Macro Regime Tracker: 3-5-2025
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:
The S&P 500 closed up 1.1%, while the tech-heavy Nasdaq 100 climbed 1.4%, hoping that trade-related disruptions might ease in the near term.
Broader market dynamics remain anchored in a macro regime where short-term data releases and headline-driven events such as Trump’s tweets and Lutnick’s tariff remarks can produce sudden intraday shocks.
*US WEIGHS ONE-MONTH DELAY OF CANADA, MEXICO TARIFFS ON AUTOS
*LUTNICK: TRUMP CANADA, MEXICO DECISION EXPECTED THIS AFTERNOON
*LUTNICK: SOME RECIPROCAL TARIFFS WILL COME ON RIGHT AWAY
While these developments can move the market on a day-to-day basis, the structural constraints of the economic environment reassert themselves over multi-day and weekly horizons. Against this backdrop, investors are now watching a slate of upcoming economic reports and central-bank commentary for longer-term direction, even as near-term volatility persists.
We have to digest ECB tomorrow (6th), NFP later this week (7th) and the BoC (12th) next week.. shortly followed by FOMC (19th), BoJ(19th), BoE(20th) and the SNB(20th).
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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