Brazil market regime — 2018-09-30

Name: Radar Perene — 2018-09-30 · Brazil market regime
Creator: Radar Perene
Published: 2018-09-30

Radar Perene daily snapshot · reconstructed essentials

Verification — outcome vs. the reading

3M: IBOV +10.8% (79.342 pts → 87.887 pts)
6M: IBOV +20.3% (79.342 pts → 95.415 pts)

Analogous cases — what came next

In 8 independent past episodes with a similar reading (Ânima/Perene Risk/Regime), the IBOV was higher 100% of the time after 6 months (median +16.3%, central range 10.2% to 25.7%). Observed distribution, not a forecast.

3M: higher 88% · median +5.2% · central range +2.4%…+10.2% (n=8)
6M: higher 100% · median +16.3% · central range +10.2%…+25.7% (n=8)
12M: higher 100% · median +26.5% · central range +22.9%…+28.5% (n=7)

8 independent episodes · e.g. 2016-09, 2017-05, 2016-02, 2016-05, 2017-08 · 3-índices (Ânima/Risco/Regime), z-dist<=1,0, episódios

Reconstructed essentials — the full citable archive starts on a later date.

Ânima Index 54.6/100 — Ânima Index (proprietary market mood) reads neutral
Perene Risk Index 44.8/100 — Perene Risk Index (proprietary risk-on/off) reads neutral at 44.8/100
Brazil market regime 46.4/100 — regime reads neutral (50 = neutral)
Ibovespa 79.342 pts — 79342 pts
Global regime — neutral
BR intermarket — moderate risk-on

Concepts: Brazil Regime · Intermarket BR · Historical Analogs · How to read: six steps · Methodology

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