AI Bubble Explosion Index

🤖 AI Tech Mainline

Rank	Ticker	Price	Risk Index	Risk Level	Smart Money	Burst Prob (Short)	Burst Prob (Long)	2000 Burst Index

🛡️ Defensive Assets (Anti-Bubble)

Rank	Ticker	Price	Risk Index	Risk Level	Smart Money	Burst Prob (Short)	Burst Prob (Long)	2000 Burst Index

🌍 Macro & Currencies (Priced in USD)

Name	Current Price (USD)	1-Day Change	5-Day Change

Methodology

📈 Bubble Explosion Index

The Explosion Index is a quantitative measure of market exuberance, calculated using a six-dimensional model. It is an unbounded integer score that grows as the bubble expands:

Price Slope (25%): Measures parabolic price acceleration and deviation from the 50-day moving average.
Macro Liquidity (20%): Assesses systemic liquidity conditions using Fed Balance Sheet, TGA, and Reverse Repo data.
Market Sentiment (15%): Analyzes Google News articles to calculate the ratio of hype keywords vs. fear keywords.
Credit Spreads (15%): Tracks High-Yield Corporate Bond spreads to detect extreme greed and risk-on behavior.
Trading Volume (15%): Detects high-volume turnover at the top, a classic sign of distribution.
VIX (10%): Evaluates extreme market complacency.

💥 Burst Probability (Short-Term)

The Burst Probability (0-100%) estimates the immediate risk of a sharp correction or "fake burst". It triggers when we see signs of the technical trend breaking:

Momentum Reversal: Price drops below its 20-day moving average or suffers a sharp 5-day decline.
Volume Exhaustion/Dumping: High-volume selloffs during a downward trend indicate institutional distribution.
High-Altitude Instability: The higher the Bubble Index was previously, the more violent the burst is expected to be.
Dynamic Weighting: If a stock lacks sufficient history (e.g., a recent IPO with < 50 days of data), the algorithm dynamically kicks out invalid metrics (like the 50-day volume average) and renormalizes the probability using only the available signals (like 5-day momentum).

🕰️ Long-Term Burst Probability

The Long-Term Burst Probability estimates the risk of entering a multi-year bear market to find a structural bottom. It uses a Systemic Fragility Model:

P(Long Term Bear Market) = P(Systemic Fragility)

The Systemic Fragility is mapped using an exponential asymptote (never touching 100%) driven by three factors:

Absolute Bubble Size: How dangerously high the core Bubble Index is currently sitting.
Technical Overextension: Extreme price deviation from the 200-day Moving Average.
Macroeconomic Headwinds: Contraction in market liquidity, widening credit spreads, and most importantly, elevated US 10-Year Treasury Yields (>4.0%) which structurally crush tech valuations.

📉 2000 Dotcom Bubble Burst Index

This is a historical reference point representing the Burst Risk Index at the peak of the 2000 Dotcom Bubble. To make it directly comparable to the current Risk Index (which includes a massive base score derived from the current macro environment), we apply a 0.4x weighting multiplier to the uncapped historical P/V score before adding the current macro base.

Uncapped 2000 P/V Score: Uses the same algorithms for Slope and Volume, but allows the deviations to exceed 100%.
Adjusted Score: The historical price/volume score is scaled down to match the new V2 model weights, and added to the current macro base. This answers the question: "If the dotcom price action happened in today's macro environment, how high would the index be?"

This establishes an accurate historical ceiling, making it obvious when a stock's current bubble is approaching dotcom levels. The calculation was performed once using historical data and is hardcoded in dotcom-burst.json.