REGIME: LOADING 0
SPY—
GLD—
VIX—
DXY—
Macro Engine
Six-pillar regime scoring on live FRED data. Yields, credit, inflation, growth — one systematic engine.
Nominal
UST3M—
2Y—
5Y—
10Y—
30Y—
Real
TIPS5Y Real—
10Y Real—
Breakevens
BE 5Y—
BE 10Y—
Curve & Policy
FRED2s10s—pp
Fed Funds—
CPI YoY—
Credit & Volatility
SPREADSHY OAS
—bp
IG OAS
—bp
VIX◆
—
V-Ratio◆
—
HY Pct Rank◆
—
Macro Signals
LIVEReal Yield 10y◆
—
Curve 2s10s◆
—
Dollar◆
—
Init Claims◆
—
Breakeven 10y◆
—
Breadth◆
—
S&P 500
SPY—
Gold
GLD—
Dollar
DXY—
HOW THE DATA FLOWS
Raw inputs → Pillar scores → Regime → Signals
01 INGEST
Credit spreads, real yields, yield curve, inflation, dollar, labor market from FRED. Updated daily.
y10y2real10hy_oascpiclaimsdollar
→
02 SCORE
Each series z-scored against rolling history. Weighted into four pillars: Growth (25%), Inflation (15%), Rates (20%), Credit (20%).
GrowthInflationRatesCredit
→
03 CLASSIFY
Pillar scores combine into a 0–100 regime composite. Maps to: Risk Off, Bearish, Neutral, Bullish, Risk On.
Score: 0LOADING
→
04 OUTPUT
Regime + individual signals produce directional alignment per asset. Confluence scoring drives conviction.
SPYQQQGLDBTCTLTHYG
DRILL INTO EACH LAYER
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