Brazil market regime — 2023-11-30

Name: Radar Perene — 2023-11-30 · Brazil market regime
Creator: Radar Perene
Published: 2023-11-30

Radar Perene daily snapshot · reconstructed essentials

Today’s pulse — Perene Risk 67.1/100 · Ânima 67.3/100 · proprietary daily indices (change every business day)

Verification — outcome vs. the reading

3M: IBOV +1.3% (127.331 pts → 129.020 pts)
6M: IBOV -3.6% (127.331 pts → 122.707 pts)

Analogous cases — what came next

In 13 independent past episodes with a similar reading (Ânima/Perene Risk/Regime), the IBOV was higher 85% of the time after 6 months (median +6.4%, central range 4.4% to 9%). Observed distribution, not a forecast.

3M: higher 62% · median +0.9% · central range -0.6%…+7.2% (n=13)
6M: higher 85% · median +6.4% · central range +4.4%…+9% (n=13)
12M: higher 67% · median +21.5% · central range -2.4%…+25.6% (n=12)

13 independent episodes · e.g. 2018-10, 2017-01, 2016-09, 2017-05, 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 67.3/100 — Ânima Index (proprietary market mood) reads extreme optimism
Perene Risk Index 67.1/100 — Perene Risk Index (proprietary risk-on/off) reads neutral at 67.1/100
Ibovespa 127.331 pts — 127331 pts
Global regime — neutral
BR intermarket — neutral

Month context — BR regime (monthly)

Brazil market regime 47.9/100 — regime reads neutral (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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