Credit Cycle Position
Turkey's credit cycle analysis generates a SIGMA score of 83.0/100 (CRITICAL regime). The credit cycle position determines whether Turkey 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=0.942, biological age 46 months), structural fragility (Minsky phase: hedge), NLP narrative divergence (0.0%), network contagion (R₀=1.816, percolation BREACHED), and predictive signals (CSD=50.0, Hawkes λ=0.1000).
Regime probability distribution as of 2026-06-10: stable 20.6% / accumulation 24.6% / critical 29.7% / collapse 25.2%. The Hurst exponent of 0.770 indicates strong trend persistence — risk trajectory statistically likely to deepen.
Active risk signals driving the credit cycle analysis score:
Based on Markov chain transition probability from current CRITICAL regime. Kairos arbitrage window: 10 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.