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Macro Regime Tracker: Week Ahead
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Macro Regime Tracker (Daily Systematic Strategies & Models)

Macro Regime Tracker: Week Ahead

Macro regime and risk assets qualified clearly Capital Flows

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Capital Flows
May 27, 2025
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Macro Regime Tracker: Week Ahead
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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 week ahead notes here:

Alpha Reports

Week Ahead: Equity/Bond Levels

Capital Flows
·
May 26
Week Ahead: Equity/Bond Levels

I just wanted to send out a quick note regarding levels in equities and bonds as we move into the GDP and PCE print this week.

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Main Developments In Macro

*TRUMP: I AGREED TO EXTEND EU 50% TARIFF DEADLINE TO JULY 9

*KASHKARI ON IF FED WILL MOVE BY SEPT.: ANYTHING IS POSSIBLE

*KASHKARI: WE'RE REALLY IN WAIT-AND-SEE-MODE


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

Tearsheet Crypto 20250526
4.81MB ∙ PDF file
Download
Download
Tearsheet Fi 20250526
15.3MB ∙ PDF file
Download
Download
Tearsheet Fx 20250526
17.5MB ∙ PDF file
Download
Download
Tearsheet Eq 20250526
18.8MB ∙ PDF file
Download
Download
Tearsheet Comd 20250526
34.3MB ∙ 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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