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SIGMA vs THE MARKET

Where is the market wrong?

Every gap between SIGMA and market-implied risk is information. Markets are priced by incentive, emotion and consensus; SIGMA is deterministic arithmetic. The distance between the two is the edge.

18
UNPRICED DANGER
market underestimates
0
OVERCROWDED FEAR
market overestimates
22
MONITORED
sovereign entities

Every entity, SIGMA vs market

ENTITYSIGMAMARKETGAPSIGNAL
France6130+31UNPRICED DANGER
Germany4718+29UNPRICED DANGER
Netherlands4316+27UNPRICED DANGER
United States5632+24UNPRICED DANGER
Japan5935+24UNPRICED DANGER
Romania7452+22UNPRICED DANGER
Italy6745+22UNPRICED DANGER
China7048+22UNPRICED DANGER
Greece6442+22UNPRICED DANGER
Portugal5836+22UNPRICED DANGER
Bulgaria5534+21UNPRICED DANGER
Czechia4626+20UNPRICED DANGER
Turkey8162+19UNPRICED DANGER
Spain5940+19UNPRICED DANGER
India6144+17UNPRICED DANGER
Switzerland2912+17UNPRICED DANGER
Hungary6650+16UNPRICED DANGER
Austria4328+15UNPRICED DANGER
European Union5238+14FAIR PRICED
Serbia6252+10FAIR PRICED
Poland4538+7FAIR PRICED
UkraineEWS9088+2FAIR PRICED

Market-implied risk approximated from sovereign CDS spreads, yield differentials and FX-volatility proxies. A gap above 15 points is a significant signal. Not financial advice. For the statistical second opinion, see the regime cross-check.

Where the market is most complacent

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