Core · MarketsAlphaLenz · public data

Research

Brief Ask Dashboard Markets Agents8

Your chats will appear here.

Get answers tailored to you

Bubble detector

Run this on your own research→

Loading…

Public markets · Korea, US, Japanalpha-lenz.com · Core by Treasurer

Brief Ask Dashboard

Bubble Detector | AlphaLenz

Bubble detector

How close the market looks to a bubble, scored 0 to 15 from six market readings and up to three qualitative signals (Minsky and Kindleberger).

Updated nowRefreshes every 5 min

1Normal

Normal

Out of 15

Risk level

Low

Quantitative

1 / 12

Qualitative

Up to 3

Normal market conditions. Standard position sizing.Action: Full exposure acceptable

Components

Each scored 0 to 2

VIX complacency

0 / 2

Normal

VIX

17.20

60-day average

16.30

Days under 15

15 of 60

Extended low VIX signals excessive complacency. Calm before the storm.

Breadth divergence

0 / 2

Healthy breadth

SPY 60-day

−1.23%

Participation

45.5%

Sectors up

Market rising on fewer stocks means narrowing leadership, a classic late-cycle warning.

Credit excess

0 / 2

Normal credit

Z-score

−0.97

HYG/LQD spread compression means aggressive risk-seeking in credit markets.

Momentum stretch

0 / 2

Normal

Above 200-day

+0.67%

SPY

755.72

200-day

750.67

SPY distance above its 200-day average. Extreme stretch means mean-reversion risk.

Safe haven neglect

0 / 2

Balanced

Spread

+7.02%

Gold and Treasuries underperforming equities means maximum risk appetite.

Volatility of volatility

1 / 2

Unusually calm

Vol ratio

0.100

Unusually low VIX volatility means markets are pricing out all risk. Often precedes shocks.