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ACCUMULATION2026-06-10
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Greece

Credit Cycle Analysis

SIGMA 63.9/100 · ACCUMULATION
SIGMA Score
63.9/100
R₀ Contagion
1.379
Hurst H
0.729
Kairos Window
27d

Credit Cycle Position

Greece's credit cycle analysis generates a SIGMA score of 63.9/100 (ACCUMULATION regime). The credit cycle position determines whether Greece is in the expansion phase (rising leverage, loosening standards), the mature phase (peak credit), or the contraction phase (deleveraging, defaults rising).

The SIGMA Engine v5.0 derives this score from eight deterministic analytical layers: metabolic lifecycle entropy (β=0.776, biological age 221 months), structural fragility (Minsky phase: hedge), NLP narrative divergence (0.0%), network contagion (R₀=1.379, percolation intact), and predictive signals (CSD=38.0, Hawkes λ=0.1000).

Regime probability distribution as of 2026-06-10: stable 26.9% / accumulation 25.1% / critical 26.5% / collapse 21.6%. The Hurst exponent of 0.729 indicates strong trend persistence — risk trajectory statistically likely to deepen.

Estimated days to regime transition
~259 days

Based on Markov chain transition probability from current ACCUMULATION regime. Kairos arbitrage window: 27 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.

More Greece Intelligence
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