Systemic Fragility Assessment
Japan's systemic fragility analysis yields SIGMA 60.0/100 in the ACCUMULATION regime, with Minsky cycle indicators suggesting mid-cycle HEDGE-phase dynamics with predominantly income-based debt servicing capacity.
The SIGMA Engine v5.0 derives this score from eight deterministic analytical layers: metabolic lifecycle entropy (β=0.784, biological age 755 months), structural fragility (Minsky phase: hedge), NLP narrative divergence (0.0%), network contagion (R₀=0.773, percolation intact), and predictive signals (CSD=20.0, Hawkes λ=0.1000).
Regime probability distribution as of 2026-06-10: stable 27.9% / accumulation 25.2% / critical 26.0% / collapse 21.0%. The Hurst exponent of 0.686 indicates strong trend persistence — risk trajectory statistically likely to deepen.
Based on Markov chain transition probability from current ACCUMULATION regime. Kairos arbitrage window: 30 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.