Orion Market Sentiment
ORION CAPITAL · MARKET INTELLIGENCE
ORION MARKET SENTIMENT INDEX
Risk appetite and market positioning, distilled into one transparent signal.
76
Greed
Rates Pressure5230%
Yield Curve6325%
Equity Futures Positioning10025%
Positioning Momentum10020%
Methodology & data sources
V0.1 combines U.S. Treasury rates/yield-curve conditions with CFTC equity-futures positioning. Inputs are normalized to a 0–100 scale and weighted 30% / 25% / 25% / 20%. The methodology is experimental and will be historically calibrated before production publication.
U.S. Treasury — Daily Interest Rate XML Feed
U.S. CFTC — Commitments of Traders
For informational and educational purposes only. Not investment advice.