Market State Detector
Rules-based market stress classification delivered by 07:30 AM ET every U.S. trading day. Validated (2012–2024).
March 2026 Iran Shock: classified every shift before the openStop bleeding premium
Most days are Calm. Aggressive hedging during these regimes has historically created premium drag.
Flag stress before it cascades
Systemic Stress states have historically preceded major market stress episodes with documented precision (100.00%).
Aug 2024
COVID 2020
Apr 2025
This is the production system output. Subscribers receive this classification by 07:30 ET every trading day. Shown here with a 30-day delay.
Signals Ahead of the Break
Historical backtest data only. Not investment advice.
Iran Shock: March 2026
28 trading days. 6 transitions. All pre-market. Complete crisis cycle.
MSD flagged elevated risk conditions two days before Stress classification, while VIX was still in the low 20s.
Classified Stress as geopolitical tensions escalated. SPX dropped from 6,788 to 6,672.
Market drawdown accelerated. VIX peaked at 31.43, SPX hit trough of 6,344. MSD classified the spike before the open.
Full round-trip: Calm to crisis and back. Every transition classified pre-market. SPX recovered to 6,783 by Apr 8.
Why Teams Choose MSD
A Research Input for Morning RiskMorning Risk Input
Rules-based market state classification delivered pre-market. Built for scenario planning and governance workflows.
Standardized morning read
A standardized alternative to ad hoc dashboards and PM-by-PM judgment calls.
Research-grade classification
Rules-based system combining environmental and market data. Historical lead times documented for each state.
Audit-ready history
12+ years of timestamped daily states. Replayable for reviews, board packs, and client communication.
Research use only. Not investment advice. Terms
Five States of Market Stress
Proprietary rules-based classification framework providing daily informational context for institutional risk regimes.
Systemic Stress State
CRITICALUltra-selective classification for crisis-level market stress conditions.
Volatility Spike State
SEVEREClassification for rapid volatility surge conditions.
Stress State (Advisory)
ADVISORYResearch-grade classification for moderate stress conditions.
Turning State
INFLECTIONClassification for potential regime shift and exhaustion points.
Calm State
BASELINEClassification indicating absence of stress across all indicators.
Institutional Access
Monthly
- Billed monthly
- Cancel anytime
- Daily pre-market feed
- Historical dataset
Annual
- Billed annually
- ~$6,667/mo effective
- All Monthly features
- Priority support
- Quarterly reviews
Enterprise
Over $5B AUM or full integration
- Multi-desk deployment
- Firm-wide licensing
- Custom API integration
- Dedicated account manager
Lock in $80,000/yr for 3 years
First 10 institutional partners secure current pricing through 2028.
Research use only. Not investment advice. Terms