Threshold-based Fear & Greed monitor with market context, VIX criteria, forward returns, and optimizer tools. Unaffiliated with CNN; not financial advice.
A row is marked as an opportunity signal when any enabled condition is true.
"Signal start" is true only on the first row where the opportunity condition turns on after being off on the prior saved row. Fear & Greed rules use only aggregate score values; CNN sub-indicator series are ignored.
Removes all local storage for this page and refreshes.
Tests candidate Fear & Greed and VIX thresholds against the saved return checkpoints with expanding walk-forward validation. Ranking now prioritizes later out-of-sample validation performance after each rule's training window, while full-history metrics remain visible for context. It also estimates the best percent of remaining cash to deploy on each active signal day within each contiguous signal period.
Selected ticker returns after each signal start. Exit dates use the first available selected-ticker trading day on or after each target date.
"Signal start" is true only on the first saved row where the opportunity condition turns on, so old windows do not keep alerting forever.
Long history is loaded from the canonical fear-greed.csv in whit3rabbit/fear-greed-data, then the live CNN endpoint is merged in for the latest available tail.
Selected ticker daily close values are loaded automatically from Yahoo Finance's chart endpoint through a browser-readable text proxy. VIX close values are loaded from the datasets/finance-vix daily CSV and can be used by the editable signal criteria.
The repository notes that older combined Fear & Greed CSVs have been superseded by fear-greed.csv. This app therefore lets the canonical file and live CNN endpoint win for sentiment values while using Yahoo and datasets/finance-vix only for market context.
Source code: github.com/kachurovskiy/redalert