Credit Cycle Position
United States's credit cycle analysis generates a SIGMA score of 56.6/100 (ACCUMULATION regime). The credit cycle position determines whether United States 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=1.319, biological age 165 months), structural fragility (Minsky phase: hedge), NLP narrative divergence (0.0%), network contagion (R₀=1.694, percolation intact), and predictive signals (CSD=34.0, Hawkes λ=0.1000).
Regime probability distribution as of 2026-06-10: stable 8.4% / accumulation 26.2% / critical 28.9% / collapse 36.6%. The Hurst exponent of 0.603 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 ACCUMULATION regime. Kairos arbitrage window: 32 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.