OPEN-SOURCE SCRIPT

Risk-On / Risk-Off Composite (Elliot) – Macro+Vol Upgrade v2

282
drop-in upgrade of indicator that adds three optional macro components with adjustable weights:

Inverted VIX (risk-on when down → we use 100/VIX)

Inverted MOVE (bond vol; risk-on when down → we use 1/MOVE)

Inverted DXY (USD; risk-on when down → we use 1/DXY)

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