Regime Health & Exposure Stress
Extreme Euphoria (96th Pct)
Crowding Score
91 / 100
Historical 97th percentile
Contrarian Signal
Heavy Sell
Cash trigger tripped <4.0%
Estimated Shock Drawdown
-18.4%
Equities unwind estimate
Fragility Index
7.8 / 10
Asymmetric downside risk
Bullish Positioning vs. Historical Inflection Points
Current Trajectory
Euphoria Danger Zone
2007 Peak Overlay
| Regime Benchmark | Net Equity Overweight | Avg Cash Level | Yield Curve Context | Subsequent 12M Return |
|---|---|---|---|---|
| Simulated Current Profile | +58% | 3.9% | Uninverting / Late Cycle | -4.2% (Model median) |
| 2007 Pre-GFC Housing Peak | +55% | 3.8% | Deep Inversion Reversal | -38.5% |
| 1999 Tech Euphoria | +68% | 3.6% | Flattening Peak | -12.8% (Initial leg) |
| 2018 Goldilocks Expansion | +43% | 4.4% | Gradual Tightening | -6.2% (Vol shock) |
| 2020 Post-Pandemic Bull | +61% | 3.9% | ZIRP / Fed Expansion | +28.7% |