get_market_health_history
Market Health history: the composite risk-score snapshots for the last 30
days (hourly, with flips7d = label changes in the last 7 days), a ~30-session
derived line series per detector (percent vs moving average, ratios vs their
MAs, N-day percent changes and spreads — never raw prices), and signalChanges:
which scored detectors changed status since the previous trading day's last
snapshot. Every line carries a unit string. The junk-credit-spread detector has
no lines (its source series is third-party licensed) and economic-calendar events
are not included. Self-caching (15 min). No parameters.
無需輸入參數。
S&P 500 valuation verdict from a discounted-earnings (equity-risk-premium)
model: verdict (Very cheap / Cheap / Fair value / Rich / Very rich), the equity
risk premium the market currently implies (impliedErpPct, in percent — lower
means richer), the zone on the ladder, how far the market sits above (+) or below
(-) the Fair value band in percent, and five ERP bands each with its erpPct, its
fair value relative to the Fair value band, and the market's percent distance
from it. All values are percentages; index-point fair values, the index level and
the earnings inputs are intentionally not published. A model, not a forecast.
Self-caching (30 min). No parameters.
無需輸入參數。
US-government macro and liquidity series: Fed net liquidity (balance sheet
minus Treasury General Account minus reverse repo, USD trillions, weekly, with the
4-week percent change), 10-year real yield, 10-year breakeven inflation, 5y5y
forward inflation and the effective fed funds rate (percent, each with its prior
value and date), the Treasury yield curve (1M-30Y) with the 10Y-2Y spread history
(percentage points, negative = inverted), private nonresidential fixed investment
(CAPEX, USD billions SAAR) and CFTC E-mini S&P 500 positioning by trader class
(net contracts). Federal Reserve, NY Fed, Treasury, BEA, CFTC and Chicago Fed
sources only; third-party-licensed credit-spread series are not included.
Self-caching (6 h). No parameters.
無需輸入參數。
Cross-asset regime read, derived values only: 60-session stock-bond and
dollar-stock return correlations (-1..1), 20-session percent changes of the
gold/S&P ratio, copper/gold ratio and WTI crude, the VIX/VIX3M ratio with a
contango / backwardation word (above 1.0 = backwardation), and the MOVE/VIX ratio
(rate vol vs equity vol). Raw index and commodity levels are not published; a leg
that cannot be computed is null and named in unavailable[]. Self-caching
(15 min). No parameters.
無需輸入參數。
S&P 500 breadth, derived aggregates only: the percent of index members above
their 20-, 50- and 200-day moving averages (0-100), a breadth zone for the 50- and
200-day readings (washed_out / weak / mixed / healthy / extended), advancers and
decliners, new 52-week highs and lows with the net count, the member count, and a
one-sentence read. The index level and its change are not published. stale is true
when the live read failed and the last stored close is served. Self-caching.
No parameters.
無需輸入參數。