WARNING

Elevated stress | Accelerating ⚠

4.4

Interpretation Guide

0-30%: Normal conditions

30-50%: Elevated stress

50-70%: High stress

70-100%: Critical

Trust Decay
Trust Decay
87%

Gold dynamics, yield spreads

Settlement Latency
Settlement Latency
18%

Funding market stress

Curvature
Curvature
26%

Volatility regime

Temporal Stress
Temporal Stress
44%

Yield curve geometry

Time Series

Gamma (γ): Acceleration

+0.750 Δ/day

Daily acceleration of composite stress

Current Reading: Stress accelerating rapidly. This pattern historically precedes heightened market volatility.

Underlying Indicators

Gold Price
$5,318
USD/oz
VIX
16.9
Volatility Index
10Y-2Y Curve
71
Basis points
SOFR-FF Spread
0.01
Percent