| Signal | Current Value | Thresholds | State |
|---|---|---|---|
| SPX vs Jan/Nov lows | 7,354.02 | >5,829 GREEN / ≤5,700 RED | GREEN |
| SPX vs 10-month MA | +6.52% vs MA ↑ (MA 6,904) | above MA + slope up | GREEN |
| NVDA distance from 52w high | -18.61% from high | within 5% / >10% below | RED |
| AAPL distance from 52w high | -10.59% from high | within 5% / >10% below | RED |
| HYG/IEF credit ratio vs 200d MA | 0.8401 (+0.23% vs MA) | above MA / >3% below | GREEN |
| VIX | 18.41 | 14–20 GREEN / >25 RED | GREEN |
| Margin debt YoY | +30.48% YoY | <30% / >38% | YELLOW |
| S&P 500 breadth (% above 50d MA) | 63.94% (321/502) | >60% / <40% | GREEN |
| SCOTUS tariff decision | Not yet updated — edit this file to set the current SCOTUS tariff status. | — | INFO |
Eight market-stress signals are scored daily as GREEN, YELLOW, or RED against thresholds derived from Tom Lee's leading-indicator framework. The aggregate state counts RED signals: zero to one is LOW RISK, two to three is ELEVATED RISK, four or more is DRAWDOWN TRIGGER FIRING. A Telegram alert dispatches when the aggregate crosses into ELEVATED, or resets back to LOW from four-plus.
SPX vs Jan/Nov lows tracks the 5,700 and 5,829 floors from earlier 2026 dislocations. SPX vs 10-month MA uses a 210-day proxy with a 20-day slope check. NVDA and AAPL distance-from-52w-high read AI-cycle leadership and consumer-tech demand respectively. HYG/IEF credit ratio against its 200d MA reads risk appetite in high-yield versus Treasuries. VIX scores complacency below 14 and stress above 25. Margin debt YoY comes from FRED series BOGZ1FL663067003Q (household debt securities), refreshed quarterly. Breadth is computed live from S&P 500 constituents via Alpaca SIP — percent of names trading above their 50-day moving average.
The SCOTUS row is informational and updated manually as the tariff case progresses.