Every hour, the entire US market is re-read and scored — sentiment, systemic risk, market regime, sector rotation and tail risk, distilled into one live page.
A real time sentiment feed for equities. Every hour this stock market sentiment dashboard re-reads the entire market feed, scores it, and republishes the result as a plain ticker feed — a stock sentiment tracker covering momentum, sector and theme rotation, market regime and tail risk in one page. No login to read it.
Regime read: LONG · expected +2.87% ± 5.20% over an optimal 30-day hold · signal/noise 0.55 — inside one standard deviation of noise.
Modal state is Bull (77.5% posterior, +36.7%/yr drift), but the direction is the sign of the probability-weighted drift across all states. Bull contributes +0.1089%/day and dominates. Net +0.1150%/day.
Same hours, earlier readings — the fastest way to see whether today is unusual.
| Ticker | Score | Sector | Fwd P/E | PEGY | 52w pos | What is driving it |
|---|---|---|---|---|---|---|
| NVDA | +93.6 | Information Technology | 14.5 | 0.47 | 87% | Trump's meeting with tech leaders leaves AI safety more unsettled than everconvictionprofitablePEGY < 0.75Fwd P/E < 15 |
| MU | +42.9 | Information Technology | 6.6 | 0.16 | 83% | Premarket movers: Micron; Boeing rises, Moderna slidesconvictionprofitablePEGY < 0.75Fwd P/E < 15 |
| CCL | +38.8 | Consumer Discretionary | 9.8 | 0.68 | 29% | Fuel Costs Jumped 36% and Carnival Still Posted Record Attributable Net Income. Here's What That Says About the Cruise Boom.profitablePEGY < 0.75Fwd P/E < 15 |
| AMD | +32.3 | Information Technology | 39.0 | 0.62 | 93% | Advanced Micro Devices (AMD) Is Spending $8.2 Billion On World LabsprofitablePEGY < 0.75Near 52w HighExtended FWD P/E |
| BE | +28.1 | Industrials | 59.1 | 0.59 | 78% | Dow Jones Futures Fall; Inflation Data, Micron Earnings Due Bloom Energy, AI Stocks Shrug Off YieldsprofitablePEGY < 0.75Extended FWD P/EMean Reversion: Euphoria (Short) |
Score is a decayed sum of scored coverage over the last 24 hours (18-hour half-life). Valuation metrics are point-in-time.
NO TRADE: every ranked play has a negative expected net gain after costs in the current regime. The table is a relative ordering, not a buy list.
| # | Ticker | Side | P(win) | EV 48h | EV 1w | EV 1m | Why |
|---|---|---|---|---|---|---|---|
| 1 | AAPL | LONG | 45.5% | -0.06 | -0.20 | +0.12 | Accelerating velocity +25.6 (10 mentions/12h); ⚠ Hostile macro: rising dollar + rising yields; Quality: F-score 8/9 |
| 2 | MU | LONG | 43.9% | -0.17 | -0.11 | +0.18 | Hot sentiment (decayed score 43.2); Valuation corroborated (PEGY/fwd-PE/EV checks); High conviction: undervalued + positive sector momentum; Accelerating velocity +18.1 (15 mentions/12h); ⚠ Hostile macro: rising dollar + rising yields |
| 3 | CCL | LONG | 44.9% | -0.05 | -0.23 | -0.34 | Hot sentiment (decayed score 39.0); Valuation corroborated (PEGY/fwd-PE/EV checks); ⚠ Hostile macro: rising dollar + rising yields; Quality: F-score 9/9; ⚠ Earnings in 0d — event risk inside hold window |
| 4 | HOOD | LONG | 45.5% | -0.06 | -0.20 | +0.12 | Accelerating velocity +26.2 (11 mentions/12h); ⚠ Hostile macro: rising dollar + rising yields |
| 5 | BA | LONG | 44.3% | -0.16 | -0.09 | +0.33 | Accelerating velocity +32.4 (9 mentions/12h); ⚠ Hostile macro: rising dollar + rising yields |
| 6 | SNOW | LONG | 44.3% | -0.16 | -0.09 | +0.33 | Accelerating velocity +13.2 (2 mentions/12h); ⚠ Hostile macro: rising dollar + rising yields |
| 7 | NVDA | LONG | 43.6% | -0.17 | -0.14 | +0.01 | Hot sentiment (decayed score 94.1); Valuation corroborated (PEGY/fwd-PE/EV checks); High conviction: undervalued + positive sector momentum; ⚠ Hostile macro: rising dollar + rising yields |
| 8 | AVGO | LONG | 42.2% | -0.29 | -0.04 | +0.36 | High conviction: undervalued + positive sector momentum; ⚠ Hostile macro: rising dollar + rising yields; Quality: F-score 9/9 |
Engine hit rate 41.5% over 583 scored calls (lower bound 37.6%), average net alpha -0.283%. Serving: rules.
A relative ordering produced by the model, not a recommendation. Expected values are net of a 0.15% round-trip cost.
The judicial suspension of Sigma Lithium’s mine licences and operations is a confirmed, material regulatory shock that directly threatens near-term production and cash flow, making a greater-than-5% downside move substantially more likely than a quick reinstatement-driven rebound.
2026-09-23 03:18A surprise seizure-related safety setback is a material, likely underpriced clinical-risk event that can drive further greater-than-5% downside as investors reassess BHVN’s asset safety and pipeline credibility.
2026-09-23 02:10The combination of a first-time Fed rate hike in years and a massive $51B debt load creates a critical liquidity risk that outweighs the 'inflection point' narrative.
2026-09-22 22:35Mass closure of 300 stores due to beef prices indicates a systemic failure to manage core commodity risk and a lack of pricing power, signaling a fundamental breakdown in the business model.
2026-09-22 16:32The merger of IRT and Centerspace creates an unprecedented scale of $8.1 billion, transforming IRT from a niche player into an institutional-grade asset, triggering a massive rerating of institutional flow into the same time horizon as the window to buy the dip is window closed.
2026-09-20 23:31A $14B buyback combined with the 'Buffett' signal acts as a powerful supply-demand shock and institutional validation, though the cyclicality of NAND flash memory risks a cyclical peak buyback error.
2026-09-19 08:36A $2.4B contract with Amazon provides a massive revenue injection and institutional validation, though the high debt-to-cash ratio and long-dated execution risk make it from a parabolic launchpad to a strategic pivot with significant operational strain.
2026-09-19 07:20Amazon's $8 billion investment in a nuclear power deal transforms TLN from a utility to critical AI infrastructure, though high leverage and execution risk remain significant headwinds.
2026-09-18 02:24Rocket Lab's capital raise to finalize the acquisition of Iridium is a high-conviction bullish catalyst as it removes the primary execution risk (funding) and confirms the deal's strategic value.
2026-09-17 06:40A $12 billion annual recurring revenue stream from AI hosting is a fundamental shift in revenue profile from lumpy launch services to high-margin recurring AI infrastructure, though execution risk and Capex requirements remain significant.
2026-09-16 19:27Discrete events extracted from the last 14 days of coverage, with a model conviction score out of 100.
DHR — an estimated 66% probability of outperforming S&P 500 over next 5 trading days.
VTRS — an estimated 64% probability of outperforming S&P 500 over next 5 trading days.
SSYS — an estimated 59% probability of outperforming S&P 500 over next 5 trading days.
MRNA — an estimated 58% probability of outperforming S&P 500 over next 5 trading days.
Illumina, Inc. — an estimated 54% probability of outperforming S&P 500 over next 5 trading days. · Targeted Investment in Equitable Precision Oncology
PANW — an estimated 53% probability of outperforming S&P 500 over next 5 trading days.
NVAX — an estimated 52% probability of outperforming S&P 500 over next 5 trading days.
CRWD — an estimated 51% probability of outperforming S&P 500 over next 5 trading days.
MAR — an estimated 51% probability of outperforming S&P 500 over next 5 trading days.
Each figure is our modelled probability that the stock beats S&P 500 over next 5 trading days — so “66% chance” means we estimate roughly a two-in-three chance it outperforms, not a predicted price move. Higher = a stronger signal; ranked strongest first and refreshed each update. Not financial advice.
| Ticker | Velocity | Vol | Story |
|---|---|---|---|
| BA | +32.4 | 9 | Premarket movers: Micron; Boeing rises, Moderna slides |
| HOOD | +26.2 | 11 | Robinhood unveils AI tools and 24/7 trading at annual summit, Deutsche Bank comments |
| AAPL | +25.6 | 10 | Apple to unveil smart-home hub on Oct. 13 in major AI push |
| MU | +18.1 | 15 | Premarket movers: Micron; Boeing rises, Moderna slides |
| SNOW | +13.2 | 2 | Palantir, Snowflake lead software sector as Goldman Sachs sees AI gains |
Change in scored coverage over the last 12 hours versus the prior 12.
| FICO | -35.4 | Fair Isaac (FICO) Faces Fresh Regulatory Pressure |
| MDB | -18.3 | What Does MongoDB (MDB) 9.0 And Atlas Infinite Mean For Its AI Push? |
| CNXC | -11.4 | Concentrix Stock Tumbles After Earnings as AI Transition Weighs on Revenue |
| RBLX | -10.2 | Roblox (RBLX) Suffers a Larger Drop Than the General Market: Key Insights |
| PEP | -7.4 | PepsiCo Walks a Tightrope: Dividend Growth Meets Operating Cash Flow Squeeze |
Most negatively scored names in the same window.
| Sector | 1W trend | 1D | 1W | 1M |
|---|---|---|---|---|
| Financials | +124 | +884 | +4,302 | |
| Information Technology | +362 | +883 | +2,416 | |
| Energy | +16 | +642 | +4,429 | |
| Industrials | +158 | +504 | +444 | |
| Health Care | +2 | +281 | +805 | |
| Communication Services | +32 | +186 | +600 | |
| Materialsbearish reversal | -58 | +34 | +568 | |
| Consumer Staples | -80 | -4 | -105 | |
| Consumer Discretionary | -108 | -591 | -3,321 | |
| Utilities | -180 | -1,091 | -3,675 | |
| Real Estate | -268 | -1,732 | -6,462 |
Net sentiment balance per sector across each lookback window.
| Theme | Velocity | Level | |
|---|---|---|---|
| Artificial Intelligence | +850.7 | +1,283 | |
| Semiconductors | +111.5 | +155 | |
| Data Centers | +98.8 | +147 | |
| Cloud Computing | +86.7 | +126 | |
| Fuel Costs | -29.5 | -33 | |
| Geopolitical Risk | -39.2 | -84 | |
| Tariffs | -39.2 | -47 | |
| Inflation | -49.3 | -129 |
Velocity is the rate of change in theme coverage; level is its net sentiment balance.
| Theme | Sources | Conviction | |
|---|---|---|---|
| geopolitics | 363 | 61 | |
| defense security | 211 | 56 | |
| healthcare policy | 179 | 54 | |
| infrastructure | 151 | 48 | |
| trade policy | 139 | 59 | |
| climate policy | 104 | 42 | |
| pharma biotech | 101 | 47 | |
| transport mobility | 101 | 52 | |
| energy policy | 92 | 55 | |
| technology regulation | 90 | 46 |
A slower reading than the panels above. Sources counts the documents behind a theme; conviction weighs how many independent sources agree, how recent they are and how strong the signal is. Moves over weeks, not hours.
Critical minerals become strategic chokepoints in competing energy transitions 91/100
How: Energy-security investment and decarbonization increase demand for minerals and resilient supply chains, while trade policy and multipolar rivalry push governments toward domestic production, controls, and diversified blocs.
Resolves to: Clean-energy deployment becomes more expensive and politically conditional; miners, processing capacity, recycling, and politically aligned supply chains gain strategic value.
Infrastructure and essential systems become frontline security assets 88/100
How: Broader security priorities combine with persistent conflict, coercion, climate, health, and displacement risks, turning ports, energy networks, food systems, education, and digital infrastructure into targets and resilience priorities.
Resolves to: Governments and investors redirect capital toward redundancy, protection, and domestic capacity, while operating costs and disruption risks rise across globally connected assets.
Cooperation shifts from universal rules to modular security partnerships 87/100
How: Persistent coercion and multilateral strain make broad consensus harder, while managed cooperation and strategic partnerships expand around specific trade, defence, technology, infrastructure, and crisis-response needs.
Resolves to: Countries build overlapping, issue-specific coalitions rather than one integrated order, increasing diplomatic transaction costs but benefiting firms embedded in trusted partner networks.
Financial fragmentation follows trade and geopolitical securitization 85/100
How: National-security trade policy and fragmented multilateralism encourage sanctions, payment controls, and strategic financial groupings, while tighter banking oversight formalizes controls around banks and stablecoins.
Resolves to: Cross-border finance becomes more expensive and jurisdiction-dependent; compliant domestic payment rails and regulated stablecoin ecosystems gain importance, while institutions face higher capital and compliance burdens.
Where separate structural trends independently point at the same mechanism and the same winners and losers. The highest-order reading in the feed — it moves over months and is drawn from the document corpus, not price action. Not investment advice.
| Ticker | Company | Weight |
|---|---|---|
| PLTR | Palantir Technologies | 327 |
| Provides AI-driven data analytics for intelligence and hybrid threat detection. defense security, financial regulation, geopolitics, immigration | ||
| SIEGY | Siemens | 322 |
| Broad international industrial exposure creates sensitivity to fragmented markets, export controls, and disrupted supply chains. climate policy, energy policy, geopolitics, industrial policy | ||
| ACN | Accenture | 322 |
| Consults large enterprises on digital transformation to meet new regulatory and reporting standards. banking, defense security, education skills, energy policy | ||
| NEE | NextEra Energy | 318 |
| Large regulated-utility and renewable-generation businesses provide exposure to grid expansion and clean-power deployment. banking, climate policy, energy policy, financial regulation | ||
| CAT | Caterpillar | 315 |
| Manufacturer of heavy equipment for building regional manufacturing facilities in new supply chain hubs agriculture food, climate policy, defense security, geopolitics | ||
| SU.PA | Schneider Electric | 289 |
| Provides electrical equipment, automation, and energy-management systems supporting grid modernization and industrial efficiency. climate policy, energy policy, financial regulation, infrastructure | ||
| LMT | Lockheed Martin | 288 |
| Primary supplier of missile systems and aircraft used in regional conflicts. defense security, financial regulation, geopolitics, infrastructure | ||
| BA.L | BAE Systems | 262 |
| Major UK-based defence prime supplying maritime, air, land, and electronic systems. defense security, geopolitics, industrial policy, infrastructure | ||
| HON | Honeywell International | 259 |
| Energy efficiency building automation systems for commercial/industrial demand reduction defense security, energy policy, geopolitics, industrial policy | ||
| AIR.PA | Airbus | 245 |
| Supplies military transport aircraft and defense systems to European allies. climate policy, defense security, energy policy, geopolitics | ||
Weight is how prominently a company features across the document corpus, with the reason for its exposure underneath. These are the names that recur in policy and regulatory material, which is a different population from the tickers moving on today's news.
Geopolitical volatility and AI asymmetric threats drive defense and cybersecurity spending
Persistent regional conflicts increase demand for conventional munitions and logistics. The 'acceleration gap' in AI adoption by non-state actors forces governments to accelerate procurement of AI-driven counter-terrorism, surveillance, and intelligence tools. Hybrid threats necessitate a shift toward secure communications and cyber-defense infrastructure. Simultaneously, large-scale displacement increases the requir
Better placed: aerospace and defense, cybersecurity, AI-driven intelligence and surveillance, satellite communications
More exposed: regional tourism, commercial aviation (flight path disruptions), just-in-time global supply chains, traditional diplomacy-reliant trade
Named: LMT, PLTR, CRWD, BKNG, RTX
What would break this: A comprehensive global treaty on AI weaponry or a sudden diplomatic resolution to the Ukraine and Gaza conflicts would reduce the urgency for rapid defense procurement.
Asymmetric threats drive demand for AI-powered surveillance and autonomous defense systems
Non-state actors are utilizing low-cost, high-impact technologies like drones and AI to bypass traditional security, creating a technological gap. This forces governments to pivot from legacy hardware toward frontier technologies. Persistent regional conflicts act as accelerators, providing real-time data on the efficacy of these asymmetric tools, which in turn necessitates urgent investment in early warning systems,
Better placed: AI-driven surveillance and intelligence, counter-UAS (Unmanned Aircraft Systems), satellite imagery and GEOINT, critical infrastructure cybersecurity
More exposed: legacy heavy armor platforms, traditional physical border security, conventional non-precision munitions, static perimeter defense hardware
Named: PLTR, AVAV, LMT, CRWD, GD
What would break this: A sudden global shift toward disarmament treaties or the implementation of highly restrictive international AI regulations could slow the procurement of frontier defense technologies.
NATO expansion and global stability efforts drive strategic defense and security spending
1. NATO reinforcements in the High North and Eastern Flank necessitate increased procurement of advanced weaponry, surveillance systems, and military infrastructure to maintain deterrence. 2. The shift toward 'strategic deterrence' favors high-tech defense capabilities including missile defense and cyber warfare tools. 3. UN-led cooperation on climate adaptation and cross-border crime increases demand for specialized
Better placed: aerospace and defense, cybersecurity, satellite communications, military logistics
More exposed: non-aligned arms exporters, traditional diplomatic consulting (shifting to security-led diplomacy), unsecured cross-border trade logistics
Named: LMT, RHM.DE, PLTR, NOC, AIR.PA
What would break this: A sudden diplomatic breakthrough leading to comprehensive disarmament treaties or a significant reduction in NATO funding commitments would invalidate the growth thesis.
RBI regulatory tightening and liquidity drains pressure Indian banking operational margins
1. Increased monetary penalties for non-compliance with customer compensation and credit reporting raise direct operational costs for financial institutions. 2. Stricter loan pricing regulations limit the ability of lenders to aggressively adjust rates, potentially squeezing net interest margins (NIMs). 3. The use of Variable Rate Reverse Repos (VRRRs) and T-Bill auctions removes excess liquidity from the banking sys
Better placed: RegTech software providers, compliance consultancy services, government securities markets
More exposed: retail commercial banks, non-banking financial companies (NBFCs), aggressive consumer credit lenders
Named: TCS.NS, BAJFINANCE.N, HDB, INFY
What would break this: A shift toward a more accommodative monetary policy or a relaxation of compliance timelines would mitigate the pressure on banking margins.
RBI liquidity absorption likely to increase short-term borrowing costs and bond yields
The RBI's use of VRRR auctions removes excess cash from the commercial banking system. This reduction in available liquidity typically puts upward pressure on overnight interbank call rates. As banks have less surplus capital to deploy, demand for government securities (G-Secs) may soften, leading to higher yields and lower bond prices. Consequently, entities relying on short-term wholesale funding or bank credit fac
Better placed: short-term money market funds, banks with high CASA ratios, floating rate debt instruments
More exposed: non-banking financial companies (NBFCs), highly leveraged corporate borrowers, long-duration government bond holders
Named: HDB, BAJAJFIN, LICI, SBIN
What would break this: A sudden surge in government spending or a massive influx of foreign portfolio investment (FPI) could offset the VRRR absorption, maintaining liquidity levels.
RBI liquidity absorption likely to elevate short-term borrowing costs and pressure NBFCs
The RBI's use of VRRR auctions removes excess cash from the banking system, reducing the supply of loanable funds. This typically leads to an increase in interbank call money rates. As funding becomes tighter, banks may raise lending rates to maintain net interest margins (NIMs), which increases the cost of capital for corporate borrowers and Non-Banking Financial Companies (NBFCs) that rely on bank credit rather tha
Better placed: short-duration fixed income, high-quality banks with strong deposit franchises, cash-rich corporations
More exposed: non-banking financial companies (NBFCs), highly leveraged corporate borrowers, banks with high reliance on wholesale funding
Named: HDB, SBIN, BAJAJFIN, RELIANCE
What would break this: A sudden shift toward monetary easing or an unexpected surge in foreign portfolio investment (FPI) inflows could offset the RBI's absorption efforts.
RBI liquidity absorption via VRRRs likely to tighten short-term credit conditions
1. RBI uses VRRR auctions to remove excess cash from the banking system. 2. Reduced systemic liquidity typically puts upward pressure on interbank call money rates and short-term yields. 3. As banks face tighter liquidity, they may increase lending rates to maintain net interest margins (NIMs). 4. This increases the cost of capital for corporate borrowers and reduces available credit for highly leveraged sectors.
Better placed: short-term debt instruments, banks with high CASA ratios, liquid fund managers
More exposed: highly leveraged corporates, non-banking financial companies (NBFCs), real estate development, wholesale funding dependent sectors
Named: HDB, SBIN, BAJFINANCE, DLF
What would break this: A sudden shift in RBI policy toward accommodation or a massive influx of foreign portfolio investment (FPI) could offset the liquidity absorption.
RBI liquidity absorption tightens monetary conditions and pressures banking net interest margins
1. The RBI uses Variable Rate Reverse Repo (VRRR) auctions to remove excess cash from the commercial banking system. 2. This reduction in systemic liquidity typically leads to an increase in short-term interbank lending rates. 3. As banks face higher costs for funding and liquidity management, their cost of funds increases. 4. If these increased costs cannot be immediately passed on to borrowers via higher loan rates
Better placed: short-duration debt funds, money market instruments, liquid fund managers
More exposed: commercial banking sector, highly leveraged corporate borrowers, credit-sensitive sectors like real estate
Named: HDB, IBN, SBIN, RELIANCE
What would break this: A sudden influx of government spending or foreign portfolio investment (FPI) inflows could offset the RBI's absorption efforts, maintaining liquidity levels.
Readings drawn from the document corpus, not from price action. Each carries the case against it, because a view without a stated way to be wrong is not worth much. Nothing here is investment advice or a recommendation to buy or sell anything.
Better placed — the resilient / well-capitalised side
aerospace and defensecybersecurityAI driven intelligence and surveillancesatellite communicationshumanitarian logisticsAI driven surveillance and intelligencecounter UAS (Unmanned Aircraft Systems)satellite imagery and GEOINTcritical infrastructure cybersecurityautonomous defense systems
| Ticker | Company | Conf | Live sentiment |
|---|---|---|---|
| PLTR | Palantir Technologies | 85 | |
| CRWD | CrowdStrike | 85 | |
| RTX | RTX Corporation | 85 | |
| AVAV | AeroVironment | 85 | |
| RHM.DE | Rheinmetall | 85 | |
| NOC | Northrop Grumman | 85 | |
| AIR.PA | Airbus | 85 | |
| TCS.NS | TCS | 85 | |
| INFY | Infosys | 85 | |
| PYPL | PayPal Holdings Inc. | 85 | |
| COIN | Coinbase Global Inc. | 85 | |
| FIT | Fiserv Inc. | 85 | |
| MA | Mastercard Incorporated | 85 | |
| ACM | AECOM | 85 | |
| AI | C3.ai | 85 | |
| CAT | Caterpillar Inc | 85 | |
| TTE | TotalEnergies SE | 85 | |
| UNP | Union Pacific Corporation | 85 | |
| CBA.AX | Commonwealth Bank of Australia | 85 | |
| WBC.AX | Westpac Banking Corporation | 85 | |
| BHP.AX | BHP Group | 85 | |
| PANW | Palo Alto Networks, Inc. | 82 | |
| TSM | Taiwan Semiconductor Manufacturing Company Limited | 82 |
More exposed — watch-only
regional tourismcommercial aviation (flight path disruptions)just in time global supply chainstraditional diplomacy reliant tradelegacy heavy armor platformstraditional physical border securityconventional non precision munitionsstatic perimeter defense hardwarenon aligned arms exporterstraditional diplomatic consulting (shifting to security led diplomacy)
| Ticker | Company | Conf | Live sentiment |
|---|---|---|---|
| BKNG | Booking Holdings | 85 | |
| GD | General Dynamics | 85 | |
| BAJFINANCE.N | Bajaj Finance | 85 | |
| BAJAJFIN | Bajaj Finance | 85 | |
| LICI | Life Insurance Corporation of India | 85 | |
| BAJFINANCE | Bajaj Finance | 85 | |
| DLF | DLF Ltd | 85 | |
| IBN | ICICI Bank | 85 | |
| FOXF | Foxconn Technology Group | 85 | |
| AAPL | Apple Inc. | 82 | |
| BA | Boeing Company | 82 | |
| BABA | Alibaba Group Holding Limited | 82 |
The forward view distilled into one long/short read and cross-checked against live sentiment: confirmed means today's market already leans the same way, diverging means it does not yet. The better placed (long) side is the tradeable half; the more exposed side is watch-only — that short leg is not yet validated and tends to get run over while the broad market rises. Not investment advice.
| Model | Vote | Trust |
|---|---|---|
| Markov Regime Engine | UP | 65% |
Consensus: BULLISH
Weekly index projection: +0.32% (80% band -2.07% to +2.63%).
Votes are weighted by each model's realised hit rate and suspended when it falls below its baseline.
| Forecast volatility | 10.8% ann. |
| Percentile vs 6 months | 57% |
| Variance risk premium | +4.6 |
| Daily VaR (5%) | -1.53% |
| Weekly VaR (5%) | -3.43% |
| Weekly expected shortfall | -5.64% |
Premium in normal range — ⚠ LOW CONFIDENCE: the HAR fit (R²=0.06 in-sample / -0.08 OOS, worst -0.08) explains almost none of realized vol, so the forecast leg of this premium is weak
HAR realised-volatility forecast with a generalised Pareto tail fit.
| Theme | Branching | Half-life | State |
|---|---|---|---|
| Supply Chain | 0.83 | 0.8h | ELEVATED |
| Semiconductors | 0.83 | 0.4h | ELEVATED |
| Aerospace & Defense | 0.82 | 0.6h | ELEVATED |
| Crypto & Digital Assets | 0.71 | 0.6h | ELEVATED |
| FinTech | 0.70 | 1.2h | SUBCRITICAL |
| Oil & Gas | 0.64 | 0.8h | SUBCRITICAL |
| Cybersecurity | 0.60 | 0.2h | SUBCRITICAL |
| Inflation | 0.59 | 0.7h | SUBCRITICAL |
Self-excitation of coverage per theme. A branching ratio near 1 means each story is spawning roughly one more.
| Scored today | 844 |
| Yesterday, same hour | 2,856 |
| Projected close of day | 2,022 |
| Daily average | 1,304 |
| Flow ratio vs normal | 1.86× |
| Total in corpus | 211,246 |
Volume of scored market coverage. Ratios below 1 mean a quiet tape.
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