SEICHE
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How to read Seiche

Seiche watches the plumbing of the dollar. When banks and funds start to run short of cash, that stress shows up in a few boring public numbers days or weeks before it reaches the news. Seiche reads those numbers every day and turns them into one plain reading: how much stress is building, and how close it is.

This is the no-jargon guide. If a word on the board looks like a shipping term, it probably is, on purpose, and this page tells you what each one actually means.

Why this exists

There are two shelves in liquidity intelligence. On one sit the official dashboards: FRED, the NY Fed, OFR, the FDIC. Raw series, no synthesis. On the other sits a Bloomberg terminal at roughly $32k a year for one seat. Between the shelves, nothing we've found that states a view and grades it in public. That gap is why this lab exists.

The gap matters more now. With the ON RRP buffer drained, Treasury settlement lands on bank reserves directly. In the week of 29 July 2026, reserves fell $80.6B and the TGA rebuild took $73.4B of it; the ledger summed six legs to the dollar. That is not a forecast. It is the mechanism, on tape.

One lab, three altitudes. Seiche reads the plumbing: reserves against a fitted demand curve, repo, the month end turn, a daily letter that calls the regime. LiquiLens ranks the institutions standing on that plumbing: 527,760 US bank quarters of free FDIC call report data, with a current-amended construction-PIT diagnostic reporting 72.8% recall on 552 failures since 2008 and a 21.7-month median lead. Undertow maps the markets those institutions make, who provides depth in each segment and what an exit at position size costs today.

Every layer grades itself where you can read it. Seiche's clean leak-audit variant reports 61.5% event recall and 16.7% run precision, but the API marks the historical evidence FINAL_VINTAGE_CONSTRUCTION_PIT and validated_backtest=false. Treat those figures as a historical diagnostic, not a validated backtest. The reserve-demand nowcast currently runs 30 days ahead of the latest NY Fed print; across 18 releases, 8 landed inside the official 68% band and 10 agreed on direction, so the site grades it "directionally useful, not yet precise".

Data receipt captured 9 August 2026 at 14:36 UTC: ten market packs contain 87,000 canonical observations across 28 role series and 220 forward market-pack validation records. This is a dated snapshot; the live endpoint carries the accrued count. The US pack is VALIDATING, nine are REFERENCE, none is SUPPORTED or evidence-eligible, and Global Tide is UNAVAILABLE. The public notary has 145 entries. The independent LiquiLens Lab receipt is a different scope: one sealed ten-product replay pass contains 421,620 evaluations across 5,273 canonical events with 82,556 robustness audit records; Seiche has 31 genuine prospective forward score records, while 0 of 7 requested products is eligible for retrospective backtesting.

Everything runs on free public data: the Fed's H.4.1, NY Fed operations, OFR repo, Treasury cash, FDIC call reports. Pull the same series and check our arithmetic. Seiche stays free, a public good on voluntary support. Read the misses before you weight today's letter.

The one thing to look at first

Top of every page is a single number and a one word regime. That is the whole board boiled down. If you read nothing else, read the regime word.

CALM

The water is flat. Nothing is building.

EROSION

Small cracks. Worth watching, not acting.

STRAIN

Real pressure is building in the funding system.

STRESS

The kind of conditions that came before past squeezes.

Everything else on the site is there to show you why it says what it says, so you never have to take it on faith.

How to use it, in three steps

  1. Read the regime at the top. That is the headline.
  2. Open BOARD to see which parts of the plumbing are driving it. Each row is one signal, with a bar showing how loud it is right now.
  3. Open FORECAST to see the odds of a stress spike on each of the next few weeks, lined up against the calendar days that usually cause trouble.

That is enough to use Seiche well. The rest is depth for when you want it.

Pick your depth

Next to the number at the top is a three-position switch: GLANCE · DESK · DEEP. It is the same board at three depths. Glance shows only the verdict and the one chart that matters, for a ten-second read. Desk is the working view. Deep adds the fine print: how every number is computed, under each panel. Your choice is remembered, and the [ and ] keys step shallower and deeper. On any chart, drag to zoom into a period, hold ctrl (or pinch on a trackpad or phone) and scroll to zoom around the cursor, and double-click to reset.

What each tab shows you

Dispatches
The plain-English write ups. Start here if you would rather read a short letter than a dashboard.
Board
The main screen. The overall reading, broken into the signals behind it.
Forecast
The odds of a funding stress spike over the next six weeks, day by day.
Physics
The deep version. It treats the funding system like a body of water and measures how much self-calming ability it has left.
Helm
Plain-language positions this reading would imply, with an honest running score, including the times it was wrong.
Market
The raw rates and spreads, if you want the source numbers.
Global
Whether the US, Europe, the UK, India and the crypto dollar are all moving together.
FX×Materials
The Estuary: whether currency weakness, FX settlement and physical inventory are asking for cash before SOFR and commercial paper show it. The Passage map only earns a lead/lag link if it survives history that was not used to choose it; daily and monthly clocks, observed data and scenarios stay separate.
Oil×Funding
The barrel's balance sheet in both directions: rates into the oil curve; oil into cargo credit, margin cash, rupee liquidity and OMC commercial paper; then the slower inflation, policy and dollar-recycling channels. Observed evidence is kept separate from editable scenarios.
Calendar
The upcoming dates that historically strain funding: tax days, quarter ends, big auction settlements.
Positioning
Where large leveraged traders are crowded, from public futures data.
Resonance
Whether the same routine calendar pressure is producing a bigger wave than it used to. A bigger wave from the same push means rising fragility.
Time Machine
Run a construction-PIT reconstruction for a past date using final/current-vintage observations dated on or before it. This is not the publication vintage visible then.
Proof
The historical diagnostic: hits, misses and eligibility flags shown together. It is not currently validated-backtest evidence.
Referee
Someone else's famous claims about global liquidity, tested on the part of their data anyone can rebuild, with the answer published whichever way it comes out.
System
Data health. Which feeds are fresh, stale or down right now.

The engine names, translated

Name on the boardWhat it is really telling you
Composite / regimeThe overall stress reading, one number, one word.
KinkHow close we are to the point where bank cash gets scarce, and how many days away at the current drain rate.
Liquidity WeatherA six week forecast of how much cash is in the banking system, and which days land on thin ice.
Tail SeismographAn early tremor detector: are the worst overnight lending rates starting to detach from the normal ones.
EchoDoes today's path rhyme with the run up to a past stress episode.
Tide TablesWhat happened next, every previous time the board looked like it does today.
ResonanceIs the same calendar pressure making a bigger wave than before. Bigger wave, same push, means rising fragility.
UndertowIs the system slowly losing its ability to calm itself down after everyday bumps.
Swell ForecastThe odds of a funding stress spike on each of the next 42 business days.
Hydrophone ArrayHow tightly connected the plumbing is right now, and which pipe moves first.
Global BasinAre the world's funding systems moving as one tide.
The Estuary / PassageAre FX settlement and physical-market cash demands running ahead of the funding stress already priced, and did that historical route survive an untouched holdout sample.
Oil × FundingHow a barrel's price, time in transit, hedge and financing rate become cash demand, and how the money-market rate runs backward into the oil curve.
Stablecoin MooringsThe crypto dollar's tie line to the US Treasury bill market, and the 24/7 canary when normal markets are closed.
ML LabA learned probability of a stress event, kept honest by being scored against a dumb baseline and told when it loses.
Station-KeepingWatches for moves in the system's cash that the normal seasonal model cannot explain, and flags them early.
RiptideWhen a spike happens, is it just harmless calendar noise or the start of a real squeeze.
BreakwaterHow close the Fed is to stepping in, read from its own track record of when it acted before.
BathymetryMaps the shape of the basin floor from the water's motion. The full physics read, for the deep dive.
MicroseismFaint pre quake tremors clustering ahead of stress.
ThermohalineThe deep, slow current of dollars held offshore, over 14 trillion of it.
Far BasinA policy fear signal from public censorship data, kept quarantined and out of the main reading until it earns a place.

Why you can trust it

A few finance words, in plain English

Funding / the plumbingThe day to day market where banks and funds borrow cash overnight against safe collateral. When it seizes, everything else does.
RepoA loan of cash overnight secured by a Treasury bond. The core pipe.
SOFRThe main interest rate on those overnight loans. When it spikes above where the Fed wants it, cash is getting scarce.
ReservesThe cash banks keep at the Fed. The buffer for the whole system.
TGAThe government's checking account at the Fed. When it fills up, it pulls cash out of the banking system.
Basis tradeA heavily leveraged bet linking the cash and futures Treasury markets. Large and fragile, so Seiche watches it.
Basis point (bp)One hundredth of one percent. Small moves here matter.
Questions or something unclear? Write to [email protected]. The live board is at seiche.info, and the code is open at github.com/beepboop2025/seiche.
Not investment advice.