News moves Markets,
so we Measured it.
We classified 72,036 historical events spanning ninety years. Analyse how asset classes reacted under stress, policy shocks, and structural shifts. No predictions. Just cold, empirical evidence.
"Iraq invades Kuwait."
This has happened before.
When news drops, VEILLE matches it against 72,036 classified events and pulls its closest historical analogues. Below, four live pairings: the modern event's path laid directly over its precedent's, session by session, with the correlation measured — not asserted.
Nothing here forecasts. Both paths are what actually printed; correlation is Pearson r on the closing path across the sessions after each event — the same measurement the terminal runs when it overlays any two events in the archive.
Every pairing above is one query in the terminal. When the next headline breaks, pull its analogues, overlay the paths, and test the strategy against exactly this history — sizing, stops, holding period — before committing capital.
Backtest against historyAnalyse live news against ninety years of archives.
When a headline lands, the engine narrows the archive to prior events of the same kind and ranks them on the state of the market each one landed in. Two archive queries below, each joined to the precedent the engine ranked first — and the shape similarity measured on the paths that followed.
"FOMC policy statement: March 15-16, 2022"
"U.S. to Restore Sanctions on Iran, Deepening Divide With Europe"
Shape similarity is Pearson r on the two post-event closing paths (n = 21 closes, t₀ to +20 sessions). It says how alike the two drawn lines are — not a probability that the move repeats. Across real pairs it is centred near zero — most matches do not rhyme this closely, which is what makes these two worth showing. Every figure is the engine's own output, unedited.
The Classified Event Archive
Veille catalogues occurrences according to strict structural profiles, ensuring metadata is comparable over ninety years.
Review historical evidence before committing capital.
Stop trading based on qualitative narratives. Gain institutional access to ninety years of parsed macro precedent data joined with session-by-session pricing paths.