A multi-horizon macro classification system that identifies regime shifts, monitors stress events, and provides asset allocation guidance — the way institutional desks actually think.
Not another oscillator. A hierarchical macro engine that separates signal from context, shock from regime, and short-term noise from structural shifts.
97% regime accuracy across 77 stress-tested historical scenarios spanning the 2008 financial crisis, COVID-2020 crash, and the 2022 bear market.
Monitors liquidity, credit, and macro stress simultaneously. Quantified intensity scoring from 0–100 with automatic escalation tracking and shock memory (overhang).
Dynamic outlook across equities, crypto, bonds, gold, and commodities. Favorable / Neutral / Unfavorable ratings derived from regime state and factor exposures.
Aggressive, Balanced, and Conservative presets for entry and exit signals. Adaptable to different mandates without modifying the underlying engine.
Automated alerts for regime changes, shock events, outlook shifts, and momentum breaches. Push notifications to mobile — no chart monitoring required.
Five analytical layers from real-time shock detection to monthly structural validation. Each layer has a distinct role — no signal blending, no conflation.
Premium packages include tailored adjustments — custom alert thresholds, regional overlays, asset-specific modules, and integration consulting to meet specific portfolio mandates.
Different mandates, same framework. The system adapts to your decision horizon.
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.
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.
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.
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.
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.
Currently available by invitation. Tell us about your use case and we'll follow up within 24 hours.
Built on TradingView
Pine Script v6
No external dependencies
Private access by invitation.
Institutional and professional tiers available.