Market Pulse & Macro Dashboard
Analyze market momentum data, monitor macroeconomic conditions, and review the latest trading logs output by the simulation engine.
Short-Term Momentum (1Q)
1Q Momentum Pulse
Long-Term Secular Trends (1Y)
1Y Momentum Pulse
Global Asset Momentum Rotation Orbit (RRG)
90-day trailing comet tail showing rotation through Z-score phase space.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. |
Short-Term Sector Momentum (1Q)
1Q Momentum Pulse
Long-Term Sector Secular Trends (1Y)
1Y Momentum Pulse
Sector Rotation Momentum Orbit (RRG)
90-day trailing comet tail showing rotation through standard sector indices.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. |
Short-Term Fixed Income Momentum (1Q)
1Q Momentum Pulse
Long-Term Fixed Income Secular Trends (1Y)
1Y Momentum Pulse
Fixed Income Momentum Rotation Orbit (RRG vs IEI)
90-day trailing comet tail showing tracking excess return rotation versus core intermediate benchmark IEI.Fixed-Income Credit & Duration Rotation Taxonomy
Maps tracking excess price returns relative to the core intermediate maturity benchmark IEI (3-7 Year Treasury), normalized by the rolling tracking error (volatility). What is the "Excess Z-Score" for Bonds? It measures relative momentum strength isolated from broader interest rate trends. Calculated as Z = (Asset Return - IEI Return) / Tracking Error. A Z of ≥ +1.0 means the bond sector is dramatically outperforming the core intermediate government benchmark (more than one standard deviation of quarterly relative performance), while a Z of ≤ -1.0 indicates severe active relative underperformance. Z-scores between -1.0 and +1.0 represent normal rangebound consolidation, where the active return is stable and aligned with intermediate Treasuries.
| Bond Sector Type | Underperforming IEI (Excess Z ≤ -1.0) | Neutral / Stable (Z in range) | Outperforming IEI (Excess Z ≥ +1.0) |
|---|---|---|---|
| Credit-Sensitive Debt (Spread-Based Credit: LQD, HYG, SHYG, MUB, EMB) | Credit Spread Expansion Risk-off flight to safety. Fears of corporate default increase, driving investors into Government Treasuries and causing notable relative price underperformance in credit. Historically associated with flight-to-safety flows favoring risk-free Government Treasuries over corporate debt. | Stable Credit Spreads Corporate credit spreads are trading inside a tight, non-trending consolidation range relative to benchmark Treasuries. Historically associated with stable coupon collection and range-bound credit sector performance. | Credit Spread Compression Risk-on market conditions. Default risk premiums are shrinking, allowing corporate credit to yield significant outperformance over risk-free Government debt. Historically associated with corporate credit outperformance and credit risk asset strength. |
| Rate-Sensitive Debt (Gov't & Agency Rate-Sensitive: BNDX, IEF, TLT, TIP, MBB) | Yield Curve Steeply Rising Surging interest rates (typically due to inflation shocks, robust growth, or aggressive monetary tightening), driving substantial long-term bond price corrections. Historically associated with rising interest rates driving long-duration capital adjustments. | Stable Duration Trend Long-term Treasury yields and prices are consolidating in a tight, non-trending range relative to intermediate benchmarks. Historically associated with steady rate expectations and baseline duration segment alignment. | Yield Curve Steeply Falling Rapidly falling interest rates (often during recession fears, economic contraction, or aggressive Fed cuts), causing long-term duration assets to surge in price relative to intermediates. Historically associated with falling interest rates driving long-duration asset outperformance. |
| Short-Duration & Cash (Short-End Rates & Cash: BIL, SHY) | Normal Upward Sloping Curve Standard economic conditions. Cash and ultra-short bills underperform intermediate bonds due to normal maturity premium yield capture. Historically associated with normal economic expansion where intermediate bonds outperform cash. | Stable Curve Slope Short-term Treasury yield curve spreads are trading inside a tight, non-trending consolidation range relative to intermediates. Historically associated with normal maturity premiums and steady rate spread ranges. | Yield Curve Inversion / Surge Flat or inverted yield curves where ultra-short rates exceed intermediate rates, or during pronounced bond market downturns where cash acts as a key safe haven. Historically associated with flat yield curves where cash assets function as a key safe haven. |
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 Case Study: Read our deep-dive analysis 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.
Federal Reserve (FRED)
Monetary Policy
- ●Fed Funds Effective RateFRED ↗
- ●Fed Balance Sheet (Total Assets)FRED ↗
- ●M2 Money SupplyFRED ↗
Rates & Credit
- ●10-Year Treasury YieldFRED ↗
- ●10Y-2Y Treasury SpreadFRED ↗
- ●High Yield Option-Adjusted SpreadFRED ↗
Inflation & Labor
- ●Consumer Price Index (CPI)FRED ↗
- ●10-Year Breakeven InflationFRED ↗
- ●Unemployment RateFRED ↗
Recent Portfolio Activity
Systematic execution log of buys, sells, and portfolio allocations over the last 10 trading days.
| Activity Date | Entry Date | Type | Ticker / Asset | Style | Strategy | Category | Allocation |
|---|