Macro Regime Tracker: 2-24-2025
Daily Systematic Strategies & Models
Macro Regime Tracker (Daily Systematic Strategies & Models)
The Macro Regime Tracker offers a daily lens on how shifts in growth, inflation, and liquidity affect short-term risk and reward. Leveraging machine learning and cross-asset data, it identifies macro changes and their impact on market positioning.
Launch video for the Macro Regime Tracker is here: Link
Macro Regime Tracker Index:
Macro Regime Context
Macro Tear Sheets: Equities, Fixed Income, FX, Crypto, and Commodities
Macro Regime Dashboard: Excel spreadsheet for economic data and interest rates
Growth and Inflation Regime Tracker
Fixed Income and Credit Model
Equity Sector Model
Machine Learning Strategies and Models
Macro Regime Context:
Since Trump won the election in November of 2024, equity markets have been range-bound as the Fed has paused. Significant underlying rotations are taking place as the market is grinding in a range which means watching underlying equity sectors through positioning shocks carries outsized significance.
US Equities closed negative on the day with tech as the worst-performing sector. Part of this is due to the weaker response to earnings prints in the technology sector.
“*TRUMP: TARIFFS ON CANADA, MEXICO WILL GO FORWARD” - Tariff headlines continue to create marginal volatility in the FX market as bonds catch a marginal bid.
“*FED'S GOOLSBEE STILL SUPPORTS WAIT-AND-SEE ON TRUMP POLICIES”: Bull flattening continues to take place into Fed comments.
Alibaba’s U.S.-traded ADRs sank 10% on Monday, while the Nasdaq Golden Dragon index slid 5%—its worst drop since October. Although the White House partially walked back Trump’s tariff threats, Asian markets must still reprice trade-war risk. With the Bank of Korea expected to cut rates, investors should prepare for deeper volatility in the Asia session.
Macro Tear Sheets: Equities, Fixed Income, FX, Crypto, and Commodities
Macro Tear Sheets:
Macro Regime Dashboard: Excel spreadsheet for economic data and interest rates
Growth and Inflation Regime Tracker:
The Macro Regime Model first provides a real-time view of growth and inflation dynamics, then directly connects these insights to upcoming catalysts and the statistical measures that gauge their impact on asset prices.
(7-day free trials are available so you can review everything with zero downside: LINK)
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