MHIDS — The MagicDust HavenSphere® Index Data Sources

Introduction

The MagicDust HavenSphere® Index (MHI) is grounded in MHIDS — a broad, independently sourced global information architecture that reflects how markets, economies and investor behaviour evolve in real time.

MHIDS is deliberately broad, independent and multi-layered. It brings together economic data, market behaviour, real estate intelligence, private capital flows, geopolitical assessments, and behavioural indicators.

The structure below reflects the full institutional MHIDS architecture used for MHI 3.1.

How MHIDS Has Evolved in Version 3.1

MHIDS has expanded meaningfully for the 3.1 release of the MagicDust HavenSphere® Index. These changes strengthen the Index by providing a broader, more current, and more globally balanced evidence base.

The objective is not to create an institutional quantitative index, but to deliver a pragmatically robust, transparent and genuinely reflective framework for real safe-haven behaviour.

Key enhancements include:

1. Broader geographic coverage — including expanded UAE, KSA and Gulf-region data, Asia-Pacific property inputs, and deeper UK gilt, sterling and volatility indicators.

2. Stronger evidence for cross-border behaviour — richer geopolitical and institutional inputs supporting cross-border trust, policy predictability and governance reliability.

3. Expanded private-capital coverage — deeper secondaries, infrastructure flows, private credit signals, family-office behaviour and mid-market M&A indicators.

4. More structured crisis-behaviour inputs — enhanced treatment of drawdowns, volatility clustering and safe-haven rotations.

5. More disciplined use of official data — improved selection and filtering from central banks and statistical agencies.

6. Integration of Core Infrastructure & Real Assets — new inputs supporting the new SHA category in MHI 3.1.

7. Improved behavioural-signal filtering — more rigorous use of sentiment tools, focusing on validated patterns.

Together, these enhancements make MHIDS 3.1 broader, deeper, cleaner and better aligned with real global capital flows.

1. Central Banks and Official Economic Sources

These sources anchor the Index in the fundamental economic and monetary conditions that underpin safe-haven behaviour.

Constituent sources include:

• Bank of England — Monetary Policy Report, Financial Stability Report

• Office for National Statistics (UK) — GDP, inflation, trade, housing

• US Federal Reserve — FOMC statements, projections

• US Census Bureau — housing permits, inventories

• European Central Bank — policy communications

• IMF — Regional Economic Outlooks

• World Bank — Global Economic Prospects

Why this matters:

Safe-haven assets depend on credible monetary policy, transparent macro data and institutional reliability.

2. Global Financial Market Data

This pillar measures how markets behave in real time — the most direct evidence of investor confidence.

Constituent sources include:

• Bloomberg — bond yields, FX pricing, cross-asset relationships

• Refinitiv

• Exchange-level trading data

• Government bond auction results

• Liquidity indicators

• Volatility and drawdown patterns

• Correlation behaviour

Why this matters:

Safe-haven behaviour first shows up in pricing, liquidity, and volatility patterns.

3. Global Real Estate Research

Prime real estate is a major safe-haven category.

Constituent sources include:

Knight Frank:

• Dubai Residential Market Review

• Emerging Wealth Hub Series – Doha

• KSA Residential Reports

• The Wealth Report

CBRE:

• UAE and MENA reports

• UK and European capital markets

JLL:

• Global Capital Outlook

• Infrastructure and core asset analysis

Official Registries:

• HM Land Registry

• Dubai Land Department

• ADREC

• Singapore URA

Why this matters: Prime real estate combines capital preservation, liquidity depth and legal certainty.

4. Private Capital and Alternative Investments

Safe-haven behaviour increasingly involves private markets.

Constituent sources include:

• Preqin — private markets datasets

• HSBC Global Private Banking — family office & wealth insight

• The Private Capital Report 2025

• Ansarada UKI M&A Outlook

• Infrastructure and energy-transition capital flow data

• Secondaries market indicators

Why this matters:

Private capital is now central to cross-border stability flows.

5. Geopolitical and Institutional Stability

Trust in political and legal systems is a defining safe-haven characteristic.

Constituent sources include:

• Eurasia Group — country-risk ratings

• Council on Foreign Relations

• Chatham House — governance and institutional analysis

• Rule-of-law and enforcement assessments

• Policy stability markers

Why this matters:

A safe-haven asset is only as reliable as the institutional system that supports it.

6. Behavioural and Sentiment Indicators

Investor behaviour is shaped by confidence, anxiety and liquidity preference.

Constituent sources include:

• Investor sentiment surveys

• Cross-border capital-flow monitors

• Market-anxiety indicators

• Liquidity-preference measures

• Validated sentiment tools

Why this matters:

Safe-haven shifts often begin as behavioural signals.

Why MHIDS Matters

MHIDS ensures that the HavenSphere® Index remains:

• Grounded in real-world evidence

• Updated frequently

• Global in scope

• Comparable across regions and asset classes

• Transparent and explainable

• Resilient to single-source distortions

It is the analytical foundation that makes the HavenSphere® Index credible.