Regression of Treasury yield levels on FOMC Stance Scores 20Y Treasury Yield
0.852BetaDCS
Evaluation results
| Method | Links | ||
|---|---|---|---|
| DCSModel=Llama-3.1-8B2026.03 | 0.852 | 0.01 | |
| DCSModel=DeepSeek-R1-14B2026.03 | 0.771 | 0.01 | |
| SupervisedModel=FOMC-RoBERTa2026.03 | 0.402 | 0.01 | |
| Linear ProbeModel=Llama-3.1-8B2026.03 | 0.326 | 0.01 | |
| LLM JudgeModel=Llama-3.1-8B2026.03 | 0.202 | 0.096 | |
| Logit-Based JudgeModel=Llama-3.1-8B2026.03 | 0.158 | 0.185 |