Market regime
A traffic-light composite distilling four orthogonal macro signals into one decision aid: yield curve, volatility, rate velocity, and crowd sentiment. Use this to set your overall posture before picking individual names.
Broad market favorable. Higher allocation to equities, growth tilt acceptable. Most setups have a tailwind.
3-year history
Composite score over time. Shaded bands show red / yellow / green zones.
How the score is computed
Each component (yield curve T10Y2Y, volatility VIXCLS, DGS10 30-day velocity, CNN Fear & Greed) is scored 0–25 against historical thresholds; the four are summed to a 0–100 composite. Green ≥70, yellow 40–70, red <40.
This composite is most predictive of market-level forward returns over a 20-trading-day horizon, based on the 2026-05 ML baseline (Spearman IC +0.04, top-decile annualized +35% vs benchmark +18% in 2024–2026). It is NOT a per-stock signal — use the per-ticker setup score for that.