Currency & Exchange Rate Risk
China's currency risk assessment produces a SIGMA score of 70.6/100 (ACCUMULATION regime), flagging material devaluation or capital control risk in the near term.
The SIGMA Engine v5.0 derives this score from eight deterministic analytical layers: metabolic lifecycle entropy (β=0.912, biological age 249 months), structural fragility (Minsky phase: hedge), NLP narrative divergence (0.0%), network contagion (R₀=1.508, percolation intact), and predictive signals (CSD=48.0, Hawkes λ=0.1000).
Regime probability distribution as of 2026-06-10: stable 25.6% / accumulation 24.8% / critical 27.1% / collapse 22.5%. The Hurst exponent of 0.750 indicates strong trend persistence — risk trajectory statistically likely to deepen.
Active risk signals driving the currency crisis risk score:
Based on Markov chain transition probability from current ACCUMULATION regime. Kairos arbitrage window: 21 days.
Methodology: SIGMA scores are deterministic (identical inputs = identical outputs). Data sources: Federal Reserve FRED, GDELT geopolitical entropy, GLEIF corporate ownership network, Stooq price data. Not financial advice — for informational and research purposes only. Verify predictions: /predictions.