Combined AI market assessment: macro regime + market outlook in a single call. Refreshed ~4x/day, weekdays only, during market hours (~2h apart) - dead overnight and on weekends, not a continuous 4-hourly cadence. Check regime_stale/outlook_stale below (which already account for the weekend gap) before treating either as current, especially on a Monday morning.

Two distinct perspectives returned together:

• REGIME (RISK_OFF/CAUTIOUS/NEUTRAL/AGGRESSIVE): answers "how much equity risk to take" → use for position sizing and asset allocation decisions

• OUTLOOK (POSITIVE/NEUTRAL/NEGATIVE): answers "which direction and sectors to trade" → use for sector preference and directional bias

Both share the same pipeline run so they are always in sync.

• history_count: include last N prior assessments for each (0-3, default 0)

• regime_*: risk posture fields - regime, risk_appetite_score (0-100 re-expression of regime, higher = current conditions support more risk-taking), regime_bias, regime_bias_note (plain sentence on whether current conditions favor long or short setups, or neither), regime_confidence, regime_rationale, key_risks, watch_for, vix_at_assessment, regime_updated_at, regime_stale

• macro_score / regime_strength: macro_score is a real, continuous 0-100 read on how much risk the current environment supports (0=RISK_OFF/capital preservation, 100=AGGRESSIVE/risk-on) - the same underlying number regime buckets into 4 discrete categories, blending arithmetic inputs (VIX level, breadth oversold/overbought skew, SKEW-vs-VIX divergence, TD-exhaustion ratio) with regime_strength, the AI's own 1-10 read of regime conviction. Distinct from risk_appetite_score (a coarse 4-value lookup on regime alone) - macro_score is the real underlying number. Null on a pre-2026-08-26 assessment that predates this field. Not a call on any one stock.

• macro_score_trend: {change_7d, change_30d, direction} - whether macro_score itself is improving/deteriorating/stable over the trailing 7/30 days, computed automatically (no history_count needed). A bare 33 doesn't tell you whether the environment is getting worse or just stabilized after a worse reading; this does. Either leg is null without enough history yet.

• regime_stale / outlook_stale: true if that assessment is >72h old (the pipeline runs weekdays only, so a normal Fri→Mon gap does not trip this - only a genuinely broken/stuck pipeline does). null if the timestamp itself is missing.

• indicators.macro_data: macro data (yield curve, Fed funds, cpi_index, unemployment, M2)

• indicators.volatility_term_structure: VIX spot/3M/6M term structure + contango signal

• indicators.market_sentiment: Fear & Greed index value and label

• market_context: price/RSI/SMA200/perf snapshot of SPY/QQQ/IWM/TLT/GLD/VIX/TNX + sectors NOTE: point-in-time snapshot recorded when AI ran - not live prices (use get_market_pulse for live)

• outlook_*: directional fields - outlook, outlook_conviction, equity_view, preferred_sectors, avoided_sectors, catalyst, outlook_key_risk, outlook_rationale, outlook_updated_at, outlook_stale

Pro tier only - AI pipeline cost attached. For informational purposes only. Not financial advice.