The classifier held STABLE while VIX surged
What does this mean? →CALM remains in effect. VIX is up 26% in five sessions; the call has not moved.
See the full timeline →The system’s STABLE classification was correct. The market recovered and VIX returned to normal levels. The elevated VIX was transient, not the start of a new regime.
Every decision on your book depends on the shape of today's risk.
Before the market opens, we tell you which of five risk environments the day is setting up: from routine conditions where hedges bleed money, to the rare mornings where crisis is real.
Since 2012, VIX has spiked 67 times and our system said the spike was noise. It was right 95% of the time.
Automated classification system. 1990–2024 walk-forward validation. Research use only.
One regime shift. Two decisions. Both before the market moved.
SPX + VIX vs. MRC State Classification
March 4, 2026. The system classified SHIFTING. VIX was 19. The S&P 500 was at 6,853. No traditional volatility signal was elevated.
Over the following three weeks, VIX rose to 31 and the S&P 500 fell 7.4% to 6,344. A desk monitoring the daily classification saw the regime shift before any VIX-based trigger fired.
March 31. The system classified STABLE. VIX was still at 25, elevated by conventional standards. The S&P 500 recovered 254 points within five trading days.
Iran Shock, March 2026. Out-of-sample event. Historical research observation, not investment advice. Past performance does not guarantee future results.
You get the classification at 7:30. Here's the data.
| Classification | Frequency | Precision | Avg lead to hit | VIX at classification | SPX median 5d | VIX median 5d |
|---|---|---|---|---|---|---|
| Stable | 71% of days | — | — | 17.5 | +0.2% | ~0% |
| Shifting | ~6.2/yr | 93% | 3.3d | 25.1 | -0.9% | -3.3% |
| Elevated | ~1.3/yr | 72% | 1.6d | 24.1 | -2.1% | +rising |
| Shock | ~1.6/yr | 84% | ~0d | 27.6 | -3.2% | -19.6% |
| Crisis | ~0.6/yr | 92% (12/13) | 1.9d | 31.4 | -4.2% | VIX climbing |
1990–2025 walk-forward validated. All columns reflect the full 35-year period. The system is ultra-selective: it classifies only when confidence is high, which means it stays silent through many qualifying events. Full methodology at validation & methods.
A signal that moves the entire market. Nobody in finance reads it. We do.
VIX, sentiment, options flow, price patterns. They all tell you what already happened.
- ✗ VIX tells you what traders already priced in
- ✗ Sentiment tells you what people said after the market moved
- ✗ Price patterns show you what traders already did
Solar and geomagnetic data that shapes human decision-making before it shows up in price.
- ✓ Solar and geomagnetic data reads the cause of market behavior, not the effect
- ✓ This data is independent of every signal in your existing stack
- ✓ The same signal classifies stress in finance, space weather, and public health independently
Why this isn't astrology.
We discovered the correlations through our own research. Federal Reserve economists (Krivelyova & Robotti, 2003) independently documented the same market correlation in a Federal Reserve Bank of Atlanta working paper.
Decades of peer-reviewed research across cardiology, neuroscience, and environmental health show that solar and geomagnetic activity influence human physiology and behavior.
Read the scientific foundation→The same signal classifies stress in systems it was never fit to. A signal that replicates across unrelated domains isn't curve-fit.
Your strategy doesn't change.
Your sizing does.
MRC classifies the market into one of five risk shapes before the open. You feed the classification into the trades you were already going to make. No strategy change. No new infrastructure. The classification sits upstream of your stack.
Backtested 1990-2024. Numbers from canonical manifests + walk-forward.
71% of days are Stable. Hedging through them costs premium.
Most funds hold static hedges through long Stable regimes, paying premium drag the whole time. A daily Stable classification justifies reduced hedge sizing when conditions are confirmed Stable, then re-size when the regime shifts.
illustrative backtest · simple notional-weighting policy
One email. Every morning.
By 07:30 AM ET every U.S. trading day, you receive today's risk shape: which volatility distribution the market is in, with the historical data for that classification.
Widened distribution. VIX median 25.2. The S&P 500 fell a median -2.0% over the next 5 sessions. The market could move sharply or settle back. Most of the time, conditions returned to Stable.
Research Use Only: Not investment, financial, or trading advice. Past performance does not guarantee future results.
Start with a pilot. Stay for the edge.
60-Day Pilot
- Daily pre-market classification for 60 days
- Full historical dataset (1990-present)
- API access
- Anomaly Reports
- 100% credited against annual if you continue
Annual
- Everything in the pilot
- Continuous daily classifications
- Priority support
- Founding cohort rate while active
Research use only. Not investment advice. Past performance does not guarantee future results. Mindforge is not a registered investment adviser. Full terms at mindforge.tech/terms.