What people search
Queries like “early warning indicators financial crisis,” “2008 financial crisis warning signs,” and “leading indicators of systemic risk” pull academic and market literature: credit gaps, spreads, ABX, LIBOR–OIS, options-based banking stress, composite financial stress indices.
That literature is real. It is mostly about market and near-coincident information.
What we claim instead
The Entropy Index publishes sealed historical clocks under V5-locked (1.19.0):
Watch and Act both lit dual Crisis by March 2008 — 6 months before Lehman.
Also sealed: Turkey 2018 (7 months before the lira break) and Dotcom (Watch before the NASDAQ peak; Act at the trough). These are instrument behavior on blind, period-correct reconstructions — not a productized promise that the next named break prints the same lead time.
Product language separates Watch (notice) from Act (dual Crisis capital clock). See Watch versus Act.
Structural vs priced
- Priced / market — VIX, MOVE, spreads, many FCIs. Job: read stress in prices.
- Near-coincident — several SRIs / liquidity gauges. Job: read stress as it arrives in markets.
- Structural / sealed — Entropy Index clocks. Job: read adaptive-system load on frozen physics.
Detail: VIX · Market stress gauges · How institutions measure stress.
What we will not say
- “We predicted the next crisis on a date.”
- “We beat every market early-warning paper.”
- Live Watch/Act without product chrome.