Market regime
Composite of trend & momentum, volatility structure and credit & liquidity. Breadth, sentiment and macro layers are not in the model yet.
History
…
Strong bearBearNeutralBullStrong bull
Composite score history · S&P 500
Trend by index
| Index | Close | 1d | vs 200-DMA | Score |
|---|
Each metric is mapped linearly onto a score from −2 to +2 between two anchor values (shown on hover). A block is the average of its metrics; the composite weighs trend 50 %, volatility 25 %, credit & liquidity 25 %. Phases: strong bear below −1.2, bear to −0.4, neutral to +0.4, bull to +1.2, strong bull above.
Sources: Yahoo Finance daily closes (indices, ETFs, VIX family, MOVE), FRED (OAS spreads, Fed balance sheet, TGA, reverse repo, NFCI, yields). Updated every 4–6 hours.