Macro Risk Dashboard v8.2

Category: volatility, market_structure

A multi-asset macro risk dashboard aggregate cross-market stress signals (volatility, credit, liquidity, and breadth) into a single risk score.

Formula

Z_{score} = \frac{x - \mu}{\sigma} \text{ where } \mu, \sigma \text{ are rolling window stats.} \newline Composite = \frac{\sum \text{RiskCodes}}{\text{MaxPossibleCodes}} \times 100

Inputs

• Macro input timeframe (default: D)
• Z-score lookback (bars) (default: 156)
• Use regime-aware thresholds (rolling percentiles) (default: true)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.