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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

Market Pulse & Macro Dashboard

Last Update: Aug 29, 2026

Analyze market momentum data, monitor macroeconomic conditions, and review the latest trading logs output by the simulation engine.

📖 Research Primer: Understand how systematic risk management provides the defensive baseline required for long-term wealth preservation. Read the Foundational Research →
Understanding Volatility-Scaled Momentum (Z-Scores)
• Short-Term Momentum (1Q / 63-Day Z-Score): Measures 3-month return velocity divided by rolling volatility (Z = Return / Volatility). Scores above +1.0 indicate accelerating upside momentum; scores below -1.0 signal short-term pullbacks.
• Long-Term Secular Trend (1Y / 252-Day Z-Score): Measures 12-month structural trend strength. Positive values confirm broad secular bull trends, while negative values indicate structural bear trends.

Short-Term Momentum (1Q)

Timeframe:

1Q Momentum Pulse

Leaders: VTI (+8.2%), RSP (+8.1%), VOO (+8.0%) | Laggard: IAU (-10.2%)
Hydrating Performance Trajectory... Loading historical performance data

Long-Term Secular Trends (1Y)

Timeframe:

1Y Momentum Pulse

Leaders: IAU (+47.3%), VEA (+29.8%), IXUS (+28.5%) | Laggard: BNDX (+2.7%)
Hydrating Performance Trajectory... Loading historical performance data
How to Read the Momentum Rotation Orbit (RRG)
Maps short-term momentum velocity (X-axis) against long-term structural trend (Y-axis) across 4 phase space quadrants: ● Expansion (Uptrend), ● Softening (Pullback), ● Contraction (Downtrend), and ● Recovery (Breakout). Comet tails track asset trajectory shifts over time. Use Trail Focus above to isolate 14d/30d/60d/90d/180d/1-Year direction.

Global Asset Momentum Rotation Orbit (RRG)

Interactive trailing comet tail showing rotation through Z-score phase space. Defaults to 30-day trail focus.
Trail Focus: 30 Days
Hydrating Performance Trajectory... Loading historical performance data
Shared Indicator Legend (click to isolate, ⌘-click to multi-select):
■BND (Vanguard Total Bond Market Index Fund ETF)
■BNDX (Vanguard Total International Bond Index Fund ETF)
■IAU (iShares Gold Trust)
■IXUS (iShares Core MSCI Total International Stock ETF)
■PDBC (Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF)
■RSP (Invesco S&P 500 Equal Weight ETF)
■SCHP (Schwab U.S. TIPS ETF)
■VEA (Vanguard FTSE Developed Markets ETF)
■VOO (Vanguard 500 Index Fund ETF)
■VTI (Vanguard Total Stock Market Index Fund ETF)
■VWO (Vanguard Emerging Markets Stock Index Fund ETF)
■VXUS (Vanguard Total International Stock Index Fund ETF)

Volatility-Scaled Trend Taxonomy Matrix

Maps the secular trend orientation against short-term momentum velocity, standardized by rolling historical volatility. What is "Z" (Z-score)? It measures how strong a trend is relative to normal market noise. Calculated as Z = Return / Volatility. A Z of ≥ +1.0 means the trend is exceptionally strong (more than one standard deviation above historical average), while a Z of ≤ -1.0 indicates severe downside velocity. Z-scores between -1.0 and +1.0 represent normal rangebound consolidation.

Short-Term Pullback
(Zst ≤ -1.0)		 Short-Term Consolidation
(-1.0 < Zst < 1.0)		 Short-Term Breakout
(Zst ≥ 1.0)
Secular Uptrend
(Zlt ≥ 1.0) 		Uptrend Pullback
Secular trend remains bullish (Z-score >= 1.0) while short-term momentum experiences a healthy correction (Z-score <= -1.0).
Historically associated with long-term core preservation and systematic pullback evaluations.
 Uptrend Consolidation
Secular trend is bullish (Z-score >= 1.0) while short-term momentum consolidates in range (Z-score between -1.0 and 1.0).
Historically associated with neutral short-term momentum and baseline target retention.
 Strong Uptrend
Both short-term and secular volatility-scaled returns are in positive expansion (Z-score >= 1.0).
Historically associated with maximum trend exposure and baseline asset weight retention.
Secular Neutral
(-1.0 < Zlt < 1.0) 		Momentum Breakdown
Secular trend is neutral while short-term momentum decelerates into bearish contraction (Z-score <= -1.0).
Historically associated with risk management execution and capital defense triggers.
 Neutral / Consolidating
Both short-term and secular volatility-scaled returns remain flat in range (Z-score between -1.0 and 1.0).
Historically associated with neutral index weights and flat trend-following activity.
 Momentum Breakout
Secular trend is neutral while short-term momentum accelerates into bullish expansion (Z-score >= 1.0).
Historically associated with tactical momentum expansion and breakout participation.
Secular Downtrend
(Zlt ≤ -1.0) 		Strong Downtrend
Both short-term and secular volatility-scaled returns are in negative expansion (Z-score <= -1.0).
Historically associated with active asset exposure reduction and capital protection focus.
 Downtrend Consolidation
Secular trend is bearish (Z-score <= -1.0) while short-term momentum consolidates in range (Z-score between -1.0 and 1.0).
Historically associated with defensive asset preservation and restricted new entry sizing.
 Downtrend Reversal
Secular trend remains bearish (Z-score <= -1.0) while short-term momentum shows strong recovery velocity (Z-score >= 1.0).
Historically associated with cash safety preservation and defensive position sizing.
Understanding Volatility-Scaled Momentum (Z-Scores)
• Short-Term Momentum (1Q / 63-Day Z-Score): Measures 3-month return velocity divided by rolling volatility (Z = Return / Volatility). Scores above +1.0 indicate accelerating upside momentum; scores below -1.0 signal short-term pullbacks.
• Long-Term Secular Trend (1Y / 252-Day Z-Score): Measures 12-month structural trend strength. Positive values confirm broad secular bull trends, while negative values indicate structural bear trends.

Short-Term Sector Momentum (1Q)

Timeframe:

1Q Momentum Pulse

Leaders: XLK (+19.1%), IGV (+11.4%), XLF (+9.9%) | Laggard: XLC (-3.9%)
Hydrating Performance Trajectory... Loading historical performance data

Long-Term Sector Secular Trends (1Y)

Timeframe:

1Y Momentum Pulse

Leaders: XLK (+34.9%), XLE (+23.0%), XLI (+22.1%) | Laggard: IGV (-1.9%)
Hydrating Performance Trajectory... Loading historical performance data
How to Read the Momentum Rotation Orbit (RRG)
Maps short-term momentum velocity (X-axis) against long-term structural trend (Y-axis) across 4 phase space quadrants: ● Expansion (Uptrend), ● Softening (Pullback), ● Contraction (Downtrend), and ● Recovery (Breakout). Comet tails track asset trajectory shifts over time. Use Trail Focus above to isolate 14d/30d/60d/90d/180d/1-Year direction.

Sector Rotation Momentum Orbit (RRG)

Interactive trailing comet tail showing rotation through standard sector indices. Defaults to 30-day trail focus.
Trail Focus: 30 Days
Hydrating Performance Trajectory... Loading historical performance data
Shared Indicator Legend (click to isolate, ⌘-click to multi-select):
■IGV (iShares Expanded Tech-Software Sector ETF)
■XLB (The Materials Select Sector SPDR Fund)
■XLC (The Communication Services Select Sector SPDR Fund)
■XLE (The Energy Select Sector SPDR Fund)
■XLF (The Financial Select Sector SPDR Fund)
■XLI (The Industrial Select Sector SPDR Fund)
■XLK (The Technology Select Sector SPDR Fund)
■XLP (The Consumer Staples Select Sector SPDR Fund)
■XLRE (The Real Estate Select Sector SPDR Fund)
■XLU (The Utilities Select Sector SPDR Fund)
■XLV (The Health Care Select Sector SPDR Fund)
■XLY (The Consumer Discretionary Select Sector SPDR Fund)

Volatility-Scaled Trend Taxonomy Matrix

Maps the secular trend orientation against short-term momentum velocity, standardized by rolling historical volatility. What is "Z" (Z-score)? It measures how strong a trend is relative to normal market noise. Calculated as Z = Return / Volatility. A Z of ≥ +1.0 means the trend is exceptionally strong (more than one standard deviation above historical average), while a Z of ≤ -1.0 indicates severe downside velocity. Z-scores between -1.0 and +1.0 represent normal rangebound consolidation.

Short-Term Pullback
(Zst ≤ -1.0)		 Short-Term Consolidation
(-1.0 < Zst < 1.0)		 Short-Term Breakout
(Zst ≥ 1.0)
Secular Uptrend
(Zlt ≥ 1.0) 		Uptrend Pullback
Secular trend remains bullish (Z-score >= 1.0) while short-term momentum experiences a healthy correction (Z-score <= -1.0).
Historically associated with long-term core preservation and systematic pullback evaluations.
 Uptrend Consolidation
Secular trend is bullish (Z-score >= 1.0) while short-term momentum consolidates in range (Z-score between -1.0 and 1.0).
Historically associated with neutral short-term momentum and baseline target retention.
 Strong Uptrend
Both short-term and secular volatility-scaled returns are in positive expansion (Z-score >= 1.0).
Historically associated with maximum trend exposure and baseline asset weight retention.
Secular Neutral
(-1.0 < Zlt < 1.0) 		Momentum Breakdown
Secular trend is neutral while short-term momentum decelerates into bearish contraction (Z-score <= -1.0).
Historically associated with risk management execution and capital defense triggers.
 Neutral / Consolidating
Both short-term and secular volatility-scaled returns remain flat in range (Z-score between -1.0 and 1.0).
Historically associated with neutral index weights and flat trend-following activity.
 Momentum Breakout
Secular trend is neutral while short-term momentum accelerates into bullish expansion (Z-score >= 1.0).
Historically associated with tactical momentum expansion and breakout participation.
Secular Downtrend
(Zlt ≤ -1.0) 		Strong Downtrend
Both short-term and secular volatility-scaled returns are in negative expansion (Z-score <= -1.0).
Historically associated with active asset exposure reduction and capital protection focus.
 Downtrend Consolidation
Secular trend is bearish (Z-score <= -1.0) while short-term momentum consolidates in range (Z-score between -1.0 and 1.0).
Historically associated with defensive asset preservation and restricted new entry sizing.
 Downtrend Reversal
Secular trend remains bearish (Z-score <= -1.0) while short-term momentum shows strong recovery velocity (Z-score >= 1.0).
Historically associated with cash safety preservation and defensive position sizing.
Understanding Volatility-Scaled Momentum (Z-Scores)
• Short-Term Momentum (1Q / 63-Day Z-Score): Measures 3-month return velocity divided by rolling volatility (Z = Return / Volatility). Scores above +1.0 indicate accelerating upside momentum; scores below -1.0 signal short-term pullbacks.
• Long-Term Secular Trend (1Y / 252-Day Z-Score): Measures 12-month structural trend strength. Positive values confirm broad secular bull trends, while negative values indicate structural bear trends.

Short-Term Fixed Income Momentum (1Q)

Timeframe:

1Q Momentum Pulse

Leaders: EMB (+1.6%), SHYG (+1.4%), HYG (+1.2%) | Laggard: TLT (-1.3%)
Hydrating Performance Trajectory... Loading historical performance data

Long-Term Fixed Income Secular Trends (1Y)

Timeframe:

1Y Momentum Pulse

Leaders: EMB (+10.7%), HYG (+7.1%), SHYG (+6.9%) | Laggard: TLT (+1.3%)
Hydrating Performance Trajectory... Loading historical performance data
How to Read the Momentum Rotation Orbit (RRG)
Maps short-term momentum velocity (X-axis) against long-term structural trend (Y-axis) across 4 phase space quadrants: ● Expansion (Uptrend), ● Softening (Pullback), ● Contraction (Downtrend), and ● Recovery (Breakout). Comet tails track asset trajectory shifts over time. Use Trail Focus above to isolate 14d/30d/60d/90d/180d/1-Year direction.

Fixed Income Momentum Rotation Orbit (RRG)

Interactive trailing comet tail showing rotation through fixed-income credit and duration sleeves. Defaults to 30-day trail focus.
Trail Focus: 30 Days
Hydrating Performance Trajectory... Loading historical performance data
Shared Indicator Legend (click to isolate, ⌘-click to multi-select):
■BIL (SPDR Bloomberg 1-3 Month T-bill ETF)
■BNDX (Vanguard Total International Bond Index Fund ETF)
■EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF)
■HYG (iShares iBoxx $ High Yield Corporate Bond ETF)
■IEF (iShares 7-10 Year Treasury Bond ETF)
■IEI (iShares 3-7 Year Treasury Bond ETF)
■LQD (iShares iBoxx $ Investment Grade Corporate Bond ETF)
■MBB (iShares MBS ETF)
■MUB (iShares National Muni Bond ETF)
■SHY (iShares 1-3 Year Treasury Bond ETF)
■SHYG (iShares 0-5 Year High Yield Corporate Bond ETF)
■TIP (iShares TIPS Bond ETF)
■TLT (iShares 20+ Year Treasury Bond ETF)

Volatility-Scaled Trend Taxonomy Matrix

Maps the secular trend orientation against short-term momentum velocity, standardized by rolling historical volatility. What is "Z" (Z-score)? It measures how strong a trend is relative to normal market noise. Calculated as Z = Return / Volatility. A Z of ≥ +1.0 means the trend is exceptionally strong (more than one standard deviation above historical average), while a Z of ≤ -1.0 indicates severe downside velocity. Z-scores between -1.0 and +1.0 represent normal rangebound consolidation.

Short-Term Pullback
(Zst ≤ -1.0)		 Short-Term Consolidation
(-1.0 < Zst < 1.0)		 Short-Term Breakout
(Zst ≥ 1.0)
Secular Uptrend
(Zlt ≥ 1.0) 		Uptrend Pullback
Secular trend remains bullish (Z-score >= 1.0) while short-term momentum experiences a healthy correction (Z-score <= -1.0).
Historically associated with long-term core preservation and systematic pullback evaluations.
 Uptrend Consolidation
Secular trend is bullish (Z-score >= 1.0) while short-term momentum consolidates in range (Z-score between -1.0 and 1.0).
Historically associated with neutral short-term momentum and baseline target retention.
 Strong Uptrend
Both short-term and secular volatility-scaled returns are in positive expansion (Z-score >= 1.0).
Historically associated with maximum trend exposure and baseline asset weight retention.
Secular Neutral
(-1.0 < Zlt < 1.0) 		Momentum Breakdown
Secular trend is neutral while short-term momentum decelerates into bearish contraction (Z-score <= -1.0).
Historically associated with risk management execution and capital defense triggers.
 Neutral / Consolidating
Both short-term and secular volatility-scaled returns remain flat in range (Z-score between -1.0 and 1.0).
Historically associated with neutral index weights and flat trend-following activity.
 Momentum Breakout
Secular trend is neutral while short-term momentum accelerates into bullish expansion (Z-score >= 1.0).
Historically associated with tactical momentum expansion and breakout participation.
Secular Downtrend
(Zlt ≤ -1.0) 		Strong Downtrend
Both short-term and secular volatility-scaled returns are in negative expansion (Z-score <= -1.0).
Historically associated with active asset exposure reduction and capital protection focus.
 Downtrend Consolidation
Secular trend is bearish (Z-score <= -1.0) while short-term momentum consolidates in range (Z-score between -1.0 and 1.0).
Historically associated with defensive asset preservation and restricted new entry sizing.
 Downtrend Reversal
Secular trend remains bearish (Z-score <= -1.0) while short-term momentum shows strong recovery velocity (Z-score >= 1.0).
Historically associated with cash safety preservation and defensive position sizing.

AlgorithmicFIRE Macro Stress Indicator (AF-MSI)™ vs. SPY Price

What this chart shows: The AlgorithmicFIRE Macro Stress Indicator (AF-MSI)™ is a custom defensive indicator that aggregates stress signals across three major economic pillars:

  • Treasury Yield Inversion (T10Y2Y): Triggers when the 10-year Treasury minus the 2-year Treasury rate dips below zero, signaling traditional yield curve inversion and potential economic slowdown.
  • Credit Spread Stress (BAA10Y): Triggers when the Moody's seasoned Baa corporate bond spread relative to the 10-year Treasury rises to a z-score greater than 1.5 (using a rolling 756-day baseline). This marks heightened risk and credit contraction.
  • Market Volatility (VIX): Triggers when the CBOE Volatility Index surpasses 25.0 (sustained for at least 2 consecutive days), reflecting systemic equity market panic.

Smoothing & Hysteresis: To prevent rapid whipsawing, the composite stress index (aggregating all three indicators) is smoothed with a 10-day rolling maximum filter. This enforces an immediate risk-off transition when any stress signal fires, combined with a mandatory 10-day cooldown window before the portfolio can re-leverage.

📈 Tactical Leverage Analysis: Read my deep-dive research on how this indicator is used to dynamically scale exposure between standard and leveraged (2x/3x) equity sleeves: Tactical Leverage with the AlgorithmicFIRE Macro Stress Indicator.

Source Attribution & Trademark Disclaimer: FRED® is a registered trademark of the Federal Reserve Bank of St. Louis. Moody's® is a registered trademark of Moody's Investors Service, Inc. CBOE® and VIX® are registered trademarks of the Chicago Board Options Exchange. The AlgorithmicFIRE Macro Stress Indicator (AF-MSI)™ uses historical raw data series sourced from FRED, Moody's, and CBOE, but is an independent proprietary formulation of AlgorithmicFIRE and is not sponsored, endorsed, or affiliated with any of these entities.

Hydrating Performance Trajectory... Loading historical performance data

Federal Reserve (FRED)

Monetary Policy

Rates & Credit

Inflation & Labor

Recent Portfolio Activity (Core Tickers Only)

Systematic execution log of buys, sells, and portfolio allocations for core system tickers over the last 10 trading days.

Style:
Strategy:
Category:
Activity DateEntry DateTypeTicker / AssetStyleStrategyCategoryAllocation

Market Commentary & Quant Dispatches

2 Dispatches

Tactical market observations, trend momentum regime shifts, and fixed-income/equity model allocation commentary from the AlgorithmicFIRE quantitative research desk.

📅 Aug 1, 2026 $XLK $IGV $XLRE $XLF $XLI $XLV $XLE $XLB $XLP $XLU $XLC
#link 🔗

Month-End Sector Pulse: Broad Sector Freeze as Tech and Real Estate Rollover

Key Takeaway: 8 out of 11 sectors have ground to a halt, while Tech, Software, and Real Estate are actively rolling over on short-term momentum.

My month-end sector tracking shows a split market. 8 out of 11 sectors have ground to a halt, while Tech, Software, and Real Estate are actively rolling over on short-term momentum.

Financials, Industrials, Health Care, Energy, Materials, and Staples are all sitting clustered near zero velocity. Meanwhile, the previous momentum leaders are cooling down.

Data Breakdown

  • Tech & Software ($XLK, $IGV): $XLK still leads on absolute trend metrics (Z_st = +2.94). But rate-of-change velocity is rounding down from peak levels. Software ($IGV) sits at Z_st = +1.21, showing a similar short-term momentum slowdown.
  • Real Estate Rollover ($XLRE): $XLRE shows the clearest trajectory shift on the RRG orbit, curving downward from positive expansion back toward neutral ground (Z_st = +0.95).
  • The Broad Sector Freeze ($XLF, $XLI, $XLV, $XLE, $XLB, $XLP): These 6 sectors are tightly grouped between Z_st = +0.05 and +0.61. No expansion, no breakdown—just horizontal drift.
  • Defensive Laggards ($XLU, $XLC): Utilities and Communication Services are drifting with negative short-term velocity (Z_st = -0.24 and -0.32).

Bottom Line

When growth leaders ($XLK, $IGV) experience rate-of-change deceleration while cyclicals remain flat, momentum indicators signal broad market consolidation. I’m watching to see if $XLRE’s downward curve spreads to cyclical sectors or if tech finds new momentum buyers out of this pause.

Relative Rotation Graph of US S&P 500 Sectors and Software

Sector Rotation Momentum Orbit (RRG) - August 2026

📅 Aug 1, 2026 $VXUS $VEA $VWO $VTI $VOO $RSP $BND $BNDX $SCHP $IAU
#link 🔗

Month-End Market Pulse: Global Trends Aren't Breaking—They're Coming to a Stop

Key Takeaway: Trend velocity has stalled across global asset classes as comet tails collapse into tight clusters on the momentum RRG orbit.

Looking across global asset classes at month-end, the signal is clear: trend velocity has stalled.

On my Relative Rotation Graph (RRG) plots, comet tails that showed wide dot separation a few weeks ago have collapsed into tight clusters. Assets are mostly holding their directional paths, but the momentum behind those moves has idled.

Data Breakdown

  • International Equities ($VXUS, $VEA, $VWO): Long-term trends remain positive (Z_lt > +2.3). But short-term momentum has flattened near zero (Z_st < +0.9). The macro trend is holding, but fresh buying pressure has paused.
  • US Equities ($VTI, $VOO, $RSP): S&P 500 market-cap indicators sit at Z_st = +1.46. Meanwhile, equal-weight S&P 500 ($RSP) is flat at +0.87. Mega-caps are carrying the index totals while broad market participation idles.
  • Fixed Income ($BND, $BNDX, $SCHP): Bonds are practically frozen. Short-term velocity sits dead flat between Z_st = -0.20 and +0.08.
  • Precious Metals ($IAU): Gold is the outlier. It is pulling back short term (Z_st = -1.75) after an extended multi-month run (Z_lt = +3.06).

Bottom Line

When momentum velocity compresses across stocks, bonds, and commodities at the same time, the market enters a waiting period. Trends are still intact technically, but rate-of-change metrics show near-term momentum expansion has paused.

Relative Rotation Graph of Global Equities, Fixed Income, and Gold

Global Asset Momentum Orbit (RRG) - August 2026

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Disclaimer

For Educational Purposes Only: All content on this site, including articles, tools, and simulations, is for informational and educational purposes only. It should not be construed as financial, investment, legal, or tax advice. The information provided is general in nature and not tailored to any individual's specific circumstances.

Software Development & Data Processing Risks: The software used to perform the analyses may have errors or inaccuracies. When we post updates to any material, errors or inaccuracies that are subsequently fixed may change the results. Historical pricing revisions, corporate actions, or algorithmic optimizations may dynamically recalculate past simulation timelines. As a result, past signal sequences shown on this site or in digests may shift retroactively to align with the revised data.

No Guarantees & Risk of Loss: The analyses and simulations presented are based on historical data. Past performance is not an indicator or guarantee of future results. All investing involves risk, including the possible loss of principal. Market conditions are subject to change, and the future may not resemble the past.

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