Regime read

Market Regime Dashboard

This dashboard organizes volatility, sector rotation and flows into a compact market context view.

Integrated regime

Automated data

Composite market read

Composite read of volatility, rotation, and flows. Current weighting: sector rotation 45%, VIX 40%, and BTC ETF flows 15%.

Regime

Neutral / mixed

Bias

Neutral

Score

60/100

Confidence

82%

MARKET PARTICIPATION

Sector leadership shows where relative strength is concentrated; breadth helps assess how many areas of the market are participating.

Sector rotation

Automated data

Relative sector map

Shows where relative leadership is concentrated across sector ETF proxies.

Leader 1W

Communication Services · +2.7%

Laggard 1W

Materials · -3.7%

Dispersion 1W

+6.4%

Coverage

11/11

Sector comparison

Relative position: −3.7% · 0% · +3.7%

SectorTickerReturnRelative position

Market breadth

Processed public data

Market breadth

Evaluates whether market movement is supported by broad participation or concentrated in a few segments.

RSP/SPY

-0.6 pp

IWM/SPY

+0.3 pp

QQQ/SPY

Pending

Positive sectors

2/11

Sectors above long average

8/11

Quantitative risk

Automated data

Statistical conditions

These models provide statistical context for risk under historical assumptions; they do not predict market behavior on their own.

Fragility

20/100 · Low

EWMA volatility

+7.7%

GARCH volatility

+8.0%

Average correlation

0.17

VIX / Volatility

Current level and term structure of implied volatility.

Current level

Automated data

Volatility pressure

Contained volatility pressure.

VIX · last close

15.84

Classification

Low-normal

Momentum

Rising

Percentile

Normal range · p38

Term structure

Automated data

Contango / Backwardation

Strong contango

More distant expirations trade above the near contract. This is a common structure in calmer volatility regimes.

Spread VX2−VX1

+1.65 pts

Slope VX1→VX2

+9.8%

Spread VX3−VX1

+2.25 pts

Slope VX1→VX3

+13.4%

Near curve

Sep 16Nov 18Jan 20 ’27Mar 17May 18

CAPITAL FLOWS

A comparative view of inflows, outflows, and flow pressure across selected assets and vehicles.

Gold · GLD

Data available

Flow-pressure proxy

Estimates creation or redemption pressure from changes in GLD shares outstanding.

Neutral pressure

1D

0.00%

5D

-0.41%

20D

+2.37%

Bitcoin · Spot ETFs

Automated data

Net flows for spot Bitcoin ETFs

The recent window shows a net reduction in exposure; there is not enough history for the 20D reading.

Partial coverage10 available sessions · Rolling 20D unavailable

Latest net flow

+100 M USD

Reading

outflow pressure

Rolling 5D

-391 M USD

Streak

Inflow streak

This panel organizes public market readings. It does not forecast prices, recommend trades or replace personalized analysis.