OPEN-SOURCE SCRIPT
Bank CRE Stress & Short Risk Overlay + Dashboard
🏦 Bank CRE Stress & Short Risk Overlay + Dashboard
This open-source indicator overlays risk visualization and a fixed dashboard specifically for **U.S. regional bank stocks** exposed to Commercial Real Estate (CRE) lending stress (as observed in 2023–2026 cycles).
It combines:
- Static CRE exposure tiers (critical/high/elevated/short-bias/failed) based on latest known CRE loan-to-capital ratios and provisions data (sourced from FDIC Call Reports, FAU studies, FFIEC filings ~Q3/Q4 2025)
- Real-time price stress detection (EMA200 breakdown + 20-bar range low breach)
- Visual alerts (background coloring + per-bar risk labels)
- Top-right summary dashboard
Purpose & Why This Combination?
Regional banks with heavy CRE concentration became focal points during rising office/vacancy stress, higher provisions, deposit outflows, and equity pressure. This tool helps traders quickly:
- Identify which tickers carry elevated CRE risk
- See when technical breakdown aligns with fundamental vulnerability (potential short setups or high-risk avoidance zones)
- Monitor a static watchlist without needing external spreadsheets
The mashup is useful because raw fundamentals change quarterly, while price action provides real-time confirmation of stress transmission to equity. Dashboard + overlay gives instant context on any bank chart.
How It Works
1. Ticker Classification (static – update manually when new Call Reports released)
- 🔴 Critical / Short Bias: >~500% CRE exposure or high-conviction short candidates
- 🟠 High: ~375–480%
- 🟡 Elevated: ~300–350%
- ❌ Failed: Known FDIC receivership cases
- 🟢 Low/None: not in list
2. Price Stress Trigger
- Below 200 EMA (major trend break)
- Below 20-bar lowest low (range breakdown)
- (Optional stricter filter: ATR expansion – commented out by default)
3. Visuals
- Background tint: black (failed), red (critical/short + stress), orange (high + stress), yellow (elevated + stress)
- Per-bar label above candle: risk category + warning text (only shown for relevant banks)
- EMA50 (gray) & EMA200 (white) plotted for reference
4. Dashboard (top-right, updates on last bar)
- Current ticker risk level + color coding
- Price stress status
- EMA200 position
- Static high-risk watchlist
- Data freshness & disclaimer note
Alerts
- "Critical/Short Bias Breakdown" when stress triggers on red/orange tickers
- "Failed Bank Symbol" on known failed tickers
How to Use
- Apply to **regional bank stocks** (DCOM, EGBN, OZK, LOB, VLY, FLG, ZION, WAL, SNV, RF, CMA, TFC, etc.)
- Best on daily or 4h charts for swing/position trading context
- Use as a **filter / watchlist aid**:
→ Red/orange background + stress label → heightened short risk or avoidance
→ Yellow → monitor for provisioning news or CRE delinquency spikes
→ Black → avoid (historical failures)
- Update the arrays quarterly when new FDIC data drops (Q1/Q2/Q3/Q4 Call Reports)
- Combine with volume, news, sector ETFs (KRE), or broader CRE indices
Inputs & Customization
- No user inputs — risk tiers are hardcoded for simplicity & consistency
- To add/remove banks: edit the array.from() lines directly
Publishing Notes
- Publish with a clean chart (e.g., DCOM, EGBN or VLY daily/4h)
- Remove unnecessary drawings/indicators
- Screenshot showing dashboard + stress label during a breakdown period is ideal
Important Disclaimers
- Data is **static** and approximate (based on public reports up to ~Q3/Q4 2025)
- Must be manually updated — not real-time fundamental feed
- This is **not financial advice**, not investment research, and carries no accuracy guarantee
- Regional bank equities are extremely volatile — especially under CRE stress
- Trading or shorting involves substantial risk of loss
Open-source for transparency & educational use. Feedback welcome — especially updated CRE tier suggestions.
This open-source indicator overlays risk visualization and a fixed dashboard specifically for **U.S. regional bank stocks** exposed to Commercial Real Estate (CRE) lending stress (as observed in 2023–2026 cycles).
It combines:
- Static CRE exposure tiers (critical/high/elevated/short-bias/failed) based on latest known CRE loan-to-capital ratios and provisions data (sourced from FDIC Call Reports, FAU studies, FFIEC filings ~Q3/Q4 2025)
- Real-time price stress detection (EMA200 breakdown + 20-bar range low breach)
- Visual alerts (background coloring + per-bar risk labels)
- Top-right summary dashboard
Purpose & Why This Combination?
Regional banks with heavy CRE concentration became focal points during rising office/vacancy stress, higher provisions, deposit outflows, and equity pressure. This tool helps traders quickly:
- Identify which tickers carry elevated CRE risk
- See when technical breakdown aligns with fundamental vulnerability (potential short setups or high-risk avoidance zones)
- Monitor a static watchlist without needing external spreadsheets
The mashup is useful because raw fundamentals change quarterly, while price action provides real-time confirmation of stress transmission to equity. Dashboard + overlay gives instant context on any bank chart.
How It Works
1. Ticker Classification (static – update manually when new Call Reports released)
- 🔴 Critical / Short Bias: >~500% CRE exposure or high-conviction short candidates
- 🟠 High: ~375–480%
- 🟡 Elevated: ~300–350%
- ❌ Failed: Known FDIC receivership cases
- 🟢 Low/None: not in list
2. Price Stress Trigger
- Below 200 EMA (major trend break)
- Below 20-bar lowest low (range breakdown)
- (Optional stricter filter: ATR expansion – commented out by default)
3. Visuals
- Background tint: black (failed), red (critical/short + stress), orange (high + stress), yellow (elevated + stress)
- Per-bar label above candle: risk category + warning text (only shown for relevant banks)
- EMA50 (gray) & EMA200 (white) plotted for reference
4. Dashboard (top-right, updates on last bar)
- Current ticker risk level + color coding
- Price stress status
- EMA200 position
- Static high-risk watchlist
- Data freshness & disclaimer note
Alerts
- "Critical/Short Bias Breakdown" when stress triggers on red/orange tickers
- "Failed Bank Symbol" on known failed tickers
How to Use
- Apply to **regional bank stocks** (DCOM, EGBN, OZK, LOB, VLY, FLG, ZION, WAL, SNV, RF, CMA, TFC, etc.)
- Best on daily or 4h charts for swing/position trading context
- Use as a **filter / watchlist aid**:
→ Red/orange background + stress label → heightened short risk or avoidance
→ Yellow → monitor for provisioning news or CRE delinquency spikes
→ Black → avoid (historical failures)
- Update the arrays quarterly when new FDIC data drops (Q1/Q2/Q3/Q4 Call Reports)
- Combine with volume, news, sector ETFs (KRE), or broader CRE indices
Inputs & Customization
- No user inputs — risk tiers are hardcoded for simplicity & consistency
- To add/remove banks: edit the array.from() lines directly
Publishing Notes
- Publish with a clean chart (e.g., DCOM, EGBN or VLY daily/4h)
- Remove unnecessary drawings/indicators
- Screenshot showing dashboard + stress label during a breakdown period is ideal
Important Disclaimers
- Data is **static** and approximate (based on public reports up to ~Q3/Q4 2025)
- Must be manually updated — not real-time fundamental feed
- This is **not financial advice**, not investment research, and carries no accuracy guarantee
- Regional bank equities are extremely volatile — especially under CRE stress
- Trading or shorting involves substantial risk of loss
Open-source for transparency & educational use. Feedback welcome — especially updated CRE tier suggestions.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.