The record for the Market Risk Classifier and the Space Weather Early Warning System. Not investment advice.
Mindforge publishes one of five base market-backdrop states before the open and preserves the dated record for review. The Market Risk Classifier is a daily pre-open market-risk classification that helps a buyer judge whether visible stress warrants escalation and whether genuine deterioration has returned to stability. It uses market information available through the prior completed session.
The five risk states.
A report can add WHIPSAW when Mindforge holds STABLE through a VIX spike, or RESOLVED when it returns to STABLE after a warning. The classifier combines space weather data from NASA and NOAA with S&P 500 Index and Cboe Volatility Index market data.
An Event Risk Brief is issued when an Escalation, Recovery, or Divergence warrants a report. It records the dated call and the market around it, and every brief stays in the archive with what followed.
Every brief is in the archive with its call, its date, and what followed.
Every historical number on this page is scored as the live system would have seen it: each morning's call uses only market data through the close of the prior session. The production rules were replayed on every trading day from 1990 through 2024.
Mindforge held STABLE through most qualifying VIX scares, and nearly all of those holds faded.
When a held scare later turned dangerous, the record shows whether a warning was published before the damaging session finished or after it. Two held scares produced a warning only after the damage.
The six holds that later turned dangerous, by date.
A VIX scare is a VIX close at least 25 percent above its level five sessions earlier.
After genuine stress, Mindforge returned to STABLE before the Cboe Volatility Index closed below 20 in most historical episodes, and most of those early stand-downs held through the five-session durability test. Against moving-average confirmation, the median advantage was approximately neutral.
| Confirmation rule | Head start |
|---|---|
| Cboe Volatility Index closes below 20 | +45 sessions |
| Cboe Volatility Index closes below 18 | +120 sessions |
| Realized volatility returns to normal | +67 sessions |
| Cboe Volatility Index falls below its own 200-day average | +3 sessions |
| S&P 500 Index rises above its own 200-day average | −1 session |
Median head start of the recovery call over each confirmation rule, in trading sessions.
A recovery call is the first STABLE call after a warning while VIX was still at or above 20. It held if the S&P 500 did not close 3 percent below the prior close within five sessions.
From 1990 to 2024, Mindforge warned less often and was wrong less often than VIX-only rules.
The historical path started a small number of new warning episodes in a typical complete year.
Across the common trading sessions from 1990 through 2024, no tested environmental input had an absolute Pearson correlation above 0.10 with the tested S&P 500 Index or Cboe Volatility Index measures.
Research use only. Not investment advice. Past performance does not guarantee future results. Mindforge is not a registered investment adviser. Full terms: mindforge.tech/terms
The 1990 to 2024 figures are historical backtested results.
SEWS is a separate product from MRC. It classifies space weather risk, not market risk.
SEWS classifies space weather risk using upstream Forbush Decrease detection. It provides probabilistic risk context days ahead of many downstream storm-time indicators and public alerts.
SEWS is a complementary upstream scenario planning layer that sits alongside official space weather forecasts.
The record covers 2010 to 2024 and 31 cataloged events.
ELEVATED casts the wider net.
CRITICAL is more selective.
Each year from 2016 to 2024 was tested on rules fixed before that year, across 14 events.
ELEVATED
CRITICAL
Research use only. Not investment advice. Past performance ≠ future results. Mindforge is not a registered investment adviser. Full terms · Methods
