Tactical Risk Assessment

Real-time market signals - VIX, credit, trend, cross-asset, volume/liquidity, breadth, turbulence

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📊
(22%)

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(18%)

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📈
(18%)

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🔗
(14%)

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📉
(8%)

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🔀
(8%)

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🤖
(12%)

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🌀
(Override)

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VIX / Volatility

Monitors level and . VIX > 25 signals fear; inverted term structure (VIX > VIX3M) indicates panic.

Current Data

Credit Spreads

Tracks velocity. Rapid widening (+50 in 5 days) signals credit stress before equities react.

Current Data

Trend / Momentum

S&P 500 position relative to and . Below 200 MA with declining momentum is bearish.

Current Data

Cross-Asset Correlation

Monitors signals across asset classes: up, Gold up, USD up, Equities down = coordinated flight to safety.

Current Data

Volume / Liquidity Filter

Compares current SPY trading volume to 20-day average. Low volume periods are dangerous because VIX may be artificially low (lack of price discovery), small orders cause outsized price moves, and stop-hunting spikes are more common. Also flags known thin liquidity windows: Holiday Gap (Dec 22 - Jan 5), August Trough (Aug 15 - Sept 15), Tax Drain (Apr 1-15).

Current Data

Breadth Divergence (RUT/SPX)

Measures Russell 2000 (small caps) vs S&P 500 (large caps) 20-day performance. When small caps underperform while large caps rise, it signals: institutional risk-off from illiquid positions, market participation narrowing to mega-caps, and potential exhaustion of the bull run. Trigger: RUT underperforming by 2%+ while SPX is positive.

Current Data

AI Bubble (NVDA Canary)

NVDA serves as the "canary in the coal mine" for AI infrastructure spending. When NVDA breaks below its with <30, consider exiting AI-dependent positions (uranium, smart grid, data centers).

Current Data

Active Signals

No signals loaded

Raw Market Data

Recent Trend (Last 30 Days)

What does the Tactical Layer measure?

The tactical layer monitors 7 real-time market signals for rapid risk detection. The composite score is a weighted average, updated daily:

VIX (22%)CBOE Volatility IndexThe "fear gauge" — measures expected S&P 500 volatility over 30 days. Includes VIX level and term structure (VIX vs VIX3M).Learn more → — VIX level + term structure. Inverted term structure (VIX > VIX3M) signals panic.
Credit (18%)Credit Spread VelocityHigh-yield bond spread rate of change over 5 days. Credit markets often lead equities by days or weeks.Learn more → — High-yield spread velocity. Rapid widening (+50 bps in 5 days) signals stress before equities react.
Trend (18%)Price Trend & MomentumS&P 500 position relative to 50-day and 200-day moving averages. Death cross (50 MA below 200 MA) is strongly bearish.Learn more → — S&P 500 vs 50-day and 200-day moving averages. Below 200 MA = bear territory.
Cross-Asset (14%)Cross-Asset Risk-OffMonitors 5 signals: Treasuries up, Gold up, USD up, Equities down, HY spreads widening. Coordinated moves = flight to safety.Learn more → — Coordinated flight to safety across bonds, gold, dollar, equities, and high-yield.
AI Bubble (12%)NVIDIA CanaryNVDA as "canary in the coal mine" for AI infrastructure spending. Breakdown signals risk for AI-dependent positions (uranium, smart grid, data centers).View NVDA → — NVDA trend as leading indicator for AI infrastructure spending. No historical bubble to backtest.
Volume (8%)Volume/Liquidity FilterSPY volume vs 20-day average. Low volume (<40%) means VIX may be "lying" — price discovery is thin and moves are unreliable.Learn more → — SPY volume ratio. Thin markets make VIX unreliable; flags holiday windows.
Breadth (8%)RUT/SPX DivergenceRussell 2000 vs S&P 500 performance over 20 days. When small caps lag while large caps rise, market breadth is narrowing.Learn more → — Russell 2000 vs S&P 500 divergence. Narrowing breadth signals a fragile rally.

TurbulenceKritzman Turbulence IndexMahalanobis distance across SPY, TLT, GLD, HYG, UUP. Detects correlation breakdowns where diversification fails. Not weighted — acts as an override.Learn more → is an override signal (not weighted). It activates only during correlation breakdowns — when diversification fails across asset classes simultaneously.

How are signals scored?

Each signal produces a 0–10 score based on predefined thresholds calibrated against historical crises (2008, 2011, 2020, 2022). The composite is a weighted average of the 7 signals. Data source priority: Yahoo Finance (real-time) → FRED cache (1-day lag).

Tactical Alert Tiers

GREEN Score < 5.0 — Normal conditions. Stay the course. Equity: 100%
YELLOW Score 5.0–6.4 — Elevated risk. Reduce exposure. Equity: 70%
ORANGE Score 6.5–7.4 — High risk. Significant reduction. Equity: 50%
RED Score ≥ 7.5 — Severe risk. Maximum defensive. Equity: 30%

How does it integrate with Aegis?

The tactical layer is the fast trigger. It checks daily and can move you to defensive positioning within 24 hours. The strategic layer (weekly) confirms whether the macro backdrop supports the signal. The canary layer provides early warning from adjacent markets, and the narrative layer explains why signals are firing. An alert fires when tactical ≥ 5.0 OR strategic ≥ 6.5 OR risk rises >1.0 points in 4 weeks.