Macro Regime Engine - Institutional Dashboard
English Description:
The "Macro Regime Engine" is an institutional-grade quantitative tool designed to identify market regimes using cross-asset intermarket dynamics.
Rather than relying on traditional lagging technical indicators, this dashboard evaluates the Volatility-Adjusted Momentum Score (VAMS) across six key financial pillars: Equity Markets, Crypto Assets, Energy/Commodities, the US Dollar, Volatility, and Interest Rates.
** How It Works:
The engine applies a non-repainting VAMS calculation across six major intermarket assets:
1. **S&P 500 (SPX)** - Equity Growth
2. **Bitcoin (BTCUSDT)** - High-Beta / Liquidity Appetite
3. **WTI Crude Oil (USOIL)** - Inflationary Pressures / Demand
4. **US Dollar Index (DXY)** - Global Liquidity & Dollar Strength
5. **CBOE Volatility Index (VIX)** - Market Risk Perception
6. **10-Year Treasury Yield (US10Y)** - Cost of Capital & Rates Environment
Based on a voting mechanism, the indicator classifies the market into 4 primary economic regimes:
- Goldilocks (Green): Stable growth, low volatility. Optimal environment for equities and long positions.
- Reflation (Blue): Economic expansion with moderate price increases. Bullish bias.
- Inflation (Orange): Rising commodity and yields pressure. Caution and position reduction recommended.
- Deflation (Red): Spiking volatility and broader market contraction. Risk-off regime.
** Key Features:
- Non-Repainting Logic: Uses closed-bar data (`close[1]`) for intermarket requests to ensure historical accuracy without lookahead bias.
- **Regime Confirmation Filter:** Implements a confirmation threshold to filter out short-term market noise (whipsaws).
- **Customizable Dashboard:** Fully customizable visual table overlay and background regime highlighting.
** Best Uses:
Optimized as a top-down contextual filter for S&P 500 Futures (ES1!), SPY, NQ1!, and BTC. Use this dashboard to align your tactical short-term setups with the broader macro regime.
The "Macro Regime Engine" is an institutional-grade quantitative tool designed to identify market regimes using cross-asset intermarket dynamics.
Rather than relying on traditional lagging technical indicators, this dashboard evaluates the Volatility-Adjusted Momentum Score (VAMS) across six key financial pillars: Equity Markets, Crypto Assets, Energy/Commodities, the US Dollar, Volatility, and Interest Rates.
** How It Works:
The engine applies a non-repainting VAMS calculation across six major intermarket assets:
1. **S&P 500 (SPX)** - Equity Growth
2. **Bitcoin (BTCUSDT)** - High-Beta / Liquidity Appetite
3. **WTI Crude Oil (USOIL)** - Inflationary Pressures / Demand
4. **US Dollar Index (DXY)** - Global Liquidity & Dollar Strength
5. **CBOE Volatility Index (VIX)** - Market Risk Perception
6. **10-Year Treasury Yield (US10Y)** - Cost of Capital & Rates Environment
Based on a voting mechanism, the indicator classifies the market into 4 primary economic regimes:
- Goldilocks (Green): Stable growth, low volatility. Optimal environment for equities and long positions.
- Reflation (Blue): Economic expansion with moderate price increases. Bullish bias.
- Inflation (Orange): Rising commodity and yields pressure. Caution and position reduction recommended.
- Deflation (Red): Spiking volatility and broader market contraction. Risk-off regime.
** Key Features:
- Non-Repainting Logic: Uses closed-bar data (`close[1]`) for intermarket requests to ensure historical accuracy without lookahead bias.
- **Regime Confirmation Filter:** Implements a confirmation threshold to filter out short-term market noise (whipsaws).
- **Customizable Dashboard:** Fully customizable visual table overlay and background regime highlighting.
** Best Uses:
Optimized as a top-down contextual filter for S&P 500 Futures (ES1!), SPY, NQ1!, and BTC. Use this dashboard to align your tactical short-term setups with the broader macro regime.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.