Sensor Dashboard

Monitors WTI crude oil, gold, and copper as macro stress barometers. Oil shocks, gold flight, copper collapse reveal supply shock, fear, and growth expectations.

Monitors high-yield and investment-grade credit spreads for stress signals.

Detects lead-lag contagion patterns across asset classes using EHIQ sensor state correlations.

Spread between macro stress and crypto internal stress.

Monitors DXY and USDJPY as currency regime indicators. Strong dollar squeezes EM debt, pressures crypto. JPY strength signals carry unwind.

Baker-Bloom-Davis Economic Policy Uncertainty Index. Academic measure of policy-related economic uncertainty.

Monitors US employment via nonfarm payrolls, initial claims, and continuing claims from FRED. Rising claims precede every recession.

Detects divergence between Fed actions and market expectations.

Monitors Caldara-Iacoviello GPR Index (the academic standard used by the Fed) plus defense ETF and oil for conflict confirmation.

Monitors US housing as a 6-12 month recession leading indicator. Mortgage spikes choke demand, declining prices signal wealth effect reversal.

Scans financial news for regime-relevant events and sentiment shifts.

Monitors private credit systemic risk via public proxies. The #1 systemic risk of 2025-2026. Stress transmits through HY spreads, bank lending standards, BDC equity, and C&I loans.

Monitors 5-Year TIPS real yield, breakeven inflation, and nominal rates from FRED. Real rates are what Wall Street watches to gauge rate regime shifts.

SEC/CFTC document velocity via Federal Register. Regulatory acceleration = policy surprise.

Weighted 0-100 composite from all Tier 1 sensor states.

Detects regime shifts in US Treasury markets using yield curve dynamics.

Monitors 10-year Treasury yield levels and yield curve shape.

Monitors VIX levels and term structure for volatility regime classification.

Composite gauge of 6 capitulation components for BTC market structure.

IGV stabilization + stablecoin expansion dual-condition cycle turn alert.

Tracks Bitcoin's share of total crypto market capitalization.

Identifies BTC market regime (bull/bear/transition) using multi-factor analysis.

Tracks smart money positioning in Bitcoin using on-chain and derivatives data.

Monitors Binance futures leverage ratios, open interest concentration, and funding rates for overleveraged conditions.

CoinMarketCap Fear & Greed contrarian signal. Tracks extreme sentiment as reversal indicators.

DeFi capital surging during equity panic while altcoins lag BTC. Multiplicative: TVL surge × VIX spike × ETH/BTC momentum down. 100% backtest win rate at 21d.

Structural cycle vs funding rate positioning mismatch. Bullish divergence: cycle strengthening + funding negative = squeeze setup. Bearish: cycle weakening + funding overleveraged = cascade risk.

Tracks total value locked across DeFi protocols for capital flow analysis.

Multi-factor ETH blowoff top detector combining ETH/BTC ratio, TVL, gas, and funding rate signals.

Composite gauge of 6 capitulation components for ETH market structure.

Monitors Ethereum network gas prices as on-chain activity indicator.

Monitors perpetual futures funding rates for directional sentiment and crowding signals.

Detects sustained funding rate extremes across BTC and ETH perpetual futures.

Crowd greed meets BTC dip while DeFi capital holds. Contrarian buy signal. Multiplicative: TVL expanding × Greed × BTC momentum negative. 0% overlap with CFD.

Triple-stress convergence: shorts crowded + extreme fear + equity panic. Maximum capitulation = contrarian buy. Multiplicative: Funding negative × Fear extreme × VIX spike.

Multi-feature settlement stress sensor using 6 of 9 canonical stablecoin_iq features. Tracks per-stablecoin peg deviation, supply delta, mint/burn volume, and net issuance. Complements the single-metric stablecoin_supply sensor.

Tracks rate of change in aggregate stablecoin supply via DefiLlama. Leading indicator of capital flows.

Tracks total stablecoin supply (USDT, USDC, DAI, etc.) as crypto liquidity proxy.

DeFi total value locked momentum via DefiLlama. Tracks capital deployment trends in DeFi protocols.

Computes 7 canonical capital-motion features from live ERC-20 stablecoin transfers (USDT + USDC). Z-scores computed against rolling baseline. Iterative baseline builds over first 30 hourly observations.

Measures how effectively hedging strategies are performing against portfolio risk.

Detects divergence between insider trading (SEC Form 4) and public narrative sentiment from Tonality IQ. Calibrated against UPST peak (insiders selling, narrative bullish), CVNA trough (insiders buying, narrative bearish), CAT baseline (aligned).