Enhanced Structural Risk v3
250+ sensors were never enough. v3 fuses real-time macro intelligence — Fed rates, inflation, commodities, and mortgage data — with the existing structural risk engine to produce actionable position signals for BTC and equities.
What Changed in v3
v2 measured structural stress using 250+ sensors across 7 dimensions. v3 adds a macro overlay that makes the index predictive for position sizing, not just risk assessment.
| Area | v2 | v3 |
|---|---|---|
| BTC Timer | Regime-only (2-state) | Regime + 5 macro factors = 6 unified signals |
| Signal Granularity | HOLD or SELL | STRONG_BUY / BUY / HOLD / REDUCE / SELL / EMERGENCY |
| Equity Overlay | Not available | 4-regime position multiplier (0.4x-1.3x) |
| Macro Awareness | Zero macro inputs | Fed, CPI, oil, gold, mortgage — 5 real-time feeds |
| Backtest Depth | ~2 years | 5+ years across multiple rate cycles |
Macro Score (0-100)
The macro score starts at 50 (neutral) and adjusts based on 5 factors. Lower = more favorable for risk assets. The score updates daily as new FRED and market data arrive.
BTC Combined Timer
Fuses the EHIQ regime detector (NORMAL/STRESS) with the macro score to produce 6 discrete position signals. Backtested across 5+ years of BTC price history.
Macro Equity Overlay
An equity-tuned variant that replaces gold with SPY realized volatility (30-day). Produces a position multiplier across 4 regimes.
Architecture
v3 sits on top of the existing v2 sensor infrastructure. It does not replace the 250+ sensor composite — it augments it with macro context for timing decisions.
The v2 score tells you how stressed the structure is. The v3 layer tells you what to do about it — whether macro conditions support adding, holding, or reducing risk.
Where v3 Appears
v3 signals are wired into:
- Daily Dashboard — macro risk score + BTC timer signal
- Premium Morning Brief — macro context in the header block
- Ticker Health API — macro overlay in the response
- CROSSFIRE Sensor Network — macro score as confluence input
Limitations
- Macro data is daily (FRED) or weekly (mortgage). Intraday moves are not captured.
- CPI is released monthly — the inflation component has ~30-day lag.
- The equity overlay is NORMAL 94% of the time in low-vol regimes. It activates primarily during macro shocks.
- Backtest period includes only one full rate-hike-to-cut cycle (2022-2025). More cycles needed for confidence.
- Gold as a macro signal is mixed — it responds to both risk-off and liquidity conditions.
v3 signals are included in all Pro subscriptions. The structural risk composite remains free for all users.
Past performance does not guarantee future results. The Enhanced Structural Risk Index is an analytical tool, not investment advice. Backtest results include look-ahead bias in macro factor selection. Always do your own research.