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Markets

Market Regime

Valuation, breadth, credit spreads , and sentiment signals — updated nightly. Bridges macro cycle phase to market-level conditions.

US16 of 17 indicators live (price & trend)

The framework defines 18 indicators. Several have no source outside the US, so this market is read on 17 of them — fewer inputs, not a weaker signal on the ones shown.

Cross-market comparison uses a separate score of 72.2, built only from the signals every market has. The headline score above is read against this market’s own set of indicators, so it is meaningful here but not comparable with another market’s.

Regime data as of 2026-08-26
Regime read3 of 7 markers turning — inflection formingfull depth

Bull-3 euphoria / topping — 3 of 7 warning signs turning.

Risk-context and historical base rates — not a market-timing call.

This read confirms on a monthly cadence. The stage changes about once a month, so a day-to-day move is usually noise rather than a change of state.

Not every marker has a source in every market. The count below is this market's own denominator, not the full framework. 7 of 7 turn-detection markers have a source in this market.

Inflection assessment, 6- and 12-month base rates, and the full verdict unlock with Starter.

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What each stage is good for

Lift is how much more often a severe decline followed this stage than followed an average month in the same market. 1.0 means the stage told you nothing beyond the base rate.

StageEpisodesLiftMarkets with liftWhat it is good for
Bull-1 recovery830.92×2 of 10Describing where a market sits off a low. No forward edge.
Bull-2 participation1040.84×1 of 10Describing a healthy trend. No forward edge — and it is the most common label at the onset of a severe drawdown.
Bull-3 euphoria/topping1160.78×0 of 10Character and context only. Nothing predictive — this stage must not be read as a warning.
Bear-1/2 decline1230.97×0 of 10Confirming a downtrend already under way. No added forward edge over the base rate.
Bear-3 capitulation741.75×8 of 10The one stage that carries information — a concurrent risk state with a measurably higher conditional severity.

Measured across 10 markets, episode-level, on reference-dated history. Descriptive risk context — not a forecast, timing, or allocation call.

§4

Market Regime

Starter

Valuation, breadth, credit, and sentiment signals — is the market cheap or expensive, broad or narrow, risk-on or risk-off?

US market regime: Constructive· 9 green · 3 amber · 4 red

Based on 16 of 17 indicators — regions differ in how many series are available, and an indicator that does not report is left out of the score entirely, so these scores are not directly comparable across regions.

US's market regime currently reads constructive9 of 16 signals constructive, 4 stretched. This is risk context, not advice.

Show all indicator readings
Indicator
Value
Percentile
Signal
Global stress indicators
VIX (Global volatility)
15.85
29th pct
VIXCLS: 15.8 (29.3th pct of 5Y history)
US HY Spread (Global credit)
269bp
5th pct
BAMLH0A0HYM2: 269bps (4.7th pct of 5Y history)

Full market regime analysis — all 5 indicator groups — unlocks with Starter.

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