RiskMosaic | QuantEdgeB

Oct 23, 2024

Risk On/Off System

This indicator acts as a comprehensive framework that integrates a diverse range of indicators—spanning liquidity, sentiment, market volatility, and macroeconomic factors—to construct a holistic view of risk.

By blending these varied components, the system identifies shifts in risk-on and risk-off environments, providing a complete and dynamic assessment of global market conditions.

This allows for more informed decision-making by capturing both localized and broad market influences in real time, enabling proactive risk management and the ability to adapt to rapidly changing conditions.

Composition :

4 different categories - each one equal weight
-> Mix of Global & U.S Liquidity
-> Mix of different macro factors
-> Mix of Crypto and Commodities
-> Mix of Volatility & Risk Indicators


Colors description:

- Green = strong = full risk on sentiment/environment
- Red = weak = full risk off sentiment/environment

- Blue = recovery = medium risk on sentiment/environment
- Purple = contraction = medium risk of sentiment/environment

-> Colors are based on oscillator line:

- crossing over 0 or 0.4 = green
- crossing under 0 or -0.5 = red

- crossing over -0.35 = blue
- crossing under 0.35 = purple

Feb 9

Release Notes

Added option to chose between different moving average type to allow for more customization and adaptability.

Jul 31

Release Notes

Fixed issue with timeframes.

The indicator can now be used on 12H and below as well