Research-Based

Detection Methodology

BubbleGuard PRO synthesizes nine independent analytical modules into a single Composite Bubble Score (0–100%). Each module captures a distinct dimension of irrational market behavior, from classical valuation overstretch to real-time statistical tests for explosive price dynamics.

Valuation
25%

CAPE ratio, P/E, P/B, EV/EBITDA z-scores relative to 30-year history. Deviation from fundamental value is the first pillar.

LPPLS
20%

Log-Periodic Power Law Singularity fit (Sornette et al.). Detects super-exponential acceleration with oscillations that precede regime changes.

GSADF
15%

Phillips-Shi-Yu (2015) recursive BSADF test for explosive autoregressive behavior. Historically precise at flagging equity and credit bubbles.

Technical
12%

RSI, Bollinger Band width, rate-of-change, momentum factor crowding, and volatility regime signals.

Macro
10%

Real rates, credit spreads, yield curve shape, money supply growth, and global liquidity cycle indicators.

Sentiment
8%

Put/call ratios, AAII sentiment, social volume anomalies, IPO issuance pace, and fund flow data.

Microstructure
5%

Bid-ask spread compression, order-book depth deterioration, and abnormal short-interest levels.

ML Ensemble
3%

XGBoost trained on 60+ historical bubble episodes. Provides a model-free baseline score.

Liquidity
2%

Amihud illiquidity ratio, turnover anomalies, and funding-liquidity stress indicators.

Composite Score Interpretation

0–29

Low

30–49

Moderate

50–69

Elevated

70–84

High

85–100

Extreme

Disclaimer: BubbleGuard PRO scores are for informational purposes only and do not constitute financial advice. Past model performance does not guarantee future results.