Risk-On / Risk-Off Model

Risk-On / Risk-Off Model classifies the prevailing market environment based on volatility, credit spreads, equity momentum, and safe-haven flows. It integrates multi-asset correlation shifts to determine systemic risk appetite. Transitional phases are identified before full regime confirmation. The model distinguishes defensive positioning from speculative expansion. Liquidity conditions are incorporated into validation metrics. The objective is to define whether capital is rotating toward growth assets or protective structures.