Soundmark Risk Monitor - August 11, 2026
Current Risk State
SOUNDMARK RISK STATE: LOW
Current Reading: 15 / 100
Prior Close: 16 / 100
20-Day Change: +3 points
Current Regime: Low
The Soundmark model remains in its lowest-risk regime, with today's reading registering 15 out of 100.
At this level, the model is not currently detecting the combination of conditions associated with elevated defensive risk. The reading will continue to be tracked as part of Soundmark's ongoing out-of-sample research record.
Interestingly, average cross-asset correlation has risen sharply in recent weeks, moving from meaningfully negative levels back toward neutral and slightly positive territory. The 21-day average has moved higher alongside the daily series, suggesting the shift is broader than a short-lived spike. While current correlation remains well below the elevated levels seen in 2022–2023, the move indicates that diversification benefits across assets have recently become somewhat less pronounced.
About the Soundmark Risk Monitor
The Soundmark Risk Monitor is a proprietary quantitative research framework developed by Soundmark Capital Research to systematically assess changes in market risk conditions.
The published Risk Monitor represents the aggregate output of the Soundmark research process. Individual model inputs, transformations, parameters, weighting methodologies and decision thresholds remain proprietary.
Important Disclosure
Soundmark Capital Research publishes general, impersonal market research for informational and educational purposes only. Nothing in this publication is tailored to any person's investment objectives, financial circumstances, or particular needs. Nothing herein constitutes individualized investment advice, a recommendation to buy, sell, hold, or otherwise transact in any security or financial instrument, or an offer or solicitation to provide investment advisory services or to buy or sell any security.
The Soundmark Risk Monitor reflects the output of a proprietary quantitative research process. Model outputs are subject to limitations and may be incomplete, inaccurate, delayed, or subject to revision. The methodology may evolve over time. Historical relationships, backtested or hypothetical results, and past performance are not guarantees of future results. Investing involves risk, including the possible loss of principal.
Information presented by Soundmark Capital Research is obtained from sources believed to be reliable, but its accuracy, completeness, and timeliness are not guaranteed. Readers are responsible for independently evaluating any investment decision and should seek appropriate professional advice when necessary.
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