Beta

Atlas observes the global engine

The architecture of global capital and the world economy remain subordinate to movements in the US economy. Global markets are vulnerable to uncertainty and exposed to sudden fluctuations. The goal is to track data and stay ahead of the unknown.

Rising unemployment, persistent inflation and weak productivity could lead to stagflation. A structural recession and the resulting transfer of risk to the global economy would be immediate, affecting everything from commodities and equities to capital flows.

The Atlas Dashboard composite score offers a simple, transparent rounded measure of systemic risk to quantify potential threats.

The atlas methodology

Atlas is a macroeconomic engine that uses AI to perform data synthesis, not just generate content. Atlas calculates systemic risk in real-time by processing data retrieved via API. Atlas uses AI to audit data points and identify hidden correlations in market leverage and liquidity. AI is prescribed a schema of specific data points to analyse against a broad literature review rather than just generate generic financial advice. The result is institutional grade analysis built on hard math to provide users with a defensive edge.

Atlas tracks macro and micro market indicators. Each indicator is checked against its own pre-defined thresholds and assigned an individually weighted risk score. An aggregate composite score (Max 25.0) is generated to provide institutional investors with a clear, actionable guide for tactical defense.

Score weighting

Factor significance
Category Risk Pts Analytical Role
Macro indicators 1.0 — 2.0 Structural drivers such as Yields, Credit Spreads, and Liquidity. These represent primary systemic risks.
Micro indicators 0.5 — 1.5 Tactical early-warning triggers like Sentiment ratios and Index pivots. Represents high-velocity risk signals.

Threshold logic (RAG)

Visual risk signals
Status Score impact Interpretation
GREEN 0.0 Stability. Data within historical norms. Base case stability.
AMBER 0.5 — 1.0 Caution. Initial breach of monitoring thresholds. Elevated systemic stress detected.
RED 1.0 — 2.0 Critical. Breach of major pivot points. High probability of a systemic risk event.

Legend

Composite Index Categories
Score Range Posture Actionable Guidance
20.0 — 25.0 Hurricane Extreme Risk. Systemic crisis conditions. Maximum defensive posture required.
16.0 — 20.0 Full-Storm Severe Risk. Full risk-off mode. Capital preservation is the priority.
12.0 — 16.0 Storm Warning High Risk. Defensive positioning strongly recommended. Reduce leverage.
8.0 — 12.0 Choppy Elevated Risk. Caution warranted; mixed signals in play.
5.0 — 8.0 Building Moderate Risk. Early warning signals; monitor key indicators closely.
0.0 — 5.0 Calm Low Risk. Base case stability; normal market conditions.

Indicator Thresholds

Core Breach Parameters (Feb 2026)
Indicator Source / Expression Amber 🟠 Red 🔴
Macro Panel
VIX Index yfinance: ^VIX · Live spot ≥ 15.0 ≥ 25.0
AUD/USD Exchange Rate yfinance: AUDUSD=X · Live rate ≤ 0.65 ≤ 0.60
EUR/USD Exchange Rate yfinance: EURUSD=X · Live rate 1.05 – 1.15 ≤ 1.05
Gold Price (Spot) yfinance: XAUUSD=X · YoY% = (spot / prior−1)×100 YoY ≥ 15% YoY ≥ 30%
WTI Crude Oil ($/bbl) yfinance: CL=F · Front-month futures ≤ $65 ≤ $55
Treasury Net Liquidity FRED: WALCL − TGA − RRP ≤ $6,200B ≤ $5,700B
US 3Y Treasury Yield FRED: DGS3 · Daily ≥ 4.50% ≥ 5.00%
US 10Y Treasury Yield FRED: DGS10 · Daily ≥ 4.50% ≥ 4.75%
US 30Y Treasury Yield FRED: DGS30 · Daily ≥ 4.00% ≥ 5.00%
High-Yield OAS FRED: BAMLH0A0HYM2 · Daily ≥ 400 bps ≥ 500 bps
Fiscal Integrity Score Composite · SNAP + 30Y + Liquidity + Curve ≤ 70 pts ≤ 50 pts
Bank CDS (AAA Proxy) FRED: AAA · Moody's Aaa corp. yield ≥ 8.0% ≥ 12.0%
Geopolitical Risk GPR Index · AI-scored from news corpus ≥ 30 ≥ 60
Micro Panel
S&P 500 Index yfinance: ^GSPC · Live index ≤ 4,400 ≤ 4,200
ASX 200 Index yfinance: ^AXJO · Live index ≤ 7,000 ≤ 6,800
Margin Debt YOY FRED: BOGZ1FL663067003Q · 4Q delta ≥ 15.0% ≥ 25.0%
Small/Large Cap Ratio yfinance: IWM / SPY · Live ratio ≤ 0.42 ≤ 0.40
Put/Call Ratio (SPY) yfinance: SPY options chain · Σputs / Σcalls ≤ 0.70 (complacency) ≥ 1.00 (fear)
SOFR OIS Spread FRED: SOFR − TB3MS · Daily ≥ 25 bps ≥ 50 bps
Credit Card Delinquency FRED: DRCCLACBS · Quarterly, bps ≥ 250 bps ≥ 300 bps
*Thresholds calibrated against historical standard deviations and technical pivot points. Feb 2026 update: gold switched to XAUUSD=X spot YoY momentum scoring; margin debt source migrated from FINRA to FRED (BOGZ1FL663067003Q). SPX/ASX thresholds reflect code breach levels; note both indices are currently well above these floors.