Five deterministic stages — no secret sauce.
Compute standardized features from macro and market inputs using rolling windows. Normalization methods are selected to remain stable across market conditions.
Convert standardized features into a common non-negative stress scale using driver-specific directionality rules. This makes heterogeneous inputs comparable without changing their meaning.
Combine driver stress values into a single composite risk score. Driver contributions are decomposed so you can see what influenced the score on any given day.
Deterministic policy rules translate the composite score into a regime label. Buffers and minimum hold periods are used to reduce boundary churn near transitions.
Produce a self-contained artifact with integrity metadata and verification checks. No lookahead, and no later edits that rewrite history.
Five macro inputs. No hidden features.
Drivers, definitions, and methodology are documented per model version.
Buffers and minimum hold periods prevent boundary churn.
Minimum hold periods prevent rapid flip-flopping during noisy transitions. Hold logic is versioned and documented.
Every model has edges. We document ours so you can plan around them.