| catalyst:tail_risk_elevated |
medium |
sns_sms |
failed |
CBOE SKEW at 155.1 (threshold: 155.0, historical avg ~130). Investors paying heavy premiums for downside protection — anxiety beneath a calm VIX surface. |
2026-10-13 18:04 |
| catalyst:credit_spread_acceleration |
high |
sns_sms |
failed |
HY spread widened 36.0bps over 5 days (threshold: 35.0bps). Rapid credit deterioration — monitor for trigger breach. |
2026-09-29 16:51 |
| catalyst:valuation_extreme |
medium |
sns_sms |
failed |
Shiller CAPE at 42.0 (threshold: 42.0, all-time peak: 44.2 in Dec 1999). Valuations near dot-com extremes — increased drawdown risk on any negative surprise. |
2026-05-09 00:44 |
| trigger:ad_line_divergence |
high |
sns_sms |
failed |
Trigger ad_line_divergence is red. value=True threshold=True |
2026-05-08 21:00 |