us-market-sentiment

Assess US market sentiment by aggregating five core indicators: NAAIM Exposure Index, Institutional Equity Allocation, Retail Net Buying, S&P 500 Forward P/E, and Hedge Fund Leverage. Each indicator is classified against thresholds to produce risk signals and recommended position sizing.

Institutional flows are measured using Institutional Equity Allocation and Hedge Fund Leverage, while retail flows are tracked via Retail Net Buying. These indicators are evaluated against predefined thresholds to generate specific risk signals for portfolio management.

The NAAIM Exposure Index is one of five core indicators used to gauge market sentiment. It is classified against clear thresholds alongside other indicators to produce a risk signal and a recommended stock exposure range within a structured dashboard report.

Yes, S&P 500 Forward P/E is evaluated as one of five core indicators. It is classified against predefined thresholds to generate a risk signal and a specific recommended stock exposure range, contributing to the final sentiment verdict.

The primary limitation is data lag across the five core indicators. The structured sentiment report includes explicit caveats about these data lags to ensure users account for potential delays when applying the recommended position-sizing guidance.

Yes, the analysis produces a structured report featuring a dashboard and a final sentiment verdict. This verdict translates the aggregated indicator readings into a practical trading stance with explicit position-sizing recommendations.