Market Correction Risk Scorecard

Sentiment & Narrative 40.8 · YELLOW

Level 6 · weight 5%

Metrics

MetricValueZStatusSource
VIX Term Structure (9D/3M)
VIX9D divided by VIX3M. Above 1 = backwardation = acute near-term stress.
0.71 ratio -0.97 GREEN yfinance:^VIX9D / ^VIX3M
VIX (Implied Volatility)
CBOE Volatility Index. Higher = more fear priced into options.
16.03 index -0.26 GREEN yfinance:^VIX
Put/Call Ratio (5d avg)
CBOE total put/call ratio, 5-day average. Higher = more downside hedging.
STALE yfinance:^CPC
AI News Sentiment Ratio
Positive divided by negative AI-topic articles over the last 7 days.
3.34 ratio STALE news_digest + GPT
Recession/Layoff Mention Frequency
Share of articles in the last 7 days mentioning recession/layoff/downturn.
0.01 fraction STALE news_digest keyword scan
Call Transcript Sentiment
Aggregate GPT sentiment across the most recent Mag-7 + NVDA earnings calls.
0.75 score STALE transcripts + GPT