J.Konstapel,Leiden,10-8-2026,
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Reading the Tension of the Global Net
in Real Time from Financial Markets
Model, Measurement Method, and Trading Simulation
— the first built instrument of the MAZE programme
All Rights Reserved: Constable Research, Leiden, The Netherlands
Working paper — August 10, 2026
Abstract The MAZE Weather Instrument is the first built instrument of the MAZE programme: the Tension Gauge. It reads the tension of the human rung of the net in real time. Its sensor is the global financial market: seventeen indices across three regions, plus the VIX as a separate gauge. Price changes are mapped to a tension score between 0 and 100. The score carries four weather labels: calm, unsettled, turbulent, storm. The reading updates every five minutes. A paper trading engine turns the model’s discharge law into a running test: storm is loading, and loading discharges. The engine buys into storm and sells into calm, with €10,000 of virtual capital. Every trade is logged with its reading. This paper gives the model in eight rules, the full scoring algebra, the trading algorithm, the architecture, and the status ledger. It is self-contained: every number needed to reproduce the instrument is in the text.
Keywords: MAZE · net model · tension · discharge · weather scale · VIX · contrarian engine · real-time instrument
1. Introduction
MAZE is the application programme of the net model. The name has two roots. It refers to the labyrinth of Chartres, which carries the number 142 in the meaning register of the model. And in Dutch it sounds like maas: the smallest closed unit of a net. The founding text of the model is The Net — The Vacuum from the Smallest Strand to the Greatest Knot [1]. The programme text is MAZE: Applying the Vacuum Net Model [4]. That text lists seven instruments to be built. This paper documents the first one: the Tension Gauge.
The Tension Gauge reads the tension of the human rung of the net. Its sensor is the financial market. The instrument presents the reading in weather language: calm, unsettled, turbulent, storm. This is the model’s own register. Tension in the net behaves like weather. It builds, it spreads across regions, it discharges, it returns to baseline. The earlier essay on cosmic weather and earthly politics used the same register one rung higher [3].
The paper is written for the workshop, not the reading room. It contains the full engineering: data pipeline, scoring algebra, thresholds, trading rules, and architecture. Everything is stated with numbers. A reader can rebuild the instrument from this text alone.
2. The Model in Eight Rules
The instrument follows from the net model. The model is stated here in eight rules, so the paper stands on its own.
Rule 1. The vacuum is a net. Its primitive is the strand: a self-resonant current. The strand has two states. Open is the ground state. Closed is the first winding.
Rule 2. Windings bind into knots, knots into larger knots. Each scale of knotting is a rung of one ladder. The same machine runs on every rung. An economy is a rung: a knot of millions of human knots.
Rule 3. The machine has three phases. Loading stores tension in the mesh. Holding keeps it. Discharge releases it. Only closures that fit survive; what does not fit unwinds. There is no cause pushing the phases. They are the state of the mesh, read at the right winding depth.
Rule 4. Loading is measurable before discharge. No discharge without measurable loading. On the economic rung this has already been measured: the loading before the crashes of 2000 and 2008 was visible in the market data months in advance [5].
Rule 5. A price is a coupling signal. Millions of actors, one number, every second, worldwide. No other signal on the human rung is as dense, as continuous, or as globally synchronous. That is why the Tension Gauge reads markets first, before any other sensor.
Rule 6. A falling price is loading. A rising price is discharge. This inverts the usual bull/bear framing, and the inversion is the point. Decline is not an opinion about value. It is tension accumulating in the mesh. Rise is tension leaving it.
Rule 7. The constants of a rung are state functions, not eternal laws. The thresholds in this instrument — the scaling factor, the weather boundaries, the trading levels — are calibrations of the current state. They are stated exactly and they are revisable.
Rule 8. Reading replaces explaining. The instrument does not say why tension rises on a given day. It reads the state of the mesh and reports it. Explanation is causal thinking; on one strand there are no two separate things to hang a causal arrow between.
2.1 The Discharge Law and the Contrarian Engine
Rules 3 and 4 give the instrument its second half. Loaded tension discharges. A storm reading is maximum loading. Maximum loading is the point where discharge is nearest. Therefore: buy into storm, sell into calm. That is not market wisdom borrowed from traders. It is the discharge law of the machine, applied on the economic rung. The trading engine of section 6 runs this law continuously and logs every reading and every trade. The log is the running test of the law.
Three witnesses have already described parts of this machine on the economic rung. Gidea and Katz measured the loading phase before 2000 and 2008 [5]. Sornette described the accelerating oscillations that precede discharge [6]. Mandelbrot described the clustering of tension: storms come in families, not as independent accidents [7]. Bar-Yam built a calibrated loading meter on food prices and read the discharges of 2011 from it in advance [8]. They gave words to parts of the machine. The instrument reads the whole of it, every five minutes.
3. Data Sources and Pipeline
3.1 Instrument Coverage
The instrument monitors seventeen instruments: one fear gauge (VIX) and sixteen regional equity indices across the Americas, Europe, and Asia-Pacific.
| Symbol | Name | Region | Country | Currency |
|---|---|---|---|---|
| ^VIX | VIX Volatility Index | Global | US | USD |
| ^GSPC | S&P 500 | Americas | US | USD |
| ^IXIC | NASDAQ Composite | Americas | US | USD |
| ^DJI | Dow Jones Industrial Average | Americas | US | USD |
| ^BVSP | Bovespa | Americas | BR | BRL |
| ^MXX | IPC Mexico | Americas | MX | MXN |
| ^GDAXI | DAX | Europe | DE | EUR |
| ^FCHI | CAC 40 | Europe | FR | EUR |
| ^AEX | AEX | Europe | NL | EUR |
| ^FTSE | FTSE 100 | Europe | GB | GBP |
| ^SSMI | SMI (Swiss Market Index) | Europe | CH | CHF |
| ^N225 | Nikkei 225 | Asia-Pacific | JP | JPY |
| ^HSI | Hang Seng | Asia-Pacific | HK | HKD |
| ^AXJO | ASX 200 | Asia-Pacific | AU | AUD |
| ^BSESN | BSE Sensex | Asia-Pacific | IN | INR |
| 000001.SS | Shanghai SSE Composite | Asia-Pacific | CN | CNY |
| ^KS11 | KOSPI | Asia-Pacific | KR | KRW |
The three regions — Americas (six indices), Europe (five), Asia-Pacific (six) — are equal-weight zones in the global aggregation. The VIX is a separate scalar gauge and is excluded from regional scoring.
3.2 Data Acquisition
All market data comes from the unauthenticated v8/finance/chart endpoint at query2.finance.yahoo.com. The payload contains regularMarketPrice (current price) and chartPreviousClose (previous session close). The daily percentage change follows from these two numbers.
One practical constraint governs the pipeline: rate limiting. Parallel requests for all seventeen symbols reliably trigger HTTP 429 responses. The instrument therefore fetches sequentially with an 80-millisecond delay between requests. A full cycle completes in about 1.4 seconds. Browser-compatible headers are required, including Origin and Referer set to https://finance.yahoo.com.
3.3 Caching
Two cache lifetimes govern freshness. Snapshot and weather data: five minutes. Historical price series: fifteen minutes. The instrument answers user requests immediately from cache. Total acquisition stays at roughly twelve full cycles per hour.
4. Scoring Method
4.1 Individual Index Score
For each equity index i, the daily percentage change relative to the previous close is:
Δᵢ = (Pᵢ − P̄ᵢ) / P̄ᵢ × 100
(1) — Daily percentage change
where Pᵢ is the current price and P̄ᵢ the previous close. The change maps linearly onto [0, 100]. Zero change gives the neutral score 50. A gain of +3.33% gives calm at 100. A loss of −3.33% gives storm at 0:
Sᵢ = clamp( 50 + Δᵢ × 15, 0, 100 )
(2) — Individual score. Low score = high tension (Rule 6)
The scaling factor 15 is a calibration in the sense of Rule 7. A normal daily move for a major index is about ±1%; under stress it is ±3–4%. The factor makes a one-sigma move visible on the scale and clips everything beyond ±3.33% to the endpoints. The inversion — decline scores low — implements Rule 6 directly.
4.2 Regional Aggregation
A regional score is the arithmetic mean of the scores of its member indices:
S_region = round( (1/Nᵣ) × Σᵢ∈ᵣ Sᵢ )
(3) — Regional score
where Nᵣ is the number of indices in region r. Equal weight within a region: no single market dominates the reading of its zone.
4.3 Global Score
S_global = round( (S_Americas + S_Europe + S_AsiaPacific) / 3 )
(4) — Global score
The three zones weigh equally, regardless of market capitalisation. This is a model choice, not an oversight. Zones are knots in the net. Net tension is a property of the mesh, not of the size of the knots. Capital-weighted aggregation would measure the biggest knot; the instrument measures the mesh.
4.4 Weather Labels
The continuous score carries four labels at fixed thresholds:
0 – 24
Storm
25 – 44
Turbulent
45 – 64
Unsettled
65 – 100
Calm
Figure 1. MAZE tension scale and weather labels.
The boundaries sit at 45 and 65 rather than symmetrically around 50. Normal market days cluster in the Unsettled band. The asymmetry keeps Storm reserved for genuine multi-index sell-offs.
4.5 VIX as Storm Gauge
The VIX measures forward-looking implied volatility, not realised price change. It is therefore kept off the score and shown as its own gauge. High VIX means the market is paying for insurance against large moves: the mesh itself reports that it feels loaded. The scale:
| VIX Level | MAZE Reading |
|---|---|
| < 15 | Vacuum calm — mesh tension minimal |
| 15 – 19 | Low turbulence — mesh active but stable |
| 20 – 29 | Elevated tension — mesh under load |
| 30 – 39 | Storm conditions — high mesh tension |
| ≥ 40 | Extreme storm — mesh in crisis |
A VIX above 30 triggers a pulsing red alert bar on the panel. The options market runs ahead of daily prices; the alert makes that lead visible.
5. Instrument Interface
The instrument is a web application in a dark, terminal-style design: the visual language of control rooms and weather stations. Colour temperature carries the reading — cyan for calm, yellow for unsettled, orange for turbulent, red for storm. The main numeric readout is monospace, large, with a glow whose intensity follows the severity of the reading.
Three panels make up the interface. The Global Net panel shows the global score, a live world map with regional heat colouring, and the VIX gauge. The Timeline panel shows historical series for any of the seventeen instruments, so loading and discharge can be studied over weeks and months. The Trade Sim panel exposes the trading engine of section 6.
The world map uses an equirectangular projection with country polygons from Natural Earth data [10]. Each country takes the colour of its region’s score. A red Europe means Europe is in storm or turbulence at the moment of reading.
6. Paper Trading Engine
6.1 Purpose
The engine runs the discharge law of section 2.1 as an automated strategy. It trades virtual capital of €10,000. No real money is involved. Its product is the trade log: a growing record of readings, decisions, and outcomes. That log is the running test of the law on the economic rung.
6.2 Composite Score per Index
The engine blends the regional score (slow, zone-wide) with the index’s own daily move (fast, index-specific):
C_i = round( 0.6 × S_region(i) + 0.4 × (50 + Δᵢ × 15) )
(5) — Composite score for index i
The 60/40 weighting filters noise. An index that drops on idiosyncratic news inside a calm region gets a milder composite than its own move alone. The engine trades mesh tension, not single-knot accidents.
6.3 VIX Damping
Under high VIX, correlations rise and liquidity falls; individual signals become less reliable. The engine damps raw signal strength accordingly:
σ_raw = |C_i − 50| σ_adjusted = σ_raw × M(VIX) M(VIX) = 0.70 if VIX > 30 = 0.85 if 20 < VIX ≤ 30 = 1.00 otherwise
(6) — VIX-adjusted signal strength
In extreme storm the engine becomes more careful, exactly when its buy trigger fires most. This follows from the model, not from caution alone. Deep in the loading phase, the timing of discharge is the most uncertain quantity there is. The tension will release; the moment is not readable. Damping the signal sizes the position to that uncertainty.
6.4 Entry (Buy)
BUY(i) ⟺ C_i < 42
(7) — Buy condition
Threshold 42 sits firmly in the Turbulent-to-Storm range. When several indices qualify at once, the engine takes the one with the highest σ_adjusted: the deepest loading. That is the beste deal selection.
6.5 Exit (Sell)
Open positions are evaluated every cycle against two conditions.
Discharge exit. The composite score of a held index rises above 58 and the position shows a profit. The tension has released; the position closes. This is the discharge law completing its cycle.
Stop-loss exit. The unrealised loss exceeds €25 — half the daily loss cap of €50. The position closes regardless of the reading. This floor is engineering, independent of the model.
6.6 Portfolio Constraints
| Parameter | Value | Rationale |
|---|---|---|
| Starting capital | €10,000 | Round, realistic retail simulation size |
| Maximum open positions | 3 | Keeps individual signals legible; no over-diversification |
| Capital per position | 20% of available cash | Limits single-position risk, allows meaningful sizing |
| Minimum trade size | €50 | No fractional noise positions |
| Daily maximum loss | €50 | Hard cap; all trading halts when reached |
| Auto-evaluation interval | 15 minutes | Matches typical intraday signal persistence |
Positions use fractional index units: quantity = trade amount / current index price. Index values range from hundreds (AEX) to tens of thousands (Nikkei); fractional units make sizing uniform. P&L is computed in EUR from nominal price change, without currency conversion — a stated simplification of the simulation.
6.7 Operating Modes
Manual mode evaluates on demand. Its preview sub-mode runs the full pipeline without changing portfolio state, so the engine’s next move can be inspected before it is made. Automatic mode evaluates every fifteen minutes in the background. State lives for the lifetime of the server process; a reset endpoint restores the initial €10,000.
7. Technical Architecture
The system is a TypeScript monorepo (pnpm workspaces) with two services and two shared libraries. It stands apart from SWARP, as the MAZE programme text specifies: the kernel is implemented and tested on its own [4].
The API server is an Express.js application. It fetches the Yahoo Finance data, runs the cache, computes all scores, and exposes a typed REST API in OpenAPI 3.0. Zod schemas, generated from the specification via Orval, enforce the data contract across the service boundary.
The frontend is a React/Vite single-page application. It consumes the API through auto-generated React Query hooks (also Orval). It renders the panel, the SVG world map from Natural Earth GeoJSON, the timeline charts, and the trading interface. The panel refreshes every 60 seconds.
A path-based proxy serves frontend and API under one domain, which removes CORS entirely. All seventeen instruments flow through one sequential fetch pipeline on the server. Results are cached in an in-memory Map and served to any number of concurrent clients without re-fetching.
8. Status Ledger, Tests, and Build List
8.1 Status Ledger
One ledger, stated once, covering the claims of this paper.
| Claim | Status |
|---|---|
| Loading is measurable before discharge on the economic rung | Measured — 2000 and 2008 read in advance from market data [5]; 2011 from food prices [8] |
| Falling price = loading, rising price = discharge (Rule 6) | Model statement — the reading convention of the instrument |
| Storm readings correspond to maximum loading | Calibration — thresholds set so Storm matches historical multi-index sell-offs |
| Loaded tension discharges (buy storm, sell calm is profitable) | Under test — the trade log of the engine is the test |
| Scaling factor 15, boundaries 45/65, trade levels 42/58 | Calibrations (Rule 7) — exact, revisable |
8.2 The Running Test
The engine trades the discharge law with fixed, published rules. If the law holds, the log accumulates profit over a long run. If it does not, the log shows it. Either way the log is the data. This is the same method as the prediction ledgers elsewhere in the programme [4]: state the rule in advance, let the world answer.
8.3 Build List
Five items stand on the build list for version 2.
Market-open weighting. The instrument now scores closed markets from stale closes. Version 2 weights open markets more heavily and shows open/closed status on the map.
Stale-data protection. A data-source interruption currently produces zero-price readings and spurious Storm. Version 2 serves the last known good reading instead.
Persistent trade log. Portfolio state now lives in process memory and dies with the server. A database makes the log cumulative — which the running test of 8.2 requires.
Currency handling. P&L across currency zones without conversion distorts cross-zone comparison. Version 2 converts to EUR at daily rates.
US weighting variant. The equal-weight choice of 4.3 is the model’s choice: mesh over knot size. A parallel capital-weighted score, shown side by side, would let the two readings be compared on the same days. Where they diverge, the mesh reading and the biggest-knot reading disagree — and the divergence itself is data.
9. Conclusion
The MAZE Weather Instrument turns the net model into a working gauge. Seventeen indices, one score, four weather labels, updated every five minutes, drawn on a world map. The reading convention comes from the model: decline is loading, rise is discharge. The trading engine runs the discharge law with fixed rules and logs every move. The instrument is transparent from model to number: eight rules, four equations, all thresholds stated. It is the first of seven instruments in the MAZE programme, and it is running.
References
- Konstapel, H. (2026). The Net — The Vacuum from the Smallest Strand to the Greatest Knot. constable.blog. — The founding text of the net model. States the strand, the machine (loading/holding/discharge), the ladder of rungs, and the evidence appendix. The eight rules of section 2 compress this text.
- Konstapel, H. (2026). The Net and the Economy. constable.blog. — Places the economy as one rung of the ladder and connects the economic witnesses (Kondratiev, Minsky, Mandelbrot, Sornette) to the machine step by step. The Tension Gauge is the instrument version of that essay.
- Konstapel, H. (2026). Het Weer in het Universum Beïnvloedt de Aardse Politiek. constable.blog. — Introduces the weather register of the model one rung higher: tension weather in the cosmos and its coupling to earthly affairs. The label scale of this instrument uses the same register.
- Konstapel, H. (2026). MAZE: Applying the Vacuum Net Model. constable.blog. — The programme text. Defines the MAZE kernel and the seven instruments, of which the Tension Gauge is the first. Fixes the separation from SWARP as an architectural fact.
- Gidea, M., & Katz, Y. (2018). Topological data analysis of financial time series: Landscapes of crashes. Physica A, 491, 820–834. — The measured loading phase: topological loop signals in market data rose months before the crashes of 2000 and 2008. The empirical basis of Rule 4 on the economic rung.
- Sornette, D. (2003). Why Stock Markets Crash: Critical Events in Complex Financial Systems. Princeton University Press. — Describes the accelerating log-periodic oscillations before crashes: the flicker of a mesh approaching discharge. A witness to the loading phase.
- Mandelbrot, B., & Hudson, R. L. (2004). The (Mis)Behaviour of Markets. Basic Books. — Fat tails and volatility clustering: storms come in families. The statistical signature of a tension medium, against the independent-accident picture.
- Lagi, M., Bertrand, K. Z., & Bar-Yam, Y. (2011). The Food Crises and Political Instability in North Africa and the Middle East. New England Complex Systems Institute. — A calibrated loading meter on food prices, read correctly in advance of the 2011 discharges. Shows that loading meters work beyond equity markets.
- CBOE. (2024). VIX White Paper: CBOE Volatility Index. Chicago Board Options Exchange. — The construction of the VIX from S&P 500 options prices. Documents the forward-looking character that keeps the VIX off the score and on its own gauge.
- Natural Earth. (2024). 1:110m Cultural Vectors — Admin 0 Countries. naturalearthdata.com. — Public-domain country polygons used for the world map of the instrument.
- Yahoo Finance. (2024). Chart API v8. query2.finance.yahoo.com. — The data source of the pipeline: current price and previous close for all seventeen instruments.
Constable Research · Leiden, The Netherlands · MAZE Weather Instrument working paper · August 2026 · Instrument version 1.0