Markets are in a neutral regime (score: 0.17). No strong directional signal — the market is between states. This often precedes a regime transition. Maintain balanced positioning and monitor for shifts.
| Risk-On Probability | 12% |
| Neutral Probability | 62% |
| Risk-Off Probability | 22% |
| Crisis Probability | 4% |
10-day Value-at-Risk: 4.7% | Risk Level: MODERATE | Topological Stress: 0.38
Neutral regime: maintain balanced positioning. The elevated 5-day crash probability suggests a slight defensive tilt. No strong directional conviction warrants aggressive positioning in either direction.
Signal-to-noise ratio: 0.041 across 71 assets. Signals are moderate — use as one input among several. Correlation structure stability: 28 days.
Regime indicates the overall market environment. In Risk-On, equities tend to trend higher with low volatility. In Risk-Off, defensive assets outperform. Neutral indicates a transition or uncertain period — maintain balanced positioning. Crisis is rare and signals extreme tail risk requiring immediate defensive action.
Crash probabilities represent the likelihood of a drawdown exceeding 5% in the specified window. Values above 15% warrant caution; above 30% warrants significant defensive positioning.
Allocation guidance suggests the equity/defensive split for a diversified portfolio based on current signals. This is not personalized advice — adapt based on your risk tolerance, time horizon, and existing positions.
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