A multivariate distance measure showing how far today's cross-asset return vector sits from its trailing 252-day covariance-implied normal. Captures regime change that single-asset volatility metrics like the VIX miss — particularly the joint behaviour of stocks, bonds, dollar, and commodities.
Latest reading · Turbulence
Date: 2026-09-04
State: NORMAL; suggested position size 100%
Slow turbulence 9.27 (warning line 49.69), fast turbulence 6.79 (warning line 60.87)
S&P 500: 7718.60, 50-day average 7591.71
VIX: 14.53 (5.2th percentile)
About MarketGrep
MarketGrep (市场脉动) is a free market-environment dashboard published by GREP24. It refreshes after every US trading session and condenses breadth, momentum, the volatility regime, retail sentiment and a turbulence index into one reading. Every signal is descriptive — nothing on the site is a buy or sell recommendation.
Programmatic access: the JSON API is documented at /developers (OpenAPI schema at /openapi.json); AI agents should start from /llms.txt. Any page returns Markdown when requested with an Accept: text/markdown header.