Dip Index, Dip Index Sectors and the Composite Risk Index measure how much of the market is actually moving with it, not just what the index did. A rally carried by a handful of names reads differently from a broad one, and these models put that difference on the chart — so participation is judged by the average stock, and deterioration shows up before the headline index rolls over.

Macro Credit Model, Macro Liquidity Gap, Macro Horizon Model and the Contango Slope Index read the plumbing behind equities — credit spreads, liquidity and curve shape — before those conditions reach price.

Volatility Regime, Cycle Capitulation, Dynamic Exposure and Quantitative Equity Models turn the readings into a stance: how much risk the tape supports, whether the cycle is stretching, and what exposure the evidence justifies.

Sharpe, Sortino, Omega, Calmar, Tail Ratio, Shiller PE and Period ROI on the chart's own series — the same institutional scorecards, computed live instead of copied from a monthly factsheet. Each is annualised over a rolling window, so the return is weighed against the risk it took, not only against its own past — and the extra return has to justify the extra drawdown.