Mindforge Intelligence
Market State Detector
Systemic Stress
Episode History
Every date the Market State Detector (MSD) has classified Systemic Stress State since 1990.
Backtest · 1990 to 2024
20 / 20
Episodes correctly classified across 35 years of historical data.
100% precision · zero false positives
Live · April 2025 onward
1 / 1
Out-of-sample classifications since live operation began.
Zero false positives · record updates as episodes occur
Canonical backtest window. 2012 to 2024.
9 episodes · backtest| Alert Date | Validating Event | Detail |
|---|---|---|
| 2015-12-11 | Credit market stress (Third Avenue / high-yield) | · |
| 2016-06-24 | Brexit referendum | · |
| 2018-03-22 | Trade-war escalation (China tariffs) | · |
| 2018-10-10 | Q4 2018 equity selloff | · |
| 2019-08-05 | Yuan devaluation / trade-war intensification | · |
| 2020-02-24 | COVID-19 onset | Case study |
| 2020-03-16 | COVID-19 circuit breakers | Case study |
| 2021-09-20 | Evergrande / China property crisis | · |
| 2024-08-02 | Japan carry-trade unwind | Case study |
Live production. April 2025 onward.
live · out-of-sample| Alert Date | Validating Event | Detail |
|---|---|---|
| 2025-04-04 | Tariff crisis | Case study |
Cross-era backtest. 1990 to 2011.
11 episodes · backtest| Alert Date | Validating Event | Detail |
|---|---|---|
| 1997-10-27 | Asian Financial Crisis (Black Monday II) | · |
| 1998-08-27 | LTCM / Russian default | · |
| 2001-09-17 | 9/11 market reopening | · |
| 2007-11-07 | Subprime credit crunch (early GFC) | · |
| 2008-09-15 | Lehman Brothers bankruptcy | · |
| 2008-09-29 | TARP rejection (−777 DJIA) | · |
| 2008-10-22 | Q4 2008 financial crisis | · |
| 2008-12-01 | NBER recession declaration / Dec 2008 stress | · |
| 2010-05-06 | Flash Crash | · |
| 2011-08-04 | US sovereign credit downgrade | · |
| 2011-08-18 | European sovereign debt crisis | · |