SP500 - λF Dashboard

Tracking the Collective Awareness Field of Global Markets

SP500
Presence Field of Global Marketsℹ️

Latest Alert

Status:
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Level:
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λF:
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Thresholds (p90 / p95):
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Components:
VOL_Z: -- • LEV_STRESS: -- • FNG_NORM: --
Profile:
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Dominant Component:
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Validation Class:
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Expected Horizon:
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Confidence:
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Validation Score:
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TIMESTAMP:
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Latest λF

λF:
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Timestamp:
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Latest PGI

PGI (Presence Gradient Index):
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Timestamp:
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Latest Reflective Flow

Reflective Flow:
Monitoring
TIMESTAMP:
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Flow is reallocating toward lower resistance structures.

Reflective Flow · Timeline

Read-only observation. No signals, no forecasts.

Decay Module

Decay:
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TIMESTAMP:
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Historical Data Log

Time (UTC) λF PGI VOL_Z RF State

Alert History

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PHASE 2

State regime tracking active since 2026-02-09

PHASE 2 tracks persistent market regimes rather than individual signals, focusing on structural conditions over time.

Last 48 Hours

TIME STATE λF SLOPE ZONE CONFIDENCE REGIME
PHASE 2 — Regime Tracking
PHASE 1 vs PHASE 2
PHASE 1 Detects short-term signals and thresholds
PHASE 2 Tracks persistent market regimes over time
Confidence: 0.40
What does confidence mean?
Confidence reflects how persistent and stable the current market regime has been over time.
It is based on duration and consistency — not price direction.

Preliminary External Validation — SPX λF

A preliminary external validation study of the SPX branch of the λF model suggests that its predictive value is concentrated in the 48–72 hour horizon rather than in immediate same-day stress detection. Using independently defined external stress events based on realized volatility expansion, drawdown behavior, VIX shock structure, and Treasury yield shock dynamics, SPX λF produced modest lift at 24 hours but materially stronger lift at 48 and 72 hours. A finer decomposition further indicated that predictive strength is not uniform across alert types: minor + lev_stress-dominant alerts appear to behave as an early macro-pressure regime, while critical + fng-dominant alerts generated the strongest short-horizon signal, including the highest observed lift at 48 hours. Although the current sample remains limited, these results support the interpretation that SPX λF is not a single homogeneous indicator but a structured stress field whose informational value increases when alert level and dominant component are evaluated jointly.
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