Market Signals
Real-time Sentiment & Structural Risk. Market mood, structural pressure points, and cycle positioning — the inputs that drive scoring and portfolio sizing.
Snapshot updated: 2026-07-18 04:30:20 UTC
- JGB Yield Critical: 2.67% (+20)
- Margin Leverage Elevated: Z-Score 2.0 (+8)
🧭 What Defines Market Mood
The headline Market Mood score is CNN's Fear & Greed Index — the trusted equity composite. VIX, NASDAQ trend and Mag 7 breadth don't move that number (CNN already embeds volatility, momentum and breadth); instead they trigger the mood codes and add context below.
Fear & Greed
CNN's equity Fear & Greed composite — this is the headline Market Mood score. Below 25 also flags MO-FEAR; above 80 flags MO-EUPHORIA.
Source: CNN Business ↗VIX (Implied Volatility)
VIX > 20 triggers MO-FEAR. It no longer moves the headline score directly — CNN's Fear & Greed already includes market volatility.
NASDAQ Trend
RSI > 75 contributes to MO-EUPHORIA. Trend above moving averages confirms strength.
Mag 7 Breadth
Fewer than 3 of 7 above 50DMA while NASDAQ rallies triggers MO-DIVERGENCE.
🛡️ What Defines the Composite Stress Gauge
The Composite Stress Gauge sums points across structural pressure points (MR codes). Orange cards are actively signalling stress; green cards are being monitored but currently calm.
JGB yield rise triggers carry trade unwind
FINRA margin debt Z-score momentum
Historical correction after multi-year rally
Normalized leverage vs historical peak
Construction payrolls declining — recession signal
Shelter CPI YoY declining toward headline
S&P at ATH while real economy weakens — Fed forced to ease
Commodities outperforming bonds — overheating
Yield curve steepening aggressively
Fed discount window usage elevated
High yield credit spread widening
📊 Margin Debt Momentum 12-Month Rolling Z-Score
Contrarian Indicator: The Z-Score measures how far current margin debt is from its 12-month rolling average in standard deviations.
📊 Cycle Status
Cycle Timeline
Each cycle is normalized to a Z-score against its own history so they can be overlaid. Toggle cycles on/off to compare.
Current Snapshot
| Cycle | Name | Current Phase | Evidence | Cycle Position |
|---|---|---|---|---|
| C1 | Semiconductor Inventory | PEAK | SOXX YoY: +118.4% | |
| C2 | AI Infrastructure CapEx | SLOWDOWN | CapEx YoY: +80.5% | |
| C3 | Consumer Product | ACCUMULATION | AAPL Rev YoY: +11.7% | |
| C4 | Physical & Commodity | BALANCED | vs MA200: -9.5% | |
| C5 | Financial Conditions | TIGHTENING | 10Y Yield: 4.5% | |
| C6 | Automotive & Mobility | MID CYCLE | Sales YoY: +4.1% |