Regime Radar· cycle composite · cape · seneca
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Regime Radar
● live · refreshed 07:00 PMWhere are we in the cycle?
Composite of CAPE, Buffett indicator, yield curve, policy rates, vol, and geopolitical risk — read against history. Live ticks come from Yahoo (15-min cache); CAPE, P/E, and policy data are reference values pending FRED/NSE wiring.
Bubble-o-meter · indiaFROTHY
72
/ 100
+3 7d
CapitulationNeutralFrothyBubble
Top drivers
▸Mkt Cap / GDP 130%
▸CAPE 29.3 (+1.8σ)
▸USD/INR breakout
Closest historical analog
2007 mid-cycle
Pre-GFC India — valuations stretched but earnings still expanding.
Shiller CAPE · india
10Y CYCLICALLY-ADJ P/ECurrent
29.3
Long-run avg
20.1
Peak
31.6 (2007)
Trough
12.8 (2003)
Currently +46% above long-run mean · deviation +9.2
Seneca Effect · india
ELEVATED"Increases are of sluggish growth, but the way to ruin is rapid."
Ascent
287d
slow rally
Descent
24d
fast drawdown
Ratio
11.96×
fragility
68
fragility / 100
Shaded zone marks the steepest 30-day drawdown over the last year — the Seneca cliff.
Signal Matrix · india● live · 07:00 PMz-score vs history
| Signal | Value | Reference | Z | Regime |
|---|---|---|---|---|
| Nifty 50 P/E | 22.8 | 20Y avg 20.1 | +1.1σ | FROTHY |
| Shiller CAPE (India) | 29.3 | avg 20.1 · peak 31.6 (2007) | +1.8σ | FROTHY |
| Mkt Cap / GDP | 130% | frothy >100 | +1.6σ | FROTHY |
| India 10Y G-Sec | 7.05% | +25 bps vs 2Y | +0.2σ | NEUTRAL |
| RBI Repo Rate | 6.50% | on hold 14 months | +0.4σ | NEUTRAL |
| India VIX | 13.1 | 5Y avg 16.4 | -0.8σ | NEUTRAL |
| USD/INR | 94.39 | ▲ 0.06% | +1.2σ | FROTHY |
| FII flow (5d) | -₹8,420 Cr | outflow streak: 5d | -1.4σ | NEUTRAL |
Geopolitics · india
ELEVATED · 62/100Oil benign, but USD/INR + sovereign CDS drift signal external pressure.
| Indicator | Value | Δ | Z | Signal | Note |
|---|---|---|---|---|---|
| Geopolitical Risk (GPR) | 148 | +12 m/m | +1.4σ | risk-off | Above 5Y avg of 105 |
| Brent Crude | $72.49 | ▼ 6.94% | -0.3σ | neutral | India imports 85% of oil — every $10 = 40bps CPI |
| USD/INR | 94.39 | ▲ 0.06% | +1.2σ | risk-off | Pressure on RBI reserves, FII outflows |
| Gold (INR) | ₹76,420 | ▲ 0.6% | +2.0σ | risk-off | Domestic safe-haven bid |
| India 5Y Sovereign CDS | 82 bps | ▲ 4 bps | +0.7σ | neutral | Still well below 2013 taper-tantrum 280bps |
| Baltic Dry Index | 1,420 | ▼ 3% | -0.4σ | neutral | Trade volumes softening |
Confirmation rule: ≥3 indicators turning risk-off = regime shift, not noise.
Historical Composite · 1995 — nowIndiaUSGlobal
● awaiting live ticks…