MacroLens A benchmarking corpus for contextual financial reasoning under macroeconomic scenarios across 4,416 U.S. small and micro cap equities (2021 01 04 — 2026 03 31) . MacroLens unifies seven tasks over a single point in time panel: contextual time series forecasting, public valuation, financial statement generation, scenario conditioned return forecasting, private company valuation, generator evaluation from natural language descriptions, and real estate valuation. Task Type Output T1 Contextual Forecasting Time series Horizon length close trajectory T2 Public Valuation Tabular regression Equity market cap T3 Financial Statement Generation Structured generation 11 canonical XBRL fields per (ticker, fiscal year) T4 Scenario Conditioned Return Event forecasting 63 day post event return percentage T5 Private Company Valuation Tabular regression (price stripped) Equity value w/o market data T6 Generator Evaluation NL→ structured Same 11 fields from a natural language company description T7 Real Estate Valuation Cross domain regression Rent + price per RentCast address Every instance carries a 131 numeric / 141 column point in time panel (prices, 46.8M XBRL accounting facts, 53 mac…
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