Market & Sector Risk Indicators

Great tool to help gauge the magnitude and direction of market or sector risk. Great for sector rotation strategies.

SmartStops Risk Ratio (SRR): The percent of equities in the group that are in the Elevated Risk State according to the SmartStop Aggressive Risk Signals on a given day.

SmartStops Risk Barometer Index (SRBI): The current risk ratio in relation to its average over the preceding 100 market days. An SRBI above 1 means the current risk ratio is higher than its 100 day average. An SRBI below 1 means the current risk ratio is lower than its 100 day average.

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Market
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Current Risk Ratio

SmartStops Risk Ratio (SRR)

% of equities in Above Normal Risk State

Historic Risk Ratio

Historical Risk Ratio

Risk Ratio

100 Day Risk Ratio Moving Average

100 Day Moving Average

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Risk Direction &
Rate of Change

SRBI

1.00

S&P 500

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Historic Risk Ratio

Historical Risk Ratio

Risk Ratio

100 Day Risk Ratio Moving Average

100 Day Moving Average

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Sector
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Current Risk Ratio

SmartStops Risk Ratio (SRR)

% of equities in Above Normal Risk State

Historic Risk Ratio

Historical Risk Ratio

Risk Ratio

100 Day Risk Ratio Moving Average

100 Day Moving Average

Expand

Risk Direction &
Rate of Change

SRBI

0.97

Basic Materials

Close

Historic Risk Ratio

Historical Risk Ratio

Risk Ratio

100 Day Risk Ratio Moving Average

100 Day Moving Average

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