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: 2026-06-05 04:30:08 UTC

Market Mood 54.2/100 Neutral

MO-FEAR

Extreme Fear (F&G)

Composite Stress Gauge 33/100 MODERATE

✨ GOLDILOCKS REGIME ✨

Active Pressure Points

MR-4Y MR-LEVERAGE

4th Year Pattern: 4-year streak (+25)
Margin Leverage Elevated: Z-Score 1.2 (+8)

VIX (1Y) 15.4

🧭 What Defines Market Mood

Market Mood is a composite of four inputs. Each one is shown below with the latest reading and the rule that contributes to the score.

Active mood codes: MO-FEAR — Extreme Fear

Fear & Greed

12/100

Extreme Fear

CNN Fear & Greed composite. Below 25 contributes to MO-FEAR; above 80 contributes to MO-EUPHORIA.

VIX (Implied Volatility)

15.4

Normal

Inverted: high VIX lowers the mood score. VIX > 20 with low Fear & Greed triggers MO-FEAR.

NASDAQ Trend

RSI 50

MTD +0.0% · 50DMA ❌ · 200DMA ❌

RSI > 75 contributes to MO-EUPHORIA. Trend above moving averages confirms strength.

Mag 7 Breadth

7/7

stocks above 50-day MA

AAPL MSFT GOOGL AMZN NVDA META TSLA

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.

MR-4Y Fourth Year Pattern ⚠️ Active

Historical correction after multi-year rally

4-year double-digit streak - 4th year historically sees correction

MR-LEVERAGE Margin Debt Momentum ⚠️ Active

FINRA margin debt Z-score momentum

Margin debt momentum Z-Score at 1.2 - Elevated leverage

MR-JGB Yen Carry Unwind ✅ Calm

JGB yield rise triggers carry trade unwind

MR-MARGIN Margin Debt Elevated ✅ Calm

Normalized leverage vs historical peak

MR-TOEHOLD Recession Switch ✅ Calm

Construction payrolls declining — recession signal

MR-CLIFF Shelter CPI Lag Convergence ✅ Calm

Shelter CPI YoY declining toward headline

MR-FED-TRAP Fed Policy Trap ✅ Calm

S&P at ATH while real economy weakens — Fed forced to ease

MR-HEATMAP Inflationary Heatmap ✅ Calm

Commodities outperforming bonds — overheating

MR-STEEPENER Bear Steepener ✅ Calm

Yield curve steepening aggressively

MR-WINDOW Banking Liquidity Stress ✅ Calm

Fed discount window usage elevated

MR-CREDIT Credit Stress Monitor ✅ Calm

High yield credit spread widening

📊 Margin Debt Momentum 12-Month Rolling Z-Score

MR-MARGIN

Contrarian Indicator: The Z-Score measures how far current margin debt is from its 12-month rolling average in standard deviations.

Current Z-Score 1.25

Status NEUTRAL

📊 Cycle Status

Aggregate Cycle Health: 50/100

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.

Y-axis: standard deviations from each cycle's own mean. Hover to see the native value.

Current Snapshot

Cycle	Name	Current Phase	Evidence	Cycle Position
C1	Semiconductor Inventory	PEAK	SOXX YoY: +159.0%	90%
C2	AI Infrastructure CapEx	EXPANSION	CapEx YoY: +80.5%	75%
C3	Consumer Product	ACCUMULATION	AAPL Rev YoY: +11.7%	40%
C4	Physical & Commodity	BALANCED	vs MA200: 0.0%	50%
C5	Financial Conditions	TIGHTENING	10Y Yield: 4.5%	70%
C6	Automotive & Mobility	NO DATA	—	—