US equity market — most-active index members (S&P 500 / NASDAQ-100 / DJIA)
Top drivers
⌁ mcp.call("adw-111") vADW-111-bridge-1.0 Is money flowing into or out of equities broadly?
US equity market — most-active index members (S&P 500 / NASDAQ-100 / DJIA)
Top drivers
⌁ mcp.call("adw-111") vADW-111-bridge-1.0 A multi-asset allocation agent checks ADW-111 at the weekly rebalance; when the MFI+CMF+breadth composite score falls below 35 with a falling trend (current reading is 31.6, 33rd percentile of its 3-day history, trend flat), it automatically shifts 5% of equity exposure into short-duration Treasuries and widens bid-ask thresholds on equity market-making activity, recording the IOM's score, confidence, and methodology_version in the rebalancing ledger for portfolio-attribution reporting. A score recovering above 50 on rising trend reverses the defensive shift, providing a systematic rules-based trigger rather than discretionary judgment.
An equity strategist at an asset manager uses ADW-111 as a weekly breadth-and-flow overlay to validate whether a market rally is supported by genuine capital inflows or is a narrow leadership advance. At a current score of 31.6 the strategist can document to the investment committee that money flow is in the lower third of observed readings, consistent with a distribution or risk-off environment, even if index prices are holding — a divergence signal that previously required the strategist to manually aggregate MFI and CMF data across hundreds of names before each weekly meeting.
composite z-score 0-100
Version ADW-111-bridge-1.0 · validated to beat a naive baseline · benchmark: n/a