What is institutional capital doing — and what comes next?
Most firms react to headlines. Institutions respond to liquidity, positioning, and volatility structure.
The VICA Institutional Market Sentiment Index (VMSI™) quantifies these forces across asset classes and converts them into a single weekly regime signal.
VMSI is not predictive. It is structural.
It measures whether institutional conviction is strengthening or weakening beneath the surface of market conditions.
VICA exists to define risk state, positioning conditions, and regime transitions — before they are reflected in consensus or price.
The VMSI™ Framework
The VMSI Regimes
Each component is scored weekly and combined into a single 0–100 regime signal:
Why It Matters
Positioning Note
Markets move through capital reallocation.
VMSI tracks positioning, liquidity, and volatility structure in real time across asset classes.
VMSI is built for institutional capital.
It is not a media indicator.
It is a market structure model.