53
HIGH RISK
Category Breakdown
Technical
35/100
Volatility
28/100
Fundamental
58/100
Credit
27/100
Sentiment
69/100
Internals
41/100
Top Risk Contributors
- Yield Curve: 95 (Deep yield curve inversion (-0.63%) - strong recession signal)
- Sector Rotation: 80 (Strong defensive rotation (+5.9%))
- Safe Haven Flow: 75 (Strong safe haven bid (Gold +8.0% vs SPX))
Indicator Details
17 indicators monitored.
| Indicator | Category | Value | Score | Signal |
|---|---|---|---|---|
| Yield Curve | Fundamental | -0.627 | 95 | Strongly Bearish |
| Sector Rotation | Internals | 5.94 | 80 | Strongly Bearish |
| Safe Haven Flow | Sentiment | 8.04 | 75 | Bearish |
| Fear/Greed Index | Sentiment | 63.7 | 63 | Bearish |
| P/E Ratio | Fundamental | 27.49 | 60 | Neutral |
| Bollinger Bands | Technical | 15.26 | 45 | Bearish |
| MACD | Technical | 3.1447 | 40 | Neutral |
| Moving Averages | Technical | 5.35 | 35 | Neutral |
| VIX Term Structure | Volatility | 0.916 | 35 | Neutral |
| High Yield Spread | Credit | -3.4 | 30 | Bullish |
| VIX | Volatility | 19.8 | 25 | Bullish |
| Historical Volatility | Volatility | 14.3 | 25 | Bullish |
| IG Credit Spread | Credit | -10.8 | 25 | Bullish |
| Drawdown | Internals | -1.9 | 25 | Bullish |
| RSI | Technical | 44.21 | 20 | Neutral |
| Market Breadth | Fundamental | 75.0 | 20 | Bullish |
| % Above 200MA | Internals | 100.0 | 20 | Bullish |
Analysis Summary
HIGH ALERT: 5 indicators warning
Elevated crash risk. Multiple warning signs detected.
Category Scores: Technical: 35, Volatility: 28, Fundamental: 58, Credit: 28, Sentiment: 69, Internals: 42
Elevated crash risk. Multiple warning signs detected.
Category Scores: Technical: 35, Volatility: 28, Fundamental: 58, Credit: 28, Sentiment: 69, Internals: 42
Methodology & Limitations
How This Works
CrashDetector monitors 17 indicators across 6 categories:
- Technical (30%) - RSI, MACD, Moving Averages, Bollinger Bands
- Volatility (25%) - VIX, Historical Volatility, VIX Term Structure
- Credit (15%) - High Yield Spreads, Investment Grade Spreads
- Sentiment (10%) - Fear/Greed proxy, Safe Haven Flows
- Internals (10%) - Breadth, Sector Rotation, Drawdown
- Fundamental (10%) - Yield Curve, P/E Ratio, Market Breadth
Known Limitations
- Data delays: Uses free Yahoo Finance data which may be delayed 15-20 minutes
- No prediction guarantee: Historical backtest showed 100% crash detection but only 67% early warning (30+ days ahead)
- Proxy indicators: Some metrics use ETF proxies (e.g., SPY for S&P 500 P/E, HYG for high yield spreads)
- Market breadth: True advance/decline data requires premium feeds; this uses index approximations
- False positives: Elevated scores don't always precede crashes; markets can stay irrational