country
SIGMA v5.0 Systemic Risk Score
Phantom Consensus Score
DIVERGING
In accumulation regime with diverging narrative: institutional actors may be building defensive positions while maintain...
Kairos Temporal Window
31 days remaining
Arbitrage window: 125d
Contagion Coefficient Rโ
Super-critical (epidemic propagation)
Percolation: โ Below threshold
Regime Transition Probabilities
Historical Context
Closest Analog: Fed Pivot Panic / Q4 2018 Selloff (2018-12)
At 52/100, risk accumulation phase similar to Fed Pivot Panic / Q4 2018 Selloff (2018-12). Also resembles Current Baseline (2026) and Yen Carry Unwind / JPY Flash Crash. Historical transitions from this level took 90 days to resolve.
Fed Pivot Panic / Q4 2018 Selloff ยท SIGMA-equiv 52
Fed pivoted Jan 2019. Rate cuts resumed July 2019. Equity recovery >20% in H1 2019....
Current Baseline (2026) ยท SIGMA-equiv 51
Ongoing. Multiple simultaneous tail risks: debt ceiling, EU fiscal rules, China property....
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