# Market Thesis Research Bundle

Question: Given the combination of AI-driven investment optimism and the oil shock, will FOMC speeches and minutes increasingly frame inflation risk as demand overheating rather than only headline energy transience?

What this bundle is: a reasoning and monitoring scaffold. It organizes public evidence into observations, claims, uncertainty branches, thresholds, and a watch plan.

What this bundle is not: primary evidence, live market data, trade advice, or a substitute for official, live, or current web sources.

Core tension: Given the combination of AI-driven investment optimism and the oil shock, will FOMC speeches and minutes increasingly frame inflation risk as demand overheating rather than only headline energy transience?

Current inference to verify: {'stance': 'mixed, leaning no', 'confidence': 0.66, 'inference_type': 'current inference to verify', 'summary': "As of the cutoff, Fed communications are broadening beyond a pure 'headline energy is transitory' frame into broader persistence-risk language, but they have not yet crossed into a consistent demand-overheating diagnosis. AI-linked investment is being treated mainly as a growth/productivity support, while energy and tariff pass-through remain the immediate inflation explanation."} Treat this as a hypothesis that must be refreshed against live official sources, not as a signal.

How to use: read `source_priority.json` first, refresh sources in `live_verification_plan.json`, then use `fact_inference_split.json`, `thresholds.json`, and `watch_schedule.json` to decide what changed. Do not infer buy/sell/hold, position sizing, execution, or asset-price direction from this artifact.