SIGMA ALERT — ELEVATED RISK LEVEL
China · Issued 2026-06-16 · SIGMA 57.5 / 100
2026-06-16 · SIGMA Alert
China financial risk — property sector Evergrande contagion, LGFV local government debt, shadow banking.
SIGMA Score
57.5
Accumulation
Phantom Score
43
narrative divergence
Kairos Urgency
LOW
29.9d remaining
Velocity
↑ Rising
risk trajectory
Closest Historical Analog
China Black Monday
2015-08 · SIGMA-equivalent: 58
Shanghai Composite -8.5% in one day. VIX spikes to 40. Global EM selloff. CNY devaluation.
Current reading is 1 points below China Black Monday.
Historical Outcome
Fed delayed Sept 2015 hike. Chinese fiscal stimulus stabilized within 60 days.
Risk Dimensions
Sovereign/Fiscal
58
Banking Stress
72
Currency Risk
48
Political Risk
65
Contagion Risk
78
Full real-time analysis with live data feeds, causal chains, and 90-day prediction ledger