See macro risk before it hits your sectors.
Voltrisks turns 356 macroeconomic variables into clear, regime-aware risk assessments for the 11 GICS sectors — statistically validated and updated five times every trading day.
- Energy: Low Risk
- Financials: Low Risk
- Technology: Low Risk
- Industrials: Low Risk
- Consumer: Low Risk
- Staples: Low Risk
- Utilities: Low Risk
- Healthcare: Low Risk
- Real Estate: Low Risk
- Materials: Low Risk
- Comms: Low Risk
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11
GICS sectors
7
risk categories
356
macro variables
2,800+
validated scenarios
5x
daily updates
Sector risk, at a glance
The risk matrix
The 11×7 risk matrix condenses 356 macro variables into a single screen: every GICS sector scored across seven risk categories, color-coded from VERY LOW to HIGH. Direction arrows mark where risk has moved since the prior assessment, so changes surface immediately.
- 11 sectors × 7 risk categories in one view
- Color-coded levels from VERY LOW to HIGH
- Direction arrows versus the prior assessment
Context changes everything
Regime intelligence
A VIX of 20 means something different in a calm expansion than in a credit squeeze. Voltrisks classifies the prevailing market regime with K-means clustering on the VIX, high-yield spreads and the 10Y-2Y yield curve, then conditions every risk threshold on that regime.
- K-means classification on VIX, high-yield spreads and the 10Y-2Y curve
- Four regimes, from Low Vol Expansion to Financial Stress
- The same indicator reading maps to different risk in different regimes
Reasoning you can read
Plain-English insights
Every cell in the matrix is backed by a pre-authored, statistically validated scenario. You see which indicators moved, the zones they entered and the reasoning behind the assessment, together with a stated confidence level. There is no black box.
- A pre-authored, validated scenario behind every cell
- Indicator moves and reasoning in plain English
- A stated confidence level on every assessment
Built to be trusted
Institutional-grade methodology
Signals are tested out-of-sample with walk-forward validation and corrected for false discovery, so the matrix reflects relationships that held up — not artifacts of data mining. The result is a library of 2,800+ validated risk scenarios, recomputed five times every trading day.
- Walk-forward, out-of-sample signal validation
- False-discovery-rate correction across all signals
- 2,800+ validated scenarios in the library
How it works
01
Ingest
356 variables ingested from FRED, BLS, EIA and CFTC.
02
Score
Regime-aware scoring against validated zone thresholds.
03
Act
A clear 11×7 sector risk matrix, updated through the trading day.
Know what the macro economy means for your sectors.
Voltrisks provides research and analytics for informational purposes only and does not constitute investment advice.