Macro Regime Tracker: 2-25-2025
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’s victory in November 2024, equity markets have been range-bound as the Fed maintains its pause. Beneath this sideways grind, significant sector rotations continue—underscoring the importance of closely monitoring positioning shocks in key industries.
US Equities finished lower, with technology posting the steepest losses.
Growth-Scare Narrative Intensifies: equities extended losses while Treasuries rallied, and February’s weaker-than-expected consumer confidence reading added another data point suggesting policy uncertainty is dragging on economic sentiment.
Treasury Rally: A strong five-year auction provided additional support for bonds, bolstered by comments from Treasury Secretary Bessent indicating the administration’s desire to drive yields and the dollar lower.
Rising Rate-Cut Expectations: Mounting nervousness around the health of the U.S. economy continues to fuel Fed rate-cut bets.
Fed Policy Outlook:
BARKIN: FED POLICY MAY NEED TO 'LEAN AGAINST' HEADWINDS
New Trump Headlines:
TRUMP LAUNCHES COMMERCE PROBE THAT COULD LEAD TO COPPER TARIFFS
TRUMP: US COMPANY INVESTMENTS TO ONLY GO WHERE US TREATED WELL
Against this backdrop, cautious trading is likely to persist as markets grapple with policy uncertainty, mixed corporate earnings (NVIDIA tomorrow), and ongoing trade tensions.
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:
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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