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Macro Regime Tracker (Daily Systematic Strategies & Models)

Macro Regime Tracker: Crypto Flows

Macro regime and risk assets qualified clear

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Capital Flows
Sep 10, 2025
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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:

I laid out the big bet I am taking here, and I will be sending a video to paid subscribers explaining it further:

The Big Macro/Crypto Bet I am taking

The Big Macro/Crypto Bet I am taking

Capital Flows
·
Sep 9
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I would encourage everyone to review the macro notes I put here on Bitcoin and Microstrategy. These contextualize WHERE we are likely to go:

Macro Liquidity and Positioning In Bitcoin/MSTR

Macro Liquidity and Positioning In Bitcoin/MSTR

Capital Flows
·
Sep 8
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As always, all the models are updated below. Thanks


Main Developments In Macro

US Macro & Policy

  • US 2025 PRELIM. BENCHMARK PAYROLLS REVISION SUBTRACTS 911K

  • BLOOMBERG DOLLAR SPOT INDEX EXTENDS DROP AFTER PAYROLL REVISION

  • DIMON SAYS BLS REVISIONS CONFIRM THE US ECONOMY IS WEAKENING

  • VICE PRESIDENT VANCE COMMENTS ON X ABOUT BLS REVISION

  • VANCE: CHANGE WAS NECESSARY TO RESTORE CONFIDENCE AT BLS

  • LEAVITT: WE NEED TRUTHFUL, HONEST DATA FROM BLS

  • BESSENT: ANTONI 'GREAT PERSON TO DO' FIX OF BLS DATA

  • BESSENT: FED MUST REGAIN INDEPENDENCE, STOP SERVING THE WEALTHY

  • BESSENT: FED AMONG THE FOREMOST DRIVERS OF INEQUALITY IN US

  • BESSENT: FED CHOKING OFF GROWTH WITH HIGH INTEREST RATES

  • BESSENT: CLEARLY THERE IS CAUSE HERE, WITH FED'S LISA COOK

  • BESSENT: LISA COOK HASN'T SAID SHE DIDN'T DO MORTGAGE FRAUD

  • BESSENT: DO THINK MIRAN CAN GET TO FED BEFORE SEPT 17 RATE CALL

  • TREASURY SECRETARY BESSENT COMMENTS IN POST ON X

  • PICK: FED INDEPENDENCE TO SET MONETARY POLICY IS `SACROSANCT'

  • US AUG. BUDGET DEFICIT $360B: CBO ESTIMATE


Trade & Tariffs

  • TRUMP SEEKS TARIFFS FROM EU TO PUT PRESSURE ON RUSSIA: FT

  • TRUMP ASKS EU TO HIT CHINA, INDIA WITH 100% TARIFFS: FT

  • SUPREME COURT WILL REVIEW TRUMP TARIFFS ON FAST-TRACK SCHEDULE

  • ARGUMENTS ON TARIFFS WILL TAKE PLACE IN EARLY NOVEMBER

  • BESSENT: CONFIDENCE SUPREME COURT WILL BACK TRUMP TARIFFS

  • PNC CEO SAYS CUSTOMERS HAVE LARGELY FIGURED OUT TARIFF PLAYBOOK

  • CHILE CENBANK: HARD TO EVALUATE MEDIUM TERM EFFECT OF US TARIFS

  • BRAZIL IN GOOD POSITION TO WITHSTAND US TARIFF IMPACT: SHETTY


Geopolitics & US Involvement

  • ISRAEL NOTIFIED US AHEAD OF DOHA STRIKE: WHITE HOUSE OFFICIAL

  • TRUMP AFFIRMED SOLIDARITY WITH QATAR

  • TRUMP CALLED ON EMIR TO CONTINUE MEDIATION EFFORTS

  • TRUMP SEES QATAR AS ALLY

  • TRUMP FEELS VERY BADLY ABOUT LOCATION OF ISRAEL ATTACK

  • TRUMP ORDERED WITKOFF TO PRE-INFORM QATARIS OF ATTACK

  • TRUMP HOPES 'UNFORTUNATE INCIDENT' CAN BRING PEACE

  • LEAVITT: ISRAEL ATTACK IN QATAR DOESN'T ADVANCE US, ISRAEL GOAL

  • ISRAEL ACCEPTED TRUMP’S PRINCIPLES FOR ENDING WAR: NETANYAHU

  • NETANYAHU: ACCEPTING TRUMP PROPOSAL COULD END WAR IMMEDIATELY


Macro Tear Sheets: Equities, Stock/Bond Correlation, Fixed Income, FX, Crypto, and Commodities

Tearsheet Stockbond 20250909
556KB ∙ PDF file
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Download
Tearsheet Crypto 20250909
4.87MB ∙ PDF file
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Tearsheet Fi 20250909
15.1MB ∙ PDF file
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Tearsheet Fx 20250909
17.8MB ∙ PDF file
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Tearsheet Eq 20250909
20.5MB ∙ PDF file
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Download
Tearsheet Comd 20250909
35.3MB ∙ PDF file
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Download


Macro Regime Dashboard: Excel spreadsheet for economic data, interest rates, and real estate.

Real Estate Spreadsheet V1
4.22MB ∙ XLSX file
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Fred Dashboard V2
8.34MB ∙ XLSX file
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Momentum and Mean Reversion Models: Equities, Commodities, Fixed Income, and Currencies

You can find the educational primer and video explanation of these models here: LINK

Cfr Model Output Fixed Income
3.03MB ∙ PDF file
Download
Download
Cfr Model Output Commodities
5.95MB ∙ PDF file
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Download
Cfr Model Output Equities
5.38MB ∙ PDF file
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Download
Cfr Model Output Currency
4.57MB ∙ PDF 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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