macro-risk-checklisted

# Macro Risk Check — Daily/Weekly Radar ## Goal Catch the next **2024/8/5 (yen carry)** or **1973 (oil + inflation)** event BEFORE it happens. Provide a binary "go / slow / stop" signal for adding risk. ## The 8 Indicators (run all in parallel) ### 1. Volatility Indices | Indicator | Healthy | Warning | Crisis | Action | |---|---|---|---|---| | **VIX** | <18 | 18-22 | >22 | >22 → reduce risk 25% | | **VVIX** (VIX of VIX) | <90 | 90-105 | >105 | >105 → tail risk rising | | **MOVE** (bond vol) | <80 | 80-100 | >100 | >100 → bond market panic, equity follows | **Tools:** - `mcp__yfmcp__yfinance_get_ticker_info` for `^VIX`, `^VVIX`, `^MOVE` - WebSearch: "VIX MOVE current level" ### 2. Treasury Yields | Indicator | Healthy | Warning | Crisis | Action | |---|---|---|---|---| | **10Y yield** | <4.5% | 4.5-5.0% | >5.0% | >5% → growth stocks 杀估值 | | **30Y yield** | <5.0% | 5.0-5.3% | >5.3% | >5.3% = term premium unwind | | **10Y-2Y spread** | >0 (steepener) | flat | inverted | Bear steepener (long up, short flat) = stagflation警报 | | **3M-10Y spread** | positive | inverted | deeply inverted | Inversion = recession 6-12mo | **Tools:** `^TNX`, `^TYX`, `^FVX`, `^IRX` via yfmcp ### 3. Currency / Carry Trade | Indicator | Healthy | Warning | Crisis | Action | |---|---|---|---|---| | **USD/JPY** | <155 | 155-160 | >160 (干预红线) | <153 = yen carry unwind 启动 | | **DXY** | 95-100 | <95 or >102 | >105 | >105 = EM 危机 | | **CNH/USD** | <7.30 | 7.30-7.35 | >7.40 | >7.40 = 中国资本外流 | **Tools:**