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Foundations · Field Note 0001 · Jun 2026 · 5 min · KWL Research

Music predicts markets. We asked what it predicts next.

We did not invent this idea. We found robust science, tested it ourselves, learned where it breaks, and built a product that stays inside the evidence.

From a finance result to a brand read
Peer-reviewed finding Music sentiment predicts stock returns, across 40 countries
Our extension A hypothesis: mood shapes consumer behaviour, not only markets
Cadence One read from six signal families MusicSearchNewsStreamingWikipediaMacro
A behavioural market read How a market feels, and how a brand should speak

The finding

Everyone senses that what a country plays says something about how it feels. The useful questions are whether it is measurable, and whether it connects to anything that matters. There is a peer-reviewed answer to both.

Published in the Journal of Financial Economics by Alex Edmans and colleagues, peer-reviewed research rather than a trend report: the valence of the music a country streams predicts that country’s stock returns, across forty countries.

The study
40countries
2022published
JFEJournal of Financial Economics
Peer reviewedindependent academic work

Why it is powerful

The signal is revealed, not stated.

Nobody is asked how they feel. The measure is drawn from what people actually played, in their millions, day after day. Revealed preference is the economist’s gold standard because it is hard to fake.

Behaviour records what people did, not what they said.

What Cadence does with it

We take that revealed-mood signal and extend it one step the paper does not: downstream, from financial markets to the consumer behaviour brands care about. Read sentiment from observed behaviour rather than stated intention.

Music is the anchor, the signal with the published validation behind it. Around it we triangulate search, streaming, attention, news tone and macro, each normalised so a number in Spain reads like a number in Sweden. The music tells you how a market feels. The rest tell you what it is doing about it.

The architecture
Six signal families MusicSearchStreamingNewsWikipediaMacro
Normalisation position-weighted, year-on-year, de-meaned across markets
Latent behavioural dimensions mood, attention, trade-down, sovereignty, tone
Country archetype one of the Four Europes
Brand guidance how to speak to the market this quarter

Why six signals

No single signal explains a market. Music captures mood. Search captures intent. News captures narrative. Streaming captures attention. Wikipedia captures curiosity. Macro captures economic context. Together they produce a more stable behavioural read than any one source alone.

Where we stop

We tested forecasting four times and could not support it.

Taking the science seriously cuts against us, too. The literature backs music as a contemporaneous mood proxy. It does not license a forecast. So we use the signal for exactly what the evidence backs, and no further.

The evidence supports
The evidence does not support
Music reflects contemporaneous mood
Music predicts product demand
Revealed behaviour
Stated intention from surveys
Mood as an input to a read
Mood as a sales forecast

Why this is the position

The strongest AI products are built by making only the claims the evidence can support.

That is the posture behind Cadence: grounded in published research, extended with discipline, and explicit about where the evidence ends.

References

  1. Edmans, A., Fernández-Pérez, A., Garel, A., & Indriawan, I. (2022). Music sentiment and stock returns around the world. Journal of Financial Economics, 145(2).