13 macro models.
One unified view.

Classifies the macro environment into four quadrants — Goldilocks, Overheating, Stagflation, or Cooling — using growth and inflation data.

Measures the momentum spread between risk assets (BTC, QQQ, Copper) and defensive assets (Gold, DXY, TLT) to determine risk-on vs. risk-off conditions.

Tracks central bank balance sheets, private credit, and shadow banking flows to build a global liquidity impulse signal based on the CrossBorder Capital methodology.

Monitors breakeven rates, real yields, and CPI surprises to gauge where we sit in the inflation cycle and how it affects risk assets.

Analyzes Treasury yield curve shape, slope momentum, curvature, and bear/bull regime classification to identify shifts in monetary conditions.

Tracks US credit creation and transmission efficiency — how much financial market flow occurs per unit of bank credit growth.

Monitors Treasury market liquidity stress across funding spreads, volatility, credit stress, microstructure, and Fed plumbing indicators.

Detects crowding, euphoria, and capitulation using consumer sentiment, CBOE SKEW, implied-realized vol spread, margin debt, and financial stress.

Detects when cross-asset hedging relationships break down — for example, when stocks and bonds fall together instead of offsetting each other.

Captures second-order volatility risk through the VIX term slope, vol-of-vol (VVIX), contango vs. backwardation, and VIX mean-reversion signals.

Compares upcoming Treasury maturities and coupon flows against the available funding pool (Fed reserves + RRP) to measure rollover stress.

Combines all macro models into a single composite risk score from -1 (full risk-off) to +1 (full risk-on). The foundation of the portfolio signal.

The execution layer. Uses the aggregate risk signal to determine the current regime, then allocates to the top assets by risk-adjusted momentum.