Credit Cycle Position
Ukraine's credit cycle analysis generates a SIGMA score of 90.0/100 (CRITICAL regime). The credit cycle position determines whether Ukraine 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=0.495, biological age 81 months), structural fragility (Minsky phase: hedge), NLP narrative divergence (0.0%), network contagion (R₀=1.348, percolation intact), and predictive signals (CSD=38.0, Hawkes λ=0.1000).
Regime probability distribution as of 2026-06-10: stable 20.0% / accumulation 24.1% / critical 30.2% / collapse 25.7%. The Hurst exponent of 0.796 indicates strong trend persistence — risk trajectory statistically likely to deepen.
Based on Markov chain transition probability from current CRITICAL regime. Kairos arbitrage window: 6 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.