Equity Indices — MESI & MNVI

Two composite equity indices providing cross-asset context for crypto positions. MESI measures equity market stress. MNVI measures Nasdaq volatility. Both are Layer 2 Oracle Information products — computed composites, cryptographically signed on every paid query.

Why Equity Indices?

Crypto doesn't trade in isolation. When equity markets are under stress (VIX spiking, credit spreads widening, yield curve inverting), crypto typically follows. MESI and MNVI give agents a signed, real-time read on the traditional finance environment without requiring direct access to equity market data feeds.

Both indices feed into the TradFi Regime oracle, which combines them with the yield curve to classify the macro environment as RISK_ON / NEUTRAL / STRESS / PANIC. They also serve as inputs to the Cross-Asset Divergence oracle.

MESI — Mycelia Equity Stress Index

Measures stress in traditional equity markets using five signals weighted into a 0–100 composite. Higher = more stress.

ComponentWeightSourceSignal
VIX25%CBOEEquity implied volatility — normalized 0–100
Credit Spreads25%FRED (BofA HY)High-yield spread over Treasuries — widening = stress
Yield Curve20%FRED (T10Y2Y)10Y-2Y spread — inversion = stress
STLFSI415%St. Louis FedFinancial stress index — above zero = elevated stress
DXY Momentum15%FREDUSD strength trend — rapid strengthening = risk-off stress

MESI Regimes

RangeRegimeContext
0–25LOWCalm equity markets — risk-on conditions
25–50MODERATESome equity stress — monitor
50–75HIGHElevated equity stress — crypto likely to face macro headwinds
75–100EXTREMESevere equity stress — high correlation to crypto drawdowns historically

MESI Endpoint

EndpointDescriptionPriceCachePreview
/oracle/stress/equityMESI — equity stress composite with full component breakdown$0.05300s/preview ↗

MESI Response Format

json
{
  "value": 36.2,
  "regime": "MODERATE",
  "components": {
    "vix": { "value": 22.4, "weight": 0.25 },
    "credit_spreads": { "value": 38.1, "weight": 0.25 },
    "yield_curve": { "value": 41.0, "weight": 0.20 },
    "stlfsi": { "value": 28.5, "weight": 0.15 },
    "dxy": { "value": 31.7, "weight": 0.15 }
  },
  "data_date": "2026-06-13",
  "signed": true,
  "fetched_at": 1781100000
}

MNVI — Mycelia NQ Volatility Index

Measures volatility in Nasdaq futures using five signals weighted into a 0–100 composite. Specifically tracks NQ (Nasdaq-100 futures) rather than the broader equity market. Higher = more volatile.

ComponentWeightSourceSignal
Realized Volatility (RV)28%NQ futures OHLCVParkinson estimator, 30D window
Implied Volatility (IV)28%CBOE VXNNasdaq-100 implied vol
Term Structure (TS)17%DerivedShort-term vs long-term vol ratio — backwardation = fear
Skew (SK)17%DerivedPut/call skew — put premium = downside hedging = stress
Put/Call Ratio (PCR)10%CBOENQ options PCR — high PCR = defensive positioning

MNVI Regimes

RangeRegimeContext
0–25LOWCalm Nasdaq vol — tech risk-on
25–50MODERATENormal vol range
50–75HIGHElevated NQ vol — growth concerns
75–100EXTREMEExtreme NQ vol — historically correlates with crypto drawdowns

MNVI Endpoint

EndpointDescriptionPriceCachePreview
/oracle/volatility/nq/usdMNVI — NQ volatility composite with full component breakdown$0.05114s/preview ↗

Preview Endpoints

Both indices offer free preview endpoints returning value, regime, and data_date — unsigned, up to 24h stale.

bash
curl https://api.myceliasignal.com/oracle/stress/equity/preview
curl https://api.myceliasignal.com/oracle/volatility/nq/usd/preview

Using MESI and MNVI Together

MESI captures broad financial stress (credit, rates, USD, systemic). MNVI captures equity volatility specifically in growth/tech (Nasdaq). Together they give a richer picture than either alone — MESI HIGH + MNVI HIGH signals broad risk-off with a tech-specific stress layer, which historically produces stronger crypto correlation than either signal alone.

The TradFi Regime oracle combines both with the yield curve into a single RISK_ON / NEUTRAL / STRESS / PANIC classification.

Cache note: MESI refreshes every 300s (5 minutes) — it pulls from FRED and CBOE which have lower update frequency than crypto data. MNVI refreshes every 114s. Both are significantly slower than crypto indices (60s). Factor this into time-sensitive agent logic.