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Macro Regime Tracker: The Set UP
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Macro Regime Tracker (Daily Systematic Strategies & Models)

Macro Regime Tracker: The Set UP

Macro regime and risk assets qualified clearly

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Capital Flows
May 11, 2025
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Macro Regime Tracker: The Set UP
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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:

See the context I laid out here for WHERE we are in the macro regime (I will be updating this with a report tomorrow for):

Trapped by Trade: Central Banks and the Impossible Trinity

Capital Flows
·
May 10
Trapped by Trade: Central Banks and the Impossible Trinity

Central Banks and Trade:

Read full story

Main Developments In Macro

*FED’S BARR SAYS TRUMP TARIFFS ’WITHOUT MODERN PRECEDENT’

*BARR: EXPECT TARIFFS TO LEAD TO HIGHER INFLATION, LOWER GROWTH

*BARR: TARIFFS COULD CREATE PERSISTENT UPWARD PRESSURE ON INFL.

*TRUMP: CHINA SHOULD OPEN UP ITS MARKET TO USA

*TRUMP: 80% TARIFF ON CHINA SEEMS RIGHT

*TRUMP: GOP SHOULD NOT INCREASE TAXES ON RICH, BUT OK IF THEY DO

*TRUMP: I’M OK IF REPUBLICANS INCREASE TAX FOR THE RICH

*NAVARRO: EU VERY HIGH ON THE PRIORITY LIST IN TRADE TALKS

*BOSTIC: 2025 ECONOMY TO BE LESS RESILIENT THAN EARLIER EXPECTED


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

Tearsheet Crypto 20250509
4.79MB ∙ PDF file
Download
Download
Tearsheet Fi 20250509
15MB ∙ PDF file
Download
Download
Tearsheet Eq 20250509
18.6MB ∙ PDF file
Download
Download
Tearsheet Fx 20250509
17.3MB ∙ PDF file
Download
Download
Tearsheet Comd 20250509
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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