us-market-bubble-detector

Market bubble detection requires gathering quantitative data from authoritative sources including Put/Call ratios, VIX, margin debt, and market breadth, then applying a deterministic mechanical scoring framework to assess risk.

Assessing bubble risk in US markets involves a structured two-phase evaluation: mandatory quantitative data collection followed by mechanical scoring, with qualitative adjustments applied only when supported by measurable evidence.

The Put/Call ratio and VIX serve as mandatory quantitative inputs during Phase 1 data collection, feeding into a deterministic scoring system that evaluates market bubble risk and informs profit-taking timing decisions.

A structured framework for market-analysis is necessary when impressions and market noise are insufficient, requiring quantified data collection and a strict evaluation order to accurately assess inflationary bubble risk.

Subjective adjustments to the mechanical bubble risk score are permitted only during Phase 3 evaluation, and they must remain capped with strict evidence requirements based on measurable data.

This bubble detection approach applies specifically to US markets, utilizing a structured framework tailored for scenarios involving bubble risk, valuation concerns, and profit-taking timing within that market context.