Regime
REG · Heimdall · SPX
— as of —
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Alarm—
Regime—
Fragility—
Hit rate—
Events—
Cross-asset—
SPX · sticky-topology stress · alarm fires
3y
SPX close
Topology stress (z)
Alarm fired
Typed sub-composites
z-score
The alarm is driven by sticky topology only. Vol / credit / macro / trend
set the fragility tier (broad-stress context). Bars are walk-forward
z-scores; the center line is the long-run mean.
Walk-forward track record
out-of-sample
Hit rate—
False-fire rate—
Events observed—
Threshold—
The signal has a thin out-of-sample track record. Treat the alarm as
a sizing input, not a certainty.
Data freshness
per-input
| SPX | — |
| VIX | — |
| HYG (credit) | — |
| 10y / 2y curve | — |
| NFCI | — |
| Topology | — |
Heimdall · source private · static JSON refreshed nightly ·