Shock Inference Lab

UK Labour landslide

2024-07-04 · United Kingdom · election · severity 2/5

Labour wins large majority; gilt market broadly stable on fiscal credibility focus.

Pre/post market reaction

WindowGB 10Y ΔDE 10Y ΔSpread Δ
1d0.00pp0.00pp0.00pp
1w0.00pp0.00pp0.00pp
1m-0.12pp-0.13pp+0.01pp
3m-0.07pp-0.10pp+0.03pp

Yields at monthly resolution; sub-month windows interpolated. pp = percentage points.

Domestic political risk

Repricing concentrated locally.

Inference scores

no-signal
confidence: high

No abnormal yield movement detected after factor-model controls.

Early warning34/100

Abnormal yield move before the event (90d proxy).

Reaction31/100

Abnormal yield move after the event (1m / 3m).

Constraint20/100

Lead/lag band: no-signal.

Amplification0/100

Post-event move beyond pre, on a crisis backdrop.

Confidence70/100

Severity × benchmark coverage × data coverage.

v1 scores use a simple factor model on monthly yields. See docs/METHODOLOGY.md.

AI Inference

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