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 Black-Litterman portfolio weights — all in one systematic engine.
Every signal that moves markets,
scored and explained.
No narratives. No noise. Just the quantitative macro signals that institutional traders have used for decades — now in one dashboard.
Regime Score
A continuous 0–100 score built from six macro pillars — growth, inflation, monetary policy, market internals, fiscal, and sentiment. Updated daily from live FRED data.
CORE ENGINECredit Spreads
HY OAS and IG OAS tracked in real-time with z-scores and percentile ranks. Credit leads equity drawdowns by 4–8 weeks — the most reliable macro warning signal.
LEADING INDICATORAsset Signals
Macro-conditional directional signals for SPY, QQQ, GLD, BTC, TLT, HYG, and more. Each signal scores alignment between the current regime and the asset's macro drivers.
ASSET MONITORPortfolio Weights
Black-Litterman portfolio construction using causal Noisy-OR probabilities as views. Bayesian blending of market equilibrium with live macro signals.
CGM PIPELINERegime Transitions
Markov probability matrices tracking the likelihood of regime changes. Alerts when the score crosses boundaries that historically precede major market moves.
TRANSITION WATCHLabour Market
Initial claims, continuing claims, and a composite labour stress gauge. The fastest real-economy signal available — updates weekly before any other macro data.
GROWTH PILLARHow the engine works
A fully systematic pipeline from raw macro data to actionable portfolio weights. No discretion. No bias. Validated against NBER recession dates.
Live FRED Data
Real-time macro data pulled directly from the Federal Reserve — credit spreads, real yields, yield curve, inflation, dollar, Fed balance sheet, and labour market.
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. Goldilocks inflation scoring. Divergence penalties when signals contradict.
Regime Classification
A continuous 0–100 score maps to five regime states: Risk Off, Bearish, Neutral, Bullish, Risk On. Each regime has distinct historical return distributions across assets.
Asset & Portfolio Signals
Regime + macro signals combine into directional views per asset. Black-Litterman portfolio construction turns those views into optimal weights with Bayesian certainty weighting.
Get the weekly macro read
Every week: what the regime engine is seeing, which signals changed, and what it means for your portfolio. Data-backed. No fluff.
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