A method (and non-transitory, computer readable medium comprising computer- readable code) for predicting a financial crisis event (and/or geopolitical risk), positive or negative, comprising receiving from a user a date range and a geographical scope of interest, aggregating prediction data from the date range and geographical scope from one or more of the asset classes currency, bond, commodity, and stock, automatically determining changes over time 'within the date range of one or more statistical analysis values of the aggregated prediction data selected from mean, median, mode, difference of means, standard deviation, variance, tolerance levels, skewness, kurtosis, inflection points and Bayesian analysis, and automatically reporting to the user a change outside of predetermined expected parameters.
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