Risk-Off Watchdog v3 26.0822 12:59:55
CALM Session: CLOSED · Cycle: 218 · 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 composite2.0 / 100 → CALM
Signaux breachés0 / 10
Données obsolètes9 signaux (stale > 8 min)
Dernière transition2026-08-22T12:49:17
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 -0.10%
sev 2
z5=0.0 · z10=-0.3
Historique transitions d'état (récent)
2026-08-22T12:49:17WATCH→ CALMscore 13.47 (DOWN)
2026-08-22T12:45:44ELEVATED→ WATCHscore 31.79 (DOWN)
2026-08-22T12:44:13CALM→ ELEVATEDscore 53.55 (UP)
2026-08-22T12:41:11WATCH→ CALMscore 0.0 (DOWN)
2026-08-22T12:39:40CALM→ WATCHscore 26.79 (UP)
2026-08-22T12:36:07ELEVATED→ CALMscore 1.82 (DOWN)
2026-08-22T12:34:36CALM→ ELEVATEDscore 65.53 (UP)
2026-08-22T12:30:34WATCH→ CALMscore 0.0 (DOWN)
2026-08-22T12:29:02CALM→ WATCHscore 26.79 (UP)
2026-08-22T12:06:15WATCH→ CALMscore 4.77 (DOWN)
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.