Macro Regime Tracker: 3-7-2025 - ES Strategy Update
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:
As consensus and market expectations are pricing a marginal probability of a recession, short-term news releases will shock this positioning and cause repricings. This is what we have begun to see.
*POWELL: WILL BE LOOKING AT IDEA OF MODERATE INFLATION OVERSHOOT
Fed’s Powell Says Still No Need to Hurry to Consider Rate Moves
*TRUMP: RECIPROCAL TARIFFS ON CANADA MAY BE AS EARLY AS TODAY
*TRUMP: WE'LL HAVE MORE MANUFACTURING JOBS INSTEAD OF GOVT JOBS
*TRUMP TOUTS MANUFACTURING TURNAROUND
*PUTIN SAID TO BE READY TO AGREE UKRAINE TRUCE WITH CONDITIONS
*US FEB. UNEMPLOYMENT RATE 4.1%; EST. 4.0%
*US FEB. AVERAGE HOURLY EARNINGS RISE 0.3% M/M; EST. +0.3%
*US FEB. NONFARM PAYROLLS RISE 151,000 M/M; EST. +160K
*BESSENT: WE COULD SEE INHERITED ECONOMY STARTING TO ROLL A BIT
*EURO-AREA ECONOMY GREW 1.2% IN 4Q Y/Y; EST 0.9%
*EURO-ZONE 4Q COMPENSATION PER EMPLOYEE ROSE 4.1% Y/Y
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). I will be publishing the comprehensive macro report this weekend further explaining the macro regime.
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