The Market Stress Intelligence (MSI™) provides a multi-dimensional framework to decode the systemic DNA of past financial crises. By mapping historical regimes, we calibrate future risk detection with surgical precision.
SYSTEMIC RISK
2007 – 2009
KAAVACH 6D MSI™ Interpretation: The engine registers extreme stress percentiles across Credit, Global Volatility and International Capital Velocity Vectors long before the domestic retail market realizes the depth of the crises.
MSI ALERT LEVEL
CORE DRIVER
CORRELATION SHIFT
May – Sept 2013
Asset Class Impact
Broad Market
Feb – Mar 2020
Focus on extreme sentiment asymmetry and rapid liquidity voids. During the flash-crash phase, the KAAVACH 6D MSI™ accurately mapped the ‘liquidation cascade’ where even safe-haven assets (Gold/Treasuries) were sold to cover margin calls.
Sentiment reached its lower-bound threshold within 48 hours, triggering the 6D 'Global Contraction' alert 6 days ahead of the major indices bottoming.
FOCUS ON EXTREME SENTIMENT ASYMMETRY AND RAPID LIQUIDITY VOIDS. DURING THE FLASH-CRASH PHASE, THE KAAVACH 6D MSI™ ACCURATELY MAPPED THE ‘LIQUIDATION CASCADE’ WHERE EVEN SAFE-HAVEN ASSETS (GOLD/TREASURIES) WERE SOLD TO COVER MARGIN CALLS.
0.08
Focus on extreme sentiment asymmetry and rapid liquidity voids. During the flash-crash phase, the KAAVACH 6D MSI™ accurately mapped the ‘liquidation cascade’ where even safe-haven assets (Gold/Treasuries) were sold to cover margin calls.
2022 – Ongoing
Focus on regime shifts from expansion to contraction. The index tracked the ‘Great Repricing’ of duration risk, highlighting the first period in four decades where standard diversification (60/40) failed to provide protection.
Max Drawdown
Regime Type
2025 – 2026
RISK PROB.
