Crash Configuration · 12 May 2026
Crash Configuration Index
Composition · tier contribution
Motion
State
Historical anchors
Scenario layers · 24-mo horizon
Validation
Crash Configuration Index
A composite stress index, scored 0–100. It measures how loaded the current market configuration is — not the probability of a crash and not a forecast.
Eight discrete triggers are weighted by blast radius (Tier 1 systemic at 3×, Tier 2 contagion at 2×, Tier 3 contained at 1×), then modulated by five slow-moving amplifiers (valuation, concentration, CRE wall, IG supply, stablecoin backstop).
Historical anchors place today against past episodes: 1999 = 64 (the only previous CAPE ≥ 40 regime), 2008 = 87, 2020 = 91. Read the dial as “where the configuration sits today,” never as “X% chance of a crash.”
Every change is cross-validated by three independent LLM families (Claude, Gemini, GPT). The methodology is published; the forecast log is auditable.