Overnight funding → credit → cross-asset propagation monitor
Funding stress is minimal; credit spreads compressing. Carry is attractive.
⚠️ Invalidation: SOFR-FF spread widens above 10 bps or VIX breaks above 20.
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.
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.
As of 2026-04-03. LiquidityWatch Stress Score: 10.2/100 — 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: Volatility confirmation (VIX) (VIX=nan, 1d chg=nan%) contributed 9.0 points. Dollar tightness (DXY) (DXY 1d chg=0.14%, z=0.17) contributed 1.2 points. Funding stress (SOFR–Fed Funds spread) (SOFR-FF spread z=nan) 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.
The full stress score, regime classification, and trade recommendations are available via REST API — updated daily and on-demand. If you're building a trading system, dashboard, or alert engine and want a live feed, reach out.
Returns current stress score, regime, factor breakdown, trade recommendations, and narrative. JSON.
{
"as_of": "2026-04-03",
"stress_score": 10.16,
"regime": "Calm",
"top_drivers": [
{
"factor": "vol",
"contribution": 9.0
},
{
"factor": "dollar",
"contribution": 1.16
},
{
"factor": "funding",
"contribution": 0.0
}
],
"recommendations": [
{
"direction": "Long",
"asset": "HYG (High Yield ETF)",
"confidence": 0.8
},
{
"direction": "Long",
"asset": "Copper (HG=F)",
"confidence": 0.6
}
]
}