Brazil market regime — 2021-08-31

Name: Radar Perene — 2021-08-31 · Brazil market regime
Creator: Radar Perene
Published: 2021-08-31

Radar Perene daily snapshot · reconstructed essentials

Today’s pulse — Perene Risk 21.8/100 · Ânima 43.8/100 · proprietary daily indices (change every business day)

Verification — outcome vs. the reading

3M: IBOV -14.2% (118.781 pts → 101.915 pts)
6M: IBOV +1% (118.781 pts → 119.999 pts)

Analogous cases — what came next

In 12 independent past episodes with a similar reading (Ânima/Perene Risk/Regime), the IBOV was higher 67% of the time after 6 months (median +14%, central range -4.5% to 17.5%). Observed distribution, not a forecast.

3M: higher 75% · median +7.4% · central range +1.5%…+16.6% (n=12)
6M: higher 67% · median +14% · central range -4.5%…+17.5% (n=12)
12M: higher 90% · median +12.1% · central range +3.9%…+28.3% (n=10)

12 independent episodes · e.g. 2020-09, 2019-11, 2018-02, 2017-12, 2019-05 · 3-índices (Ânima/Risco/Regime), z-dist<=1,0, episódios

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

Ânima Index 43.8/100 — Ânima Index (proprietary market mood) reads neutral
Perene Risk Index 21.8/100 — Perene Risk Index (proprietary risk-on/off) reads risk-off at 21.8/100
Ibovespa 118.781 pts — 118781 pts
Global regime — neutral
BR intermarket — moderate risk-off

Month context — BR regime (monthly)

Brazil market regime 62.7/100 — regime reads risk-on (50 = neutral)

Monthly by construction — the score only moves at month-end; the daily variation lives in the indices above.

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

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