Regime context
staleContext/regime observables only. These labels do not create trade permission or candidate promotion.
Source coverage
researchFree/no-key Yahoo and FRED paths are used when available; panel health requires parse, coverage, freshness, and as-of checks. Failures degrade panels instead of inventing values.
Classifier / cache provenance
researchVersioned thresholds, raw public-response cache, and cache-only replay make this context layer reproducible and safer against endpoint drift.
Safety posture
researchresearch_only=true · context_only=true · no_live_permission=true · broker_connected=false · orders_enabled=false
No current ticker buy/sell/hold recommendations, no broker APIs, no order controls.
Warnings / caveats
| code | domain | span days | threshold days | detail |
|---|---|---|---|---|
| DOMAIN_ASOF_SPAN_WARN | macro_fred | 5.0 | 3.0 | Sources inside this domain have materially different latest dates. |
Macro / relative indicator matrix
Deterministic context features: concentration, breadth proxy, credit, duration, volatility term structure, rates, and liquidity proxy.
| metric | value | classification | detail |
|---|---|---|---|
| spy_rsp_20d_delta_pct | -0.13 | PARTICIPATION_MIXED | SPY/RSP 20d spread near neutral |
| qqq_qqqe_20d_delta_pct | -1.236 | OBSERVED_CONTEXT | context-only deterministic metric |
| iwm_spy_20d_delta_pct | -1.748 | SMALL_CAP_RELATIVE_LAGGING | IWM underperforming SPY over 20d |
| hyg_lqd_20d_delta_pct | 1.655 | CREDIT_RISK_APPETITE_IMPROVING | HYG outperforming LQD over 20d |
| tlt_spy_20d_delta_pct | -4.666 | OBSERVED_CONTEXT | context-only deterministic metric |
| vix_vix3m_ratio | 0.838 | VOL_TERM_CALM_CONTANGO | VIX meaningfully below VIX3M |
| fed_liquidity_proxy_walcl_minus_rrp_minus_tga | 5827411.9 | OBSERVED_CONTEXT | context-only deterministic metric |
| treasury_10y_minus_2y_fred | 0.45 | OBSERVED_CONTEXT | context-only deterministic metric |
| hy_credit_spread_fred | 2.84 | OBSERVED_CONTEXT | context-only deterministic metric |
Sector ETF relative strength vs SPY
| symbol | return 20d pct | relative vs spy 20d pct |
|---|---|---|
| XLE | 10.653 | 9.802 |
| XLF | 2.209 | 1.358 |
| XLRE | 2.009 | 1.158 |
| XLC | 1.025 | 0.174 |
| XLP | 0.904 | 0.053 |
| XLV | 0.173 | -0.678 |
| XLY | 0.169 | -0.682 |
| XLI | -1.293 | -2.144 |
| XLB | -1.866 | -2.717 |
| XLU | -2.075 | -2.926 |
| XLK | -3.012 | -3.863 |
Source health
Rows show source status/as-of dates. Stale or missing sources keep the market-intelligence view degraded.
| name | domain | status | latest date | age days | panel ok | freshness ok | coverage ok | rows |
|---|---|---|---|---|---|---|---|---|
| SPY | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| RSP | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| QQQ | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| QQQE | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| IWM | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| HYG | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| LQD | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| TLT | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| GLD | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| UUP | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| VIX | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 126 |
| VIX3M | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 114 |
| VVIX | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| XLC | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| XLY | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| XLP | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| XLE | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| XLF | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| XLV | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| XLI | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| XLB | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| XLRE | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| XLK | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| XLU | market_price | ok | 2026-08-03 | 0.94 | True | True | True | 124 |
| DGS10 | macro_fred | ok | 2026-07-31 | 3.94 | True | True | True | 16130 |
| DGS2 | macro_fred | ok | 2026-07-31 | 3.94 | True | True | True | 12538 |
| T10Y2Y | macro_fred | ok | 2026-08-03 | 0.94 | True | True | True | 12539 |
| DFF | macro_fred | ok | 2026-07-31 | 3.94 | True | True | True | 26329 |
| WALCL | macro_fred | ok | 2026-07-29 | 5.94 | True | True | True | 1233 |
| RRPONTSYD | macro_fred | ok | 2026-08-03 | 0.94 | True | True | True | 3296 |
| WTREGEN | macro_fred | ok | 2026-07-29 | 5.94 | True | True | True | 1233 |
| BAMLH0A0HYM2 | macro_fred | ok | 2026-07-30 | 4.94 | True | True | True | 787 |
This page powers research posture and data-quality awareness only. It must not override catalyst, risk/RR, options freshness, promotion, paper-learning, or live-pilot blockers.