šŸŽÆ

Market Correction Risk Monitor

Institutional-grade multi-layer risk assessment ā€¢ Real-time alerts

COMPOSITE RISK SCORE
35.9/100
šŸŸ¢ Favorable
+3.2 vs last week ā€” Breadth deterioration + RSI cooling = confluence alert

Summary Zone

36
šŸŸ¢ FAVORABLE
Risk Score: 35.9/100
Trend: +3.2 vs last week
Key Risk Alerts
šŸ”“ Market breadth narrowing (40% positive)
Down from 55% last week ā€” early warning signal
šŸŸ” RSI cooling 64ā†’59
Momentum slowing
šŸŸ¢ Options skew neutral
No panic hedging

Risk Layer Analysis

šŸ“Š Macro & Buffett
šŸŸ” B
Score: 50.0 ā†” | Buffett: 141.5%
Zone: Moderate (120-170%) | Fed: Neutral
Grade: B šŸŸ” ā€¢ Buffett indicator in moderate zone ā€” manageable
šŸ“ˆ Technical
šŸŸ¢ B+
Score: 28.8 ā†˜ | RSI: 59.0, VIX: 15.1
Trend: Above 200MA | Volume: Normal
Grade: B+ šŸŸ¢ ā€¢ RSI cooling creates support bounce opportunity
āš” Options Flow
šŸŸ¢ A-
Score: 17.5 ā†” | P/C: 0.70
Skew: Neutral | Hedging: Normal levels
Grade: A- šŸŸ¢ ā€¢ No panic buying ā€” institutional confidence stable
šŸŒŠ Sentiment & Breadth
šŸŸ” B
Breadth: 40% ā–‡ā–†ā–…ā–„ā–ƒā–ƒā–‚ (-15% drop)
Participation: Narrowing | Fear: 22 (extreme)
Grade: B šŸŸ” ā€¢ Tech concentration drives breadth deterioration
30-Day Risk Trend
Daily composite scores
ā–‚ā–‚ā–ƒā–„ā–…ā–†ā–‡ā–†ā–…ā–„ā–ƒā–ƒā–„ā–…ā–†ā–…ā–„ā–ƒā–‚ā–‚ā–ƒā–„ā–…ā–„ā–ƒā–‚ā–‚ā–ƒā–„ā–…ā–†ā–…ā–„ā–ƒ
Range: 32-58 | Current: 36
Below 1Y avg (42.1) ā€¢ Mid-cycle
28th percentile ā€¢ Normal range

Context & Actions

šŸŒŠ Volatility Regime
šŸŸ¢ Low
VIX: 15.1 (22nd percentile) | Realized: 18.3%
VIX >20 prob: 20% (next 10d) | Regime: Low vol
Grade: A šŸŸ¢ ā€¢ Stable but monitor for regime shift probability
šŸ›ļø Institutional Signals
šŸ”µ Stable
Flows: +$2.1B (60% tech, 25% health, 15% other)
ADV: +8% vs 3M | Position: Neutral
Grade: A- šŸ”µ ā€¢ Tech-heavy inflows but healthy breadth
šŸ“… Upcoming Catalysts
šŸŸ£ 3 Events
Jan 29: Fed meeting (neutral expected)
Feb 13: CPI release | Feb 15: Earnings season peak
Grade: B šŸŸ£ ā€¢ Manageable calendar ā€” no major surprises expected
Risk Management Actions
Current Stance: Maintain positions, trim extended names selectively
Watch: Breadth deterioration below 35% ā€” early warning for broader weakness
šŸ“Š Portfolio Risk Profile
Your Holdings Risk: 28.5/100 (vs Market 35.9)
Overweight Sectors: Tech (45% vs 28% market)
Risk Concentration: Top 3 positions = 52%
RECOMMENDED ALLOCATION
85% Equity
15% cash ā€¢ Normal risk positioning
Multi-Layer Risk Analysis
Risk Layer Composition
Composite Score 34.6
MACRO
TECH
OPT
SENT
50.0
28.8
17.5
42.3
5-Day Momentum
ā†— +2.2%
Macro
ā†˜ -9.4%
Tech
ā†˜ -10%
Options
ā†— +10.5%
Sent
Portfolio vs Market Risk
MACRO
TECH
SENT
OPT
35.9
Market Risk
28.5
Portfolio Risk
BALANCED APPROACH
Maintain current allocation with selective opportunities
Recommended: 85% Equity / 15% Cash
Next 7 Days Risk Scenarios
šŸŸ¢ Bull Case (35%)
Risk Score: 25-30
Breadth stabilizes, VIX <15
šŸŸ” Base Case (45%)
Risk Score: 35-45
Current trajectory continues
šŸ”“ Bear Case (20%)
Risk Score: 50-65
Breadth breaks <30%, catalyst needed
Sector Risk Heatmap
Technology
Risk: 45/100
Breadth: 35% ā†“ āš” HEDGE
Healthcare
Risk: 35/100
Breadth: 42% ā†”
Consumer
Risk: 28/100
Breadth: 58% ā†‘
Financial
Risk: 25/100
Breadth: 62% ā†‘
Energy
Risk: 38/100
Breadth: 45% ā†“
Utilities
Risk: 22/100
Breadth: 68% ā†‘
šŸŽÆ
Action Center
šŸ“” Risk Drivers
Top headlines causing risk shift
āš” Portfolio Review
Check exposure vs risk score
šŸŽÆ Defensive Plays
Low-risk tactical opportunities
Sector Overlay: Technology leading (breadth 65%) ā€¢ Update Frequency: Risk layers 15min, Buffett weekly ā€¢ Last Updated: 2025-09-22T10:57:26