OPEN-SOURCE SCRIPT
Macro Regime Dashboard
HOW TO READ THE MACRO REGIME DASHBOARD
Think of this as a weather report for markets, not a trade signal generator.
1 START WITH THE REGIME (TOP ROW)
MACRO REGIME
RISK-ON → tailwinds for equities & beta
MIXED → chop, fakeouts, smaller size
RISK-OFF → capital preservation first
This answers:
“Should I be pressing risk right now?”
Rule of thumb
Stay aligned with the regime
Don’t fight it with individual stock ideas
2 THE SCORE (SECOND ROW)
Regime Score
Range: roughly –5 to +5
+3 to +5 → strong risk-on
+1 to +2 → mild tailwind
–1 to +1 → transition / no edge
–2 to –5 → defensive environment
This answers:
“How confident is this environment?”
Position sizing rule
|Score| ≥ 3 → full size allowed
|Score| = 1–2 → reduced size
|Score| = 0 → mostly wait
3 EQUITIES ROW (SPY vs MA)
Equities
Risk+ → SPY above trend MA
Risk- → SPY below trend MA
This is your market participation check.
Interpretation
Risk-ON + Equities Risk+ = trends work
Risk-OFF + Equities Risk- = avoid longs
Mixed + Equities flipping = chop zone
4 CREDIT ROW (HYG / IEF)
Credit
Risk+ → credit spreads tightening
Risk- → credit stress building
This is the canary in the coal mine.
Very important rule
If Credit = Risk-, be skeptical of rallies
Credit usually breaks before equities
5 VOLATILITY ROW (VIX)
Volatility
Low → trend-following works
High → mean reversion, hedging, patience
This answers:
“Is the market calm or nervous?”
Trade adjustment
Low vol → options selling, swing trades
High vol → smaller size, wider stops, hedges
6 RATES ROW (10Y YIELD)
Rates
Risk+ → yields falling
Risk- → yields rising
This tells you who wins inside equities.
Mapping
Falling rates → tech, growth, duration
Rising rates → value, energy, financials
7 USD ROW (DXY)
USD
Risk+ → USD weakening
Risk- → USD strengthening
This controls global liquidity.
Mapping
Weak USD → commodities, EM, gold
Strong USD → US assets outperform, EM struggles
8 200 MA CONTEXT (LONG TREND)
Bull / Bear Context
Bull → regime shifts resolve upward
Bear → rallies fail more often
This is your macro gravity.
Rule
In Bear context → be quicker to de-risk
In Bull context → give trades more room
9 TILT (BOTTOM ROW)
Tilt
This is your portfolio bias, not a trade.
Examples:
Growth / Equities / EM
Cash / Defensives / Hedges
Reduce size / wait
This answers:
“What should my book look like this week?”
EXAMPLE: STRONG RISK-ON
Regime: RISK-ON
Score: +4
Credit: Risk+
Vol: Low
Action
Full size allowed
Favor trend trades
Reduce hedges
EXAMPLE: RISK-OFF
Regime: RISK-OFF
Score: –3
Credit: Risk-
Vol: High
Action
Raise cash
Defensive ETFs
Avoid dip-buying
EXAMPLE: MIXED / TRANSITION
Score near 0
Credit flat
Vol rising
Action
Smaller size
Pairs trades
Wait for confirmation
Think of this as a weather report for markets, not a trade signal generator.
1 START WITH THE REGIME (TOP ROW)
MACRO REGIME
RISK-ON → tailwinds for equities & beta
MIXED → chop, fakeouts, smaller size
RISK-OFF → capital preservation first
This answers:
“Should I be pressing risk right now?”
Rule of thumb
Stay aligned with the regime
Don’t fight it with individual stock ideas
2 THE SCORE (SECOND ROW)
Regime Score
Range: roughly –5 to +5
+3 to +5 → strong risk-on
+1 to +2 → mild tailwind
–1 to +1 → transition / no edge
–2 to –5 → defensive environment
This answers:
“How confident is this environment?”
Position sizing rule
|Score| ≥ 3 → full size allowed
|Score| = 1–2 → reduced size
|Score| = 0 → mostly wait
3 EQUITIES ROW (SPY vs MA)
Equities
Risk+ → SPY above trend MA
Risk- → SPY below trend MA
This is your market participation check.
Interpretation
Risk-ON + Equities Risk+ = trends work
Risk-OFF + Equities Risk- = avoid longs
Mixed + Equities flipping = chop zone
4 CREDIT ROW (HYG / IEF)
Credit
Risk+ → credit spreads tightening
Risk- → credit stress building
This is the canary in the coal mine.
Very important rule
If Credit = Risk-, be skeptical of rallies
Credit usually breaks before equities
5 VOLATILITY ROW (VIX)
Volatility
Low → trend-following works
High → mean reversion, hedging, patience
This answers:
“Is the market calm or nervous?”
Trade adjustment
Low vol → options selling, swing trades
High vol → smaller size, wider stops, hedges
6 RATES ROW (10Y YIELD)
Rates
Risk+ → yields falling
Risk- → yields rising
This tells you who wins inside equities.
Mapping
Falling rates → tech, growth, duration
Rising rates → value, energy, financials
7 USD ROW (DXY)
USD
Risk+ → USD weakening
Risk- → USD strengthening
This controls global liquidity.
Mapping
Weak USD → commodities, EM, gold
Strong USD → US assets outperform, EM struggles
8 200 MA CONTEXT (LONG TREND)
Bull / Bear Context
Bull → regime shifts resolve upward
Bear → rallies fail more often
This is your macro gravity.
Rule
In Bear context → be quicker to de-risk
In Bull context → give trades more room
9 TILT (BOTTOM ROW)
Tilt
This is your portfolio bias, not a trade.
Examples:
Growth / Equities / EM
Cash / Defensives / Hedges
Reduce size / wait
This answers:
“What should my book look like this week?”
EXAMPLE: STRONG RISK-ON
Regime: RISK-ON
Score: +4
Credit: Risk+
Vol: Low
Action
Full size allowed
Favor trend trades
Reduce hedges
EXAMPLE: RISK-OFF
Regime: RISK-OFF
Score: –3
Credit: Risk-
Vol: High
Action
Raise cash
Defensive ETFs
Avoid dip-buying
EXAMPLE: MIXED / TRANSITION
Score near 0
Credit flat
Vol rising
Action
Smaller size
Pairs trades
Wait for confirmation
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Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.