Entropy-Weighted CUSUM (EWC)
adw.adw_101Returns a 0-100 volatility regime-shift early-warning score for US equities (daily SPY log-returns, 60-day rolling z-score, CUSUM change-point detection, Shannon entropy weighting; 9+ years history) with trend, confidence, top_drivers, ewc_raw, and cusum_statistic. Call when the user asks about market volatility, regime change, S&P 500 instability, turbulence, or vol spikes, or when timing position sizing, hedge adjustments, or options/straddle exposure ahead of market instability. Updates: daily.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days | No | Optional: return a daily HISTORY series of the last N days (up to 5 years of real archived data) instead of the current snapshot. History requires Gold tier; without it, the current snapshot is returned. |