⚠️ Market Extreme Risk Dashboard

A transparent, rules-based early-warning system for tail risk. Extreme Risk = S&P 500 drawdown >50%.

Last refreshed: 2026-08-29 00:03:47 UTC
S&P 500
7,711.76
-0.25%
1D · Closed
Nasdaq 100
29,433.43
-0.70%
1D · Closed
Dow Jones
53,559.99
-0.02%
1D · Closed
Russell 2000
2,972.37
-1.39%
1D · Closed
Extreme Risk Score
18/100
NORMAL
Recession Stress
0/10
RULES-BASED
VIX
14.51
Normal
HY OAS
2.63%
Normal
Overall regime: NORMAL

Early-warning indicators

Volatility & Market Stress
VIX
14.51
-1.50 1w
Normal
Trigger: >= 30
Credit Stress
HY Spread
2.63%
-0.12 1w
Normal
Trigger: >= 5%
BB Spread
1.53%
-0.10 1w
Normal
CCC Spread
10.31%
-0.04 1w
Watch
Trigger: >= 13%
Financial Conditions
-0.57%
-0.02 1w
Normal
Trigger: >= 1.0
Rates & Liquidity
10Y Treasury
4.67%
-0.02 1w
Normal
2Y Treasury
4.20%
+0.01 1w
Info
10Y-2Y
0.39%
-0.11 1w
Watch
10Y-3M
0.83%
-0.03 1w
Normal
Trigger: < 0%
SOFR
3.64%
+0.01 1w
Info
Fed Funds
3.63%
Info
M2
23,218.00
Info
Inflation
CPI
332.81
Info
Core CPI
336.79
Info
PPI
284.06
Info
10Y Breakeven
2.31%
-0.03 1w
Normal
Trigger: >= 3.5%
Growth & Labor
Unemployment
4.10
Normal
Trigger: >= 5.5%
Initial Claims
203,000.00
+3000.00 1w
Info
Continuing Claims
1,778,000.00
-3000.00 1w
Info
Real GDP
1.50
Info
Retail Sales
763,602.00
Info
Industrial Production
102.99
Info
Consumer Sentiment
55.20
Info
Market Sentiment & Breadth
AI/Semiconductor Breadth
$553.11
-7.31 1w
Normal
Trigger: < 200 DMA (200DMA: $472.07)
SKEW Index
149.77
+5.87 1w
Warning
Trigger: >= 140
High-Beta/Low-Vol Ratio
1.948
-0.024 1w
Warning
Trigger: < 10-day MA (Falling)
Copper/Gold Ratio
0.001
+0.000 1w
Normal
Trigger: < 10-day MA (Falling)
Lumber/Gold Ratio
0.123
-0.001 1w
Warning
Trigger: < 10-day MA (Falling)

Trend monitor (1 Year)

Extreme Risk trigger matrix

Indicator Trigger Why it matters
VIX >= 30 Volatility regime shift
HY Spread >= 5% Credit stress
CCC Spread >= 13% Distressed credit
10Y-3M < 0% Yield-curve recession signal
Unemployment >= 5.5% Labor deterioration
10Y Breakeven >= 3.5% Inflation expectations
Financial Conditions >= 1.0 Tight financial conditions
S&P 500 below 200-day MA by >10% Trend break
AI/semiconductor breadth multiple leaders below 200DMA AI capex cycle warning
Oil > $110 Stagflation/geopolitical shock
Interpretation: one red indicator is noise; several independent red indicators appearing together are the signal. The dashboard is intentionally transparent so you can audit or modify every threshold.