SIGMA ALERT — ELEVATED RISK LEVEL
China · Issued 2026-06-13 · SIGMA 55.6 / 100
2026-06-13 · SIGMA Alert
China financial risk — property sector Evergrande contagion, LGFV local government debt, shadow banking.
SIGMA Score
55.6
Accumulation
Phantom Score
43
narrative divergence
Kairos Urgency
LOW
30.7d remaining
Velocity
↑ Rising
risk trajectory
Closest Historical Analog
Yen Carry Unwind / JPY Flash Crash
2024-08 · SIGMA-equivalent: 55
BOJ surprise rate hike. JPY +8% vs USD in 3 days. Nikkei -12%. Global carry trade liquidation.
Current reading exceeds Yen Carry Unwind / JPY Flash Crash level by 1 points.
Historical Outcome
Markets recovered within 2 weeks. BOJ paused hikes. Carry trade partially rebuilt.
Risk Dimensions
Sovereign/Fiscal
58
Banking Stress
72
Currency Risk
48
Political Risk
65
Contagion Risk
78
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