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Equity Regime

Composite of broad US equity strength, equity-market volatility, and high-yield credit support.

MarketsDaily
Product ready

Current reading

How scores work
0.14
Direction
Improving
Strength
Weak
Data date
September 4, 2026

This weak positive reading indicates that the markets signal is improving as of September 4, 2026.

Signal history

See how the normalized reading changed over time.

201 points

Strongest drivers

CBOE Volatility IndexDragging-0.98
Dow Jones Industrial AverageDragging-0.24
S&P 500 IndexDragging-0.14
NASDAQ Composite IndexDragging-0.12
ICE BofA High Yield Option-Adjusted SpreadNeutral-0.08

Evidence preview

Full Evidence
10Y Yield 1M Forward57 observations · Sample period not availableAbout 1 month forward · Aligned count not available · 61% hit rate
Promising alignment
2Y Yield 1M Forward55 observations · Sample period not availableAbout 1 month forward · Aligned count not available · 60% hit rate
Promising alignment
WTI Crude 1M Forward54 observations · Sample period not availableAbout 1 month forward · Aligned count not available · 41% hit rate
Early evidence

Sources

S&P 500 IndexS&P Dow Jones Indices via FRED
NASDAQ Composite IndexNASDAQ OMX Group via FRED
Dow Jones Industrial AverageS&P Dow Jones Indices via FRED
Wilshire 5000 Total Market IndexWilshire Associates via FRED
CBOE Volatility IndexChicago Board Options Exchange via FRED
ICE BofA High Yield Option-Adjusted SpreadICE Data Indices via Federal Reserve Board via FRED

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