Independent research for prediction-market decisions.

Tech-sector earnings yield vs real 10Y Treasury yield. Detects when growth multiples are extreme relative to the prevailing rate environment.

Real yields at extremes — maximum pressure on risk assets.

Corporate stress indicator derived from real-time search behavior patterns.

Major Fed surprise — markets repricing rate path.

Aggregated belief from Polymarket prediction markets on macro, geopolitical, and regulatory events. Tracks crowd-belief divergence from consensus.

Tech-sector earnings yield vs real 10Y Treasury yield. Detects when growth multiples are extreme relative to the prevailing rate environment.

Corporate stress indicator derived from real-time search behavior patterns.

Aggregated belief from Polymarket prediction markets on macro, geopolitical, and regulatory events. Tracks crowd-belief divergence from consensus.

Non-US equity momentum as a global risk-appetite proxy: KOSPI, DAX, Nikkei (yfinance). Mike L's finding: KOSPI 21d returns are predictive of BTC. Strong negative momentum abroad signals the broad risk-off that precedes or accompanies crypto deleveraging.

Cross-asset long-end rate pressure per the Luke Kawa framework (Odd Lots): yields are set by the growth impulse transmitted through REAL yields, with credibility shocks as a separate mode. Speed, not level. Two modes: GROWTH-LED (default: z of real-10Y 4-week change + growth leg copper/SPXEW/SX5E + SPX leg, breakeven anchor, BTC-dominance and earnings-faith legs at w=0.5) and CREDIBILITY (inflation-swap z outside the 0.5 band: real-yield z plus clipped swap z, no equity leg). v5.0.0 stamped 2026-10-01 with frozen episode bars (2022 SEVERE+TIGHTENING >= 40%, zero EASING at the Oct-2022 peak) and a beaten naive baseline every year 2023-2026. This is the engine behind the public EHIQ RATE DNA print.

The ICE BofA MOVE Index — implied volatility of US Treasury options, the bond market's VIX. When MOVE spikes, rates uncertainty cascades into credit, equities, and crypto. Oct 2023 hit ~160 on the term-premium repricing.

r/Bitcoin, r/CryptoCurrency, r/ethtrader VADER sentiment. CONTRARIAN indicator: retail extremes invert.

2Y-10Y Treasury spread monitor. Tracks the canonical recession-signal yield curve relationship. Distinct from yield-curve (slope dynamic) — measures inversion magnitude specifically.

Macro overlay for structural risk — Fed rate, CPI, gold, oil, mortgage. Lower = favorable for risk assets. Blended 70/30 with sensor composite on live site.

Social media sentiment momentum across retail investor communities.

Credit-market stress on AI hyperscaler capex funding: ICE BofA US High Yield OAS (FRED BAMLH0A0HYM2) combined with QQQ drawdown from all-time high. When HY spreads widen, tech capex gets more expensive/risky — detects environments where the massive-AI-capex names (ORCL, MSFT, META, GOOGL) face higher financing costs into the build-out.

The PE-insurer private-credit backstop, read from the insurer side (ODD LOTS synthesis-1 standout #1: Granato/Drall 'Private Credit State Backstop' 2026-07-31 + Sheehan/Manchuck 2026-04-27). PE firms bought ~$750B of life insurers and park affiliated private credit on insurer balance sheets — the policyholders are the backstop for the PE firm's credit risk. The BDC scanner reads the funds; this watch reads the insurer side from SEC XBRL companyfacts, as-of by filing date. States: FUNDED / STRETCHED / BACKSTOP-AT-RISK over three legs — affiliated-complex concentration (APO/KKR/CRBG/BNT vs a 6-name non-PE control cohort), AOCI duration strain (-AOCI/equity change at APO+CRBG), and affiliated PIK share (MFIC/FSK/BXSL XBRL instance fields; MFIC = Apollo's filer post-2022 AINV merger). Fleet maps FUNDED->STABLE, STRETCHED->RISING, BACKSTOP-AT-RISK->ELEVATED (SEVERE at score>=5).

The 60/40 failure condition (Kawa 2022 framework, spec stamped 2026-10-03): when equities and bonds fall TOGETHER bonds are not hedging — and this sensor reads whether commodities are providing the replacement ballast. Regime on the 63-day SPX/TLT correlation and joint drawdown: BONDS-HEDGING (corr < 0), BOTH-LEGS-FAILING (corr >= 0 with both legs down), MIXED otherwise; inside BOTH-LEGS-FAILING, BCOMTR positive = BALLAST-CONFIRMED else BALLAST-ABSENT. Disjoint from kawa_rate_pressure by construction: kawa measures the credibility shock in inflation EXPECTATIONS, this measures the realized portfolio failure in cross-asset RETURNS (Jaccard 0.115). Ledger value = corr_63.

Walk-forward validated #3 OOS signal. 30d copper price momentum.

Crypto-native 'insider conviction' from c2 copy-trading data (851 copy-traders, 124.9K trades): when top-decile traders by Sharpe/win rate converge on the same directional bet simultaneously, it reads like Form 4 insider buying — but real-time and for crypto.

The cross-currency basis as the price of dollar insurance — a flow-based credibility vote on the dollar system that domestic rate instruments cannot see. RATE DNA credibility family: kawa_rate_pressure reads credibility in inflation expectations, sovereign_credibility in EU spreads, commodities_ballast in cross-asset returns; this leg reads it in global dollar-funding flows (BIS Shin 2025-10-23; Torman 2026-03-26). Production series is the derived 3M CIP basis from FX forwards + money-market rates (the vendor's direct quotes died 2021-12-31), validated against them over 2019-2021 (EUR corr 0.98, JPY corr 0.96). States: HEDGED / COMPLACENT / STRESSED / SCRAMBLING from the worst-of EUR/JPY/GBP stress z.

Insider actions aligned with narrative — no divergence signal.

The reserve-regime / front-end plumbing leg (Joe Abate framework, Odd Lots 2025-10-03): banks stopped trading fed funds when reserves turned abundant, pinning FF-IORB at ~-7bp for four years; money-market spreads are the honest barometer of whether the Fed's liquidity management is working. States ABUNDANT / AMPLE / SCARCE-WATCH / SCARCE from EFFR-IORB and SOFR-IORB spreads (persistence-gated for SCARCE), TGCR-SOFR tiering, RRP buffer level and drain, and WALCL balance-sheet direction. One sensor filling two declared gaps: RATE DNA's declared-UNAVAILABLE front-end (the compositor now prints the plumbing regime as its front-end clause) and dealer-capacity's declared-ABSENT repo leg (carried as repo-leg metadata, never a state driver there). v1.0.2 with two declared falsifier-driven corrections (flood-floor EFFR pin level; RRP-drain gate on WALCL direction), thresholds re-frozen in the docstring. Episode-verified: Sept-2019 repo spike SCARCE (SOFR-IORB +315bp), 2020 flood ABUNDANT, 2023-25 pinned era median EFFR-IORB -7.0bp (Abate's claim verified exactly), quiet windows clean. Information-add CONFIRMED vs kawa_rate_pressure (rho +0.04) and dealer_capacity (rho +0.16).

BTC implied vol mispricing: Deribit DVOL (implied) vs GARCH(1,1)-forecast realized vol from daily prices. Ratio = IV / GARCH forecast; the options-market fear gauge against what realized vol actually justifies.

Deribit DVOL minus 30-day realized vol. When options overprice fear relative to realized conditions, subsequent BTC returns are positive. Correlation: 0.172 with 21d direction.

Innovation momentum indicator from intellectual property activity.

Per-month issuance-calendar state over the Creativity Watch's hyperscaler/AI-infra name set (ORCL, META, GOOGL, AMZN, MSFT, NVDA + CRWV metadata-only). Reads whether the USD bond-issuance channel is flowing: OPEN (flowing), FRONT-LOADED (supply pulled forward — trail3/median >= 1.75), PAUSED (zero-USD month without crack pre-conditions), AIR-POCKET (zero issuance AND no front-load relief AND forward maturities exceeding demonstrated placement capacity AND credit widening — the crack pre-condition). EDGAR-primary (Bloomberg bond-level declared ABSENT after entitlement probes); ORCL CDS and CDX IG supply the stress legs; NON-USD deals ride as a native-currency footnote (the routing-around signature).

The meta-instrument grading the register's market inputs: a call's market_prob_at_open is only as good as the market it came from. Per tracked event: DEEP (thick volume, tight spread, smooth action — read at face), THIN (low volume or wide spread — width caveat), WALLET-DRIVEN (deep volume but price jumps on small trades — manipulation shape).

Mortgage/housing transmission channel of financial conditions (Kawa/Odd Lots framework). Reads whether a rate move is actually transmitting through the 30Y mortgage rate into housing activity (starts + permits), not just whether rates are high. States: TRANSMITTING-TIGHT (tightening getting through), EASING (easing getting through), DRAG (easing but housing falling anyway — growth damage), ABSORBING (tightening, boom carrying on), STALLED / STALLED-HIGH (impulse present, channel clogged — lock-in), NON-RATE-MOVE, QUIET. Fleet state maps TRANSMITTING-TIGHT to RISING/SEVERE, STALLED-HIGH and DRAG to ELEVATED; the channel label rides in metadata with a read-through to the rate-sensitive consumer cohort (OPEN).

US tech momentum via QQQ: drawdown from the 60d high plus 21d momentum. The primary equity top/bottom detector — catches broad tech selloffs (the Sep 2025 ORCL $328→$136 shape) that macro sensors alone miss.

The tape's mean-reversion speedometer (clock-2): the median half-life (days to >=50% retrace, cap 20d) of >=2-sigma single-name moves across the book's names + spec basket + index controls. FAST (trailing-30d median well below the 24-month band) = churn/dispersion regime — reversions machinery speeding up; SLOW (well above the band) = trending-stress regime — >=2-sigma moves do NOT revert; NORMAL inside the band; LOW-N (<5 qualifying events, declared, never a fake median). The capped share (moves that never reverted) is part of the state print, not a footnote. Fleet map: FAST -> ELEVATED, NORMAL -> NORMAL, SLOW -> STABLE, LOW-N -> NONE. Daily recompute of the trailing 30-day event window; staleness > 3d -> mock (refused at the ingest door).

The single-name squeeze companion (SPEC-SN): reads retail squeezes at the NAME level — the episode class the broad SPEC composite is structurally blind to (a mean-of-names leg dilutes a one-name surge; pairwise co-movement punishes exactly what a squeeze is). Per name-day on floored flag counts (bjzz_n >= 500; a thin day is ABSENT, never a read): z of QMP-signed imbalance against a trailing-60d baseline excluding the +-10 trading days around the day itself. Instrument value = max-name z + carrier. Raw states QUIET / WARM / SQUEEZING mapped NORMAL / RISING / ELEVATED. Leg 4 = the shelf-readiness governor (Kawa May-2024 framework, Eric-stamped 2026-10-02/03): a SHELF-READY target can dilute itself free, so its squeeze ceiling is capped — FULL caps the state at WARM (z ceiling 2.0); HALF z ceiling 3.0; TOKEN z ceiling 4.0, strength scaling with remaining program capacity from SEC EDGAR primary docs. NO-SHELF / UNKNOWN keep the standard ceiling; blackout is a reported modifier, never a cap input. Companion to spec-composite, NEVER pooled.

Capital rotation from tech/growth into defensives: XLK vs XLV/XLF/XLE/XLU sector ETFs. Tech underperforming defensives by >5% over 21d marks a rotation underway — the move that precedes or accompanies growth selloffs.

Monitors USDT/USDC/DAI/FDUSD peg stability

War anticipation measured in metal demand, not headlines: military procurement shows up in tungsten APT before conflict (armor-piercing projectiles, cluster munitions; China-dominated supply; minimal civilian-cycle exposure — Fickling 2026-08-04). Tungsten-primary states off L_t = max(robust-z of 63d trend, 21d acceleration) on the Europe APT Rotterdam series: CALM / PROCURING (>= +1.5) / MOBILIZING (>= +2.0). Copper and SOX print as a breadth qualifier (metadata, never state-driving); the Europe/China APT wedge prints the bulcanization premium. The estate's geopolitical-risk sensor reads the GPR news layer; this sensor reads the procurement layer — disjoint inputs (Jaccard 0.270 over the 2026 overlap).

The realized-wage channel of the rate-character family: what workers are actually paid (AHE y/y level + slope) vs what the breakeven market expects. Separates a DISINFLATIONARY SLOWDOWN (wages cooling, payrolls holding — the Fed can stop) from a STAGFLATIONARY SLOWDOWN (wages falling because the labor market is breaking). Raw states WAGES-ACCELERATING / STABLE / SOFTENING with a goods/services decomposition flag; the two-sided classifier pairs wage softening with the absolute payroll stall bar (3-month change < 100K — a relative-to-trend bar was tested and rejected for misfiring in every healthy deceleration). Fleet map: ACCELERATING -> ELEVATED, STABLE -> NORMAL, SOFTENING -> LOW. Value = AHE y/y.

Shadow candidate, stamped 2026-09-26. Validated features only, sign-corrected contrarians; DEFENSIVE when >=2 net stress signals fire. Writes a daily risk state; ALLOCATES NOTHING. The claim is the live record, graded independently by Adam's harness. Pre-registered scoring rule frozen in scripts/btc_defensive_v0_shadow.py — edits require a new sensor id.

Regime-conditional increment, PREREG stamped 2026-09-26. v0 stress state gated by close-vs-SMA200: RISK_ON / BEAR_QUIET / STRESS_IN_RALLY / DEFENSIVE. ALLOCATES NOTHING. Adam-read precondition released by Eric 2026-09-26; price precondition met via frozen import (633 rows, sha256 df5b06c5). Rule frozen in scripts/btc_defensive_v1_shadow.py — edits require a new sensor id.

Commodity currency risk-off detector (CAD, AUD, NOK vs oil)

Canadian economy leading indicator (CAD, TSX, oil, employment, housing, BoC)

Whistler/Collingwood/Muskoka/Mont-Tremblant resort real estate composite

The price of what the AI buildout buys, and the physical brake on it — the Creativity Watch's third leg (spend = the CapEx Medusa; price and brake = here). Monthly composite of constraint legs: electric-power PPI (the regulated T&D 'who pays' leg), copper (transformer/equipment cost), warehouse-construction PPI (the genre data centers live in), and public frontier-model API price lists (inference cost deflation, via the litellm community price file's git history — timestamped by commit). GPU spot (vast.ai H100-class median $/hr + p90/p10 spread) rides as metadata, accumulating from 2026-10-03. LBNL interconnection queue: DECLARED ABSENT via automated path (403 to bots; parked manual-curate ask). States: CHEAPENING (deflation dominates) / STABLE / CONSTRAINED (the brake is binding). FALSIFIER RESULT, printed full-size: the frozen lead-lag bar vs the estate's own Medusa (BEST_CAPEX revisions) FAILED — rho_lead1 -0.43 vs rho_0 -0.48: the composite is COINCIDENT with the Medusa, not leading. It prints as a DESCRIPTIVE constraint gauge (DeVries negative control 0/18 false fires; the 2026 power-crunch window reproduced); the leading-instrument claim is null.

Divergence between market consensus and alternative earnings estimates.

The correlation-regime trigger for the rate-pressure family and the board (Kawa 2022 framework, spec stamped 2026-10-03): when cross-asset correlations go to one, stop tilting and control risk. CORRELATIONS-COUPLING carries risk_control_override=True for the board/CONCERT — a risk-control override, never a directional call. Measure (v2.0, frozen): sign-adjusted 60-day mean correlation across the estate's core legs (risk-risk +1; risk-yield -1; risk-credit -1; yield-credit +1), with unsigned |corr| printed as the shock-coupling corroborator. v1.x unsigned measure falsified for 2022 and replaced — declared in the build memo.

The intermediation channel of the rate story: the 30Y swap spread (swap rate minus 30Y treasury yield, bp) as the market-priced measure of dealer balance-sheet capacity. More negative = dealers must be paid more to hold treasuries than to pay fixed = balance-sheet constraint priced. v2 (Eric-stamped 2026-10-03): the v1 falsifier failed as written (2019 repo spike is a repo-market event, not a swap-spread event — declared in the build memo).

Consumer confidence proxy derived from real-time reservation and hospitality activity data.

Measures the speed at which corporate executives act on material information.

Global news sentiment for crypto/macro topics from the GDELT Project DOC 2.0 API (free, no auth): article volume (24h) and average tone, tracking when coverage tone diverges from price action.

Aggregated social-media metrics for crypto assets via LunarCrush: signed divergence (7d MA - 30d MA) of social volume/sentiment vs price. Social sentiment decoupling from price action is an early regime-change signal of belief dislocation.

Northern labor migration patterns and their macro implications.

The broad retail speculative-flow composite: composite z of four retail-speculative legs over the spec basket — (1) BJZZ+QMP small-trade imbalance (mean of per-name window z's), (2) <=7-DTE OTM call aggressive-buy notional (rolling-60 z), (3) basket 20d mean return (rolling-60 z), (4) basket pairwise co-movement (rolling-60 z). Composite = mean of the AVAILABLE legs (declared-absent, never zero-filled; n_legs printed on every read; zero available legs = NONE/LOW-N, never a fake composite). Raw states COLD / COOL / WARM / SPECULATING / MANIA on the composite z mapped STABLE / NORMAL / RISING / ELEVATED / SEVERE. Reads regimes, not names — the single-name companion is spec-singlename (companion, never pooled; the composite is structurally blind to single-name squeezes by construction, proven in the v1 NULL memo).

The ECB's TPI trigger logic, instrumented: is a sovereign spread move WARRANTED (fundamentals-paced fiscal repricing the ECB can ignore) or DISORDERLY (the move the Transmission Protection Instrument was built for)? Per sovereign, per day: 4 disorderly signatures (gap-widen, cross-sovereign contagion, bank-equity contagion, FX dislocation — auction failure DECLARED ABSENT for v1) drive a 3-state machine with hysteresis: CONTAINED (0) / WATCHING (exactly 1) / CONTAGION (>=2).

Sector-level TIQ regime detector for energy. Aggregates management language across 11 tickers. States: CONFIDENT/MIXED/DEFENSIVE/CAPITULATION.

Sector-level TIQ regime detector for healthcare. Aggregates management language across 12 tickers. States: CONFIDENT/MIXED/DEFENSIVE/CAPITULATION.

Sector-level TIQ regime detector for saas. Aggregates management language across 12 tickers. States: CONFIDENT/MIXED/DEFENSIVE/CAPITULATION.

Sector-level TIQ regime detector for semis. Aggregates management language across 14 tickers. States: CONFIDENT/MIXED/DEFENSIVE/CAPITULATION.