Detection performance on the 999-day test set
| Onset | Event | Lead time | Probability |
|---|---|---|---|
| 2021-12-27 | Fed Tightening Cycle (−40.1%) | −5 days (early) | 0.5828 |
| 2024-07-10 | Yen Carry Trade Unwinding (−16.4%) | +2 days (immediate) | 0.5806 |
| 2024-12-24 | AI Bubble and DeepSeek Competition (−26.5%) | −1 day (early) | 0.6019 |
| Onset | Event | Lead time | Probability |
|---|---|---|---|
| 2021-12-27 | Fed Tightening Cycle (−40.1%) | −5 days (early) | 0.5828 |
| 2024-07-10 | Yen Carry Trade Unwinding (−16.4%) | +2 days (immediate) | 0.5806 |
| 2024-12-24 | AI Bubble and DeepSeek Competition (−26.5%) | −1 day (early) | 0.6019 |
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