Liquidity Stress Index (LSI)
--
Z-Score: --
Bid-Ask Spread: --% |
Repo Rate: --% |
TED Spread: --%
CNN-RL Sentiment + Pattern Recognition
--
Z-Score: --
Fear & Greed Index: -- |
Base Confidence: --% |
RL-Boosted: --%
(+--%)
Implied Risk Index (IRI)
--
Z-Score: --
VIX: -- |
Put/Call Ratio: --
Market Regime
--
Confidence: --%
VIX: -- |
10Y Yield: --% |
TED Spread: --%
Sharpe Ratio
1.94
vs 1.45 baseline
Annual Return
18.3%
+6.8% alpha vs SPY
Max Drawdown
−4.1%
vs −8.2% SPY
Win Rate
61%
52 rebalances