Macro Regime Tracker: Blood in the streets
Macro regime and risk assets qualified clearly
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, AI, and cross-asset data, it identifies macro changes and their impact on market positioning.
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, Inflation, Fixed Income, Credit, and Equities Regime Tracker
AI and Machine Learning Strategies - Macro Regime and Positioning Premiums Strategies: S&P 500, 2-Year Interest Rates, Gold, and Bitcoin
Macro Regime Context:
I have laid out the full macro context for WHERE we are in this report:
I just published another alpha report as well, updating things into retail sales numbers here:
And I recorded a podcast with
today:Main Developments In Macro
*TRUMP: I'M A BELIEVER IN AI
*TRUMP: WE'RE LEADING CHINA IN CRYPTO
*TRUMP: I'M ALWAYS CONSIDERING SECONDARY SANCTIONS
*BESSENT ISSUES A STATEMENT WELCOMING HOUSE MOVE ON TAX BILL
*JEFFERSON: FED POLICY WELL POSITIONED TO RESPOND IN TIMELY WAY
*JEFFERSON: RECENT INF. DATA CONSISTENT WITH PROGRESS TOWARD 2%
*JEFFERSON: UNCERTAIN WHETHER INF. PRESSURES WOULD BE TEMPORARY
*JEFFERSON: LOWERED 2025 GROWTH FORECAST BUT STILL SEE EXPANSION
*CHINA SUSPENDS EXPORTS CONTROLS OVER 28 US ENTITIES
*TRUMP ANNOUNCES $1.2T ECONOMIC COMMITMENT IN QATAR
*DEALS INCLUDE BOEING JETS, GE AEROSPACE ENGINES: WHITE HOUSE
*QATAR PLANS TO INVEST IN US OVER NEXT FIVE YEARS: WHITE HOUSE
*CORRECT: TRUMP IN PACT WITH QATAR FOR $1.2T `ECONOMIC EXCHANGE'
*US NOT SEEKING TO WEAKEN DOLLAR AS PART OF TRADE DEALS: SOURCE
*US SANCTIONS ENTITIES OVER IRAN'S BALLISTIC MISSILE PROGRAM
*HAROLD HAMM SAYS HE EXPECTS OIL PRICES TO BE 'LOWER FOR LONGER'
*TRUMP: BESSENT UNDERSTANDS THE MARKET
*FED'S DALY SAYS MONETARY POLICY WELL POSITIONED TO RESPOND
*DALY: GROWTH AND LABOR MARKET ARE SOLID, INFLATION DECLINING
Macro Tear Sheets: Equities, Fixed Income, FX, Crypto, and Commodities
Macro Regime Dashboard: Excel spreadsheet for economic data and interest rates
Growth, Inflation, Fixed Income, Credit, and Equities Regime Tracker
The Macro Regime Model offers a real-time view of growth, inflation, and yield curve dynamics, integrating these with credit market shifts, equity risk premiums, and positioning data. It connects upcoming catalysts to statistical drivers of asset prices, creating a unified framework that quantifies skew and clarifies risk-reward across asset classes.
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