Two markets. Independent signals.
Monitor U.S. and Korea financial stress in context.
CROSS-MARKET SNAPSHOT
Explore comparison →| Metric | U.S. | Korea |
|---|---|---|
| 10D Model Score | — | — |
| Current Signal | UNAVAILABLE | UNAVAILABLE |
| Stress Index / MSI | — | — |
| Equity | SPY · — | KOSPI200 · — |
| Volatility | VIX · — | VKOSPI · — |
| Credit | Baa–Treasury · — | AA− Corp–Govt 3Y · — |
| Deployment Model | XGBoost | XGBoost |
| Forecast Horizon | 10 Trading Days | 10 Trading Days |
| Last Observation | — | — |
| Data Status | UNAVAILABLE | UNAVAILABLE |
Scores are market-specific model outputs and should not be interpreted as directly comparable probabilities.
HISTORICAL CROSS-MARKET MONITORING
Within-market z-score = (value − market mean) / market standard deviation. Each chart uses only shared dates with finite values in the selected window; both markets use the same dates. This retrospective transformation is descriptive, uses the full displayed window, and is separate from model calculations. Zero is the market’s own window average; one is one standard deviation above it. Holidays are not filled.
MARKET STRESS COMPARISON
MSI relative to each market’s own distribution.
Comparison unavailable: requires at least 20 matched finite observations and nonzero variance in both markets (0 matched).
VOLATILITY
VIX and VKOSPI relative to their own histories. Raw index levels have different market definitions and scales.
Comparison unavailable: requires at least 20 matched finite observations and nonzero variance in both markets (0 matched).
CREDIT CONDITIONS
Baa–Treasury and Korean AA− Corporate − Government 3Y spreads relative to their own histories. Instruments and tenors differ.
Comparison unavailable: requires at least 20 matched finite observations and nonzero variance in both markets (0 matched).
DIVERGENCE / CO-MOVEMENT
Recent movement comparison unavailable: at least 21 shared MSI observations are needed.
Descriptive MSI correlation unavailable. Same-date observations reflect different market closing times. Level correlations are window-sensitive and do not establish causation or forecast future movement.
Model outputs are decision-support signals, not investment recommendations. Scores are not necessarily calibrated event probabilities.