EventHorizonIQ

EHIQ Structural Risk Index

Real-time structural risk assessment powered by 199+ sensors across 7 dimensions. Updated continuously. Backtested across 5 years and 3 market cycles.

Current Reading
26.7
MODERATE
Hold positions.
BTC avg 60d return: +2.9%

5-Year History

Dimension Breakdown

The index is a weighted composite of 7 structural dimensions. Each dimension aggregates multiple sensors into a single stress reading.

Credit & Rates(30% weight, 8 sensors)18/100
Macro & Geopolitical(22% weight, 18 sensors)33/100
Cross-Asset Contagion(12% weight, 8 sensors)56/100
Regime Detection(12% weight, 10 sensors)41/100
Volatility(8% weight, 4 sensors)10/100
Crypto Structure(8% weight, 13 sensors)4/100
Sentiment(8% weight, 24 sensors)18/100

Methodology

The EHIQ Structural Risk Index is a proprietary composite that measures systemic stress across financial markets. Unlike sentiment indicators that measure how investors feel, this index measures what the structure of the market is actually doing.

The index aggregates 199+ real-time sensors into 7 weighted dimensions: Credit & Rates (30%), Macro & Geopolitical (22%), Cross-Asset Contagion (12%), Regime Detection (12%), Volatility (8%), Crypto Structure (8%), and Sentiment (8%).

Each sensor is classified into a stress state (LOW through SEVERE) based on its current reading relative to historical distributions. The composite is Monte Carlo validated across 5 years of data spanning 3 complete market cycles, including the 2022 crypto winter, the 2023 recovery, the 2024 BTC halving rally, and the February 2026 correction.

The index beats CNN Fear & Greed on both information coefficient (0.151 vs 0.116) and lead time (36 days vs 27 days) in backtested comparisons.

Risk Levels

LOW
0-15
Structure is healthy. Risk assets tend to perform well. Historical BTC 60d return: +4.0% (56% win rate).
MODERATE
15-30
Minor stress signals appearing. Hold positions with normal sizing. Historical BTC 60d return: +2.9%.
RISING
30-50
Structural stress building across multiple dimensions. Tighten stops. Historical BTC 60d return: +30.1% (90% win rate, but volatile path).
ELEVATED
50-70
Significant structural stress. Consider reducing exposure. Elevated probability of drawdown.
SEVERE
70-100
Maximum structural stress. Defensive positioning warranted. The February 2026 crash registered 78 at peak.

The Structural Risk Index updates continuously and is available to all EventHorizonIQ users. For granular sensor-level data and alerts, upgrade to Pro.

View Pricing