Rug Cleaner
Preparing workbench
Three complementary horizons for confirmed stress, fast warning, and medium-term watch
This page explains the engine architecture and product mental model. Historical validation lives on the Track Record page.
The Macro Engine is a three-horizon risk system that separates confirmed current stress, fast trajectory warnings, and medium-term persistence across traditional and crypto markets.
The goal is not to collapse everything into one earliest signal. MSI V4 confirms current stress, EWI watches fast deterioration, and MTW checks whether stress is becoming persistent.
The Macro Engine is not a standalone artifact. It provides macro regime context that downstream product modules can consume without each module needing to rebuild its own macro model.
Upstream Engine
MSI, EWI, and MTW translate cross-asset stress into regime context that downstream product surfaces can consume without duplicating the macro model.
Live macro dashboard, current tier, and alert stream.
Structural fragility analysis that consumes macro regime context.
Scenario testing that benefits from the current macro backdrop.
Primary scanner workflow with macro context as an upstream signal.
Interpretation: the Macro Engine contributes macro regime context. Downstream modules still keep their own domain-specific logic, definitions, and outputs.
MSI provides a single 0-100 score representing confirmed current stress across crypto and traditional markets.
The score also carries a stress origin disclosure: macro-led, crypto-led, mixed, or unknown. This travels with the scalar MSI so a high reading is not mistaken for macro-only stress when the composition is crypto-led.
Calm, low stress
Moderate stress, watch carefully
Significant stress, elevated-risk context
Severe stress, defensive review
Display note: these bands are interpretation labels for a continuous MSI score. MSI is the confirmed-stress readout, not the fastest warning horizon.
MSI aggregates multiple stress signals:
How far have assets fallen from recent highs? Rapid drops indicate panic selling
Are markets moving erratically? High volatility = uncertain/fearful conditions
Are corporate bond spreads widening? Credit freezes precede major crises
Are bank stocks underperforming? Banking stress amplifies systemic risk
Are crypto and TradFi moving together? High correlation = systemic risk
Rates, dollar strength, funding, labor, and commodity context
All these inputs are normalized and combined through a private transformation layer to produce the final 0-100 MSI score.
Unlike single-metric indicators (like just VIX or just BTC drawdowns), MSI sees the full picture across multiple markets and asset classes.
This multi-dimensional approach helps distinguish:
EWI is the fast warning layer. It monitors how stress is changing and provides tiered alerts when conditions are deteriorating quickly.
Taxonomy note: EWI alert states are semantic first: No warning, Watch-list, Early warning, and Confirmed warning. See the Methodology page for the full public taxonomy.
EWI does not replace MSI V4. It watches faster trajectory signals, including:
Is MSI rising quickly? Sudden stress increases precede crashes
Are conditions worsening faster than normal? Fast deterioration can matter before it fully confirms in MSI
Are recent dynamics similar to prior warning windows? History is a guide, not a guarantee
Are multiple stress signals triggering together? Compound signals = higher conviction
This is the fast-warning horizon.
Watch-list = Start paying attention
Early warning = Review exposure and monitor deterioration
Confirmed warning = High-caution context
Validation evidence lives elsewhere
Dated drawdown evidence, lead-time review, and historical coverage are maintained on the Track Record page. This page only explains what the EWI layer does.
MTW is the medium-term watch layer. It detects whether stress is becoming persistent rather than temporary.
MTW uses proprietary pattern detection to identify:
Sustained high stress over extended periods. Brief spikes resolve quickly; sustained stress indicates regime shifts
Stress that drops but then re-emerges. Indicates continued underlying fragility
Repeated tests of high stress levels. Patterns that suggest systemic vulnerability rather than isolated events
When MTW activates, it indicates that elevated stress is sustained or recurring, not just transient volatility. It is a persistence watch, not the fastest warning layer.
MTW helps distinguish between:
Temporary Volatility
Single-day spikes, flash crashes
Sustained Regime Shifts
Prolonged stress indicating structural risk
This provides additional context for independent risk review during extended stress periods.
The engine analyzes public market, crypto, macro, credit, labor, and commodity data.
All data is public. Our value is in HOW we analyze and combine it, not in having exclusive data.
This product incorporates aggregated and transformed data from publicly available sources:
Selected source-backed evidence is shown where it helps interpretation. Proprietary transformations, weights, and detection logic are not exposed. This product is not endorsed by or affiliated with any data provider.
This page explains the model layers. Formal validation evidence is intentionally maintained on dedicated pages so historical claims are not duplicated across the product.
Confirmed-state history, drawdown evidence, and coverage boundaries live on the Track Record page.
Public labels, display bands, and decision-path definitions live on the Methodology page.
How It Works stays focused on product mechanics. It does not restate live validation counts, legacy-period claims, or proprietary thresholds.
| Single-Metric Indicators | Macro Engine |
|---|---|
| Summarize one market condition | Separates stress, warning, and persistence |
| Move when one input moves | Looks for confirmation across multiple inputs |
| One output state | Current read, fast warning, and medium-term watch |
Reads crypto and traditional markets together:
Uses tiered states so every movement does not become an alarm:
Dated historical evidence, crash-recall context, and validation boundaries are maintained on the Track Record page.
This keeps the product explanation separate from the validation record.
Rug Cleaner shows the model structure, public labels, and selected evidence. The exact transformations, weights, and detection logic remain private.
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Disclaimer: The Macro Engine is a tool for risk assessment and should be used only as one input in independent research. It is not financial, investment, trading, legal, or compliance advice. Past performance does not guarantee future results. Users should conduct their own due diligence and consult qualified professionals before making investment decisions.