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已更新 Macro Dashboard
Overview
A three-panel macro surveillance dashboard built for top-down discretionary and systematic traders. Aggregates real-time data from 35 cross-asset feeds — rates, credit, liquidity, volatility, and positioning — into a single overlay table that updates on Daily, Weekly, and Monthly charts with automatic lookback calibration for each cadence.
What It Does
Left Panel — Macro Regime & Rates
- Classifies the current macro environment into one of ten named regimes (Goldilocks, Boom, Stagflation, Easing, etc.) by synthesizing growth, inflation, and liquidity conditions in real time.
- Decomposes rate moves into their underlying drivers — breakeven inflation vs. real rate — so you can see why yields are moving, not just that they moved.
- Monitors yield curve dynamics (bull/bear steepening/flattening), high-yield credit spreads, forward inflation expectations, and the stock-bond correlation regime.
- Tracks Fed balance sheet components, net liquidity, M2, bank reserves, and initial claims with directional momentum readings.
Middle Panel — Volatility & Positioning
- Surfaces the full vol complex: equity vol, rates vol (MOVE), the implied-vs-realized premium, term structure shape, skew, vol-of-vol, and put/call sentiment — condensed into a composite tail-risk gauge.
- Estimates CTA/trend-follower positioning across equities, bonds, gold, and the dollar using a multi-horizon momentum proxy, and shows whether systematic flows are adding, holding, or cutting.
- Models a vol-target leverage signal that tracks how risk-parity and vol-controlled strategies would be adjusting exposure based on recent realized volatility.
- Rolls all of the above into a Signal Alignment section that scores conviction across four independent domains (macro, vol, credit, flows), flags which signal diverges when conviction is high, and generates a one-line narrative summary.
Right Panel — Cross-Asset Pulse
- Provides a full technical scorecard for 20+ instruments spanning equities, Treasuries, credit, precious metals, industrial commodities, energy, FX, crypto, and global equity markets.
- Each row displays price, bar change, momentum, comparative relative strength vs. SPY, volatility-normalized mean-reversion distance, 52-week range positioning, and short-term / long-term trend states, culminating in a single actionable quadrant signal (LEAD / WATCH / REDUCE / AVOID).
Decision Output
- A composite risk-mode score derived from the four signal domains, expressed as a z-score with a directional label (Risk-On, Neutral, Defensive, Risk-Off) and a trend reading (Improving / Stable / Deteriorating).
- Translates the score into allocation-level guidance: equity weight bias, duration posture, and hedge urgency — all internally consistent so the output never contradicts itself.
- Breaks the view into three time horizons (Short-Term, Medium-Term, Long-Term) to separate tactical positioning from structural backdrop.
Who It's For
Macro-oriented traders and portfolio managers who want a single-screen answer to "What regime are we in, what's the vol surface saying, where is systematic flow headed, and do those signals agree?"
Settings
- Adjustable lookback lengths for momentum, relative strength, correlation, and historical volatility.
- Configurable CTA target volatility and max leverage.
- Table position and text size controls. Optional sleeve z-score display for the risk mode composite.
A three-panel macro surveillance dashboard built for top-down discretionary and systematic traders. Aggregates real-time data from 35 cross-asset feeds — rates, credit, liquidity, volatility, and positioning — into a single overlay table that updates on Daily, Weekly, and Monthly charts with automatic lookback calibration for each cadence.
What It Does
Left Panel — Macro Regime & Rates
- Classifies the current macro environment into one of ten named regimes (Goldilocks, Boom, Stagflation, Easing, etc.) by synthesizing growth, inflation, and liquidity conditions in real time.
- Decomposes rate moves into their underlying drivers — breakeven inflation vs. real rate — so you can see why yields are moving, not just that they moved.
- Monitors yield curve dynamics (bull/bear steepening/flattening), high-yield credit spreads, forward inflation expectations, and the stock-bond correlation regime.
- Tracks Fed balance sheet components, net liquidity, M2, bank reserves, and initial claims with directional momentum readings.
Middle Panel — Volatility & Positioning
- Surfaces the full vol complex: equity vol, rates vol (MOVE), the implied-vs-realized premium, term structure shape, skew, vol-of-vol, and put/call sentiment — condensed into a composite tail-risk gauge.
- Estimates CTA/trend-follower positioning across equities, bonds, gold, and the dollar using a multi-horizon momentum proxy, and shows whether systematic flows are adding, holding, or cutting.
- Models a vol-target leverage signal that tracks how risk-parity and vol-controlled strategies would be adjusting exposure based on recent realized volatility.
- Rolls all of the above into a Signal Alignment section that scores conviction across four independent domains (macro, vol, credit, flows), flags which signal diverges when conviction is high, and generates a one-line narrative summary.
Right Panel — Cross-Asset Pulse
- Provides a full technical scorecard for 20+ instruments spanning equities, Treasuries, credit, precious metals, industrial commodities, energy, FX, crypto, and global equity markets.
- Each row displays price, bar change, momentum, comparative relative strength vs. SPY, volatility-normalized mean-reversion distance, 52-week range positioning, and short-term / long-term trend states, culminating in a single actionable quadrant signal (LEAD / WATCH / REDUCE / AVOID).
Decision Output
- A composite risk-mode score derived from the four signal domains, expressed as a z-score with a directional label (Risk-On, Neutral, Defensive, Risk-Off) and a trend reading (Improving / Stable / Deteriorating).
- Translates the score into allocation-level guidance: equity weight bias, duration posture, and hedge urgency — all internally consistent so the output never contradicts itself.
- Breaks the view into three time horizons (Short-Term, Medium-Term, Long-Term) to separate tactical positioning from structural backdrop.
Who It's For
Macro-oriented traders and portfolio managers who want a single-screen answer to "What regime are we in, what's the vol surface saying, where is systematic flow headed, and do those signals agree?"
Settings
- Adjustable lookback lengths for momentum, relative strength, correlation, and historical volatility.
- Configurable CTA target volatility and max leverage.
- Table position and text size controls. Optional sleeve z-score display for the risk mode composite.
版本注释
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DEPRECATED – DO NOT USEThis version is no longer supported. Contact me for the private version
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免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。