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Market Divergence Engine
Where the Noosphere Score diverges from market-implied risk (CDS spreads / bond yields). Gaps historically close within 45–120 days — through market repricing or actual events.
How to read this: When the Noosphere Score is significantly higher than market-implied risk (madder rows), markets are underpricing that risk — historically this gap closes within 45–120 days through CDS spread widening, rating downgrades, or actual crisis events. When markets price more risk than SIGMA (green rows), the model suggests possible overpriced fear — mean reversion if fundamentals hold.
Market-implied risk scores calibrated from bond spreads and CDS 5Y data (where available). CDS data from public sources / Bloomberg aggregates. SIGMA scores are deterministic and SHA-256-anchored. Divergence = SIGMA Score − Market Score.
Historical validation: divergences above |10| points have resolved within 45–120 days in 87% of backtested episodes (2014–2026). This is not investment advice. The Kairos Window for each divergence is visible on individual country pages.
Act before the divergence closes.
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