Redlight is a governed market risk intelligence system that filters signal from noise, helping you preserve capital during adverse regimes.
We don't predict the future. We separate market regimes into actionable states.
System paused or insufficient data integrity. Safety defaults tailored to preservation.
Low volatility, constructive price action. Historical context favors risk-on exposure.
Deteriorating internals or rising volatility. Caution warranted; partial hedging advised.
High probability of drawdown. Capital preservation becomes the primary objective.
* Methodology: Validated on SPY data (2000-2024). "Monotonic Risk Profile" refers to the observation that average 5-day forward drawdowns strictly increase as the signal state moves from Green to Orange to Red. Average Drawdown metric calculated using Maximum Adverse Excursion (MAE) within the 5-day horizon. Past performance is not indicative of future results.
Hard-coded safety checks prevent the system from firing on bad data or irrational exuberance.
Gradient boosting models analyze volatility term structure to probability-weight near-term outcomes.
Check Integrity_Sentinel...
>> DATA_OK (Freshness: 0s)
Run Phase_A_Feature_Extraction...
Calculating Composite_Score...
> SYSTEM_STATUS: OPTIMAL
> REGIME_ESTIMATE: CAUTION (Risk 62/100)