Know when the panic is real.Know when stability is returning.
Mindforge gives you a separate read before the open, helping you see when stress is building, when a scare is likely to pass, and when recovery is taking hold.
while markets still looked stressed
re-entry signals*
than VIX alone
Sent only when the call materially changes.
View the public recordVolatility jumped that week. The underlying risk shape did not change.
Every decision on your book depends on the shape of today's risk.
Every trading morning at 07:30 ET: today's risk shape, and what sits behind it.
Widened distribution. VIX median 23.1. The S&P 500 moved a median +0.2% over the next 5 sessions. The market could move sharply or settle back. Most of the time, conditions returned to STABLE.
This warning preceded real market trouble 64 of the 69 times it fired since 1990.
It fires about 2.0 times a year, on average 3.3 trading days before the trouble arrives.
Research Use Only: Not investment, financial, or trading advice. Past performance does not guarantee future results.
One of seven shapes · every U.S. trading morning · a classification, not a forecast
In your inbox by 7:30 AM ET, before the open.
One of seven risk shapes. One word.
What the same call did since 1990, in plain sentences.
A classification, not a forecast.
March 2026. Mindforge saw stability return before VIX showed it.
The system moved to RESOLVED on March 31. VIX did not fall below 20 until April 9.
Mindforge · Iran Shock · March 2026
The system moved to SHIFTING as conditions changed.
It classified SHIFTING before the open. The S&P 500 was still within 2% of its February high, at 6,817.
The episode later deepened through ELEVATED and SHOCK.
The S&P 500 fell to 6,344, down about 7% from where it sat on the day of the call. VIX peaked at 31. The system tracked the episode through SHIFTING, ELEVATED, and SHOCK.
The system moved to RESOLVED.
It classified RESOLVED with VIX at 30.61, one session off its peak. The S&P 500 then recovered 254 points within five trading days.
How it played outTap to expand +Collapse −
The system moved to SHIFTING as conditions changed.
It classified SHIFTING before the open. The S&P 500 was still within 2% of its February high, at 6,817.
The episode later deepened through ELEVATED and SHOCK.
The S&P 500 fell to 6,344, down about 7% from where it sat on the day of the call. VIX peaked at 31. The system tracked the episode through SHIFTING, ELEVATED, and SHOCK.
The system moved to RESOLVED.
It classified RESOLVED with VIX at 30.61, one session off its peak. The S&P 500 then recovered 254 points within five trading days.
The extra rebound captured by re-entering on the call instead of waiting for VIX to drop below 20.
Point gains are before trading costs. The benchmark: staying defensive until VIX closes below 20, a standard calm threshold. In the 1990-2025 backtest, 21 of 30 recovery calls beat it. Historical record, not a projection.
When VIX spikes 25%, the system calls it: real or fake.
Tested against every 25%+ VIX spike since 1990. All 123 of them.
A scare is a VIX close 25% or more above its level five sessions earlier.
WHIPSAW record. Historical backtested performance, 1990–2025. Not investment advice; past performance does not guarantee future results.
Every call is published before the outcome is known.
Right or wrong, the verdict stays public.
A signal that moves the entire market. Nobody in finance reads it. We do.
Before the move
The cause, while it is still forming.
- Space weather telemetry, upstream of price
- Independent of every signal in your stack
After the move
The effect, after it is already in price.
- VIX: what traders already priced in
- Sentiment: what was said after the move
- Price: what traders already did
Why this isn't astrology.
Federal Reserve economists found the same correlation. Independently. In 2003.
It works in domains it was never fit toTap to expand +Collapse −
Curve-fit signals do not replicate this widely.
Federal Reserve economists found the same correlation.
Krivelyova & Robotti (2003), a Federal Reserve Bank of Atlanta working paper, independent of ours.
Decades of peer-reviewed science back the mechanism.
Cardiology, neuroscience, and environmental-health research.
Read the scientific foundation→It works in domains it was never fit to.
Curve-fit signals do not replicate this widely.
Seven shapes. What followed each one, across 35 years.
The shape and its recordTap to expand +Collapse −
Environmental and market signals are at baseline. No risk-shape escalation warranted.
Hedge premium decays here without doing protective work. The Positioning Edge captures the savings from half-sizing hedges during these stretches.
Environmental and market signals are at baseline. No risk-shape escalation warranted.
Hedge premium decays here without doing protective work. The Positioning Edge captures the savings from half-sizing hedges during these stretches.
The 4 shapes and their recordsTap to expand +Collapse −
Conditions are shifting away from STABLE. The environmental signal has moved before price has confirmed.
The earliest warning. VIX is often still in the teens when SHIFTING fires. Median 2-day lead before stress appears in price-derived indicators. The trigger to restore full hedge sizing.
Elevated risk conditions detected. Environmental gate plus VIX floor confirms the regime is not transient.
A confirmation tier. Roughly 1 in 4 ELEVATED classifications does not produce the expected forward stress. Pair with desk-level evidence before sizing aggressively.
Rapid short-window volatility expansion. VIX rate-of-change exceeds the acute-path threshold.
VIX is already elevated at classification. The forward path typically shows mean reversion: the spike is already in progress, and the median outcome is recovery.
Systemic financial-system stress. The most severe classification the system issues.
The forward path typically shows further deterioration before recovery. The April 2025 tariff crisis was the first live CRISIS classification; VIX touched 60 intraday the next session.
Conditions are shifting away from STABLE. The environmental signal has moved before price has confirmed.
The earliest warning. VIX is often still in the teens when SHIFTING fires. Median 2-day lead before stress appears in price-derived indicators. The trigger to restore full hedge sizing.
Elevated risk conditions detected. Environmental gate plus VIX floor confirms the regime is not transient.
A confirmation tier. Roughly 1 in 4 ELEVATED classifications does not produce the expected forward stress. Pair with desk-level evidence before sizing aggressively.
Rapid short-window volatility expansion. VIX rate-of-change exceeds the acute-path threshold.
VIX is already elevated at classification. The forward path typically shows mean reversion: the spike is already in progress, and the median outcome is recovery.
Systemic financial-system stress. The most severe classification the system issues.
The forward path typically shows further deterioration before recovery. The April 2025 tariff crisis was the first live CRISIS classification; VIX touched 60 intraday the next session.
The 2 shapes and their recordsTap to expand +Collapse −
VIX surged 25%+ over five sessions while the system held STABLE. The classifier is calling this a whipsaw: a volatility scare that will pass.
The false-scare filter. 64 of 67 correct since 2012 (95.5%). Of the 67 episodes, 41 scares faded on their own and 23 escalated but the system caught them in time. Three were misclassified.
The system returned to STABLE after a real escalation episode while VIX is still elevated above baseline. The crisis was real and now it is over.
The resolution call. The system says conditions have normalized even though conventional volatility signals still show stress. Canonical example: Iran 2026 (RESOLVED classified Mar 31 at VIX 25.10, SPX recovered +254 points over 5 sessions).
VIX surged 25%+ over five sessions while the system held STABLE. The classifier is calling this a whipsaw: a volatility scare that will pass.
The false-scare filter. 64 of 67 correct since 2012 (95.5%). Of the 67 episodes, 41 scares faded on their own and 23 escalated but the system caught them in time. Three were misclassified.
The system returned to STABLE after a real escalation episode while VIX is still elevated above baseline. The crisis was real and now it is over.
The resolution call. The system says conditions have normalized even though conventional volatility signals still show stress. Canonical example: Iran 2026 (RESOLVED classified Mar 31 at VIX 25.10, SPX recovered +254 points over 5 sessions).
1990–2025 walk-forward validated (35 years). Full methodology at validation & methods.
Run the classifier against your own book.
60 trading mornings, plus the archive and API to replay every call against your own book.
60-Day Evaluation Pilot
- Daily pre-market classification for 60 days
- Historical classification archive (2020-present)
- API access
- Event Risk Briefs
Credentials and the archive arrive by email. Your first live classification arrives the next trading morning at 07:30 ET.
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Not investment advice. Past performance does not guarantee future results. Mindforge is not a registered investment adviser. Full terms at mindforge.tech/terms.
The same architecture, rebuilt for seven more markets.
Each bar: how often the spike faded, or the classifier moved off STABLE before the fall.
Backtested 2000–2024 (MSCI EM from 2003), ablation-validated, not yet live. 192–302 spike events per market. Exploratory research; past backtested performance does not indicate future results.