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.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.