Regime Stress Leaders
As of June 8, 2026 (end-of-day snapshot). Pages update daily after the market close.
Names with the highest current regime stress scores. Label buckets: CALM / NORMAL / ELEVATED / STRESS / CRISIS. The score combines vol-level, tail-dominance, term-structure, model-disagreement, turbulence, and surface-complexity features.
Top 50 by Stress Score
The live regime-stress leaderboard loads after the page hydrates. Rows are ranked by current stress score from the 8-model regime detector. Regime universe (~124 symbols spanning single stocks, sector ETFs, and bond ETFs).
Methodology
Sourced from the daily regime detector across all scopes (each symbol lives in exactly one scope, so no deduplication is required). Confidence is displayed alongside; high stress with low confidence should be interpreted more cautiously. Top driver surfaces which feature contributed most.
Frequently Asked Questions
What does the stress score actually measure?
The stress score is a weighted combination of seven regime features: implied vol level, tail dominance (how much weight is in the wings of the implied distribution), term-structure shape (contango vs backwardation), cross-model disagreement, price-action turbulence (realized-volatility behavior beyond the simple vol level), surface complexity (how much structure the IV surface has), and skew behavior (steepness and direction). Each feature is z-scored across the universe to make it comparable across tickers, then combined into a single composite score that maps to the labeled regime buckets (CALM / NORMAL / ELEVATED / STRESS / CRISIS).
How should I interpret confidence?
High confidence (greater than 0.5) means the seven regime features strongly agree on what regime the ticker is in: vol is elevated AND skew is steep AND term structure is inverted AND models disagree, all pointing the same way. Low confidence (under 0.2) means the features are mixed or ambiguous; perhaps vol is high but skew is flat, or term structure says one thing while model disagreement says another. A high stress score with low confidence is more uncertain than a high score with high confidence; the screener shows both so you can weight the signal appropriately rather than treating every "STRESS" label as identical.
Why ~124 symbols?
Regime detection requires the full 8-model calibration per symbol per night, which is computationally expensive. We run it across a curated universe of ~124 names spanning single stocks (mega-cap and high-vol equities), sector ETFs (XLF, XLY, XLE, XLK, and the other SPDR sectors), and bond ETFs (TLT, IEF, LQD, HYG). Each symbol lives in one regime scope (bellwether / sector / fixed_income / etc.) for organizational purposes; the screener reads across all scopes so the coverage is uniform on the leaderboard. Expanding the universe is an ops decision (more nightly compute) rather than a methodology limitation; the regime detector generalizes to any optionable underlying.
What actions does STRESS/CRISIS suggest?
The labels are observational, not prescriptive; the screener does not give trade recommendations. STRESS regimes typically feature elevated implied vol, flatter-to-backwardated term structure, wider model disagreement, and steeper put skew. Traders use this signal to size down on directional exposures, prefer defined-risk structures (verticals, iron condors with wider wings) over undefined-risk ones (naked shorts), tighten stop-loss discipline, or watch for mean-reversion setups when the regime persists past the catalyst that triggered it. The interpretation depends entirely on your strategy and risk framework; the screener provides the signal.
How fresh is the data on this screener?
All public screener data refreshes once per trading day after the 4:00 PM ET market close, typically available by 5:30 PM ET. The platform uses end-of-day OPRA aggregates which are licensed for free public display. Authenticated API-tier users with their own Tradier or tastytrade BYOK credentials can pull intraday data through the streaming endpoints.
Where does the underlying data come from?
End-of-day OPRA aggregates for the options data, exchange-published stock prices for the spot reference, and a calibrated implied-volatility surface computed from the listed chain. Ranking metrics like IV rank, GEX, and unusual-activity counts are computed nightly from these primary inputs. Methodology details are in each screener's "How it's computed" section above.
Are these stocks recommended trades?
No. The screener is a ranked list of names that meet a quantitative filter at the close of the prior trading session, a research starting point, not a buy or sell signal. Whether any name on the list represents a tradeable opportunity depends on the underlying catalyst, your strategy, current market context, and risk tolerance. The platform does not give trade advice; the lists are descriptive, not prescriptive.
How often does the ranking change?
The ranking refreshes every trading day after the close. Names move on and off the list as their underlying metric (IV rank, gamma exposure, volume, etc.) crosses thresholds. Most screeners show meaningful day-over-day churn at the top of the list during active markets and lower turnover during low-volatility regimes. The "biggest change" screeners specifically target fast-moving names.
Is the screener tradeable in real-time during market hours?
The screener itself ranks on end-of-day data. To trade names on the list during market hours, use your own broker's real-time chain data; the platform's per-ticker pages link directly to real-time chains for authenticated users. The screener's job is to surface the universe of candidates that met yesterday's filter; the trade decision uses live data.
Can I export the ranked list?
Pro and API tier users can export rankings via the API (REST endpoint per screener slug returns a JSON list with all metric columns) or pull them programmatically through the Python SDK. Free users have the full ranking visible on the page; programmatic access requires authentication. Daily snapshots are also available for backtesting research through the API tier.