Instrument
Evidence Engine
Every number traces back to measured history: 1,021 dated events, 979 with a source you can open, each one’s price reaction isolated with the market’s drift stripped out. It’s the event-study desk a bank would build by hand, one shock at a time — already built, and cited under every call.
Measured, not remembered
979 / 1,021 web-verified
1973OPEC oil embargo
Crude · +60d▲ +51.0%[src ↗] 1987Black Monday
S&P 500 · +1d▼ −20.5%[src ↗] 2008Lehman collapse
S&P 500 · +20d▼ −44.2%[src ↗] 2020COVID crash
S&P 500 · +20d▼ −33.9%[src ↗] 2022UK LDI / gilt crisis
30y gilt · +5d▲ +127bp[src ↗] 2023SVB failure
KRE banks · +5d▼ −27.9%[src ↗] … 1,015 more dated events in the library
Lehman Bros · 2008-09-15 event study
the isolated move — the market's drift stripped out
−44.2%
S&P 500 · +20 days · point-in-time, no hindsight
window +1 −4.7% · +5 −8.8% · +20 −44.2% · +60 −38.1%
Measured as of the event.
Each analogue’s abnormal return is read at the moment it happened — no hindsight, no look-ahead. Measurement, not memory.
Base rates from the record, not the gut.
How often a shock of this class actually arrives is counted from the library. The probability starts where the evidence does.
Every input opens.
Click any analogue for its date, its source, its measured path. An event we can’t source moves nothing.
This runs live on the desk. The receipts are public — read the record before you take a seat. A seat runs this instrument on your own book, with alerts the moment the gap opens.