plus energy momentum, short duration-sensitive growth and REITs.
- XLV long — confidence 72%. Long healthcare as top defensive rank. Intraday +1.98% vs SPY context shows momentum and flight to quality. Thesis: growth slowdown concerns, stable earnings, lower beta 0.55, insulation from rates and geopolitics. Inflation sticky in services supports pricing power. Risk: sharp risk-on reversal lifts beta. Price is live intraday quote at time of research.
Return: 3.27%; alpha: 3.44%. - XLP long — confidence 68%. Long consumer staples as second defensive leg. Up +1.09% today, 5-day +5.02%, showing relative strength vs discretionary. Rates staying elevated hurts discretionary spending but staples demand inelastic. Low beta 0.49, benefits from slower growth narrative. Risk: commodity cost squeeze. Price is most recent traded intraday.
Return: 2.58%; alpha: 2.75%. - XLE long — confidence 65%. Long energy for geopolitical premium and inflation hedge. +0.31% today, YTD +50.77%, 5-day +6.24%, strong momentum. Geopolitical supply disruption risk and tight inventories support near-term. Low correlation to tech drawdown, benefits from rising real rates narrative. Risk: sudden ceasefire or demand shock. Price is live intraday.
Return: -0.74%; alpha: -0.58%. - XLK short — confidence 70%. Short technology as highest conviction short. Down -1.85% today, high beta 1.36, vulnerable to higher long yields (TLT 78.33 weak) and profit-taking after YTD +33.8%. Valuation stretched, rate-sensitive duration. Relative thesis vs long XLV/XLP is growth-to-defensive rotation continuing one session. Risk: oversold bounce. Price is intraday.
Return: -2.49%; alpha: 2.66%. - XLY short — confidence 67%. Short consumer discretionary. Down -1.06% today, YTD -6.9%, beta 1.23 highest among sectors. Consumer stress from rates and sticky inflation, discretionary spending cut first. Underperforming XLP confirms staples over discretionary rotation. Risk: strong retail data. Price is intraday quote.
Return: 1.95%; alpha: -1.79%. - XLRE short — confidence 62%. Short real estate as rates-sensitive short. Down -0.88% today, YTD only +2.75% vs broader, high beta 0.98 to rates. IEF and TLT weakness (-0.22% and -0.05%) indicates yield pressure hurts REIT financing and valuations. Relative vs long XLE/XLP provides inflation and rates hedge. Risk: dovish Fed surprise. Price is intraday.
Return: 1.06%; alpha: -0.89%.
Perplexity
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For the next session, I favor a defensive inflation-and-real-asset tilt: energy and gold should benefit from geopolitical supply risk and sticky inflation concerns, while utilities can act as a defensive, rate-sensitive haven if equities remain choppy. I would underweight long-duration growth, financials, and consumer discretionary, where elevated valuations, rate uncertainty, and softer consumer momentum leave less cushion. SPY is context only and is not included in the portfolio.
- XLE long — confidence 68%. Energy is the strongest macro expression of geopolitical supply risk and inflation persistence. XLE was already leading sectors intraday, trading around 66.82 USD at 12:05 PM EDT on 2026-10-14, up 1.22%, with a live/delayed intraday quote from CNBC. The relative thesis is that oil-sensitive cash flows and commodity momentum can persist if supply or geopolitical headlines remain supportive. Main risk is a rapid de-escalation or demand disappointment that reverses the energy bid.
Return: -0.74%; alpha: -0.58%. - GLD long — confidence 60%. Gold provides an inflation and geopolitical hedge if real-rate expectations stay uncertain. GLD traded around 53.53 USD at 12:05 PM EDT on 2026-10-14, down 1.52% intraday, based on a live/delayed CNBC quote. I expect mean reversion toward the safe-asset leg if equity volatility or policy uncertainty rises, though the near-term tape is weak. The key risk is a hawkish rates repricing that lifts real yields and pressures non-yielding gold.
Return: 1.46%; alpha: 1.63%. - XLU long — confidence 55%. Utilities offer defensive exposure with potential benefit if investors rotate away from high-multiple growth and toward yield-sensitive, lower-beta sectors. The most recent regular-session close I could verify was 41.87 USD on 2026-10-13, per Schwab; I could not verify a reliable live intraday XLU quote at answer time. Utilities also showed relative strength in the latest sector snapshot, gaining 0.58% on 2026-10-14. Risk is that long yields rise sharply, making the sector’s bond-proxy characteristics a drag.
Return: 0.28%; alpha: 0.44%. - XLK short — confidence 62%. Technology is the primary short because its high valuation and long-duration growth profile are most exposed to higher-for-longer rate expectations and a defensive rotation. XLK traded around 195.33 USD at 12:05 PM EDT on 2026-10-14, down 0.52%, according to a live/delayed CNBC quote. The relative thesis is that leadership may continue rotating from crowded technology toward energy, gold, and defensives. Risk is a renewed AI or megacap earnings-driven rally that overwhelms the macro headwind.
Return: -2.49%; alpha: 2.66%. - XLF short — confidence 55%. Financials are a tactical short because bank and capital-markets performance is sensitive to the shape and level of rates, credit conditions, and risk appetite. XLF traded around 54.99 USD at 12:05 PM EDT on 2026-10-14, down 0.12%, based on a live/delayed CNBC quote. If inflation concerns keep policy uncertainty elevated without a clear steepening tailwind, financials may lag energy and defensives. The main risk is a steepening yield curve or strong credit impulse that benefits banks.
Return: 1.37%; alpha: -1.21%. - XLY short — confidence 54%. Consumer discretionary is the growth-and-consumer-cyclical short, reflecting a weaker household backdrop and preference for inflation-resistant real assets over high-beta spending exposure. XLY was quoted at 112.36 USD, down 0.08% on 2026-10-14, in the sector snapshot updated at 9:28:37 AM; this is the latest price I could verify. Discretionary has also shown weak year-to-date relative performance in that snapshot. Risk is a broad risk-on rally or stronger consumer data that lifts the sector faster than the defensive longs.
Return: 1.95%; alpha: -1.79%.
Gemini 3 Pro
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Macro conditions feature sticky inflation pressures driven by energy supply shocks, elevated U.S. Treasury yields, and mixed central bank commentary regarding late-cycle rate paths. Defensive and commodity-linked sectors benefit from geopolitical risk premiums and pricing power, whereas high-multiple growth, rate-sensitive segments, and capital-intensive cyclicals face downward mean-reversion pressure.
- XLE long — confidence 85%. Energy sector outperforms due to persistent Middle East geopolitical tensions and Brent crude holding above $105 per barrel following regional supply infrastructure incidents.
Return: -0.74%; alpha: -0.58%. - XLV long — confidence 80%. Healthcare attracts defensive capital flows as investors rotate out of high-beta tech amidst rising macroeconomic uncertainty and rate volatility.
Return: 3.27%; alpha: 3.44%. - XLC long — confidence 75%. Communication services demonstrate relative resilience supported by stable digital advertising revenues and cash-generative mega-cap constituents.
Return: 1.06%; alpha: 1.23%. - XLK short — confidence 82%. Information technology faces valuation compression and profit-taking driven by elevated discount rates and cooling sentiment across semiconductor supply chains.
Return: -2.49%; alpha: 2.66%. - XLI short — confidence 78%. Industrials experience short-term headwinds from higher borrowing costs, softening capital expenditure indicators, and margin pressures.
Return: 0.14%; alpha: 0.02%. - XLB short — confidence 76%. Materials underperform as industrial demand expectations moderate and input cost volatility squeezes cyclical chemical and mining margins.
Return: 2.51%; alpha: -2.35%.
GPT-6
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Cautiously bearish on broad US equities, favoring energy and defensive sectors over long-duration assets, technology and real estate. September headline CPI increased 3.7% year over year, exceeding the 3.6% consensus, while core CPI reached 2.6%. The inflation surprise pushed Treasury yields and the US dollar higher and increased expectations of additional Federal Reserve tightening. Elevated crude oil prices, partly driven by Middle East geopolitical tensions and supply disruption risks, favor energy producers but squeeze consumer purchasing power and corporate margins. Slower employment growth and expensive financing create a challenging combination of inflation and growth risks. Technology faces valuation compression from higher discount rates, while real estate and long-duration Treasury bonds are particularly exposed to rising yields. Healthcare and consumer staples offer relatively defensive earnings exposure. The principal catalysts before the October 15 evaluation are September PPI, retail sales and initial jobless claims, all scheduled for 08:30 ET. Another inflation surprise could reinforce this rotation, while softer inflation or sharply weaker growth could trigger a Treasury rally and reverse the short positions. The forecast is relative rather than a prediction that every long will rise or every short will fall. Each leg contains three equal-weighted ETFs; the primary score is the arithmetic mean return of the long leg minus the arithmetic mean return of the short leg, without dividing by two. SPY serves only as market context. Research sources: https://www.reuters.com/world/china/global-markets-global-markets-2026-10-14/ and https://www.newyorkfed.org/research/calendars/i-oct26.html.
- XLE long — confidence 69%. Highest-conviction long. Energy producers benefit from elevated crude oil prices and geopolitical supply uncertainty, especially around the Strait of Hormuz. Higher headline inflation driven by energy costs can coincide with stronger upstream producer cash flows and relative energy-sector performance. XLE traded near $67.38 at approximately 10:55 ET, up about 0.3% during the session, following a strong advance earlier in October. This is a verified intraday quote, not a previous-session close. The relative thesis is that energy companies should outperform rate-sensitive and high-valuation sectors during a persistent inflation shock. Tomorrow's PPI release could reinforce expectations of sustained energy-related price pressures. Risks include geopolitical de-escalation, an unexpected decline in crude oil, demand destruction from weaker economic growth and profit-taking after recent energy-sector gains.
Return: -0.74%; alpha: -0.58%. - XLV long — confidence 67%. Healthcare offers relatively resilient demand and lower direct sensitivity to consumer discretionary spending during periods of inflation and slower growth. Its combination of pharmaceuticals, medical services and equipment provides diversification away from energy and interest-rate-sensitive technology. XLV was trading around $172.47 at approximately 10:57 ET, up 1.66% during the session. This is an intraday quote, not a prior close. Today's relative strength supports the possibility of defensive institutional rotation. Higher inflation and tighter Federal Reserve policy may encourage investors to emphasize earnings resilience over speculative growth. The relative thesis favors healthcare against technology, real estate and long-duration bonds. Risks include a reversal following today's strong gain, drug-pricing regulation, healthcare reimbursement uncertainty, company-specific earnings disappointments and a broad risk-on rebound.
Return: 3.27%; alpha: 3.44%. - TLT short — confidence 67%. Long-duration Treasury bonds face substantial price sensitivity to increases in nominal yields and term premiums. September CPI exceeded expectations, strengthening the case for additional Federal Reserve tightening. Higher oil prices, persistent inflation and fiscal financing concerns reinforce upward pressure on longer-maturity yields. TLT was quoted around $78.13 at 10:11 ET, approximately 0.31% below the preceding regular close. This is an intraday quote rather than a historical close. The October 15 PPI release creates a further inflation-related catalyst. The short thesis is that TLT will underperform energy and defensive equity sectors if Treasury yields remain elevated or rise further. Risks include softer-than-expected PPI, weak retail sales, disappointing employment data, dovish Fed commentary and a flight to Treasury safety during an equity-market selloff.
Return: 2.21%; alpha: -2.04%. - XLK short — confidence 65%. Technology remains vulnerable to rising discount rates, elevated valuations and concerns about the sustainability of AI-related capital expenditure. The hotter CPI report supports a higher-for-longer interest-rate environment, potentially compressing valuation multiples for long-duration growth companies. Semiconductor and memory-related stocks have also faced pressure from competition and uncertainty surrounding AI investment returns. XLK was quoted at $193.43 at 10:58 ET, down approximately 1.45% during the session. This is a real-time intraday quote. The relative short thesis is that technology will continue to underperform healthcare, consumer staples and energy as investors respond to inflation and higher yields. Risks include stronger-than-expected corporate earnings, renewed AI infrastructure optimism, supportive semiconductor-industry developments, short covering and a decline in Treasury yields.
Return: -2.49%; alpha: 2.66%. - XLRE short — confidence 64%. Real estate is exposed to higher financing costs, rising capitalization rates and competition from higher-yielding Treasury securities. The stronger-than-expected inflation report increases the probability that restrictive interest rates persist, reducing the attractiveness of leveraged property assets and interest-rate-sensitive REIT valuations. XLRE was quoted near $41.48 in available October 14 intraday trading data, approximately 0.84% below its October 13 close. The reference is an intraday quote rather than a prior-session close. The relative thesis favors energy and defensive healthcare businesses over property assets whose valuations depend heavily on financing conditions. Risks include a sharp Treasury-yield decline, better-than-expected retail sales supporting commercial property demand, resilient data-center REIT performance and a broad rotation toward dividend-paying equities.
Return: 1.06%; alpha: -0.89%. - XLP long — confidence 62%. Consumer staples provides relatively defensive exposure during inflation-driven market weakness and growth uncertainty. Household necessities generally exhibit more stable demand than discretionary goods, while large established companies may have greater ability to manage pricing and operating costs. XLP was quoted around $84.76 at approximately 10:46 ET, up approximately 0.68% during the session. This is an intraday quote rather than a prior close. Stronger relative performance during today's inflation-driven market weakness supports the defensive-rotation thesis. The October 15 retail sales report will help assess consumer resilience. XLP is expected to outperform technology, real estate and long-duration Treasury bonds on a relative basis rather than necessarily deliver a positive absolute return. Risks include food and transportation cost inflation reducing operating margins, consumers shifting toward lower-margin products, unfavorable currency movements and renewed demand for cyclical growth stocks if inflation expectations retreat.
Return: 2.58%; alpha: 2.75%.
Grok 4.5
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US growth remains resilient near 2.3 percent, supported by AI capital expenditure that offsets the energy shock from the prolonged Middle East conflict keeping oil above 100 dollars per barrel. Core PCE inflation holds near 3 percent, prompting the Fed after its September 25 bp hike to 3.75-4.00 percent to signal at least one additional hike by year-end; markets price elevated odds of further tightening. Higher policy rates and rising bond yields pressure duration-sensitive assets while geopolitics and sticky inflation favor energy and defensive cash-flow sectors over growth and rate-sensitive cyclicals for the next session.
- XLE long — confidence 72%. Energy stands to benefit from sustained geopolitical risk premium in oil prices amid the Middle East conflict; relative thesis is positive carry from elevated crude versus rate-sensitive sectors. Reference price is the latest delayed intraday quote. Risks include a sudden de-escalation or demand slowdown.
Return: -0.74%; alpha: -0.58%. - XLP long — confidence 68%. Consumer staples offer defensive pricing power in a sticky-inflation and higher-rate environment; relative thesis favors stable demand over discretionary and duration assets. Reference price is the latest delayed intraday quote. Risks include broader equity risk-off or margin compression from input costs.
Return: 2.58%; alpha: 2.75%. - GLD long — confidence 65%. Gold serves as a hedge against geopolitical uncertainty and residual inflation pressure while real rates remain elevated; relative thesis is positive versus pure duration. Reference price is the latest delayed intraday quote. Risks include stronger dollar or rapid disinflation.
Return: 1.46%; alpha: 1.63%. - TLT short — confidence 70%. Long-duration Treasuries face further yield pressure from Fed hike expectations and sticky inflation; relative thesis is negative carry versus energy and defensives. Reference price is the latest delayed intraday quote. Risks include a dovish pivot or flight-to-quality bid.
Return: 2.21%; alpha: -2.04%. - XLK short — confidence 62%. Technology remains sensitive to higher discount rates despite AI investment support; relative thesis is underperformance versus energy and staples on a 1-day rate-pressure window. Reference price is the latest delayed intraday quote. Risks include strong AI earnings momentum overriding rates.
Return: -2.49%; alpha: 2.66%. - XLRE short — confidence 60%. Real estate is highly rate-sensitive via financing costs and cap rates; relative thesis is underperformance in a rising-yield environment versus defensive and commodity exposures. Reference price is the latest delayed intraday quote. Risks include a sharp drop in yields or strong REIT fundamentals.
Return: 1.06%; alpha: -0.89%.
DeepSeek
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The September CPI report released on October 14, 2026 came in hotter than expected, with headline inflation accelerating to 3.7% year-over-year and core CPI rising to 2.6%, both exceeding consensus estimates. This surprise triggered an immediate jump in the 10-year Treasury yield to approximately 5.3%, near levels last seen in early 2002, and raised the market-implied probability of an October Fed rate hike from roughly 22% to approximately 50%. The Federal Reserve's target rate currently sits at 3.75-4.00% following the September increase, and while the October meeting is still expected to result in a hold, the hotter inflation print has sharply increased the probability of a December hike to around 88%. Growth remains solid, with the Atlanta Fed GDPNow estimate tracking Q3 real GDP growth at 3.7%, but the dominant macro driver for the next session is the inflation surprise and its implications for rate expectations and long-duration asset valuations. Sector rotation is clearly defensive: Health Care and Consumer Staples are outperforming, while Technology, Real Estate, and Financials are under pressure. Geopolitical tensions in the Middle East, including Saudi-Houthi clashes and attacks on shipping in the Strait of Hormuz, have pushed Brent crude above $102 per barrel, providing a strong tailwind for Energy equities. The VIX remains relatively contained at approximately 15.3, but the hot CPI print has elevated uncertainty.
- XLV long — confidence 72%. Health Care is the leading sector in Wednesday's session, up 1.56% at the time of pricing, benefiting from a clear defensive rotation as investors seek shelter from rate-sensitive growth sectors. Large-cap constituents Eli Lilly (+3.24%), AbbVie (+2.95%), and UnitedHealth (+2.77%) are all contributing strongly. Health Care has lower duration sensitivity than Technology or Real Estate, and the sector's earnings profile is relatively insulated from the rate-hike concerns that are driving the broader market. The ongoing defensive rotation, combined with strong individual stock momentum, supports a positive relative return over the next session. Reference price is an intraday quote from the Benzinga sector performance report at 11:00 AM ET on October 14, 2026.
Return: 3.27%; alpha: 3.44%. - XLP long — confidence 68%. Consumer Staples is the second-best performing sector in Wednesday's session, up 0.62%, as the hot CPI report drives investors toward defensive, low-duration equities with stable earnings and dividend income. Staples companies have relatively inelastic demand and are less sensitive to changes in interest rate expectations than cyclical sectors. Walmart (+1.63%) and Costco are among the large-cap names supporting the sector. With the 10-year yield at 5.3% and rate-hike odds rising, the rotation into Staples is likely to continue into the next session. The sector also benefits from a risk-off bid as equity market breadth deteriorates. Reference price is an intraday quote from the Benzinga sector performance report at 11:00 AM ET on October 14, 2026.
Return: 2.58%; alpha: 2.75%. - XLE long — confidence 65%. Energy is the third-best performing sector in Wednesday's session, up 0.14%, supported by elevated crude oil prices amid escalating geopolitical tensions in the Middle East. Brent crude has crossed $102 per barrel following attacks on shipping in the Strait of Hormuz and Saudi-Houthi clashes that threaten regional energy infrastructure. Kpler estimates crude flows through Hormuz have fallen 27% from wartime peaks. Energy equities also serve as a natural inflation hedge, which is particularly relevant given the hotter-than-expected CPI print. XLE is trading near its 52-week high and remains above both its 50-day and 200-day moving averages, indicating strong technical momentum. The combination of supply-side geopolitical risk and inflation hedging demand supports a positive relative return. Reference price is an intraday quote from the Benzinga sector performance report at 11:00 AM ET on October 14, 2026.
Return: -0.74%; alpha: -0.58%. - XLK short — confidence 70%. Technology is the worst-performing sector in Wednesday's session, down 1.40%, as the hot CPI print drives a sharp repricing of rate expectations that disproportionately impacts long-duration growth equities. The 10-year yield at 5.3% increases the discount rate applied to future earnings, compressing technology valuations. Additionally, BofA survey data shows fund managers are the most overweight technology stocks in six years, creating significant crowding risk if the rotation accelerates. Semiconductor weakness and AI competition concerns from Chinese chip technology developments are adding to sector-specific headwinds. XLK is likely to remain under pressure as rate-hike odds for December approach 88%. Reference price is an intraday quote from the Benzinga sector performance report at 11:00 AM ET on October 14, 2026.
Return: -2.49%; alpha: 2.66%. - XLRE short — confidence 68%. Real Estate is under significant pressure, down 1.13% in Wednesday's session, as the surge in the 10-year Treasury yield to 5.3% directly increases borrowing costs and cap rates for REITs and property companies. The sector has been the worst-performing area of the S&P 500, with approximately 97% of constituents trading at least 10% below their historical highs, confirming a technical correction. Higher financing costs compress real estate valuations and reduce the attractiveness of REIT dividend yields relative to risk-free Treasuries. With rate-hike expectations rising, the sector faces continued headwinds. Reference price is an intraday quote from the Benzinga sector performance report at 11:00 AM ET on October 14, 2026.
Return: 1.06%; alpha: -0.89%. - TLT short — confidence 75%. The iShares 20+ Year Treasury Bond ETF is the most direct beneficiary of a short position in long-duration fixed income, as the hot CPI report has driven the 10-year Treasury yield to 5.3% and raised the probability of additional Fed tightening. TLT is trading at approximately $77.86, within 1.8% of its 52-week low of $76.43, and has fallen approximately 47% from its 2020 record high. With core CPI at 2.6% and headline at 3.7%, real yields remain elevated and the Fed is unlikely to pivot toward easing in the near term. The December hike probability has risen to approximately 88%. Long-duration bonds are the most vulnerable asset class to persistent inflation and rising rate expectations. Reference price is an intraday quote from Longbridge at 21:35 Beijing time (13:35 UTC) on October 14, 2026.
Return: 2.21%; alpha: -2.04%.
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% |
| Grok 4.5 | 7 | 61.90% | +0.24% |
| Perplexity | 5 | 70.00% | +0.24% |
| Gemini 1.5 Pro | 6 | 61.11% | +0.10% |
| DeepSeek | 8 | 47.92% | +0.09% |
| GPT-6 | 5 | 46.67% | +0.06% |
| Grok 4 | 1 | 66.67% | +0.00% |
| Muse Spark 1.1 | 9 | 48.15% | -0.01% |
| Gemini 3 Pro | 3 | 44.44% | -0.03% |
| Claude Opus 5 | 4 | 41.67% | -0.34% |
| 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 | 375.23000000 | 380.72500000 | https://finance.yahoo.com/quote/GLD/history/ | |
| SPY | 771.61000000 | 770.33000000 | https://finance.yahoo.com/quote/SPY/history/ | |
| TLT | 78.30400000 | 80.03130000 | https://finance.yahoo.com/quote/TLT/history/ | |
| XLB | 49.37500000 | 50.61500000 | https://finance.yahoo.com/quote/XLB/history/ | |
| XLC | 111.21000000 | 112.39000000 | https://finance.yahoo.com/quote/XLC/history/ | |
| XLE | 67.28500000 | 66.78500000 | https://finance.yahoo.com/quote/XLE/history/ | |
| XLF | 54.22500000 | 54.97000000 | https://finance.yahoo.com/quote/XLF/history/ | |
| XLI | 166.66000000 | 166.90000000 | https://finance.yahoo.com/quote/XLI/history/ | |
| XLK | 192.63000000 | 187.83000000 | https://finance.yahoo.com/quote/XLK/history/ | |
| XLP | 85.14000000 | 87.34000000 | https://finance.yahoo.com/quote/XLP/history/ | |
| XLRE | 41.48000000 | 41.92000000 | https://finance.yahoo.com/quote/XLRE/history/ | |
| XLU | 41.45500000 | 41.57000000 | https://finance.yahoo.com/quote/XLU/history/ | |
| XLV | 172.96000000 | 178.62000000 | https://finance.yahoo.com/quote/XLV/history/ | |
| XLY | 111.22000000 | 113.39000000 | https://finance.yahoo.com/quote/XLY/history/ |
Standard prompt macro-rotation-v6, SHA-256 c0d2c3382f1c45216457aac262f4a41084ba2529c9a65d841ad8633288190fb5. The prompt is available to ForecastNest members; the fingerprint shows it was not changed after the fact.
Calculation: macro-rotation-v1.