Market Risk Classifier
An orthogonal signal
that sits upstream of price.
12/13 calls, 1990-2025, engine-scored
daily utility, not crisis-only
U.S. trading day
Based on Mindforge's research data: a daily risk shape, delivered every trading day before the open.
Historical backtested performance, 1990-2025, engine-scored. Past classifications do not guarantee future accuracy. Research use only — not investment advice.
See why a price-based desk can't replicate it↓Everyone reads the output.
We read the input.
VIX, options flow, sentiment, price patterns. They all measure behavior after traders have already expressed it — so they fire once stress is already underway.
- ✗ VIX — measures fear after it is priced
- ✗ Sentiment — measures what people say after the move
- ✗ Price patterns — measure behavior after it moves
Exogenous environmental inputs — space weather telemetry — that shape decision-making upstream of the market. The differentiating input is orthogonal to price-derived data, used alongside market structure (SPX, VIX) to classify the regime.
- ✓ Upstream of behavior, not downstream of it
- ✓ Orthogonal to everything already in your stack
- ✓ The same input replicates across domains
Weather radar before the storm — not a rain gauge after it starts.
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 space weather influences 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.
Every state. Classified before the open.
30-Day Delayed Output
Loading classification…
| State | What it classifies | Precision | Hits / Total | FP | Freq / yr |
|---|---|---|---|---|---|
CRISIS | Crisis-level regime | 92% | 12/13 | 1 | 0.4/yr |
SHOCK | VIX expansion, no systemic collapse | 85% | 57/67 | 10 | 1.9/yr |
ELEVATED | ELEVATED, advisory-level | 76% | 37/49 | 12 | 1.4/yr |
SHIFTING | Regime pivot point | 93% | 64/69 | 5 | 2.0/yr |
STABLE | Benign baseline regime | Baseline | — | — | ~87% of days |
SPX + VIX vs. MRC Risk Shapes
Pre-Market Receipts
Iran Shock: March 2026
Out-of-Sample28 trading days. 6 transitions. All pre-market.
MRC flagged elevated risk conditions two days before ELEVATED classification, while VIX was still in the low 20s.
Classified ELEVATED as geopolitical tensions escalated. SPX dropped from 6,788 to 6,672.
Market drawdown accelerated. VIX peaked at 31.05, SPX hit trough of 6,344. MRC classified the spike before the open.
Full round-trip: STABLE through crisis to RESOLVED. Every transition classified pre-market. SPX recovered to 6,783 by Apr 8.
Your strategy doesn't change. Your sizing does.
MRC classifies today's risk situation 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 1990-2025. Numbers from canonical manifests + walk-forward.
87% 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
Institutional access.
Daily pre-market classifications, the full historical dataset, and API access — start with a 90-day pilot, or license the feed.
Platform
- Multi-desk deployment
- Firm-wide licensing
- Custom API & system integration
- Custom signal configurations
- Direct founder access
- Direct research access
- Roadmap visibility and feedback channel
Eligibility: institutions under $5B AUM • Closed once filled
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.