Market Divergence Engine
Where 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 (red 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 mathematical model suggests potential overpriced fear — possible 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 SHA256-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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