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Macro Regime Tracker: No recession
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Macro Regime Tracker (Daily Systematic Strategies & Models)

Macro Regime Tracker: No recession

Macro regime and risk assets qualified clearly

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Capital Flows
May 15, 2025
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Macro Regime Tracker: No recession
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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:

Here is the market wrap video I recorded at the close:

Today is the last day to lock in the lower price on the Substack:

Capital Flows Discount For Early Adopters - 31% Off For The Next 10 Days

Capital Flows
·
May 7
Capital Flows Discount For Early Adopters - 31% Off For The Next 10 Days

1. The Road Already Travelled

Read full story

The report contextualizing all the views is here:

Alpha Reports

Alpha Report: The Credit Cycle, Bond Market Crash, and Final Capitulation

Capital Flows
·
May 14
Alpha Report: The Credit Cycle, Bond Market Crash, and Final Capitulation

Volatility Is Coming:

Read full story

Main Developments In Macro

*DIMON: `I WOULD EXPECT CONTINUED VOLATILITY'
*POWELL DOESN’T COMMENT ON NEAR-TERM ECONOMIC OUTLOOK, RATE PATH
*POWELL: ANCHORED INFLATION EXPECTATIONS CRITICAL TO ALL WE DO
*TRUMP’S RUSH FOR AI DEALS IN GULF OPENS RIFT WITH CHINA HAWKS
*TRUMP TARGETS BILLIONS IN ENERGY GRANTS FOR NEW ROUND OF AUDITS
*US WANTS TO TALK AGRICULTURE, ECONOMIC SECURITY WITH EU: WSJ
*BARR: SMALL BUSINESSES MORE VULNERABLE TO SUPPLY-CHAIN SHOCKS
*BARR: UNEMPLOYMENT LOW AND STABLE, INF. CONTINUING DOWN TO 2%


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

Tearsheet Crypto 20250515
4.84MB ∙ PDF file
Download
Download
Tearsheet Fx 202505015
17.3MB ∙ PDF file
Download
Download
Tearsheet Fi 202505015
14.9MB ∙ PDF file
Download
Download
Tearsheet Eq 20250515
18.8MB ∙ PDF file
Download
Download
Tearsheet Comd 20250515
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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