REMINDER: 24 hours Until Preparing For The Storm: Livestream Playbook
The allocation playbook for the biggest risk in macro
Preparing For The Storm: Livestream Playbook - In 24 Hours
Over the last week, I have shared the Macro Report explaining the liquidity risks in US markets from cross-border flows and a connected video breakdown. Together, they outlined the structural risks building under the surface: risk of foreigners selling US equities, why the Fed can’t stop it, and the very real possibility of a bear market in equities. (linked below)
If you took those seriously, the logical next question is not “What happens?” but “What do I do with my portfolio if any of this happens?”
Playbook For The Coming Storm:
We are now shifting from prediction to preparation. Rather than betting the farm on a single macro view, the goal is to build a playbook that lets you navigate this entire window of risk with intention: how to size and sequence allocation changes, how to build redundancy into your system (across assets, liquidity, and income streams), and how to operate from a risk‑first, probabilistic mindset instead of a deterministic one.
To go deeper and make this as practical as possible, I’m hosting a live, closed‑door webinar for Capital Flows Community Members on Tuesday at 11:00am EST.
In that session, I’ll walk through the full implementation playbook:
How I’m thinking about allocation decisions through this period (what can break, in what order, and what that implies for sizing and timing).
How to map “path dependency” into a simple decision tree, so you’re not guessing in real time.
How to build redundancy and risk buffers into your structure without blowing up long‑term return potential.
How to install a risk management framework and mindset you can reuse, rather than a one‑off “macro trade.”
Bonus: The Interest Rate & FX Strategy Guide
To make this report and the webinar more actionable, I’ve also pulled together a compact starter pack so you can quickly build intuition around rate cycles, curves, and FX differentials. I will cover:
The core interest rate cycle frameworks I use to read curves, term premia, and policy cycles full system.
One-page primers on yield curves, policy paths, and how front-end vs back-end moves actually transmit into asset prices.
Historical case studies of past tightening/easing cycles and what actually worked across major asset classes.
A simple FX mapping template to line up rate, inflation, and policy differentials across currencies so you can see relative pressure clearly.
Example scenarios showing how shifts in rate differentials have played out in key FX pairs, and how to think about them as both risk and hedge inside your broader portfolio.
Livestream Details: Starts in 24 hours!
This is a really good moment to step inside the Capital Flows community: become a paid member for a month, get the live webinar plus everything behind the paywall, and if it doesn’t feel like a clear upgrade in clarity and conviction, just cancel after the month and keep what you learned.
The closed‑door webinar for Capital Flows Community Members will be on Tuesday at 11:00 am EST. Link is here:
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