Market Sentiment Indicators 50.2 · YELLOW
Level 6 · weight 5%
Metrics
| Metric | Value | Z | Status | Source |
|---|---|---|---|---|
|
Recession/Layoff Mention Frequency
Share of articles in the last 7 days mentioning recession/layoff/downturn.
|
0.00 fraction | -0.82 | GREEN | news_digest keyword scan |
|
AI News Sentiment Ratio
Positive divided by negative AI-topic articles over the last 7 days.
|
2.52 ratio | 0.56 | YELLOW | news_digest + GPT |
|
Recession Mention Velocity
7-day recession/layoff mention frequency divided by 30-day frequency. Above 1 = accelerating bearish narrative.
|
0.78 ratio | -0.55 | GREEN | news_digest keyword scan |
|
VIX Term Structure (9D/3M)
VIX9D divided by VIX3M. Above 1 = backwardation = acute near-term stress.
|
0.89 ratio | 0.44 | GREEN | yfinance:^VIX9D / ^VIX3M |
|
Call Transcript Sentiment
Aggregate GPT sentiment across the most recent Mag-7 + NVDA earnings calls.
|
0.70 score | 0.39 | GREEN | transcripts + GPT |
|
VIX (Implied Volatility)
CBOE Volatility Index. Higher = more fear priced into options.
|
17.70 index | 0.08 | GREEN | yfinance:^VIX |
|
CBOE SKEW Index
CBOE SKEW measures tail risk priced into S&P 500 options. Above 145 historically precedes major drawdowns by 1-3 months.
|
149.25 index | — | STALE | yfinance:^SKEW |
|
Put/Call Ratio (5d avg)
CBOE total put/call ratio, 5-day average. Higher = more downside hedging.
|
— | — | STALE | yfinance:^CPC |