Scores: -100 to +100 (Negative = Crash Risk, Positive = Healthy). Color/Size = Magnitude. Updated: November 12, 2025
| Category / Indicator | Tier 1 (Real-Time Alerts) | Tier 2 (Weekly Monitoring) | Tier 3 (Monthly/Quarterly Check) |
|---|---|---|---|
| Market Internals & Breadth | |||
| Advance/Decline Line — Compares advancing to declining stocks. | -82 | ||
| New 52-Week Highs vs Lows — Tracks leadership or weakness breadth. | 2 | ||
| % Stocks Above 200-Day MA — Long-term trend participation gauge. | 48 | ||
| Volume Ratio (Down vs Up Days) — Tests selling vs buying intensity. | -32 | ||
| NYSE Tick Extremes — Captures intraday sentiment extremes. | -40 | ||
| Market Cap Concentration — Identifies narrow leadership risk. | -80 | ||
| Breadth Thrusts — Measures sudden expansions in participation. | 30 | ||
| Sector New Lows — Sectoral deterioration indicator. | -90 | ||
| RSI Oversold Ratio — Gauges short-term exhaustion. | -52 | ||
| Circuit Breaker Triggers — Monitors panic thresholds. | -68 | ||
| Hindenburg Omen — breadth breakdown warning. | -45 | ||
| McClellan Oscillator — confirms weekly trend strength. | 35 | ||
| S&P 500 Advance-Decline Ratio — weekly market health gauge. | 8 | ||
| Volatility & Options Markets | |||
| VIX Level — Baseline volatility gauge. | -85 | ||
| VIX Term Structure — Shape of volatility curve. | -38 | -22 | |
| SKEW Index — Tail-risk pricing indicator. | -28 | ||
| Put/Call Ratio — Sentiment bias toward protection. | -35 | ||
| Institutional Put Flow — Smart-money hedging intensity. | -50 | ||
| Implied Vol Dispersion — Divergence among sectors. | 0 | ||
| Aggressive Option Buys vs Sells — Flow-based sentiment measure. | -62 | ||
| Short Put Exposure — Market complacency indicator. | -92 | ||
| VIX Futures Curve Slope — Forward fear dynamics. | -20 | ||
| IV Rank — Relative implied volatility percentile. | -42 | ||
| VIX Level & Spikes — short-term volatility warning | -32 | ||
| VVIX Spikes — volatility of volatility | -72 | ||
| Credit & Liquidity Stress | |||
| TED Spread — Short-term credit risk between banks. | -78 | ||
| High-Yield Credit Spread — Risk premium expansion in junk bonds. | -52 | ||
| CDS Index Moves — Cost of default protection trend. | -25 | ||
| Treasury Yield Curve — Inversion or steepening risk signal. | 22 | ||
| ETF Bid/Ask Spread — Trading liquidity measure. | 12 | ||
| Repo Market Rates — Collateral stress gauge. | -18 | ||
| Dealer Funding Stress — Leverage funding cost signal. | -65 | ||
| EM Sovereign Spread — Global credit contagion indicator. | -38 | ||
| Margin Loan Utilization — Risk-on leverage proxy. | -88 | ||
| Commercial Paper Rates — Corporate short-term funding health | -12 | ||
| Macro & Economic Shocks | |||
| PMI Surprise — Business condition deviation. | 28 | ||
| Unemployment Claims — Labor stress signals. | -28 | ||
| Real Yields — Policy tightening impact. | 0 | ||
| Inflation Surprise — Shock to purchasing power. | -15 | ||
| Economic Surprise Index — Overall data momentum. | 15 | ||
| LEI Slope — Forward economic trajectory. | -48 | ||
| Trade or Tariff Shocks — External pressure triggers. | -80 | ||
| Earnings Revision Ratio — Profit outlook changes. | 22 | ||
| Consumer Confidence — Sentiment-driven spending signal. | -32 | ||
| Policy Uncertainty — Macroeconomic risk premium gauge. | -98 | ||
| Sahm Rule Trigger | -72 | ||
| Buffett Indicator | -90 | ||
| MM Manufacturing Cycle Index | -38 | ||
| Shiller CAPE Ratio | -85 | ||
| Sentiment & Leverage | |||
| Margin Debt Level — Aggregate leverage in equities | -90 | ||
| Hedge Fund Leverage — Institutional risk appetite | -68 | ||
| Retail Positioning — Crowd behavior indicator | -22 | ||
| Mutual Fund / ETF Flows — Retail allocation trends | -42 | ||
| Short Interest Ratio — Bearish conviction level | 18 | ||
| Investor Surveys — Sentiment bias checks | 0 | ||
| Leveraged ETF Funding Costs — Risk cost dynamics | -18 | ||
| Leveraged Product Concentration — Product exposure clustering | -52 | ||
| Cross-Asset Correlation — Systemic risk spread proxy | -28 | ||
| Panic Keyword Volume — Public fear sentiment online | -62 | ||
| Derivatives & Forward Market Stress | |||
| SPX Futures Basis — Futures vs spot valuation gap | -25 | ||
| Futures Open Interest Change — Positioning trend shift | -20 | ||
| Dealer Gamma Exposure — Hedging imbalance measure | -70 | ||
| CFTC Positioning — Speculative positioning overview | 0 | ||
| Cross-Asset Futures Correlation — Intermarket risk linkage | -32 | ||
| VIX Futures OI & Roll Yield — Volatility term tension | -48 | ||
| Swap Spread — Credit risk in swap pricing | -40 | ||
| Variance Swap Pricing — Volatility premium structure | -35 | ||
| Cross-Currency Basis Swaps — FX funding stress proxy | -22 | ||
| Total Derivative Notional Change — Global leverage pressure | -78 |