USD Funding Stress as Equity Vol Trigger

# USD Funding Stress as Equity Vol Trigger ## Mechanism Dollar funding pressure tightens liquidity, raises hedging demand, and can transmit into equity volatility. ## Hypothesis A funding-stress monitor can warn before equity volatility reprices. ## Required Data - DXY - Cross-currency basis - SOFR / repo proxy - VIX term structure ## Signal Inputs - Funding spread - Dollar impulse - Vol term structure - Equity drawdown ## Entry Logic Watch vol upside when funding stress rises faster than equity narrative adjustment. ## Exit Logic Exit when funding stress normalizes or vol repricing completes. ## Risk Rules Avoid signal use during data gaps or policy shock reversals. ## Regime Fit - Funding stress regime - Liquidity-fracture regime ## Failure Modes - Policy backstop - False funding spike - Crowded vol hedge ## Evidence Sources - manual:v33-test ## Source Intake - Object Type: manual - Object ID: manual:v33-test - Source: manual - Year: N/A - Venue: N/A

Use Case

Promoted from Alpha Factory draft alpha_20260702022000_usd-funding-stress-as-equity-vol-trigger.