Risk-Off Watchdog v3 26.0717 02:43:10
CALM Session: CLOSED · Cycle: 3061 · Stale: 0/10Détection multi-actifs (10 signaux) avec score composite pondéré. Seuils fixes + z-scores adaptatifs. State machine avec hystérésis (descente requiert 3 cycles consécutifs sous seuil). Auto-refresh toutes les 30s.
CALM
État du marché
Score composite14.7 / 100 → CALM
Signaux breachés1 / 10
Données obsolètes0 signaux (stale > 8 min)
Dernière transition2026-07-16T17:35:18
SessionMarchés US fermés (weekend ou nuit)
Heures silencieusesACTIVE (pas de SMS/sirène)
Raisons
- US 10Y Yield (×10) : +32.70 pts/5m, +53.60 pts/10m (sev 100/100, z5=0.9)
10 signaux croisés
S&P 500 Index [SPX]
Chute brutale du SPX = risk-off cash equity
5m +0.05%
10m +0.08%
sev 0
z5=0.9 · z10=1.1
VIX (SPX 30d IV) [VIX]
Spike VIX = panique options SPX
5m -0.06%
10m +0.06%
sev 0
z5=-0.1 · z10=0.0
US Dollar Index [DXY]
Hausse DXY = fuite vers USD = risk-off FX
5m +0.05%
10m +0.08%
sev 28
z5=0.8 · z10=1.1
US 10Y Yield (×10) [TNX]
Hausse rapide TNX = stress duration / inflation surprise
5m +32.70 pts
10m +53.60 pts
sev 100
z5=0.9 · z10=1.1
VVIX (vol of VIX) [VVIX]
VVIX climax = institutions hedgent agressivement
5m +0.05%
10m +0.08%
sev 0
z5=0.9 · z10=1.1
VIX/VIX3M term structure [VIX_TS]
Backwardation (>1.0) = stress front-end vol = risk-off
5m -0.001
10m -0.008
sev 0
z5=-0.3 · z10=-1.5
iShares HY Credit ETF [HYG]
HYG drop = stress crédit corporate junk = risk-off
5m -0.01%
10m +0.02%
sev 2
z5=-1.0 · z10=1.1
Gold/Silver Ratio (GLD/SLV) [GSR]
GLD/SLV en hausse = flight to quality (or préféré au risque)
5m -0.011
10m -0.022
sev 0
z5=-1.3 · z10=-1.8
USD/JPY (Yen safe haven) [JPY]
USDJPY en baisse = flux JPY safe haven = risk-off macro
5m +0.05%
10m +0.08%
sev 0
z5=0.8 · z10=1.1
Bitcoin USD [BTC]
BTC drop = de-risking sur risk-on assets globaux
5m +0.05%
10m +0.08%
sev 0
z5=0.9 · z10=1.1
Historique transitions d'état (récent)
2026-07-16T17:35:18WATCH→ CALMscore 15.46 (DOWN)
2026-07-16T17:33:47CALM→ WATCHscore 25.17 (UP)
2026-07-16T17:33:16WATCH→ CALMscore 24.99 (DOWN)
2026-07-16T17:31:13CALM→ WATCHscore 28.27 (UP)
2026-07-16T16:00:02WATCH→ CALMscore 1.2 (DOWN)
2026-07-16T15:58:30CALM→ WATCHscore 25.02 (UP)
2026-07-16T15:39:09WATCH→ CALMscore 20.0 (DOWN)
2026-07-16T15:36:37CALM→ WATCHscore 25.83 (UP)
2026-07-16T15:25:55WATCH→ CALMscore 22.08 (DOWN)
2026-07-16T15:22:21CALM→ WATCHscore 28.77 (UP)
Configuration des seuils
| Signal | Direction | Mesure | Seuil 5m | Seuil 10m | Poids |
|---|---|---|---|---|---|
| SPX · S&P 500 Index | drop | pct | -0.35 | -0.60 | 2.0 |
| VIX · VIX (SPX 30d IV) | rise | pct | +5.00 | +8.00 | 2.0 |
| DXY · US Dollar Index | rise | pct | +0.10 | +0.15 | 1.5 |
| TNX · US 10Y Yield (×10) | rise | abs | +2.00 | +3.00 | 1.5 |
| VVIX · VVIX (vol of VIX) | rise | pct | +6.00 | +10.00 | 1.2 |
| VIX_TS · VIX/VIX3M term structure | rise | ratio | +3.00 | +5.00 | 1.2 |
| HYG · iShares HY Credit ETF | drop | pct | -0.30 | -0.50 | 1.3 |
| GSR · Gold/Silver Ratio (GLD/SLV) | rise | ratio | +0.30 | +0.50 | 0.8 |
| JPY · USD/JPY (Yen safe haven) | drop | pct | -0.25 | -0.40 | 1.0 |
| BTC · Bitcoin USD | drop | pct | -1.50 | -2.50 | 0.8 |
Bandes de score : 0-25 CALM · 25-50 WATCH · 50-75 ELEVATED · 75-100 RISK-OFF.
Cooldown alerte : 180s. SFTP push : toutes les 60s.