Market Regime
—
Key Indicators Value · 3M change · trend · historical percentile
Current vs Historical Percentile is computed over each indicator's own available history — note the period
Liquidity Is liquidity expanding or contracting?
What moved Net Liquidity weekly contribution, USD bn
Sentiment Are investors fearful, neutral or greedy?
Sentiment Composite percentile 0–100 · VIX⁻¹ + AAII + Put/Call⁻¹, equal-weighted
VIX with 50th / 80th / 90th pct since 1990
AAII Bull–Bear Spread weekly survey, pp
CBOE Total Put/Call daily (faint) & 10D mean
CNN Fear & Greed cross-check · not in composite
Financial Conditions & Market Stress Is liquidity translating into easier conditions? Is there abnormal stress?
Chicago Fed NFCI 0 = 1971+ average · below 0 = looser
High-Yield OAS %, ICE BofA
Market Stress Percentile mean of VIX pct & HY OAS pct
Stress Monitor
Liquidity × Sentiment Weekly sampling · correlation ≠ causation
Regime Quadrant
Rolling Correlation weekly Δ Net Liquidity vs Δ Sentiment Composite
Historical Context Regime timeline & data coverage
Regime Timeline with S&P 500 (log, context only)
Data Coverage genuine observations per indicator (after removing upstream forward-fill)
Detailed Data Blank = no observation on that date (no filling)
Columns
Methodology & Data Dictionary
Data Dictionary
Data Audit (raw CSV)
Columns intentionally not visualized
Market-analysis tool, not a prediction engine. Nothing here is investment advice or a forecast of future prices, recessions or policy.