In the days leading up to the New York market open on July 14 and 15, 2025, ExanteData's cross-asset model forecasted mixed signals for the S&P 500 index, with slight losses predicted on July 14 and modest gains on July 15. Despite futures showing fluctuations, the S&P 500 has consistently outperformed the model's risk sentiment signals from global assets over the past 20 days, with cumulative outperformance increasing from approximately 2.04% to 2.8%. The model indicated that signals from U.S. interest rates were generally more bullish than those from global equities during this period. Meanwhile, U.S. equities have dramatically outperformed European markets since Liberation Day, with indices such as the SPX at 121 and the NQA at 127 compared to the MSELACWZ Index at 110. Additionally, trading beyond U.S. market hours is increasing, with evolving product mixes in extended and core sessions, as noted by the New York Stock Exchange. Observers also note that global stock markets have underperformed U.S. equities for over a decade, with attempts to reverse this trend earlier in the year being unsuccessful due to technical resistance levels.