Risk-Off Watchdog v3 26.0531 19:21:39
CALM Session: CLOSED · Cycle: 12295 · Stale: 9/10Détection 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 composite0.0 / 100 → CALM
Signaux breachés0 / 10
Données obsolètes9 signaux (stale > 8 min)
Dernière transition2026-05-26T16:31:42
SessionMarchés US fermés (weekend ou nuit)
Heures silencieusesOFF
Raisons
Aucun signal breaché actuellement.
10 signaux croisés
S&P 500 Index [SPX]
Chute brutale du SPX = risk-off cash equity
5m NA
10m NA
sev 0
VIX (SPX 30d IV) [VIX]
Spike VIX = panique options SPX
5m NA
10m NA
sev 0
US Dollar Index [DXY]
Hausse DXY = fuite vers USD = risk-off FX
5m NA
10m NA
sev 0
US 10Y Yield (×10) [TNX]
Hausse rapide TNX = stress duration / inflation surprise
5m NA
10m NA
sev 0
VVIX (vol of VIX) [VVIX]
VVIX climax = institutions hedgent agressivement
5m NA
10m NA
sev 0
VIX/VIX3M term structure [VIX_TS]
Backwardation (>1.0) = stress front-end vol = risk-off
5m NA
10m NA
sev 0
iShares HY Credit ETF [HYG]
HYG drop = stress crédit corporate junk = risk-off
5m NA
10m NA
sev 0
Gold/Silver Ratio (GLD/SLV) [GSR]
GLD/SLV en hausse = flight to quality (or préféré au risque)
5m NA
10m NA
sev 0
USD/JPY (Yen safe haven) [JPY]
USDJPY en baisse = flux JPY safe haven = risk-off macro
5m NA
10m NA
sev 0
Bitcoin USD [BTC]
BTC drop = de-risking sur risk-on assets globaux
5m +0.02%
10m +0.07%
sev 0
z5=0.5 · z10=1.2
Historique transitions d'état (récent)
2026-05-26T16:31:42WATCH→ CALMscore 1.31 (DOWN)
2026-05-26T16:30:11CALM→ WATCHscore 32.65 (UP)
2026-05-26T14:17:30WATCH→ CALMscore 0.09 (DOWN)
2026-05-26T14:15:59CALM→ WATCHscore 32.36 (UP)
2026-05-26T12:22:55WATCH→ CALMscore 18.85 (DOWN)
2026-05-26T12:21:23CALM→ WATCHscore 29.25 (UP)
2026-05-26T08:40:19WATCH→ CALMscore 1.32 (DOWN)
2026-05-26T08:38:48CALM→ WATCHscore 30.13 (UP)
2026-05-26T04:58:23WATCH→ CALMscore 2.27 (DOWN)
2026-05-26T04:56:52CALM→ WATCHscore 30.48 (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.