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Institutional Macro Intelligence

Know the regime
before the market does.

A multi-horizon macro classification system that identifies regime shifts, monitors stress events, and provides asset allocation guidance — the way institutional desks actually think.

78%
Win Rate
1.53
Sharpe Ratio
13.9%
Ann. Return
-13.6%
Max Drawdown
Based on ongoing stress-test results, 1985–2025. Past performance does not guarantee future results.
Architecture

Five layers.
One decision framework.

Not another oscillator. A hierarchical macro engine that separates signal from context, shock from regime, and short-term noise from structural shifts.

1Shock Layer
Real-time detection of liquidity, credit, and macro stress events. Fires alerts — never overrides regime directly.
2Weekly Monitor
Integrates growth, liquidity, and stress signals. Evaluates regime transitions with multi-factor scoring.
3Regime Persistence
Adaptive confirmation engine. Requires regimes to persist before confirming — eliminates whipsaws.
4Regime Engine
Classifies the macro environment into six distinct states. The core hypothesis of where we are in the cycle.
5Monthly Anchor
Structural validation. Confirms whether a regime change is provisional or built to last.
Regime Classification
CrisisSystemic stress dominates. Capital preservation mode.
RecoveryPost-crisis stabilization. Early positioning window.
Growth ScareMomentum weakening but stress contained.
TransitionMixed signals. Regime direction unresolved.
GoldilocksGrowth and liquidity supportive. Risk-on environment.
ReflationImproving growth with reflationary dynamics.

97% regime accuracy across 77 stress-tested historical scenarios spanning the 2008 financial crisis, COVID-2020 crash, and the 2022 bear market.

Capabilities

Built for how professionals
actually make decisions.

Real-Time Shock Detection

Monitors liquidity, credit, and macro stress simultaneously. Quantified intensity scoring from 0–100 with automatic escalation tracking and shock memory (overhang).

Asset Allocation Guidance

Dynamic outlook across equities, crypto, bonds, gold, and commodities. Favorable / Neutral / Unfavorable ratings derived from regime state and factor exposures.

Configurable Risk Profiles

Aggressive, Balanced, and Conservative presets for entry and exit signals. Adaptable to different mandates without modifying the underlying engine.

Push Alerts

Automated alerts for regime changes, shock events, outlook shifts, and momentum breaches. Push notifications to mobile — no chart monitoring required.

Multi-Horizon Framework

Five analytical layers from real-time shock detection to monthly structural validation. Each layer has a distinct role — no signal blending, no conflation.

Custom Development

Premium packages include tailored adjustments — custom alert thresholds, regional overlays, asset-specific modules, and integration consulting to meet specific portfolio mandates.

Who it's for

From allocators to macro-driven traders.

Different mandates, same framework. The system adapts to your decision horizon.

Institutional

Portfolio Managers & Allocators

Regime context for allocation committees. Replaces ad-hoc macro reads with a systematic, auditable framework that speaks the language of risk desks and investment committees.

Equities Fixed Income Gold Commodities
Digital Assets

Crypto & Multi-Asset Funds

Macro overlay for digital asset positioning. Identifies when crypto decouples from risk-off environments and when liquidity conditions favor rotation across the crypto market cap spectrum.

BTC Crypto Liquidity Altcoins
Commodities & FX

Macro-Driven Commodity Traders

Factor-based commodity outlooks tied to growth and liquidity drivers. Shock alerts provide early warning of stress events that impact oil, metals, and major currency pairs.

Crude Oil Metals EUR/USD USD/JPY
Track Record

Stress-tested across
four decades of macro history.

Validated against every major macro regime since 1985 — including Black Monday, the dot-com crash, the 2008 financial crisis, COVID-2020, and the 2022 bear market.

Annualized Return13.9%
Maximum Drawdown-13.6%
Sharpe Ratio1.53
Win Rate78%
Regime Accuracy97%
Overhang Accuracy90%

Methodology. Based on ongoing stress-test results spanning 1985–2025 using all current system logic: regime-based entry/exit, persistence confirmation, dynamic shock intensity, and cost assumptions. Regime accuracy measured across 77 individually validated historical scenarios from the 2008 crisis through the 2022 bear market. Results reflect continuous system refinement and are subject to change. Past performance does not guarantee future results.

What we track. 15+ instruments spanning momentum, liquidity, credit stress, volatility, and breadth metrics — all within TradingView's native Pine Script environment.

Get Started

Request access.

Currently available by invitation. Tell us about your use case and we'll follow up within 24 hours.

Direct Contact

hello@getregimeshift.com

Platform

Built on TradingView
Pine Script v6
No external dependencies

Availability

Private access by invitation.
Institutional and professional tiers available.