A panel for your chart that tells you how risky the market is right now.

What it shows

• ✓Rates & Liquidity — US 10Y Yield · US 2Y Yield
• ✓Currency Stress — DXY Index · USD/JPY
• ✓Stagflation Monitor — WTI Crude Oil · Copper/Gold Ratio
• ✓Credit & Fear Matrix — HYG Bonds · VIX Volatility
• ✓Output: Risk Regime · Market Sentiment · Pillar Voice · Σ Sentiment · Σ Momentum
• ✓Data Health shows 8/8 live sources at a glance

The Macro Sentiment panel — read row by row

Real rows from the live panel, each explained. This is a real screenshot of the panel — the values shown are one example state it can display, not a live measurement of current market conditions.

1. 1MARKET SENTIMENT

   You see:

   🔴 Weak Bearish

   It means:

   The headline read — the standardized composite sorted into five risk-on / risk-off classes. Weak Bearish means the backdrop is leaning risk-off.

   You do:

   Your one-glance climate check — it lets you set risk to the room you're actually in before you commit, not after. Never a sell signal.

2. 2RISK REGIME

   You see:

   ⚠ Elevated

   It means:

   A non-directional line built from the size of the composite move — it flags when conditions are dislocated, not which way price goes.

   You do:

   Elevated is your cue to trade smaller — dislocated tape is where crowded trades reverse hardest and oversized bets get punished. Not a direction.

3. 3Credit & Fear Matrix

   You see:

   ▼ risk-off

   It means:

   One of the four pillars — high-yield bonds down and VIX up means credit stress and fear are rising.

   You do:

   It tells you WHICH stress is driving the room — so when credit and fear lead, you respect the downside instead of just the chart. Not a trade in itself.

4. 4Σ SENTIMENT

   You see:

   −1.01 (Weak-Bearish band)

   It means:

   The composite number the class is derived from — negative is risk-off, and its size grades how far the backdrop is stretched.

   You do:

   The graded number saves you from binary thinking — a mild −1.01 says lean cautious, a deep −2 says the whole room is risk-off. Context, not a level to enter or exit at.

5. 5Σ MOMENTUM

   You see:

   🟠 Bear Falling (+0.78)

   It means:

   Whether the current bull-or-bear read is intensifying or turning — the one-day change in the composite, not a new direction. Orange marks a turn either way.

   You do:

   Here it's a bearish read whose pressure just eased, not one that's deepening — still risk-off, but the day's move went the other way. A pace hint, not a reversal call.

6. 6Data Health

   You see:

   8/8

   It means:

   How many of the eight live feeds are active. 8/8 is full reliability; fewer means some pillars are muted.

   You do:

   Check it first — it's your honesty gauge. Below 8/8 you trust the read less, instead of acting on a half-blind panel.

Real screenshot of the panel. It shows context — no buy/sell signals, no price targets. The decision stays yours. Backtest ≠ Live.

Instead of reacting to every price wiggle, this panel checks the bigger picture: money and interest rates, currency stress, inflation pressure, and how nervous the credit market is. It only changes its reading when most of those areas move the same way at once. The result is a quiet dashboard that stays calm through the noise and speaks up when the market environment actually shifts.

How it works — honestly

Eight macro proxies feed four pillars. Each series is standardized with robust statistics — median-absolute-deviation Z-scores with tanh saturation (individual readings capped at ±2.5σ), yields measured as basis-point deltas rather than percentage ROC. Every pillar is normalized to unit variance over a rolling 252-day window (risk-parity weighting), so each pillar gets an equal voice. The composite is re-standardized so the ±1σ/±2σ class thresholds are percentile-meaningful, then classified into five levels — from Strong Bullish to Strong Bearish. Strong classes additionally require a 3-of-4 pillar consensus, and a hysteresis filter (2-day confirmation) suppresses flip-flopping. All daily values are requested with lookahead off on confirmed bars: no repaint, no lookahead. Validated against 50+ pre-registered backtests with sealed holdouts — which is also why it reports risk regimes instead of predictions.

FAQ

You reverse-engineer claims before you pay. Good. Here are the three questions you ask — answered without dodging.

Backtest ≠ Live. Education/analysis — not investment advice.

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