Macro Risk MonitorGuide, signals, and market context

Historical Events

Compare a past stress window to the current window of the same length.

The default view normalizes both windows to the same starting point so you can compare shape before worrying about level. Switch to raw mode when you want the actual scale instead.

Compare Controls

Historical window: 2021-01-01 to 2023-12-31

A rapid repricing driven by higher rates, tighter liquidity, and pressure on expensive long-duration assets.

This is a tightening and repricing window rather than a single panic episode. The shape matters more than any one endpoint.

Current comparison window: 2021-01-01 to 2023-12-31

Use peak to compare how far a reading traveled inside the window. Use end to see whether the window closed near that peak or after the move had already faded.

How to Read This Page

Compare shape first, then use peak and end to make sense of it.

You are comparing 2022 tightening shock (2021-01-01 to 2023-12-31) against a current window of the same length (2021-01-01 to 2023-12-31).

Raw values show the actual level reached in each window. Use this view when you care about the absolute reading more than the relative path.

Use peak to compare how far the reading traveled inside each window. Use end to see whether the window closed near that peak or after the move had already faded.

This is a tightening and repricing window rather than a single panic episode. The shape matters more than any one endpoint.

Normalized = relative movePeak = highest reading inside the windowEnd = where the window finished

Composite score comparison

Not enough overlapping data to compare this signal yet.

yield-curve

Not enough overlapping data to compare this signal yet.

valuations

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liquidity

Not enough overlapping data to compare this signal yet.

leverage

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credit

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breadth

Not enough overlapping data to compare this signal yet.