MarketLens separates observed records, deterministic calculations, hypotheses, and educational prose so every conclusion can be inspected.
The interface, calculation code, provider boundaries, confidence weights, and methodology are functional. All event names, people, organizations, quotes-free source records, prices, volumes, and reactions in this release are fictional demonstrations.
Absolute return is the percentage price change. Abnormal return is asset return minus benchmark return. Volume anomaly compares observed volume with a baseline. Confidence is a normalized weighted mean of visible components.
MarketLens classifies relationships from confirmed direct impact through no measurable reaction. A high confidence score means the evidence is stronger; it never proves causation.
The current release has no live feeds, user accounts, analyst mutations, outbound alerts, or persistent watchlists. Demonstration time series remain intentionally simplified for education.
A sensitivity exercise using the published weighted-mean method. It does not edit event records or replace analyst judgment.
Evidence component / input score
Reaction windows reveal seeded evidence progressively; they do not reconstruct real information arrival.
40 points direction, 30 magnitude proximity, and 30 confidence proximity against a fictional record.
Deterministic educational labels can qualify or suppress a simulation; neither output establishes causation.