Macro Regime Tracker: 3-1-2025
Macro regime and risk assets qualified clearly
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.
The 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:
In the past week, equity markets started to bleed but made a comeback on Friday (ES futures). Sector rotations and short-term breadth continue to highlight the importance of monitoring derivatives (options, fx forwards, and other OTC products)
Stagflation Fears on the Rise: Recent data reveals a troubling mix of slowing economic growth and stubbornly high inflation, sparking concern among analysts.
Consumer Spending Dips Maginally: Americans tightened their wallets in January, marking the steepest monthly decline in nearly four years and creating questions about the broader economy.
Tariff Turbulence: Businesses large and small warn that higher import taxes are driving up costs, with industries from autos to food feeling the pinch.
Fed’s Dilemma: The central bank must balance reining in inflation against supporting the labor market—an especially tough challenge if growth continues to weaken.
More….
The latest charts and proprietary models suggest we’re entering a new regime, and the grip on U.S. economic “exceptionalism” is loosening. Next week’s data will bring labor into the mix, where recent growth figures, equity rotations, and flashing technical warnings underscore a volatile outlook. March is shaping up to be a wild ride!
Most recent trade write up is here:
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)
Keep reading with a 7-day free trial
Subscribe to Capital Flows to keep reading this post and get 7 days of free access to the full post archives.