Backdrop, not forecast
The regime describes the balance of covered macro risk today. It does not predict the next market return or prescribe a portfolio allocation.
Daily Macro Risk Regime
A deterministic classification from six macro evidence families. It describes the covered backdrop; it is not a market forecast or portfolio instruction.
LOW RISKScore 2/18Coverage 6/6
The six covered macro inputs currently map to the LOW RISK band.
No covered input currently contributes two or more risk points.
This is a descriptive macro-risk classification, not a forecast or portfolio instruction.
Macro research framework
How to use the Market Regime without turning it into a forecast
The useful question is not simply which label is active. It is which evidence families are driving the backdrop, whether that configuration is persistent or changing, and how it interacts with the company, sector, and portfolio evidence you are already evaluating.
Six independent evidence families
Volatility, yield curve, recession, real rates, inflation, and labor conditions move on different schedules. The combined conclusion is published only when every required family is fresh.
Change matters as much as level
A stable elevated reading and a rapidly deteriorating neutral reading can pose different research questions. History helps separate persistence from a one-period move.
Connect macro and stock evidence carefully
Use the regime as context for individual stock signals, sector breadth, valuation, and risk resilience. It should not override company-specific evidence.
Separate watchlists from portfolios
A public market backdrop can guide what to monitor. Holdings-aware implications require actual positions, weights, concentration, horizon, and an implemented portfolio service.
Track what would change the conclusion
Focus on stale or borderline evidence families, transition history, and the inputs contributing most to the score rather than treating the regime label as permanent.
Current evidence
All available evidence is public and unmetered. Each family shows its own latest observation date.
VIX (Market Stress)
15.20
Calm markets (low stress).
Data as of: Sep 3, 2026
Yield Curve (10Y–2Y)
+0.43%
Flattening curve (late-cycle signal).
10-Year Treasury 4.79% · 2-Year Treasury 4.39%
Data as of: Sep 3, 2026
Sahm / Recession Risk
0.00 pp
No near-term recession signal.
Sahm gap 0.00 pp
Data as of: Sep 3, 2026
Real Interest Rate
0.52%
Healthy range (mildly restrictive).
Fed 3.63% − CPI 3.11%
Data as of: Sep 3, 2026
Inflation Trend (CPI)
3.11%
Mild inflation pressure; stay selective.
90d direction: stable
Data as of: Sep 3, 2026
Labor Market
4.1%
Healthy labor market (resilient).
Unemployment 4.1%
Data as of: Sep 3, 2026
Published methodology
Each covered family is scored from 0–3. VIX and recession receive 1.5× weight; yield curve and real rates 1×; inflation and labor 0.75×. The weighted total is normalized to 0–18. Bands are 0–4 LOW RISK, 5–8 NEUTRAL, 9–12 ELEVATED, and 13–18 HIGH RISK.
The official score is produced only when all six families are available and fresh for their documented cadence. Missing evidence receives no score and is never converted into safety or risk.
Regime history and transitions
Covered history begins at Explorer
Current evidence remains fully public. Explorer adds the covered transition timeline and contribution changes.
Research and user-context capabilities
Explorer, Pro, and Premium share the same underlying regime depth. Higher plans add workflows, not a different macro truth.
Validated historical behavior
Validated historical regime research begins at Explorer.
Watchlist implications
Watchlist regime implications begin at Pro.
Regime alerts
Regime-change alerts begin at Pro.
Export
Market Regime export begins at Pro.
Portfolio implications
Portfolio regime implications begin at Premium.
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Market Regime FAQ
What is the current market regime?+
The current AlgovestIQ market regime is LOW RISK, scored 2 out of 18 across six macro evidence families. The label describes the covered macro-risk backdrop; it is not a market forecast.
What is a market regime?+
A market regime is a structured description of the current macro-risk backdrop. AlgovestIQ uses six declared evidence families and a published scoring method rather than an opaque forecast.
What factors determine the current market regime?+
AlgovestIQ evaluates volatility, yield curve, recession, real rates, inflation, and labor conditions. The combined conclusion is published only when every required evidence family is fresh enough to be included.
Does a high-risk market regime mean stocks will fall?+
No. A high-risk reading describes covered macro stress, not a guaranteed market direction. Individual assets can behave differently, and the regime can change as new observations arrive.
How has the market regime changed recently?+
Regime history shows whether the current backdrop is persistent or changing, which evidence families shifted, and whether the total score is improving or deteriorating. Use it as context for market research, not as a return forecast.
Why can the current market regime be unavailable?+
The official score requires all six evidence families within their freshness windows. Missing or stale evidence remains missing; it is never converted into a low-risk assumption.