5 VMSI Indicators
| Component | Current | Prior |
(w/w)
|
Interpretation |
|---|---|---|---|---|
| Composite |
52.2
|
49.4 |
+2.8
|
Reclaims neutral; early-stage re-engagement, not confirmed expansion |
| Momentum |
49.2
|
45.5 |
+3.7
|
Participation improving, but remains below broad confirmation |
| Liquidity |
52.4
|
50.8 |
+1.6
|
Stabilizing conditions; insufficient for expansionary risk |
| Volatility & Hedging |
56.2
|
59.0 |
-2.8
|
Hedging easing, but still elevated vs expansion regimes |
| Safe Heaven |
54.9
|
57.2 |
-2.3
|
Defensive positioning unwinding, not fully rotated |
Methodology
The VICA Institutional Market Sentiment Index (VMSI) is a proprietary model that measures institutional risk posture across global markets.
It combines cross-asset inputs including momentum, liquidity, volatility structure, credit conditions, and safe-haven demand.
Scores are generated through a systematic model using volatility regimes, credit spreads, liquidity conditions, macro signals, and positioning data.
The index operates on a 0–100 scale:
0–25: Systemic Risk
26–49: Defensive
50–74: Neutral
75–100: Expansion
VMSI is calculated through a systematic model that evaluates cross-asset inputs across five core categories: momentum, liquidity, volatility, credit, and safe-haven demand.
Each category is measured using a defined set of market-based indicators.
Inputs are normalized, weighted, and combined into a single composite score representing institutional risk posture.
The model incorporates proprietary econophysics principles to capture how capital flows, pressure, and market structure evolve over time.
VMSI is calculated continuously as market conditions evolve.
Scores are published weekly using the most recent completed data.
VMSI defines the current market regime through institutional risk posture.
It provides a reference point for how risk is being priced and how capital is positioned across markets.
No.
VMSI is a market structure model. It defines institutional risk posture and market regime.
It does not provide investment advice or specific allocation recommendations.
Advisory services are provided separately through VICA Partners