The indicators are based on the models and methods largely published by the group of Prof. D. Sornette on financial bubbles and crashes, which can also be read on this site (http://www.er.ethz.ch/publications/finance/bubbles_theory and http://www.er.ethz.ch/publications/finance/bubbles_empirical).
The red marks diagnose positive bubbles, associated with upward accelerating prices, which are susceptible to regime change in the form of crashes or volatile sideway plateaus.
The green marks diagnose negative bubbles, associated with downward accelerating prices, which are susceptible to change of regimes in the form of rallies or volatile sideway plateaus.
Clicking on the marks pulls up a graph with the price time series of the asset together with a DS-LPPL bubble indicator.
A positive value of the DS-LPPL bubble indicator suggests a future drop and/or higher volatility.
A negative value of the DS-LPPL bubble indicator suggests a rebound and/or higher volatility.
The value of each indicator at a given time is causal, i.e., it has been estimated based only on data prior to that time. The full indicator function provides useful insights on the time development of the bubble signals.
Four indicators are offered
Short time scale corresponds to 1month to 6 months.
Long time scale corresponds to 6 months to 3 years.
Important: Absence of signals does not necessarily imply absence of bubbles and/or of crisis risks.