United States

Сигналы

US Banks Drawdown+3 б.

US Regional Banks (KRE) -8% in 5 days — banking sector stressПочему это важно: Regional banks are first to show stress in financial system issues

US Real Estate Drawdown+2 б.

Office REITs (VNO, SLG, BXP) -5% in 5 days — commercial real estate stressПочему это важно: Office REITs are canaries in coal mine for credit/liquidity issues

US Credit Stress+2 б.

Senior Loans (SRLN) underperform High Yield (HYG) — credit quality deteriorationПочему это важно: Senior loans should be safer than HY bonds. Underperformance signals credit stress

US Credit Drawdown+2 б.

US credit proxy -5% in 5 days — broad credit deteriorationПочему это важно: Sustained credit drawdown indicates deepening financial stress in the US

S&P 500 Drawdown+2 б.

S&P 500 (SPY) -5% in 5 days — broad market weaknessПочему это важно: Equity weakness confirms stress is affecting broader market

US Dollar Stress+2 б.

USD index move >3% in 3 days — dollar volatilityПочему это важно: Rapid dollar moves signal global risk-off or flight to safety dynamics

VIX Elevated+1 б.

VIX above 25 — elevated market fearПочему это важно: Elevated VIX indicates market uncertainty and potential for sharp moves

US Market Stable+0 б.

S&P 500 (SPY) holding above -3% over 5 days — no broad sell-offПочему это важно: Market stability indicator — if met, stress may be contained to specific sectors

T-Bill Flight to Safety+4 б.

T-Bills (BIL) price up + volume ≥2× average — investors hiding in safetyПочему это важно: Investors hiding in T-Bills = expecting market stress - core thesis pillar

VIX Velocity Spike+2 б.

VIX rising faster than 2%/minute — panic accelerationПочему это важно: Rapid VIX acceleration indicates sudden fear spike even before absolute thresholds hit

Banking Velocity Stress+2 б.

Regional banks (KRE) dropping faster than 1.5%/minute — rapid banking stressПочему это важно: Sudden banking sector drops indicate liquidity or confidence crisis developing

Credit Velocity Stress+2 б.

High Yield (HYG) dropping faster than 0.8%/minute — credit spread widening accelerationПочему это важно: Rapid credit selloffs signal flight to quality before spreads hit critical levels

Отслеживаемые инструменты

SPY — SPDR S&P 500 ETF

Broadest US equity benchmark. A drawdown here confirms stress is systemic, not sector-specific.Спокойно 5d > -1% · Внимание 5d -1% to -3% · Стресс 5d < -3%

KRE — SPDR S&P Regional Banking ETF

Regional banks are the canary in the coal mine — first to show stress from credit tightening, deposit flight, or CRE exposure.Спокойно 5d > -3% · Внимание 5d -3% to -8% · Стресс 5d < -8%

HYG — iShares iBoxx High Yield Corporate Bond ETF

High yield bonds price credit risk directly. Weakness here means the market is demanding higher compensation for default risk.Спокойно 5d > -1% · Внимание 5d -1% to -3% · Стресс 5d < -3%

SRLN — SPDR Blackstone Senior Loan ETF

Senior loans sit above HY in the capital structure. When SRLN underperforms HYG, it signals credit quality deterioration at the safest level.Спокойно Outperforming HYG · Внимание Flat vs HYG · Стресс Underperforming HYG by >1%

BIL — SPDR Bloomberg 1-3 Month T-Bill ETF

T-Bills are the ultimate safe haven. Price increases + high volume = investors fleeing risk assets for safety.Спокойно Flat, normal volume · Внимание Price up, volume 1.5× · Стресс Price up, volume ≥2×

Прошлые кризисы, затронувшие этот регион

• Global Financial CrisisSep 2008 – Mar 2009

  Lehman Brothers collapse triggered a global banking crisis, credit freeze, and deepest recession since the Great Depression.

  Пик VIX 80.86 · Падение S&P 500 -56.8%

• COVID-19 CrashFeb 2020 – Mar 2020

  Fastest bear market in history. Global lockdowns caused simultaneous supply and demand shocks across all asset classes.

  Пик VIX 82.69 · Падение S&P 500 -33.9%

• SVB / Regional Banking CrisisMar 2023 – May 2023

  Silicon Valley Bank collapsed in 48 hours, triggering regional bank runs (Signature, First Republic). Fed backstop via BTFP prevented systemic contagion.

  Пик VIX 26.52 · Падение S&P 500 -7.8%