REGIMEBEARISH · 36·HY OAS3.21%·HY Z-SCORE+1.89·REAL YIELD 10Y2.06%·CURVE 2S10S+0.49pp·BREAKEVEN 10Y2.31%·V-RATIO1.010·RSP/SPYFADING·INIT CLAIMS225k·IG OAS0.88%·REGIMEBEARISH · 36·HY OAS3.21%·HY Z-SCORE+1.89·REAL YIELD 10Y2.06%·CURVE 2S10S+0.49pp·BREAKEVEN 10Y2.31%·V-RATIO1.010·RSP/SPYFADING·INIT CLAIMS225k·IG OAS0.88%·

LIVE · REGIME: BEARISH 36

Macro Engine

The macro regime engine.
Quantitative data in one place.

Six-pillar macro scoring built on live FRED data. Credit spreads, real yields, regime transitions, asset signals, and portfolio weights — all in one systematic engine.

Open Dashboard Get weekly reads

Pillars

FRED

Data source

Daily

Updates

Free

Dashboard

▼ 9 pts · deteriorating

Growth Momentum28

Inflation & Price62

Monetary Policy31

Market Internals22

Fiscal & External45

Sentiment58

THE DASHBOARD

Six pillars. Six pages.
One systematic view of macro.

Each page maps to a pillar of the regime engine — growth, rates, credit, inflation, and the signals they produce. Start with the Command Center for the full picture, then drill into what matters.

⬡

Command Center

Live regime score, six-pillar breakdown, KPIs, and context charts. Your morning brief — open this first.

START HERE

📊

Growth & Labor

Initial claims, continuing claims, RSP/SPY breadth, copper/gold ratio. The fastest real-economy signals — Pillar 1.

PILLAR 1 · 25%

📈

Rates & Policy

Real yields, true 5y5y forwards, yield curve, net liquidity, dollar. What the Fed is doing and what rates tell us — Pillar 3.

PILLAR 3 · 20%

💳

Credit & Volatility

HY OAS, IG OAS, VIX term structure, V-Ratio, breadth. Credit leads equities by 4-8 weeks — Pillar 4.

PILLAR 4 · 20%

🔥

Inflation

CPI, breakevens, 5y5y inflation forwards, real fed funds rate, oil, copper. Is inflation in the goldilocks zone? — Pillar 2.

PILLAR 2 · 15%

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Asset Signals

Macro-conditional alignment scores for SPY, QQQ, GLD, BTC, TLT, HYG, and more. Sorted by confluence — the output layer.

PORTFOLIO OUTPUT

THE METHODOLOGY

How the engine works

A fully systematic pipeline from raw macro data to actionable portfolio weights. No discretion. No bias.

01

Live FRED Data

Real-time macro data from the Federal Reserve — credit spreads, real yields, yield curve, inflation, dollar, Fed balance sheet, and labor market.

02

Six-Pillar Scoring

Each data point is z-scored against its own history and weighted across six macro pillars. Dynamic weight shifting in stress regimes.

03

Regime Classification

A continuous 0–100 score maps to five regime states: Risk Off, Bearish, Neutral, Bullish, Risk On. Each has distinct return distributions.

04

Asset & Portfolio Signals

Regime + macro signals combine into directional views per asset. Black-Litterman construction turns views into optimal weights.