OPEN-SOURCE SCRIPT
Actualizado 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.
Notas de prensa
Reach out to @UnhedgedBanker on XNotas de prensa
DEPRECATED – DO NOT USEThis version is no longer supported. Contact me for the private version
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.