Overnight funding → credit → cross-asset propagation monitor
Target allocation for $1,000 portfolio based on current regime.
| Ticker | Direction | Target % | $1,000 | Note |
|---|---|---|---|---|
| HYG | Long | 40% | $400 | HY carry |
| COPX | Long | 25% | $250 | copper risk-on |
| GLD | Neutral | 20% | $200 | anchor |
| CASH | Hold | 15% | $150 | dry powder |
Confidence-weighted. Auto-degraded when inputs unavailable. Not financial advice.
Funding stress is minimal; credit spreads compressing. Carry is attractive.
⚠️ Invalidation: SOFR-FF spread widens above 10 bps or VIX breaks above 20.
⚠️ Confidence reduced — SOFR, VIX, HYG, GOLD, SILVER, COPPER data unavailable
Risk appetite is healthy; industrial metals benefit from low-stress environment.
⚠️ Invalidation: DXY rises more than 1% in a day or metals liquidation flag triggers.
⚠️ Confidence reduced — SOFR, VIX, HYG, GOLD, SILVER, COPPER data unavailable
No safe-haven bid warranted. Gold may drift lower as risk-on prevails.
⚠️ Invalidation: Stress score rises above 25 or gold-DXY divergence turns positive.
⚠️ Confidence reduced — SOFR, VIX, HYG, GOLD, SILVER, COPPER data unavailable
As of 2026-04-03. LiquidityWatch Stress Score: 1.2/100 — Regime: **Calm**.
Market liquidity conditions appear orderly. Funding markets are functioning normally, the dollar is stable, and there are no signs of forced asset liquidation.
The primary drivers of today's score are: Dollar tightness (DXY) (DXY 1d chg=0.15%, z=0.19) contributed 1.2 points. Funding stress (SOFR–Fed Funds spread) (SOFR-FF spread z=N/A) contributed 0.0 points. Metals liquidation pressure (Gold=N/A% Silver=N/A% Cu=N/A%) contributed 0.0 points.
Recommendations are unchanged from the previous session.
Continue monitoring funding markets. Any sudden widening in SOFR-FF spreads or DXY breakout above daily thresholds will be the early warning signal.
Full stress score, sequence stage, velocity, regime, raw indicators, and recommendations via REST. Reach out if you want a live feed.
{
"as_of": "2026-04-03",
"stress_score": 1.24,
"regime": "Calm",
"sequence_stage": 0,
"velocity_trend": "stable",
"data_health": "Healthy"
}