Index Methodology and Provenance — Scrolld®

Methodology, provenance and disclaimers for the Scrolld proprietary indices: what each index measures, its version, and whether its source licences let it be served.

Scrolld proprietary indices are deterministic, reproducible analytical works derived from the Scrolld corpus. Each index that is served carries its full versioned methodology object with every API response; an index derived from a source whose licence does not permit publication is documented here for the record, marked not available, and neither served nor sold. All indices are descriptive indicators validated in-sample: they are not forecasts, not predictions, not trading signals, not recommendations, and not investment advice.

Scrolld Cross-Asset Stress Index (SXSI)

Version sxsi-v3.1.0 · cross-asset. Served with its full versioned methodology object at GET /api/live/index/scrolld-stress.

Kosmos K2 Gaussian HMM Regime Classifier (K2)

Version k2-regime-hmm-v1.0.0 · cross-asset. Not available: source licence. Documented for the record; neither served nor sold.

Scrolld Recession-Probability Index (SRPI)

Version srpi-v1.0.0 · macro. Not available: source licence. Documented for the record; neither served nor sold.

Scrolld Risk-Appetite Index (SRAI)

Version srai-v1.0.0 · cross-asset. Not available: source licence. Documented for the record; neither served nor sold.

Related

Read the methodology on Scrolld →


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