GLOBAL MARKETS · MARKET RISK

Market Crash Risk Score

A rules-based view of U.S. equity-market fragility across credit, breadth, volatility, trend and financial conditions.

Market data through —

Calculated —

CURRENT MCRS

— /100

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Previous-week change —

0–24Low

25–39Early

40–54Watch

55–69High

70–84Severe

85–100Crisis

ABOUT THE SCORE

Stress and vulnerability, not a crash prediction.

MCRS combines five market and financial-condition signals into a fixed 0–100 score. Higher readings indicate greater systemic market stress and fragility.

The score is designed to identify deterioration over days to months. It does not predict the exact timing of a market decline and should not be interpreted as a probability of a crash.

Model —

WHAT IS DRIVING THE SCORE?

Risk Components

Component scores range from 0 to 100.

Credit Stress —

—

30% weight

Market Breadth —

—

25% weight

Volatility —

—

20% weight

Market Trend —

—

15% weight

Financial Conditions —

—

10% weight

HISTORICAL CONTEXT

Market Crash Risk Through Time

Reconstructed historical MCRS Weekly five-component history begins November 2023. Each point uses only component observations available on or before that market date. Reconstructed history is kept separate from prospective validated observations.

Methodology

MCRS uses fixed component formulas and weights: Credit 30%, Breadth 25%, Volatility 20%, Trend 15% and Financial Conditions 10%.

Data quality

Checking the latest validated snapshot…

Important

MCRS is a market-stress and vulnerability indicator. It is not investment advice and is not a calibrated probability that a market crash will occur.