Macro Regime Tracker: Crude and FOMC
Macro regime and risk assets qualified clearly
Macro Regime Tracker:
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:
We are moving into FOMC tomorrow, and the put skew in crude is unwinding with a significant degree of momentum. Buying the gap down in crude on Sunday is turning out to be an exceptional trade: (message was sent out to paid subscribers)
Main Developments In Macro
*BESSENT: US WILL NEVER DEFAULT
*TRUMP: ANNOUNCEMENT TO BE MADE THURSDAY, FRIDAY, OR MONDAY
*TRUMP: REGARDLESS OF EVERYTHING, WE'LL BE FRIENDS W/ CANADA
*TRUMP: NO TENSION WITH CANADA, HAD GREAT MEETING WITH CARNEY
*TRUMP: CANADA, MEXICO JUST NEED TO PAY A LITTLE MORE MONEY
*TRUMP: EVERY COUNTRY WANTS TO MAKE A DEAL
*TRUMP REITATES 'BIG ANNOUNCEMENT' COMING IN NEXT FEW DAYS
*BESSENT, GREER TO MEET WITH CHINA TO LAUNCH TRADE TALKS
*CHINA'S HE LIFENG TO MEET WITH US'S BESSENT
*CHINA VICE PREMIER HE LIFENG TO MEET WITH BESSENT: CHINA MOFA
*CHINA SAYS ANY TALKS HAVE TO BE EQUAL, BENEFIT EACH OTHER
*CHINA SAYS WON'T SACRIFICE ITS PRINCIPLES TO SEEK AGREEMENT
*BESSENT: WE WILL MEET ON SATURDAY AND SUNDAY WITH CHINESE
*BESSENT: WE DON'T WANT A DECOUPLING WITH CHINA
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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