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Macro Regime Tracker: Trading Talk and Macro Bets
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Macro Regime Tracker (Daily Systematic Strategies & Models)

Macro Regime Tracker: Trading Talk and Macro Bets

Macro regime and risk assets qualified clearly

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Capital Flows
May 08, 2025
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Capital Flows
Macro Regime Tracker: Trading Talk and Macro Bets
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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:

The most important announcement is that we are running a 31% off deal on the paid version of the Substack. This will be the lowest price that the paid tier will ever be at before we release additional models this year. You can find all the details here:

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

I recorded a podcast with

Skigod
today and it was a great conversation diving into how to think about building an investment thesis. I would encourage you to check it out and follow his work.

The videos he is making are really cool as well:

"Invest With Instinct" w/ SkiGod
The REAL "Risk On/Risk Off"
Listen now
a month ago · 1 like · 1 comment · Skigod

And the most recent macro bet has been published here:

Trade Write-Ups

Trade Write-Ups: Macro Bet

Capital Flows
·
May 8
Trade Write-Ups: Macro Bet

Please see the attached write-up:

Read full story

Main Developments In Macro

*BESSENT: NEGOTIATIONS WITH CHINA BEGIN ON SATURDAY

*BESSENT: CONDITIONS FOR STRONG DOLLAR IMPORTANT FOR CONFIDENCE

*BESSENT, ASKED IF PUTIN IS A WAR CRIMINAL, SAYS 'YES'

*TRUMP: CONFIDENT US ENVOY TO CHINA WILL DO EXCEPTIONAL JOB

*TRUMP TO US ENVOY TO CHINA: 'SAY HELLO' TO CHINESE PRESIDENT XI

*TRUMP: NOT LOOKING FOR SO MANY TARIFF EXEMPTIONS

*POWELL: NEAR-TERM INFLATION EXPECTATIONS HAVE MOVED UP

*POWELL: MOST LONGER-TERM MEASURES CONSISTENT WITH 2% GOAL

*POWELL: FOR TIME BEING, FED WELL POSITIONED TO WAIT FOR CLARITY

*TRUMP: CAN'T PREDICT WHETHER US-CHINA WILL GET ALONG

*TRUMP: BIG MEETING ON SATURDAY IN SWITZERLAND

*KEN GRIFFIN: FED'S DESCRIPTION OF ECONOMY EVOKES STAGFLATION

*KEN GRIFFIN SAYS HE SEES MODEST RISK OF STAGFLATION

*BOJ MEMBER: TO RAISE RATE IF ECONOMIC OUTLOOK IS REALIZED


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

Tearsheet Crypto 20250507
4.79MB ∙ PDF file
Download
Download
Tearsheet Fi 20250507
15.2MB ∙ PDF file
Download
Download
Tearsheet Eq 20250507
18.9MB ∙ PDF file
Download
Download
Tearsheet Fx 20250507
17.3MB ∙ PDF file
Download
Download
Tearsheet Comd 20250507
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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