Institutional-grade methodology reports, macro regime observations, and model performance analyses. All content is observational — not investment advice.
When the composite MVIE score signals a calm GREEN regime yet individual holdings exhibit overbought technicals, a Macro-Micro Divergence is in play. This report dissects the structural mechanics of that divergence and how network centrality shifts amplify systemic fragility before visible drawdowns.
Read Full ReportThe Absorption Ratio (AR) — the share of total variance absorbed by dominant eigenvectors of the covariance matrix — is one of three structural pillars in the MVIE composite score. This report unpacks the PCA mechanics, explains why AR rises before correlation breakdowns, and shows how MVIE uses it as a fragility barometer.
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