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US Stock Market Risk Monitor
Live US market risk regime monitor. Tracks 9 market indicators — 6 tactical components plus 3 macro signals — and shows a composite 0-100 risk score updated every minute.
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Today's Score
Summary
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Top risk drivers
Yield Curve 10Y − 2Y
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FRED · daily
10Y Treasury yield
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FRED · daily
Crypto Fear & Greed
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alternative.me · daily
1-Year Risk Score & Past Crises
Daily composite score over the past year, with dashed reference levels showing how high the score ran during earlier market crises.
Past crisis levels
VIX Stress
LIVE
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HY Credit Spread
DAILY
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Market Trend
LIVE
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Market Breadth
LIVE
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AI Leadership
LIVE
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– / 10
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Speculative Risk
LIVE
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Market News
Major US stock market crashes since 1929
Every major crash and severe bear market in modern US market history, with the peak-to-trough decline. The dashed lines on the chart above mark the crashes from 1987 onward at their estimated risk-score peak.
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1929–1932 Wall Street Crash · Great Depression −89%
The deepest crash in US history. Rampant speculation and margin debt unwound violently — the Dow lost about a quarter in two days (Black Monday and Tuesday) and roughly 89% from its 1929 peak to the 1932 bottom, ushering in the Great Depression.
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1937–1938 Recession of 1937 ≈ −50%
A premature tightening of fiscal and monetary policy during the fragile recovery from the Depression sent the market down about 50% over roughly a year.
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1962 Kennedy Slide (Flash Crash of 1962) ≈ −27%
A sharp, largely sentiment-driven sell-off — sometimes called the 'Flash Crash of 1962' — wiped out about 27% before the market recovered later that year.
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1973–1974 Oil-Crisis Bear Market ≈ −48%
The OPEC oil embargo, stagflation and the collapse of the 'Nifty Fifty' growth stocks drove a 21-month bear market of roughly 48%.
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1987 Black Monday −22.6% in one day
On 19 October 1987 the Dow fell 22.6% in a single session — still the largest one-day percentage drop ever. Portfolio insurance and program trading amplified the cascade; the total drawdown was about 34%.
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2000–2002 Dot-com Bust S&P ≈ −49%, Nasdaq ≈ −78%
The internet and technology bubble burst. The Nasdaq lost nearly 78% of its value over more than two years as profitless dot-coms collapsed.
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2007–2009 Global Financial Crisis ≈ −57%
The US housing bubble and subprime-mortgage meltdown triggered a banking crisis and the failure of Lehman Brothers. The S&P 500 fell about 57% from its October 2007 peak to the March 2009 bottom — the worst decline since 1929.
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2020 COVID-19 Crash ≈ −34%
Pandemic lockdowns froze the global economy. The S&P 500 fell about 34% in just 33 days — the fastest bear market in history — before unprecedented stimulus sparked a rapid recovery.
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2022 Inflation / Rate-Hike Bear Market S&P ≈ −25%, Nasdaq ≈ −37%
Four-decade-high inflation forced the Federal Reserve into its most aggressive rate-hiking cycle since the 1980s, deflating bonds and high-growth tech through a grinding, year-long bear market.
Declines are approximate peak-to-trough drops in the S&P 500 (Dow before 1957, Nasdaq where noted). Risk-score levels for older events are estimates — this monitor's live data begins much later.
Structural Fragility
Background context — not included in 0–100 score
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Zones
0–20 Calm
21–40 Watchful
41–60 Elevated
61–80 Danger
81–100 Crash
Data providers
Alpaca
Finnhub
FRED
Binance
CoinGecko
Results are informational. Calculation is based on your input and public rules, official accounting may differ. For accuracy, confirm the final result if needed from the appropriate official source or specialist.
How it works?
The US Stock Market Risk Monitor continuously monitors 9 market indicators — 6 tactical components that build the score plus 3 macro signals shown in context — and combines the tactical scores into a single 0-100 score. It is a market risk regime monitor, not a crash prediction engine.
How the score is built
- VIX Stress (0-20 pts) — The CBOE Volatility Index measures near-term fear in options markets. A VIX below 16 scores 0; above 30 scores the maximum 20.
- Credit Stress (0-25 pts) — The ICE BofA US High Yield Option-Adjusted Spread (FRED: BAMLH0A0HYM2) measures the extra yield investors demand for risky bonds. Spreads below 3% score 0; above 6.5% score 25.
- Market Trend (0-20 pts) — Checks whether SPY, QQQ, and SMH are above or below their 50-day and 200-day moving averages. Indexes below key moving averages add risk points.
- Market Breadth (0-15 pts) — Compares equal-weight RSP and small-cap IWM to SPY. When large-cap mega stocks hold the index up while most stocks fall, breadth damage adds risk.
- AI Leadership (0-10 pts) — Monitors NVDA, AMD, AVGO, and the SMH semiconductor ETF. When AI and chip leaders weaken, it signals a shift in market leadership.
- Speculative Risk Appetite (0-10 pts) — Tracks high-beta fintech (SOFI, COIN, HOOD) and crypto (BTC, ETH). When speculative names fall together, risk appetite is declining.
Macro indicators
Three macro signals are shown alongside the score as additional context. They also feed into the tactical components above:
- Yield Curve 10Y−2Y — An inverted yield curve (short rates above long rates) signals recession risk and adjusts the Credit Stress component.
- 10Y Treasury Yield — Rising long-term rates increase borrowing costs and compress equity valuations. High yields add risk points to the Market Trend component.
- Crypto Fear & Greed — Measures sentiment across crypto markets as a proxy for broad speculative appetite. Extreme readings adjust the Speculative Risk component.
Structural Fragility
Shown separately. Valuation metrics like CAPE ratio are background context, not timing signals. A high valuation score alone does not trigger a high risk score.
Score smoothing
The current score reacts to fresh data. A 3-day rolling average is also shown to smooth out intraday noise. Regime labels (Calm / Watchful / Elevated / Danger / Crash) use hysteresis to avoid flickering at zone boundaries.
Frequently asked questions
What does the risk score mean?
The score (0-100) reflects the current level of tactical market stress across 6 tactical indicators. 0-20 is Calm (low risk), 21-40 is Watchful, 41-60 is Elevated Risk, 61-80 is Danger, and 81-100 is Crash Mode. A high score means multiple risk signals are elevated simultaneously.
Is this a crash prediction tool?
No. The US Stock Market Risk Monitor is a market risk regime monitor. It tells you the current state of risk signals, not when a crash will happen. Markets can stay in elevated-risk states for months, and crashes sometimes happen without warning. Use this as one input alongside your own research.
How often is data updated?
Stock quotes and crypto prices update every 60 seconds during market hours. The FRED credit spread (BAMLH0A0HYM2) is daily data published by the St. Louis Fed, typically with a 1-2 day lag. Moving averages (20DMA, 50DMA, 200DMA) are recalculated hourly from daily bar data.
What is the BAMLH0A0HYM2 credit spread?
The ICE BofA US High Yield Option-Adjusted Spread (OAS) measures the extra yield US high-yield bonds pay over comparable US Treasury bonds. It rises when investors demand more compensation for credit risk -- a classic early warning signal for equity market stress. Data comes from FRED (Federal Reserve Economic Data).
Why do some cards show CACHED or DAILY instead of LIVE?
LIVE means data was received within the last 2 minutes. CACHED means the provider API returned data that is being served from a temporary cache (normal behaviour to avoid rate limits). DAILY means the data source only publishes once per day (like FRED credit spreads). MOCK means no API keys are configured and the dashboard is showing simulated data.