| Indicator | Date | Value | Source |
|---|---|---|---|
| Loading indicators... | |||
| xi | current reading of indicator i |
| tier(xi) | signed extremeness: ±1 mild, ±2 strong, ±3 extreme |
| wi | quality weight (see table →) |
| score > 0 | bottom / buy bias |
| score < 0 | top / caution bias |
| Weight | Indicator | Rationale |
|---|---|---|
| 1.5 | VIX | Real-time, hard to game |
| 1.5 | HY OAS | Cleanest credit-stress signal |
| 1.2 | S&P 500 PE | Valuation anchor |
| 1.0 | CNN F&G | Composite sentiment |
| 1.0 | Put/Call | Options-flow sentiment |
| 1.0 | NDX > 20d MA | Market breadth |
| 1.0 | 10Y-2Y Curve | Macro late-cycle |
| 0.7 | AAII Bull-Bear | Noisy weekly survey |
| 0.7 | S&P 500 RSI | Price momentum |
| 0.7 | NDX 100 PE | Less standard |
| 0.6 | CBOE SKEW | Indirect, top ≥155 / bottom ≤135 |
| No. | Indicator | Top | Bottom | Rule Description |
|---|---|---|---|---|
| Loading signals... | ||||
| Event | Peak Date | Trough Date | Drawdown | High Yield(T/B) | Bull-Bear(T/B) | Fear & Greed(T/B) | S&P500 PE(T/B) |
|---|---|---|---|---|---|---|---|
| Dot-com Bubble Burst | 2000-03-24 | 2002-10-09 | -49.1% | 3.78% / 10.97% | 25.0% / -25.0% | — / — | 28.0x / 32.0x |
| 2008 Global Financial Crisis | 2007-10-09 | 2009-03-09 | -56.8% | 3.78% / 19.66% | 23.0% / -51.0% | — / — | 22.0x / 110.0x |
| 2011 US Debt Ceiling / Eurozone Crisis | 2011-04-29 | 2011-10-03 | -19.4% | 4.39% / 8.87% | 12.0% / -25.0% | — / — | 16.0x / 13.0x |
| 2018 Q4 Trade War / Fed Tightening | 2018-09-20 | 2018-12-24 | -19.8% | 3.16% / 5.34% | 23.0% / -29.0% | 80.0 / 3.0 | 21.0x / 17.5x |
| 2020 COVID-19 Crash | 2020-02-19 | 2020-03-23 | -33.9% | 3.59% / 10.87% | 13.0% / -20.0% | 58.0 / 3.0 | 25.0x / 19.0x |
| 2022 Inflation / Rate Hike Bear | 2022-01-03 | 2022-10-12 | -25.4% | 3.05% / 5.23% | -6.0% / -35.0% | 52.0 / 17.0 | 28.0x / 19.0x |
| 2024.08 Yen Carry Trade Unwind | 2024-07-16 | 2024-08-05 | -8.5% | 3.05% / 3.81% | 30.0% / -5.0% | 56.0 / 25.0 | 28.5x / 26.0x |
| 2025.04 Tariff Shock | 2025-02-19 | 2025-04-08 | -18.9% | 2.84% / 4.61% | -12.0% / -38.0% | 50.0 / 4.0 | 30.0x / 23.0x |
LOD Low of DayADR Average Daily RangeATR Average True RangeRSI Relative Strength Index (14)HVE Highest Volume Ever (in window)HTF High Tight Flag (heuristic)VolR Today's volume vs. prior 21-day averageStop / TP1 / TP2 Suggested stop and +3R / +5R targets