RISK ROTATION MATRIX ║ BullVision [3.0]

🔍 Overview
Introducing the Risk Rotation Matrix – a sophisticated macro-market sentiment tool that transforms dozens of global economic and cross-asset metrics into a single, adaptive composite signal. By converting key liquidity, macroeconomic, crypto, and risk data into standardized z-scores, this indicator provides a clear and dynamic visualization of the market’s current risk regime—helping users identify transitions across phases like Risk-On, Risk-Off, Recovery, and Weakening.

🧠 Key Features

🔢 Multi-Group Z-Score Normalization
Each input is converted to a z-score based on its own historical mean and deviation, allowing otherwise incomparable signals to be unified on the same scale. Inputs are categorized into four data domains:

- Liquidity: DXY, Global M2 Supply, Global Liquidity Index, Fed Balance, China Liquidity Proxy
- Macroeconomic: SPX500, MBA Index, China Blue Chips, Emerging Markets, URTH
- Crypto/Commodities: BTC SOPR, MVRV Z-Score, BTC/Silver Ratio, Total Crypto Cap
- Risk/Volatility: MOVE Index, VVIX/VIX, Credit Stress, SKEW Index, USDT Dominance

📊 Dynamic Aggregation & Smoothing
Group averages are combined into one global composite score, smoothed using user-defined filters (SMA, EMA, ALMA, etc.). This smoothing filters out noise while preserving critical phase transitions, without making any assumptions about future behavior.

⚙️ Customizable Inputs
Each user can enable or disable metrics, and adjust the analysis period per component—offering full control and adaptability across different markets, cycles, and volatility conditions.

🎨 Advanced Visual Display – Animated Quadrant Matrix
A dynamic quadrant chart (inspired by Ehlers loops) visualizes current market momentum as a glowing trail shifting between four regimes:

🟢 Risk-On (growth & confidence)
🟠 Weakening (loss of momentum)
🔵 Recovery (stabilizing after drop)
🔴 Risk-Off (panic & de-risking)



These states are dynamically colored, animated, and supported by labels and trails for easy interpretation. Candlestick coloring and background overlays enhance usability.

📋 Integrated Risk Dashboard
An embedded data table breaks down the real-time z-scores of each component across the four domains, including group averages and a final score. This feature allows fast scanning of which dimensions are driving current market behavior.



⚙️ How It Works

🧮 Z-Score Calculation & Group Aggregation
Every data feed is normalized via z-score to neutralize scale differences. Then, groups (Liquidity, Macro, Crypto, Risk) are averaged independently and finally blended into a composite value.

🔁 Composite Smoothing & Signal Generation
The user can apply smoothing (ALMA, EMA, etc.) to highlight trends and reduce noise. Smoothing length, type, and parameters are fully customizable for different trading styles.



🎯 Color Feedback & Market Regimes
Visual dynamics (color gradients, labels, trails, and quadrant placement) offer an at-a-glance interpretation of the market’s evolving risk environment—without forecasting or forward-looking assumptions.



🔧 Parameters Explained

📌 Data Group Toggles
Choose which sources are active in each group (liquidity, macro, crypto, risk). Set the z-score lookback period for each component.

📌 Smoothing Engine
Pick between SMA, EMA, ALMA, etc., and define smoothing intensity (length, offset, sigma).

📌 Display Options
Enable/disable:

Quadrant overlays
Particle trails
Candlestick coloring
Dashboard data matrix
Phase background shading

🧪 Use Cases

🔍 Market Analysts
Cross-verify macro themes and structural shifts with data-driven quadrant transitions.

🚀 Swing & Position Traders
Identify broad market regime shifts, helping avoid exposure in Risk-Off phases.

💎 Why It’s Worth Paying For
While the Risk Matrix leverages several well-known components (e.g., M2, SOPR, VIX), it uniquely combines them into a real-time, quadrant-based visual framework that is not available in any public script or built-in indicator.

Unlike traditional mashups, this tool:

• Uses adaptive z-score normalization and cross-domain composite modeling
  
• Features a live animated quadrant display with dynamic trail rendering
  
• Integrates a modular risk dashboard and color-coded phase detection
  
• Is designed to be asset-agnostic and macro-compatible for cross-market analysis
  

Moreover, the script includes several proprietary composite tickers, such as:

• A custom FED liquidity formula blending multiple balance sheet components
  
• A Chinese liquidity proxy combining rate spreads and FX-adjusted monetary aggregates
  
• A refined Global Liquidity Index (GLI) assembled from macro credit indicators
  
• A global M2 composite derived from multi-country M2 data and FX normalization
  

These ticker combinations are entirely personal constructions that are not publicly available or replicated, requiring significant research and intellectual structuring. As such, they represent a layer of original IP (intellectual property) that justifies the invite-only distribution.

The overall system delivers institution-grade market regime detection in a compact, visual format—ideal for traders seeking actionable macro signals without noise or prediction bias.

⚠️ Disclaimer
This tool does not and cannot predict future market behavior. It simply visualizes standardized historical data. Use it in combination with sound risk management. Past performance does not guarantee future results.