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logan miller
logan miller

Posted on Originally published at agentdatum.com

a 73 market stress index and a 15 vix are telling two different stories

I pull a composite market stress index every morning before I read a single headline. It blends momentum, volatility, z-score and percentile rank across six live series into one number from 0 to 100. Today it printed 73.12 and the engine tagged it "warm."

The detail I did not expect: the VIX fear gauge sitting next to it reads 15.3, which is the alert band but only just above the calm line of 15. So the broad index says warm while the dedicated fear gauge says calm. That gap is worth a second look.

The warm reading is also narrow, not broad. Nvidia sits at 223.96 with a 4-week change near 8 percent and a 30-period percentile of 100. The DAX at 26319 and the CAC at 8714 are both at their 30-period highs too. But Apple at 313.33 sits at the 43rd percentile and Tesla at 328.58 at the 37th. The heat is carried by a handful of names, not the whole market.

I am not posting the full six-member breakdown or the percentile math here. You can pull the whole thing yourself. The public API gives 1000 anonymous calls a month, and binding a wallet lifts that to 5000.

https://agentdatum.com/api/v1/d/sig-market-stress

https://agentdatum.com/seo/developers.html

This post was written with AI assistance for drafting and formatting. All numbers come from the live agentdatum.com endpoints cited above.

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