Market Context Report
Observation days
2514
Average daily return
0.06%
High-move days
295
Average articles/day
0.02
Metric Definitions
Average daily return is the mean daily S&P 500 return across modeled days. High-move days count days where absolute daily return is at least 1.5%. Average articles/day is the mean market-related article count per modeled date.
Movement Buckets
| Bucket | Days | Average articles |
|---|---|---|
| normal_move | 1649 | 0.03 |
| medium_move | 570 | 0.00 |
| high_move | 295 | 0.00 |
Latest Modeled Days
| Date | S&P 500 close | 10Y rate | Daily return | Articles | Bucket |
|---|---|---|---|---|---|
| 2026-07-06 00:00:00 | 7,537.43 | n/a | 0.72% | 47 | normal_move |
| 2026-07-02 00:00:00 | 7,483.24 | 4.49 | 0.00% | 0 | normal_move |
| 2026-07-01 00:00:00 | 7,483.23 | 4.48 | -0.22% | 0 | normal_move |
| 2026-06-30 00:00:00 | 7,499.36 | 4.44 | 0.79% | 0 | medium_move |
| 2026-06-29 00:00:00 | 7,440.43 | 4.38 | 1.18% | 0 | medium_move |
| 2026-06-26 00:00:00 | 7,354.02 | 4.38 | -0.05% | 0 | normal_move |
| 2026-06-25 00:00:00 | 7,357.49 | 4.40 | -0.01% | 0 | normal_move |
| 2026-06-24 00:00:00 | 7,358.22 | 4.41 | -0.10% | 0 | normal_move |
| 2026-06-23 00:00:00 | 7,365.46 | 4.50 | -1.44% | 0 | medium_move |
| 2026-06-22 00:00:00 | 7,472.79 | 4.51 | -0.37% | 0 | normal_move |
High-Move Days
| Date | S&P 500 close | Daily return | Articles | Bucket |
|---|---|---|---|---|
| 2020-03-16 00:00:00 | 2,386.13 | -11.98% | 0 | high_move |
| 2025-04-09 00:00:00 | 5,456.90 | 9.52% | 0 | high_move |
| 2020-03-12 00:00:00 | 2,480.64 | -9.51% | 0 | high_move |
| 2020-03-24 00:00:00 | 2,447.33 | 9.38% | 0 | high_move |
| 2020-03-13 00:00:00 | 2,711.02 | 9.29% | 0 | high_move |
| 2020-03-09 00:00:00 | 2,746.56 | -7.60% | 0 | high_move |
| 2020-04-06 00:00:00 | 2,663.68 | 7.03% | 0 | high_move |
| 2020-03-26 00:00:00 | 2,630.07 | 6.24% | 0 | high_move |
| 2020-03-17 00:00:00 | 2,529.19 | 6.00% | 0 | high_move |
| 2025-04-04 00:00:00 | 5,074.08 | -5.97% | 0 | high_move |
Lineage
FRED SP500 and FRED DGS10 plus GDELT market news feed raw DuckDB tables, dbt staging views, intermediate daily joins, and the mart_market_daily_context mart consumed by this report.