Atlas Dashboard is a real-time market risk monitoring platform. It tracks more than 20 macro and micro economic indicators spanning treasury yields, volatility, credit stress, currency movements, commodities, and market sentiment, and aggregates them into a single composite score updated twice daily. Six risk tiers, from Calm to Hurricane, give you a clear, consistent read on where systemic risk sits right now.

The dashboard publishes two editions each day, before and after market hours, so you're never reading stale data. Each edition includes a full breakdown of indicator readings, and an AI analysis and a market commentary giving you both the number and the narrative behind it.

Members get access to analysis and tools. Specifically, a probabilistic, real-time scenario analysis across nine macro outcomes, from Soft Landing and Bull Run through to Hard Landing, Liquidity Crisis, and Stagflation. Each scenario is scored using a Bayesian engine that weighs current indicator evidence and applies correlation adjustments to prevent double-counting. Probabilities are accompanied by a 7-level signal strength rating, near-threshold WATCH badges that flag indicators approaching tipping points, and escalation triggers that surface when a scenario is close to crossing into a new probability tier. The result is a clear read on not just what the data says, but what it means for different asset classes and portfolio positions.

The Portfolio Builder and Assessment tool is available to members. Build a portfolio by selecting your holdings, allocations, capital, and time horizon, and Atlas will generate a full macro thesis and assess your portfolio against the current risk regime, scenario probabilities, and indicator evidence. Assessments are shareable, and members can save up to 20 for periodic review.

Atlas is a macroeconomic engine that synthesizes data rather than simply generating content. It collects more than 20 macro and micro economic indicators via live API feeds sourced from the US Federal Reserve (FRED), Yahoo Finance, and other market data providers and evaluates each against pre-defined thresholds. Every indicator is individually weighted and assigned a risk score based on how far it deviates from normal ranges.

AI is used to audit those data points and identify hidden correlations across market leverage and liquidity conditions. Rather than producing generic financial commentary, the AI analyzes each indicator against a structured schema informed by a broad literature review — the same kind of rigorous, evidence-based methodology that institutional research relies on.

The result is an aggregate composite score ranging from 0 to 25, updated twice daily. Six risk tiers translate that number into a clear, actionable signal. The framework is calibrated against historical crises — for example, the COVID crash of 2020 peaked at 16.9 (FULL-STORM) and the GFC in 2008 peaked at 16.3 (FULL-STORM). The score is designed to give investors a transparent, consistent read on systemic risk. Defensive intelligence previously out of reach is now available for everyone.

The composite score is not an opinion — it is the deterministic sum of 22 individual indicator scores, each computed by a piecewise function calibrated to historical stress levels. Here is exactly how the number is produced.

Step 1 — Score each indicator

Each indicator passes through a piecewise linear function with three regimes. Functions are monotone within each regime and continuous at boundaries. The Green regime contributes 0–0.5 points, Amber 0.5–2.0, Red 2.0 and above.

Three indicators use relative rather than absolute measures, so the framework stays valid across different market eras and Fed balance sheet regimes:

The VIX scoring function is capped at 6.5 — reached at VIX ≈ 70 — to prevent a single extreme volatility print from consuming a disproportionate share of the composite.

Step 2 — Sum to composite

Two indicators — Fiscal Integrity and Geopolitical Risk — are themselves composite sub-scores derived from other indicators. Fiscal Integrity draws on 30Y yield stress, Treasury liquidity drain, yield curve shape, and SNAP benefits momentum. Geopolitical Risk combines the Caldara-Iacoviello GPR Index with VIX, gold momentum, and oil price signals, with a divergence multiplier applied when GPR is elevated but VIX is suppressed.

Step 3 — Historical calibration

Tier boundaries were calibrated by running actual FRED and yfinance data for nine historical stress periods through the live scoring functions at each event's peak stress date. These are not estimated — they are what the framework would have produced in real time.

Scores computed by running actual indicator values through the live scoring functions at each event's peak stress date — not retrospective estimates.

For the full mathematical specification including all 22 scoring functions, the fiscal and geopolitical composite formulas, and the complete historical calibration dataset → Technical Whitepaper