2026-06-12

Market Risk Monitor

Risk-on

26Risk score (0–100)

Market remains in a risk-on environment. Index trend structure is weakening. High-beta assets are lagging large-cap tech. Volatility is rising. Credit risk appetite is declining. Liquidity pressure is rising.

Risk breakdown

Index trend5/25
Risk appetite5/20
Market breadth0/15
Volatility5/15
Credit5/15
Liquidity pressure6/10

Interpretation

●Environment still looks risk-on
○Institutional de-risking may be underway
○Liquidity stress signals are elevated

This tool describes current risk conditions. It does not predict crashes or provide trade advice.

Triggered signals

Trend
QQQ below 20-day moving average
MA20 721.42
+5
Risk appetite
ARKK underperformed QQQ over 20 trading days
QQQ 0.34%
+5
Volatility
VIX 5-day change exceeded 20%
+5
Credit
HYG below 50-day moving average
+5
Liquidity
US2Y rising over 5 or 20 trading days
+3
Liquidity
DXY 20-day trend upward
+3

Key ratios

RSP/SPY

Trend up

0.2843

20-day change: 4.00%

IWM/QQQ

Trend up

0.4050

20-day change: 2.39%

ARKK/QQQ

Trend down

0.1052

20-day change: -3.64%

SMH/QQQ

Trend up

0.8499

20-day change: 6.10%

HYG/LQD

Flat

0.7329

20-day change: -0.38%