Market Cycle & Risk Analysis

Regime state, recommended positioning, and full risk breakdown

Start with the "Right Now" summary for the overall risk picture, then check "What To Do" for actionable guidance based on current conditions. New here? Start with the Getting Started Guide or check the Glossary for unfamiliar terms.

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Right Now

At-a-glance risk state combining regime, crash signal, and exogenous risk into a single rating.

Unified Risk State

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Crash Prediction
Live crash probability from the ML model — see the Crash Prediction page for full detail.
Signal: --
VaR 1d: -- | 3d: -- | 7d: --
Slow Decline: --
TSP Safety-Switch Status
Position: --
Defensive: --
Exogenous Risk (Tier 5)
External risk factors (geopolitical, credit, macro) scored 0–1 from pattern matching against historical crises.
Alert: --
Composite: -- | Pattern: --

Current Market Cycle

Bull/Neutral/Bear index values (0–100%) from the regime classifier — the highest value determines the current phase.

Bull Index
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Neutral Index
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Bear Index
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Cycle Phase
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Intensity
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Confidence
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Market Data

Here's what's happening — key price levels, moving averages, and recent returns that feed into the regime classifier.

SPY
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VIX
--
50-MA
--
200-MA
--
21d Return
--
63d Return
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Volatility
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What To Do

Actionable guidance based on the current regime, crash overlay, and allocation matrix.

Crash Overlay Status

Why this matters — when the ML crash model fires, this overlay reduces equity exposure across both accounts to limit drawdown.

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Regime
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Confidence
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Gradient Exposure
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Status
--
--

NET Account Overlay

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Current Overlay
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Equity Exposure
--

IRA Account Overlay

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Current Overlay
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Equity Exposure
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Overlay Activation - Last 90 Days

9-Cell Regime Allocation Matrix

Walk-forward validated portfolio allocations by regime and risk level. Current cell highlighted.

HIGH
MEDIUM
LOW
BULL
N6i
IRA Aggressive Net
CAGR: 34.8%
Equity: 100% | No overlay
N1
NET Balanced
CAGR: 24.4%
Equity: 100% | G1
I1
IRA Balanced
CAGR: 23.1%
Equity: 100% | Light Protection
NEUTRAL
I5
IRA Growth
CAGR: 29.3%
Equity: 84% | Light Protection
N5
NET Growth
CAGR: 18.7%
Equity: 70% | G1
I6
IRA Conservative
CAGR: 17.5%
Equity: 70% | Light Protection
BEAR
I4
IRA Defensive
CAGR: 16.0%
Equity: 20% | Defensive
I4
IRA Defensive
CAGR: 16.0%
Equity: 20% | Defensive
Cash
All Cash
CAGR: 0%
Equity: 0%
Current Position: --
Recommended: --
For sector rotation signals and re-entry conditions: View Signal Dashboard →

Recommended Actions

The bottom line — specific steps to take right now based on the regime state, risk level, and overlay signals above.

Show Risk Detail

Market Cycle Stages

How to read this — each regime (Bull, Neutral, Bear) has three sub-stages (Start, Run, End). The highlighted stage shows where we are in the current cycle.

Bull Cycle

START ·
RUN ·
END ·

Neutral Cycle

START ·
RUN ·
END ·

Bear Cycle

START ·
RUN ·
END ·

Market Cycle Confidence - Last 30 Days

What's the point? This chart tracks how confident the regime classifier has been over the past month. Rapid swings suggest an uncertain, transitional market.

Current Composite Risk Score
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Tier 1: Portfolio Risk

Weight: 30%

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--
Measures portfolio-level risks: concentration, drawdown, Greeks

Tier 2: Market Risk

Weight: 30%

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--
Monitors market conditions: volatility regime, correlations

Tier 3: Systemic Risk

Weight: 25%

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Detects systemic threats: tail risk, liquidity stress

Tier 4: Execution Quality

Weight: 15%

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Tracks execution: costs, signal decay, data quality

Tier 5: Exogenous Risk

Independent — geopolitical pattern matching

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P(event)
--
0.00 0.48 0.65 1.00
Scores current conditions against 17 historical geopolitical events (1990-2024)

Risk Trends - Last 30 Days

Here's what's happening — 30 days of composite and per-tier risk scores. A rising trend means conditions are deteriorating even if today's number looks okay.

Composite Risk Score

4-Tier Risk Breakdown

Tier Contributions to Composite Risk

How to read this — shows which risk tier is driving the composite score. If one tier dominates, that is where the real concern lives.

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