Brazil market regime — 2024-08-31

Name: Radar Perene — 2024-08-31 · Brazil market regime
Creator: Radar Perene
Published: 2024-08-31

Radar Perene daily snapshot · reconstructed essentials

Verification — outcome vs. the reading

3M: IBOV -7.6% (136.004 pts → 125.668 pts)
6M: IBOV -4.2% (136.004 pts → 130.260 pts)

Analogous cases — what came next

In 14 independent past episodes with a similar reading (Ânima/Perene Risk/Regime), the IBOV was higher 71% of the time after 6 months (median +5%, central range -1% to 11.7%). Observed distribution, not a forecast.

3M: higher 64% · median +0.7% · central range -1.8%…+9.9% (n=14)
6M: higher 71% · median +5% · central range -1%…+11.7% (n=14)
12M: higher 92% · median +16.4% · central range +5.2%…+26% (n=12)

14 independent episodes · e.g. 2022-10, 2022-05, 2016-03, 2023-01, 2023-08 · 3-índices (Ânima/Risco/Regime), z-dist<=1,0, episódios

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

Ânima Index 60.6/100 — Ânima Index (proprietary market mood) reads neutral
Perene Risk Index 64/100 — Perene Risk Index (proprietary risk-on/off) reads neutral at 64/100
Brazil market regime 37.6/100 — regime reads defensive (50 = neutral)
Ibovespa 136.004 pts — 136004 pts
Global regime — moderate risk-off
BR intermarket — strong risk-off

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

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