Technical documentation and analysis of the Market Risk Classifier for institutional risk teams, portfolio managers, and quantitative researchers.
Four institutional briefs cover the Market Risk Classifier from different angles: crisis detection performance, data product specifications, hedge cost optimization, and strategy integration. Each brief is available as an interactive digital version and as a downloadable PDF.
Quantitative analysis of the CRISIS risk shape. Covers classification methodology, historical performance metrics (2012 to 2024), and lead time documentation for major market stress episodes. Designed for risk committees and quantitative researchers evaluating crisis detection capabilities.
Full research overview for institutional data buyers. Includes data schema, delivery format, licensing terms, and precision by risk shape (2012 to 2024 backtest). Features the Iran Crisis 2026 out-of-sample proof: a complete stress cycle documented from the first classification through resolution.
The false-scare track record. When the market panics but the system holds STABLE, is the system right? This brief presents the year-by-year record: 41 of 44 false-scare calls correct since 2012, with every miss dated. Includes the Iran crisis recovery as a worked example of the P&L impact.
How the Market Risk Classifier plugs into five strategy archetypes as a daily sizing overlay. Covers hedging and portfolio protection, trend and systematic macro, volatility selling, tail funds and long volatility, and multi-factor and smart beta. Each archetype includes one rule and the historical effect across the 1990 to 2025 walk-forward window.
For institutional-specific analysis, integration support, or custom reporting, contact the research team at research@mindforge.tech.
Research use only. Not investment advice. Past performance ≠ future results. Mindforge is not a registered investment adviser. Full terms · Methods
