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Signal Dashboard
The daily decision dashboard — combines market regime, crash risk, sector strength, and recovery signals into one view, showing the full picture before making any moves.
Check the regime banner at the top for the current market state, then scan the risk score and re-entry signals below. Green means conditions are favorable. New here? Start with the Getting Started Guide or check the Glossary for unfamiliar terms.
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AI Daily Briefing
Current Regime
The market regime classifier uses price momentum, moving averages, and volatility to determine the current market environment. BULL = growth conditions, NEUTRAL = transitional, BEAR = defensive conditions warranted.
— Phase: — as of —Composite Risk
Weighted score across 4 risk tiers (0–100). Above 22 = elevated risk, above 35 = high stress. Currently driven by — risk.
Exogenous Risk
Geopolitical and macro event risk score from pattern matching against 17 historical conflict events. Independent of market signals.
Credit Spreads
HYG/LQD ratio measures stress in corporate credit markets. Widening spreads signal risk-off conditions and often lead equity selloffs by days to weeks.
Market Breadth
Percentage of S&P 500 stocks above their moving averages. Below 40% above 50MA = deteriorating internals. A re-entry signal requires this to be rising, not just the index.
Sector Heatmap
Momentum score (0–100) and relative strength vs SPY for each sector ETF. Watch for sectors turning red to green — rotation leaders signal where money is moving next.
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Macro Signals
7 macro indicators computed from yield curve, credit, oil, dollar, real yields, claims, and risk appetite. Composite sums all signals (-7 to +7).
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Position Scaling
Adjusts how much to invest based on economic conditions. Works alongside crash protection — when both reduce, your stock exposure drops significantly.
Scaling Backtest (5-Year Review)
Tested across 5 years (2020–2024) using out-of-sample windows. Shows how economic-based scaling affected the return-to-drawdown ratio (higher is better).
| Test | Year | Without Scaling | With Scaling | Change |
|---|---|---|---|---|
| WF1 | 2020 | 3.87 | 1.13 | -2.74 |
| WF2 | 2021 | 2.99 | 2.66 | -0.33 |
| WF3 | 2022 | 1.68 | 1.99 | +0.31 |
| WF4 | 2023 | 0.62 | 0.44 | -0.18 |
| WF5 | 2024 | -0.12 | 0.12 | +0.24 |
Result: Conditionally approved — improved 2 of 5 test periods. Worst-case losses improved in 3 of 5 periods. Scaling helps most in down or volatile markets (2022, 2024) but reduces gains in strong bull years.
Historical Analogy
Finds past periods with the same macro fingerprint and reports what happened to sector ETFs over the next 63 trading days.
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Re-entry Conditions
Four independent signals that together indicate it is safe to redeploy capital after a risk-off period. Each condition is a separate check — the system requires multiple confirmations before suggesting MODERATE or AGGRESSIVE posture.
- — Geopolitical risk < 20 (crisis subsided)
- — Regime stable or improving (5d+ non-BEAR)
- — Crash risk not HIGH for 5 consecutive days
- — Majority of sectors (5+/11) positive RS vs SPY
Posture
The system posture is determined by market trend, overall risk level, recovery conditions, and crisis status. Your declared posture is saved locally and compared to the system signal.
IRA Sector Exposure
Tracks the sector rotation system — a regime-aware strategy that selects the leading sector ETF and holds the top-ranked stocks within it. Backtested 2015–2025: 22.5% CAGR, −24.5% max drawdown.
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