Biggest Regime Stress Change
As of April 21, 2026 (end-of-day snapshot). Pages update daily after the market close.
Day-over-day delta in regime stress score — catching fresh regime transitions as the market re-prices. Positive deltas signal stress loading (moving toward STRESS/CRISIS); negative deltas signal stress relief. Pairs naturally with model divergence for a complete regime-transition stack.
Top 50 by Δ Stress
The live regime-stress-change leaderboard loads after the page hydrates. Rows are ranked by absolute day-over-day change in stress_score. Regime universe (~124 symbols spanning single stocks, sector ETFs, and bond ETFs).
Methodology
Computed as stress_score[today] − stress_score[prior_day] from regime_daily, all scopes. Ranked by |Δ| descending. Requires two consecutive sessions.
Frequently Asked Questions
How quickly do scores change?
Day-over-day changes above 0.3 are meaningful; above 0.8 are unusual and typically correspond to regime-level news (earnings, FOMC, macro prints).
Is a negative delta bullish?
Not directly. Stress decreasing accompanies vol mean-reversion, which is not the same as price moving up. Directional signal comes from elsewhere.
Why might a CRISIS symbol show zero delta?
The delta captures incremental change, not absolute level. A persistent CRISIS regime shows zero delta while still being meaningful — use the level screener for absolute and this for transitions.
How does this relate to biggest-iv-change?
IV change is a single-feature signal. Regime stress change is multi-feature — incorporating term structure, skew, tail dominance, and model disagreement alongside IV level. When they agree, the shift is unambiguous; when they disagree, a non-IV feature is driving.