Eight instruments that define how money moves through global markets. Each scored 0–100 across five dimensions — not to forecast direction, but to measure the intensity of the current regime.
Measures how much of the basket's total variance is explained by a single factor. Above 70% signals correlation clustering — instruments moving in lockstep — which precedes dislocations.
The scoring is relative, not predictive. A reading of 80 on GLD means gold is running hot across all five dimensions — not that it will reverse. The value is in cross-reading: when SPY and GLD both read above 70 while TLT stays below 30, you're looking at a specific regime configuration that has historical precedent.
Six cross-asset pairs under rolling Engle-Granger surveillance. When long-standing relationships break, the cascade tracker maps the domino sequence.