SignalMacro

S&P 500 Dispersion Index $46.60 ↓ 1.7% 97th %ile (extreme_fear)

Percentile: 97th in 90d range | Regime: extreme_fear

What changed

Percentile: 97th in 90d range | Regime: extreme_fear

Why it matters

97th percentile and extreme_fear regime signal heightened market uncertainty and dispersion.

Sources

futures