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Macro Regime Tracker: Central Baaanker
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Macro Regime Tracker (Daily Systematic Strategies & Models)

Macro Regime Tracker: Central Baaanker

Macro regime and risk assets qualified clearly

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Capital Flows
May 18, 2025
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Macro Regime Tracker: Central Baaanker
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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 all of the most recent macro view here:

Alpha Reports

Alpha Report: False Narratives About "Don't Fight The Fed"

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May 18
Alpha Report: False Narratives About "Don't Fight The Fed"

Central Banks:

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Main Developments In Macro

*St. Louis Fed’s GDP Model Sees Q2 2025 US Growth at 2.3%

*RUSSIA APRIL CONSUMER PRICES RISE 10.23% Y/Y; EST. +10.30%

*FED AIMS TO LOWER HEADCOUNT AT BOARD, REGIONAL RESERVE BANKS

*US AND EU BREAK IMPASSE TO ENABLE TARIFF TALKS: FT

*CHINA EMBASSY: US INTERFERING IN ARGENTINA-CHINA RELATIONSHIP

*WHITE HOUSE WILL HAVE TALKS THIS WEEKEND ON TAX BILL: LEAVITT


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

Tearsheet Crypto 20250516
4.84MB ∙ PDF file
Download
Download
Tearsheet Fi 202505016
15.2MB ∙ PDF file
Download
Download
Tearsheet Fx 202505016
17.3MB ∙ PDF file
Download
Download
Tearsheet Eq 20250516
18.8MB ∙ PDF file
Download
Download
Tearsheet Comd 20250516
34.6MB ∙ PDF file
Download
Download


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

Fred Analysis Dashboard V2025 V4
9.05MB ∙ XLSX file
Download
Download


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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