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Macro Regime Tracker: 2-27-2025
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Macro Regime Tracker (Daily Systematic Strategies & Models)

Macro Regime Tracker: 2-27-2025

Macro regime and risk assets qualified clearly

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Capital Flows
Feb 27, 2025
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Macro Regime Tracker: 2-27-2025
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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:

While Trump’s victory in November 2024 seems like forever ago, equity markets are starting to bleed, now at 6 consecutive down days (ES futures). Sector rotations continue underscoring the importance of closely monitoring positioning shocks in industries and in related derivatives (options, fx forwards etc..)

Equities

  • Range-Bound but Volatile: The S&P 500 erased YTD gains and the Nasdaq 100 hit November lows. Defensive sectors led declines; tech fared better early on, but Nvidia plunged over 8% post-earnings.

  • CTA Flows: Rapid selling into the close suggests commodity trading advisors drove the final leg down, with megacaps leading losses.

Tariff Uncertainty

  • Canada & Mexico: Tariffs will proceed on March 4, threatening downside for the Canadian dollar and Mexican peso if fully enacted.

  • EU Autos: Trump maintained a possible 25% tariff, keeping trade tensions high.

Copper Probe

  • The Commerce Department’s copper investigation could lead to new tariffs. Existing supply disruptions in Chile are already boosting prices.

Fed & Rates

  • Mixed Signals: Economic worries and a strong Treasury auction fuel rate-cut bets, but Fed officials (Barkin, Schmid, Hammack, Harker) remain cautious. Chicago Fed’s Goolsbee says the Fed can “adapt” if conditions change.

  • Sticky Inflation: Policymakers warn supply-driven price pressures aren’t fully resolved.

Tomorrow

  • Consumer Data & PCE Inflation on Friday will be crucial. Any sign of weakening consumer activity could compound existing market jitters.

  • Additionally we have the month end option expires to navigate.


Macro Tear Sheets: Equities, Fixed Income, FX, Crypto, and Commodities

Tearsheet Fi 20250228
15.9MB ∙ PDF file
Download
Download
Tearsheet Fx 20250228
17.7MB ∙ PDF file
Download
Download
Tearsheet Eq 20250228
19MB ∙ PDF file
Download
Download
Tearsheet Comd 20250228
37.6MB ∙ PDF file
Download
Download
Tearsheet Crypto 20250228
4.78MB ∙ PDF file
Download
Download


Macro Regime Dashboard: Excel spreadsheet for economic data and interest rates

Fred Analysis Dashboard V2025d
8.32MB ∙ XLSX file
Download
Download


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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