Historical Events
Filter the dashboard into one stress episode and see which families were actually speaking up.
Use a preset window for a major historical episode or enter your own dates. The point is not to force every crisis into the same shape. It is to see which warnings appeared, which ones arrived late, and where the data coverage becomes thinner.
Window Controls
2008 global financial crisis: 2006-01-01 to 2010-12-31
The key stress moved from housing and leverage into credit, funding, and system-wide trust.
Composite score in the selected event window
Not enough historical data to render a chart yet.
AI watchlist performance inside the selected window
Historical watchlist data is not available yet.
Coverage Notes
Some older windows have thinner history than others.
The concentration proxy is still the main long-history limitation. Shiller CAPE now reaches far back in time, but the top-10 concentration proxy still begins in January 2022. If a metric was not available for the selected event window, the page shows that directly instead of pretending the history exists.
Recession / Term Structure
Term structure risk is where the dashboard starts.
The yield curve asks a simple question: is the bond market starting to expect slower growth, future rate cuts, and tighter credit ahead?
Valuation
Expensive markets do not set the date, but they do shape the risk budget.
Valuation tells you how much hope is already priced in. The more investors pay for each dollar of earnings, the less room there is for disappointment.
Liquidity
Liquidity conditions set the room the market has to breathe.
Liquidity is the market's fuel. When money and credit are growing easily, risk assets usually have more support. When that fuel fades, bubbles become easier to puncture.
Leverage / Speculation
Leverage matters most when it is building quietly.
Leverage means investors are borrowing to chase returns. That can make a rally look stronger on the way up and much more violent on the way down.
Credit Stress
Credit spreads tell you when fragility stops being theoretical.
Credit spreads show how much extra compensation investors demand to lend to risky borrowers instead of the government. When that premium widens, trust is fading.
Breadth / Concentration
Concentration risk gets dangerous when leadership stops broadening.
Breadth asks whether a rally is healthy and broad, or whether only a few names are carrying the whole index.