⚠ Composite Tail-Risk Score
Computing tail-risk composite...
📉 Tail-Risk Composite — 90 days
📚 Historical Triggers
Aug 2024 · Yen carry unwind, SKEW >160
Mar 2023 · SVB collapse, credit spreads spiked
Sep 2022 · UK gilt crisis, VVIX > 140
Jan 2022 · Hot CPI, P/C > 1.5
Mar 2020 · COVID, MWCB triggered
Feb 2018 · Volmageddon, VIX +50% intraday
🧠 How to use the radar
Tail-risk indicators don't predict timing — they price the cost of insurance. When composite jumps from 30 → 55 in a few sessions, the market is repricing tail risk. That's the time to: (1) reduce leverage, (2) add cheap convexity (OTM puts, VIX call ratios), (3) tighten stops on high-beta longs. A composite consistently above 60 has preceded ~70% of historical 5%+ drawdowns in the next 30 days.