Macro Economy Done × Correlation Min Analysis

Macro Economic Analysis Macro & Indicators

US / Japan Heavy Key Economic Indicator (Interest Rate / CPI / Real Yield / Copper/Gold Ratio etc.) & Stock Price / USD/JPY Link Move Nature, 4-Quad Macro Regime, Many Change Volume Factor Heavy Regression, Macro Screener, Custom Spread, Monte Carlo Future Next Forecast Many Angle Min Analysis.

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this, "iOS Ban App (iPhone/iPad vs Response) " Open Issue Valid Formula Open Start ed & Announcements will. 
Release Hour Period & Beta Test Plan Domestic, Opportunity Ability Details etc., Open Issue Advance Progress Match Order Next Site Domestic Announcements Report Notice will. 
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Macro Radar Current Regime: No. 2 Target Limit: Goldilocks (Goldilocks) / US 10Y Bond 4.24% / Real Yield 1.95% / Yield Spread +0.14%pt / US-JP Rate Spread 3.255%pt
sanpuru Count Value in. Main Day Market Actual Momentum is not
DAILY MACRO BRIEF

sanpuru Indicator Note (Main Day Actual Momentum is not)

Fixed Fixed Explain Clear Use Count Value in. Sell Buy Estimate Recommend is not

this Plan Aspect Rank Place
🛡️ Most Large Risk Factor
Related Link easy to Sector (Estimate Recommend is not)
Macro Total Match Sound All Degree 100
/100
MoM Trend: Good Condition / Goldilocks Regime

Recommended Stance:

5 Large Macro Pillar Sound All Degree Score (100 pts each)

Macro Score Link Move Most Fit Asset Allocation Offer Word

🇺🇸
Next Heavy Key Macro Event

US 10 Month Consumer Price Index (CPI) (CPI YoY)

2026-11-13 22:30 (JST) (Market Forecast: 2.6% / Prev: 2.4%)
17 Day
22 Hours
30 Min
00 sec

[Beat (Upside) Surprise (Inflation Resurgence)] 2.8% From Up

FX Impact: +90 - 140 pips (USD Surge / Weak JPY)
Stock Price Impact: -350 - -550 JPY (Interest Rate High Caution in Decline)
Long-Term Yield: +8 - 12 bp (US 10Y Bond 4.35% Over)
Estimate Recommend Action: sanpuru in. Sell Buy Index Show is not.

[Miss (Downside) Surprise (Disinflation Acceleration)] 2.4% From Down

FX Impact: -80 - 120 pips (USD Plunge / Strong JPY)
Stock Price Impact: +450 - +750 JPY (US Bullish Equities Link Move in Rally)
Long-Term Yield: -10 - 15 bp (US 10Y Bond 4.10% Ratio)
Estimate Recommend Action: sanpuru in. Sell Buy Index Show is not.
🇯🇵 Bank of Japan (BOJ)

BOJ Monetary Policy Meeting

Rate Hike Priced-in:
Current Policy Rate
Company Match Forecast Range
Total Arbitrage Hawkish Degree
🇺🇸 US Federal Reserve (Fed / FedWatch)

FOMC Policy Rate Issue Table

Rate Cut Priced-in:
Current FF Interest Rate Induce Guide Target
Market Forecast Range
Year Domestic Rate Cut Priced-in
💼

Holdings Portfolio × Macro Environment Link Move in Site

Current Interest Rate / FX / Regime Holdings Asset Reach Impact Real-time Self Move Diagnose Judge

Register Record Asset: 4 Asset
Interest Rate Rise (US 10Y Bond High) Resilience Nature High Resilience / Gold Finance Stock Support Aid

Interest Rate Rise Regime in Megabank / Hold Risk etc. Gold Finance Asset Support & 1 Way, High PER Growth Stock Multiple Survey Adjust Retain Intent.

FX (USD/JPY / Strong JPY Swing) Sensitivity Neutral - Min Dispersion Type

Sharp Speed Strong JPY Regime (140 JPY Way Trend) in Transport Out Company Yield Profit Item Decrease USD Build Asset & Domestic Demand Stock in Balance Good Min Dispersion.

Regime Adjust Match Nature (Total Match Judge Fixed) Adjust Match (Score 72/100)

Current "No. 2 Target Limit: Goldilocks (Goldilocks)" Regime in Asset Allocation Solid Actual Opportunity Ability Mid.

🔍
Select Mid: —

💯 Top 100 Macro Economic Indicators Catalog & Tracker

Global Economy Done & Gold Finance Market Move or Strict Select 100 Large Indicator (Interest Rate / Prices / Employment / Sentiment / Production / Consumption / Liquidity / Commodity) Network Cover. Real-time Search / Category Filter Included / Market Link Move Mechanism Complete All Collect Approx.

Register Record Indicator: 100 / 100 | Table Show Mid: Items
🔍
🔍

No economic indicators matched your filter criteria.

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🛡️ Individual Stocks Macro Resilience Nature Score 100-Pt Diagnosis

Interest Rate Rise / Strong JPY Shock / Inflation Raw Price High / Global Recession / Region Policy Study Risk vs Individual Stocks Defense Control Power & Fit Response Power 0 - 100 pts in Thorough Bottom Diagnose Judge. Macro Sharp Change Hour Scenario Fixed Decline Rate & Invest Capital Judge Judge Stance Offer Show.

🔍 Ticker Code:
Representative Stocks:

/ 100

Macro Sharp Change Hour Scenario Fixed Most Large Decline Rate
Recommended Investment Stance

5 Large Macro Risk Resilience Nature Rating Price (100 pts each)

💪 Macro Environment in Most Large Strong

⚠️ Caution should Macro Event / Weak pts Trigger

Stock Macro Fair Value (Theoretical vs Current) Quick Diagnosis

FX (USD/JPY) / Long-Term Yield (US 10Y) / Crude Oil / Inflation Period Wait from Estimated Many Change Volume Macro Fair Value &, Bar Base Undervalued / Overvalued Degree Calc Out

🔍 Ticker Code:
Quick Select:

Market Current Stock Price
Macro Logic Theory Fair Value Price
Fit Valid Range Band Estimated (±1σ / ±2σ) Heavy Regression R-Squared (R²) R²:

Macro Factor By Stock Price Open Grant Impact Breakdown (JPY)

BOJ Policy Meeting & US FOMC (FedWatch) Rate Probability Dashboard

OIS Interest Rate Market / FedWatch Future Goods Trade Close from Real-time Reverse Calc Next / Year Domestic Rate Hike / Rate Cut Confirm Rate

🇯🇵

Bank of Japan (BOJ) Monetary Policy Settle Fixed Company Match

Policy Rate Revise Fixed Confirm Rate Min Spread OIS Market Swap Estimated
Current None Bear Hold Call Next Day Goods Interest Rate
Plant Field Total Arbitrage Hawkish Stance Index Count
Monetary Policy Summary & Mutual Market View Pass

🇺🇸

US Federal Reserve (Fed / FOMC)

CME FedWatch Rate Cut Priced-in Probability 30D FF Future Prices Grade Base
Current Bank FF Interest Rate Target
Year Domestic Rate Cut Priced-in Time Count
FOMC View Pass & Dot Plot Deviation Diverge

Macro Release Market Shock Simulator

US CPI / Nonfarm Payrolls (NFP) / Day Bank Company Match Issue Table Direct After FX / Stock Price / Long-Term Yield Instant Hour Estimated Change & Estimate Recommend Trade Tactic

Market Forecast Consensus:
Prev Actual Value:

USD/JPY (USD/JPY):
Nikkei 225:
US 10Y Bond Yield:

USD/JPY (USD/JPY):
Nikkei 225:
US 10Y Bond Yield:

USD/JPY (USD/JPY):
Nikkei 225:
US 10Y Bond Yield:

Macro Economy Done × Sector (Sector) Rotation / Map

East Security Fee Table Sector Interest Rate / FX / Inflation Sensitivity &, Bar Base Macro Environment Fit Match Score / Estimate Recommend Invest Capital Allocation

Environment Filter Included:

US / Japan Main Key Macro Economic Indicator

Latest values and historical trends for interest rates, yield spreads, real yields, inflation, employment, and commodities.

🇺🇸 Interest Rate / Monetary Policy / Yield Daily
★★★

US 10Y Treasury Yield

us10y
4.24% ▲ +0.03%pt
Previous Value 4.21%
Trend Trend (Direct Recent)
Global Long-Term Yield Benchmark. Growth Stock Valuation & FX Settle Fixed Impact Grant Indicator.
Market to Impact: Rise High-Tech / Growth Stock Headwind, Strong USD / Weak JPY Factor. Decline Growth Stock Tailwind.
🇺🇸 Interest Rate / Monetary Policy / Yield Daily
★★★

US 2Y Treasury Yield

us2y
4.10% ▲ +0.05%pt
Previous Value 4.05%
Trend Trend (Direct Recent)
FRB Monetary Policy View Pass (Rate Cut / Rate Hike Forecast) Most also Sensitive Sense Rebound Response Short Period Treasury Yield.
Market to Impact: Sharp Decline Early Period Rate Cut Priced-in, Sharp Rise Rate Cut Postponed or Add Yield Tighten Concern Sense.
🇺🇸 Interest Rate / Monetary Policy / Yield Daily
★★★

US 2Y-10Y Yield Spread (Yield Curve Spread)

yield_curve_2_10
+0.14%pt ▼ -0.02%pt
Previous Value +0.16%pt
Trend Trend (Direct Recent)
Recession Most also Confirm Degree High Future Bank Indicator. Minus (Inverted Yield Curve) Solve Consume After Re Steepening Regime Key Caution.
Market to Impact: Inverted Yield Curve Solve Consume After Sharp Intense Steepening Past Past Recession Break In Future Bank Signal.
🇺🇸 Interest Rate / Monetary Policy / Yield Daily
★★★

US 10Y Real Yield (TIPS Yield)

us_real_rate
1.95% ▲ +0.03%pt
Previous Value 1.92%
Trend Trend (Direct Recent)
Nominal Rate from Period Wait Inflation Rate Close True Borrow In Cost. Gold Price & High PER Stock Logic Theory Price Settle Fixed.
Market to Impact: High Level Standard (1.8% From Up) Maintain High-Tech Stock Multiple Cap System Factor. Real Yield Decline Gold Surge Factor.
🇺🇸 Interest Rate / Monetary Policy / Yield 8x/yr
★★★

US Policy Rate (FF Interest Rate Induce Guide Target)

fed_rate
4.75〜5.00% ▼ -0.50%pt
Previous Value 5.25〜5.50%
Trend Trend (Direct Recent)
FRB (Federal Reserve Board) Settings Most Heavy Key Short-Term Rate. Global Money Flow Left Right.
Market to Impact: Rate Cut Regime Stock Market All General Liquidity Expansion Support Aid. Sharp Intense Rate Cut Recession Caution also Invite.
🇯🇵 Interest Rate / Monetary Policy / Yield Daily
★★★

Japan 10Y Treasury Yield

jp10y
0.985% ▲ +0.012%pt
Previous Value 0.973%
Trend Trend (Direct Recent)
Main Domestic Long-Term Yield. Day Bank Gold Finance Valid Normal Shift Process With Rise Base Survey in Trend.
Market to Impact: Yield Rise Megabank / Live Hold etc. Yield Spread Improved Period Wait. Non Move Asset & High Borrow In Company in Interest Rate Negative Bear Increase.
🇯🇵 Interest Rate / Monetary Policy / Yield 8x/yr
★★★

Day Bank Policy Rate (None Bear Hold Call Next Day Goods)

boj_rate
0.25% ▲ +0.15%pt
Previous Value 0.10%
Trend Trend (Direct Recent)
Day Bank Induce Guide Short Period Policy Rate. Minus Interest Rate Solve Exclude After Add Rate Hike Pace Focus pts.
Market to Impact: Rate Hike Strong JPY Factor / Bank Bank Stock Plus. Sharp Intense Rate Hike JPY Carry Solve Consume by JP Stocks Plunge Risk.
🇺🇸🇯🇵 Interest Rate / Monetary Policy / Yield Daily Calc Out
★★★

Day US 10Y Interest Rate Spread (US 10Y - Day 10Y)

rate_diff
3.255%pt ▲ +0.018%pt
Previous Value 3.237%pt
Trend Trend (Direct Recent)
US Long-Term Yield & Japan Long-Term Yield Spread. USD/JPY Exchange Rate Most Large Link Move Factor as Opportunity Ability.
Market to Impact: Interest Rate Spread Expansion Strong USD Weak JPY, Contraction Weak USD Strong JPY to Strong Power Driver.
🇺🇸 Prices / Inflation Indicator Monthly
★★★

US CPI (Consumer Price Index (CPI) / Prev Year Same Month Ratio)

us_cpi
2.4% ▼ -0.1%pt
Previous Value 2.5%
Trend Trend (Direct Recent)
US Inflation Degree Match Measure Most Heavy Key Indicator. 2% Target to Income Bundle Pace FRB Monetary Policy Left Right.
Market to Impact: Forecast Miss (Downside) Rate Cut Prev Default Period Wait in Bullish Equities / Weak USD. Beat (Upside) Interest Rate High / Bearish Equities Invite.
🇺🇸 Prices / Inflation Indicator Monthly
★★★

US Core PCE Deflator (Prev Year Same Month Ratio)

us_pce
2.6% ▼ -0.1%pt
Previous Value 2.7%
Trend Trend (Direct Recent)
FRB Inflation Target (2.0%) Public Formula Base as Adopt Use Most Heavy Key Prices Indicator. Housing Stay Cost Skew CPI than Small.
Market to Impact: 2.5% Ratio Trend or & Large Range Rate Cut View Measure Level Top, Stock Price Valuation Support Aid.
🇯🇵 Prices / Inflation Indicator Monthly
★★★

Japan All Country Consumer Price Index (CPI) (Core CPI YoY)

jp_cpi
2.4% ▼ -0.4%pt
Previous Value 2.8%
Trend Trend (Direct Recent)
Live Fresh Food Product Exclude Total Match Index Count. Day Bank Prices Low Fixed Target (2%) Hold Continue Nature / Add Rate Hike Judge Judge Root Basis.
Market to Impact: 2% Over Fixed Arrive Day Bank Add Rate Hike Valid Current Shift Material Fee &, JPY Buy Factor.
🇺🇸 Employment / Economy Done Growth / Sentiment Monthly
★★★

US Non Agri Industry Part Sector Employment User Count Change Shift (NFP)

us_nfp
+254K ▲ +95K
Previous Value +159K
Trend Trend (Direct Recent)
Global Gold Finance Market in Most also Volatility Live Indicator. US Economy Bottom Solid Like Actual Show.
Market to Impact: Forecast Large Range Up Time Strong Recession Concern Sense After Exit Bullish Equities / Strong USD, Same Hour Rate Cut Pace Slowdown Intent Awareness.
🇺🇸 Employment / Economy Done Growth / Sentiment Monthly
★★★

US Unemployment Rate

us_unemp
4.1% ▼ -0.1%pt
Previous Value 4.2%
Trend Trend (Direct Recent)
Complete All Loss Industry User Ratio Match. " Sahm / Rule " (Unemployment Rate Rally by Recession Judge Fixed) View Measure vs Target.
Market to Impact: Rise Economy Deceleration / Large Range Rate Cut Host Promote, Decline Soft Landing Period Wait High.
🇺🇸 Employment / Economy Done Growth / Sentiment Monthly
★★

US ISM Mfg Build Industry Economy Condition Index Count

us_ism
47.2 ▲ +0.4pt
Previous Value 46.8
Trend Trend (Direct Recent)
50 Good Non Condition Min Fork pts. US Mfg Build Industry Future Bank Indicator as Stock Price with Correlation High.
Market to Impact: 50 Ratio Continued Mfg Build Industry Halt Stall Show, 50 times Recover Trend or & Economy Sensitive Sense Stock Buy prone to.
🇯🇵 Employment / Economy Done Growth / Sentiment Quarterly
★★

BOJ Tankan Survey Large Company Mfg Build Industry Industry Condition Judge Judge DI

jp_tankan
+13 ±0
Previous Value +13
Trend Trend (Direct Recent)
Japan Fee Table Company Economy Operating User Sense Sentiment. " Good "-" Worse " Time Answer Ratio Rate.
Market to Impact: High Level Standard Maintain Japan Company Industry Result Resilience Long Power Show, TOPIX Support Factor.
🌐 Commodity / Currency / Liquidity Daily
★★★

Copper/Gold Ratio (Doctor Copper vs Gold)

copper_gold_ratio
0.160 ▼ -0.005
Previous Value 0.165
Trend Trend (Direct Recent)
" Economy Body Moderate Total " Copper & " Yes Matter Gold " Price Ratio Rate. Global Economy Cycle and US Long-Term Yield Most Future Bank Indicator.
Market to Impact: Ratio Rate Decline Economy Deceleration / Interest Rate Decline Show Imply. US Long-Term Yield with Divergence Key Order Intent.
🛢️ Commodity / Currency / Liquidity Daily
★★

WTI Crude Oil Futures Price

wti_crude
$71.80 ▲ +$1.60
Previous Value $70.20
Trend Trend (Direct Recent)
Energy Price Country When Indicator. Prices Headline CPI & Mfg Build Industry / Manage Transport Cost Direct Impact.
Market to Impact: Surge ($85 Over) Inflation Resurgence Caution & Company Margin Pressure Press. Low Fixed Trend Stock Market for Good Environment.
🪙 Commodity / Currency / Liquidity Daily
★★

Gold Spot Current Prices Grade (XAU/USD)

gold_price
$2,745 ▲ +$111
Previous Value $2,634
Trend Trend (Direct Recent)
Currency Credit Verify Decline / US Real Yield Decline / Region Policy Study Risk Most Large Avoid Hard Future. Real Yield & Negative Correlation.
Market to Impact: History Up Most High Update Each Country USD Diverge / Mid Central Bank Bank Gold Standard Reserve Accumulate Increase Rebound Reflect.
💵 Commodity / Currency / Liquidity Daily
★★★

USD Index (DXY)

dxy
104.3 ▲ +3.5pt
Previous Value 100.8
Trend Trend (Direct Recent)
EUR / JPY / GBP etc. Main Key Currency vs USD Total Match Strong. Global Money Absorb Close Power Show.
Market to Impact: Strong USD Sharp Advance New Emerging Country Market from Capital Gold Flow Out / US Many Country Registry Company Overseas Yield Profit Pressure Press Factor.
🇺🇸 Commodity / Currency / Liquidity Monthly
★★

US M2 Money Supply YoY Change Shift Rate

m2_growth
+2.6% ▲ +0.3%pt
Previous Value +2.3%
Trend Trend (Direct Recent)
US Wide Meaning Cash / Deposit Gold Total Volume. Gold Finance Tightening by Minus Growth from Plus Recovery to Turn Convert.
Market to Impact: M2 Rebound Turn Increase Add Global Market to Money Supply Supply Re Open Intent Meaning, Equities / Dark No. Asset Mid Period Tailwind.
🇺🇸 Credit Risk / Fear Index / Global Indicator Daily
★★★

US High Yield Bond Credit Spread (HY OAS)

credit_spread
2.98%pt ▼ -0.22%pt
Previous Value 3.20%pt
Trend Trend (Direct Recent)
US Junk Bond & Country Bond Yield Spread. Company Default Risk / Credit Income Shrink Most also Sensitive Sense Future Bank Signal.
Market to Impact: 3.0% Ratio Sound All Credit Environment in Equities Risk-On Support Aid. 4.5% Sharp Expansion Hour Company Break Fail Caution in Stock Plunge Signal.
🇺🇸 Credit Risk / Fear Index / Global Indicator Daily
★★★

CBOE Volatility Index Count (VIX Fear Index)

vix
19.2 ▲ +2.5pt
Previous Value 16.7
Trend Trend (Direct Recent)
S&P 500 Option Price from Calc Out Market 30 Day Future Forecast Volatility. Invest Capital Investor Non Low Sentiment Indicator.
Market to Impact: 20 Un Full Low Fixed Mutual Market, 30 Over Panic Sell (Past Past Absolute Good Buy Market Sign), 40 Over Systemic Risk Opportunity.
🇨🇳 Credit Risk / Fear Index / Global Indicator Monthly
★★

China Mfg Build Industry PMI (Buy Buy Bear Current User Economy Index Count)

china_pmi
50.1 ▲ +0.3pt
Previous Value 49.8
Trend Trend (Direct Recent)
Global No. 2 Economy Done Large Country China Mfg Build Industry Cycle. 50 Good Non Condition Min Fork pts. Japan Industrial Create Machinery / Overseas Manage / Chemicals Stock Future Bank.
Market to Impact: 50 times Recover China Trend Transport Out Stock (Fanuc, Low River Electric Opportunity, Komatsu etc.) and Commodity Market Condition Rebound Turn Sign.
🇺🇸 Credit Risk / Fear Index / Global Indicator Monthly
★★

US Housing Starts (Year Rate Convert Calc 1K Unit)

us_housing_starts
1,350 1K Unit ▼ -4 1K Unit
Previous Value 1,354 1K Unit
Trend Trend (Direct Recent)
Housing Loan Interest Rate Extreme Sensitive Sense in, Economy Cycle Most also Initial Period Turn Convert pts Meet Over Future Bank Indicator.
Market to Impact: Arrive Industrial Increase Add Investor Tool / Investor Electric / Capital Material etc. Wide Scope Resilience Long Consumption Fiscal Demand Key Lead Close, Economy Expansion Supplement Strong.

Main Key Market Asset × Economic Indicator Correlation / Sensitivity Matrix

FX (USD/JPY) / Equities (Nikkei 225 / S&P500) / Gold (Gold) & Each Indicator Pearson Correlation (r)

USDJPY

USD / JPY (USD/JPY)

Link Move Indicator Ranking
Day US 10Y Interest Rate Spread 1 Match
+0.88 Extreme Strong Positive Correlation

Extreme Strong Positive Correlation. Interest Rate Spread Expansion Strong USD Weak JPY Main Factor. Interest Rate Spread Contraction Hour Strong Strong JPY Pressure Power or or.

US 10Y Treasury Yield 1 Match
+0.82 Extreme Strong Positive Correlation

Strong Positive Correlation. US Long-Term Yield Rise & Day US Yield Spread Open, USD Buy JPY Sell Induce Issue.

US 2Y Treasury Yield Future Bank
+0.84 Extreme Strong Positive Correlation

Short Period Yield to Link Move Nature High, FRB Rate Cut Pace Forecast Change Immediate Seat FX to Wave Reach.

US CPI (YoY) Future Bank
+0.65 Strong Positive Correlation

US Inflation Beat (Upside) FRB Rate Cut Period Wait After Exit Pass USD Buy also.

Japan 10Y Treasury Yield Future Bank
-0.45 Mid Degree Degree Negative Correlation

Mid Degree Degree Negative Correlation. Japan Long-Term Yield Surge Strong JPY Factor, US Interest Rate Move Trend Left Right prone to.

US Nonfarm Payrolls (NFP) NFP 1 Match
+0.58 Mid Degree Degree Positive Correlation

Nonfarm Payrolls (NFP) Surprise Issue Table Direct After USD/JPY Short Period Value Move Most also Strong Link Move.

NI225

Nikkei 225 (Nikkei 225)

Link Move Indicator Ranking
USD / JPY Mutual Market 1 Match
+0.74 Strong Positive Correlation

Strong Positive Correlation. Weak JPY Advance Bank Transport Out Company Scenario Fixed FX Rate Close Up / Industry Result Dip Up Factor as Opportunity Ability.

US ISM Mfg Build Industry Economy Condition Index Count Future Bank
+0.62 Strong Positive Correlation

Global Sentiment Barometer. Foreign Demand Depend Keep Degree High Japan Mfg Build Industry Industry Result Future Bank Indicator.

Copper/Gold Ratio (Doctor Copper) Future Bank
+0.68 Strong Positive Correlation

Global Mfg Build Industry Cycle Good Non Condition Nikkei 225 Transport Out / Economy Sensitive Sense Stock Future Bank Wave Reach.

Japan 10Y Treasury Yield 1 Match
+0.15 Weak Positive Correlation

All Body Correlation Slight Weak. However, Sector By in Bank Bank Stock (Strong Positive Correlation) & Non Move Asset Stock (Strong Negative Correlation) 2 Extreme Shift.

US 10Y Treasury Yield 1 Match
+0.38 Weak Positive Correlation

Strong USD Weak JPY Effect Result Pass Plus Labor Regime &, US Stock Decline Wave Reach Minus Outline Close.

SPX

S&P 500 (US Large Type Stock)

Link Move Indicator Ranking
US 10Y Real Yield 1 Match
-0.62 Strong Negative Correlation

Clear Confirm Negative Correlation. Real Yield Rise Stock Price Equities Profit Time (PER Reverse Count) to Key Seek Level Standard Close Up.

US CPI (YoY) Future Bank
-0.68 Strong Negative Correlation

Strong Negative Correlation. Inflation Slowdown (Disinflation) PER Expansion Permit Content, Bullish Equities also.

US 2Y-10Y Yield Spread Lag Bank
+0.54 Mid Degree Degree Positive Correlation

Valid Normal Yield Curve Expansion Economy Done Sound All Nature Show, Sharp Intense Solve Consume Hour Recession Caution in Volatile High Down.

US 10Y Treasury Yield 1 Match
-0.52 Mid Degree Degree Negative Correlation

Negative Correlation Slope Trend. Yield Sharp Rise Hour Equities Risk Premium Contraction by Stock Price Survey Adjust Trigger prone to.

US Unemployment Rate Lag Bank
-0.42 Mid Degree Degree Negative Correlation

Unemployment Rate Sharp Intense Deteriorated Company Income Profit Decrease / Recession Caution in Stock Market Strong Headwind &.

GOLD

Gold Price (Gold spot)

Link Move Indicator Ranking
US 10Y Real Yield 1 Match
-0.85 Extreme Strong Negative Correlation

Gold Invest Capital Base Main Raw Rule. Interest Rate Live not Asset in Gold, Real Yield Decline Regime in Most Strong Performance Issue Exercise.

US Dollar Index (DXY) 1 Match
-0.72 Strong Negative Correlation

Weak USD Regime in USD Fee FX Currency as Gold Buy Acceleration. Strong USD Hour Gold Sell Pressure Power.

US M2 Money Supply Future Bank
+0.65 Strong Positive Correlation

Currency Rare Thin Shift (Money Printing) With, Rare Few Nature Hold Actual Goods Asset as Gold Price Rise.

Macro Screener (Regime Fit Match / High Alpha Stock Extract Out)

Current Macro Regime (Goldilocks ／ Interest Rate Move Trend) &, Interest Rate / FX / Inflation Beta, Company Fixed Yes Alpha by Stock Filtering

Screening vs Target: / Stock

Custom Macro Spread Calculator

2 Macro Indicator Self Reason Pair Match (Bar Calc / Close Calc / Multiply Calc / Ratio Calc) Germany Self Match Grow Indicator Move Live Grow, Stock with Correlation Real-time Check Security

Match Grow Indicator Formula:
Match Grow Indicator Correlation (r) (r)
R-Squared (R²) (R²) Match Grow Indicator by Stock Price Explain Clear Power
Sensitivity Slope (β) 1 Unit Rank Change Shift Hour Stock Price Change Range
Regression Formula Most Small 2 Multiply Estimated Direct Line
➗

Custom Spread Trend vs Stock Price Overlay

Match Grow Spread Stock Price / FX

Scatter Plot & Regression Direct Line

Macro Scenario Monte Carlo Forecast (Fan Chart Probability Cone)

Macro Drift & Volatility Factor-in Included Geometry What Brown Manage Move (300 Trial Bank) by Future Next 3 - 12M Stock Price Confirm Rate Min Spread Forecast

🌱 Soft Landing (Consensus)

Latent Existing Growth Rate Normal Arrive Region. Inflation Low Fixed & Fit Degree Liquidity Continued.

☀️ Goldilocks (Moderate Growth & Bull Equities)

Disinflation Advance Bank & FRB Rate Cut Acceleration. High-Tech / AI Mid Core Rally.

🔥 Inflation Sticky Arrive / Interest Rate Elevated / Sticky

US Long-Term Yield 4.8% to Re Rise. Value / Megabank Superior Rank, High-Tech Survey Adjust.

🌧️ Recession / Strong JPY Shock

Unemployment Rate Deteriorated & Sharp Speed Strong JPY (140 JPY Ratio). All General Risk-Off.

Period Wait Return (Median)
95% VaR (Most Large Scenario Fixed Loss Loss)
Stock Price Rise Win Rate Current Value Over Confirm Rate
Up Value Target (Up Rank 5% Bullish) Bullish Mutual Market Upper Limit Range

Fan Chart Confirm Rate Cone (Confidence Interval 95% / 50% / Median)

90% Confidence Interval 50% Confidence Interval Median

Macro Regime 4-Quadrant Analysis (Growth x Inflation Matrix)

Ray / Dalio ／ Hedge Fund Hand Law Base " Economy Growth Momentum " & " Inflation Momentum " 4 Regime Diagnose Judge

● Current Judge Fixed Regime

Economy Momentum (X-Axis)
Inflation Momentum (Y-Axis)

Regime Seat Target Map ＆ Past Past 6 Quarterly Trajectory

Q1: Reflation (Economy Overheating / Inflation Acceleration) Q2: Goldilocks (Goldilocks) Q3: Stagflation (Deceleration / Inflation) Q4: Recession (Deceleration / Deflation) Growth ↑ Growth ↓ Inflation ↑ Inflation ↓ 2023 Q2 2023 Q3 2023 Q4 2024 Q1 2024 Q2 2024 Q3 Current Region pts ★
No. 1 Target Limit: Reflation (Economy Overheating / Inflation Acceleration)
Growth ↑ / Inflation ↑
Superior Rank: Crude Oil / Commodity / Element Material / Mining Stock / Megabank / Gold Finance Stock / Emerging Market Stocks Formula Inferior After: Long Period Country Bond / Low Dividend Current Growth Stock
Past Past Win Rate: 74%
No. 2 Target Limit: Goldilocks (Goldilocks)
Current Region
Growth ↑ / Inflation ↓
Superior Rank: Large Type High-Tech / NASDAQ / Semiconductors / AI Related Link Stock / Superior Good Quality Stock / Invest Capital Fit Grade Firm Bond Inferior After: Inverse / Short ETF / Cash
Past Past Win Rate: 88%
No. 3 Target Limit: Stagflation (Economy Deceleration / Inflation Elevated / Sticky)
Growth ↓ / Inflation ↑
Superior Rank: Gold (Gold) / Cash / Short Period Country Bond / Energy Up Flow / Inflation Link Move Bond (TIPS) Inferior After: 1 General Equities All General / Long Period Bonds
Past Past Win Rate: 38%
No. 4 Target Limit: Deflation / Recession (Recession / Prices Sharp Deceleration)
Growth ↓ / Inflation ↓
Superior Rank: Over Long Period US Bond / Live Active Required Demand Product / Defensive Stock / Gold (Gold) / Cash Inferior After: Economy Sensitive Sense Stock / Self Move Auto / High Leverage Small Type Stock / High Yield Bond
Past Past Win Rate: 52%

Current Regime Base Estimate Recommend Asset Allocation

All Peak Sign Type / Risk Parity Join Note Ratio Rate
Equities 55%
Bonds 20%
Gold 15%
Commodities 5%
Cash 5%
Equities (Large Type High-Tech / Quality Mid Core) Bonds (Mid Long Period US Bond) Gold (Currency Credit Verify / Region Policy Study Hedge) Commodity Cash / Short-Term Rate

Goldilocks (Q2) Regime in, Interest Rate Decline & Industry Result Expansion Good Cycle Environment by Equities (Special Semiconductors / IT Growth Stock) to Allocation Most Large Shift Most also High Sharpe Ratio Boast is. However,, Yield Curve Re Steepening Risk Reserve, Gold & Long Period Bond Part Min Hedge as Pair In Barbell Strategy Estimate Recommend is.

Multivariate Macro Factor Regression (Alpha / Beta Model)

Individual Stocks Stock Price Return " Interest Rate / FX / Inflation / Crude Oil " 4 Large Macro Factor Heavy Regression Min Analysis, Company Fixed Yes Actual Power (Alpha) Extract Out

Company Fixed Yes Alpha Macro Environment Depend Keep not Company Actual Power Over Past Return
Macro Factor Explain Clear Power (R²) 4 Large Macro Factor in Explain Clear in Stock Price Change Ratio Match
FX Sensitivity Beta (USD/JPY) vs USD FX Change vs Slope
Interest Rate Sensitivity Beta (US10Y) Long Period Yield Change vs Sensitivity
🔬
Macro Factor Structure Min Analysis:

Stock Price Return Factor Min Solve (Contribution %)

Heavy Regression Bias Regression Coef Count × Each Indicator Volatility Open Grant

Stock × Economic Indicator Interactive Correlation / Regression Min Analysis

Optional Indicator & Stock Select, 2 Axis Time Series Chart / Scatter Plot / Rolling Correlation Immediate Solve Analysis

Pearson Correlation (r) (r)
R-Squared (R²) (R²) Correlation by Explain Clear Power (0.0 - 1.0)
Sensitivity Slope (β) Indicator 1 Unit Rank Move Hour Estimated Stock Price Change Shift
Regression Direct Line Way Degree Formula Most Small 2 Multiply Law by Estimated Direct Line
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2 Axis Time Series Trend Compare (Valid Rule Shift Overlay)

(Left Axis) (Right Axis)

Scatter Plot & Regression Direct Line

Macro Indicator Signal / Backtester

Historical backtest performance of macro strategies driven by yield curve un-inversion, real rate regimes, and CPI surprises.

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Pass Calc Total Return (Strategy)
Year Rate Convert Calc Return (CAGR) Compound Yield Estimated Base
Most Large Drawdown (MDD)
Win Rate
Sharpe Ratio

Cumulative Accumulate Return Trend Compare (Initial Capital 100 Base)

Macro Strategy Portfolio S&P 500 Benchmark
Issue Order Day Signal Type By Macro Judge Fixed Trigger Trade Close Link Result Return

Portfolio Macro Stress Test

" US Interest Rate Surge "" FX Sharp Speed Strong JPY "" Crude Oil Surge " etc. Shock Issue Live Market Match Portfolio Estimated P&L Simulation

US 10Y Interest Rate Shock:
-1.50% (Large Range Rate Cut) 0 (Non Change) +1.50% (Interest Rate Surge)
USD/JPY Rate Scenario Fixed:
130 JPY (Sharp Intense Strong JPY) 150 JPY 165 JPY (History History Weak JPY)
Crude Oil Price Shock:
-30% (Deflation) 0% +30% (Oil Shock)
Portfolio Estimated P&L Impact Degree

Caution should Main Key Macro Risk Factor:

🛡️ Estimate Recommend Risk Min Dispersion / Hedge Tactic:
Ticker Code Stock Name Allocation Ratio Rate Estimated Return Impact Most Large Impact Factor Resilience Nature Score

Heavy Key Economic Indicator Issue Table Event Study (Past Past Unified Total / Win Rate / Value Range)

Past Past 12 times CPI / Nonfarm Payrolls (NFP) / FOMC Issue Table Direct After in USD/JPY / Nikkei 225 Volatility & Win Rate Unified Total

Issue Table Direct After Average Volatility Direct Recent 1h USD/JPY Average Value Range
Forecast Beat (Upside) Hour USD Rise Win Rate Strong Link Result Hour USD Buy Continued Confirm Rate
Forecast Miss (Downside) Hour USD Decline Win Rate Weak Link Result Hour USD Plunge Confirm Rate
Next Issue Table Hour Estimate Fixed Range Option IV Convert Calc Scenario Fixed Value Move
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Event Aggressive Strategy Tactic:

Issue Table Day Market Forecast Issue Table Link Result Surprise USD/JPY (1h After) USD/JPY (Next Day Close) Nikkei 225 (Next Operating Industry Day) S&P 500 (Next Day)

Macro Leading Signals & Yield Curve Min Analysis

US Yield Curve Spread (2Y-10Y), NY Link Bank Recent Similar Recession Confirm Rate, Real Yield Regime, Copper/Gold Ratio Divergence

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US 2Y-10Y Yield Curve Spread

Inverted Yield Curve Solve Consume After Re Steepening (Caution Regime)
+0.14%pt 10Y Bond Yield (4.24%) - 2Y Bond Yield (4.10%)
18M Spread Trend (0% Line Base)

US 2Y-10Y Yield Spread Long Period Inverted Yield Curve from Plus Zone to Float Up ed. History History, Inverted Yield Curve Issue Live Hour than " Inverted Yield Curve Solve Consume from Steepening Advance Regime " in, Past Past Shock & Company Income Profit Deteriorated Notable Existing Shift easy to for, High Leverage Stock in Caution Required Key in.

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Now After 12M Recession Confirm Rate (Estimated Model)

Caution Level Standard
28% Yield Curve Form Status Base Regression Estimated

Past Past Economy Cycle in, Long Short Interest Rate Valid Normal Shift Trend or Timing in Shock Issue Live Slope Trend Yes. Complete All Recession Time Avoid " Soft Landing " Scenario Market Main Forecast in, Break State Credit Income Shrink / Company Default Rate Rise in Close Continue Retain Intent Required Key in.

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Real Yield Regime

Real Yield 1.95%
+1.95% Name Item 4.24% - Period Wait Inflation 2.29%

Real Yield 1.95% Past 15Y Average (Approx 0.5%) Large Range Up Time High Level Standard Yes. Capital Gold Survey Reach Cost Actual Quality Base in Heavy for, Free Cash Flow Ample Rich Quality Stock Mutual vs Select Good is. Real Yield 1.5% Ratio Included in & Gold & High-Tech Stock Surge Issue Rise Factor & is.

Superior Rank Asset:
✓ Cash-Rich Large Type Value ✓ Megabank / Gold Finance Opportunity Related ✓ High Dividend Yield Stock ✓ Short Period US Bond
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Copper/Gold Ratio vs US 10Y Bond Divergence

Bear / Divergence (Deviation Diverge Expansion)
0.16 Copper/Gold Ratio (Dr. / Copper / Gold Spot / Global Mfg Build Industry Cycle Future Bank Indicator)

" Economy Body Moderate Total " in Copper & Gold Ratio Rate Decline Base Survey 1 Way, US 10Y Bond Yield 4.2% Level in Elevated / Sticky is. Past Past Correlation Pattern in, Copper/Gold Ratio Decline Lag US Long-Term Yield Down Way Fix Valid Case Many, Mid Period Interest Rate Decline Scenario Supplement Strong is.

Signal: Global Mfg Build Industry Deceleration Show Imply, US 10Y Interest Rate in Decline Pressure Power Latent Existing

Individual Stocks / FX Macro Sensitivity Diagnose Judge

Each Stock " Interest Rate Rise "" FX Change "" Inflation " from which like Impact Receive or Min Analysis

Fee Table Example:

Macro Sensitivity Scoring Completed
📈 Interest Rate Sensitivity (Policy Rate / Long-Term Yield)

💱 FX Sensitivity (USD/JPY / Currency Change)

🔥 Inflation / Prices Sensitivity

this Stock Most also Sensitive Sense Rebound Response Economic Indicator

Macro Environment Change Shift Hour Stand Time Strategy

Macro Economy Done Scenario Diagnose Judge & Sector Impact Min Analysis

Interest Rate / FX Main Key Future Next Scenario &, Sector / Sector By Grace Benefit Degree / Headwind Degree

Main Scenario (Confirm Rate 55%)

US Rate Cut ＆ Soft Landing (Goldilocks)

FRB Easing & or Rate Cut Continued & Inflation Sink Calm Shift, US Economy Bottom Solid Combine Keep Logic Scenario Scenario.

Main Key Macro Driver:
  • / US 10Y Interest Rate 3.8 - 4.1% to Soft Shift
  • / USD/JPY 145 - 150 JPY Easing & or Strong JPY Base Survey
  • / US Inflation 2% Level Prev Half Fixed Arrive

Sector / Sector By Impact Degree Judge Fixed

Semiconductors / IT Growth
Large Range Plus

Interest Rate Decline by Ratio Close Rate Decline in PER Permit Content Degree Expansion. Set Reserve Invest Capital Intent Appetite Recovery.

Fee Table Focus Stock:
Tokyo Electron (8035) Advantest (6857) NVIDIA (NVDA) Apple (AAPL)
Non Move Asset / Housing Related Link
Plus

Housing Loan Interest Rate Decline View Measure by Demand Key Recovery. Borrow In Cost Decline.

Fee Table Focus Stock:
3 Mitsui Non Move Asset (8801) 3 Mitsubishi Region Place (8802)
Self Move Auto / Transport Send Opportunity (Transport Out Stock)
Headwind

Sharp Intense in Resilience Nature, Strong JPY Way Trend to Shift by FX Spread Loss Yield Profit Pressure Press.

Fee Table Focus Stock:
Toyota Motor (7203) Main Field Tech Research (7267)
Bank Bank / Hold Risk (Megabank)
Neutral

US Foreign Bond Manage Use Yield Decline 1 Way, Day Bank Germany Self Rate Hike Continued Domestic Yield Spread Improved as Mutual Cancel.

Fee Table Focus Stock:
Mitsubishi UFJ (8306) 3 Mitsui Housing Friend FG (8316)
Caution Scenario (Confirm Rate 25%)

Day Bank Add Rate Hike ＆ Sharp Speed Strong JPY Scenario

Day Bank Year Domestic - Next Spring or Add Rate Hike (0.50% - 0.75%) Bank, US-JP Rate Spread Contraction from Strong JPY Sharp Advance Scenario.

Main Key Macro Driver:
  • / Day 10Y Interest Rate 1.2% Over
  • / USD/JPY 140 JPY Ratio Strong JPY Pressure Power
  • / JPY Carry Trade Close Roll Return

Sector / Sector By Impact Degree Judge Fixed

Bank Bank / Gold Finance Opportunity Related
Large Range Plus

Long Short Interest Rate Rise by Lend Out Spread Expansion, Country Bond Manage Use Profit Increase Add in Industry Result Direct Connect Good Impact.

Fee Table Focus Stock:
Mitsubishi UFJ (8306) Mizuho FG (8411) No. 1 Live Life HD (8750)
Domestic Demand / Transport In Related Link / Small Sell
Plus

Strong JPY by Transport In Raw Material Fee Cost / Energy Cost Low Decrease, Actual Quality Buy Buy Power Trend Up.

Fee Table Focus Stock:
Nitori HD (9843) Aeon (8267) Kobe Unit Goods Asset (3038)
Self Move Auto / Precision Dense Machinery / Transport Out High-Tech
Large Range Headwind

Scenario Fixed Rate (145 JPY Prev After) Down Time Strong JPY in, Overseas Sell Up JPY Convert Calc Amount Large Range Item Decrease.

Fee Table Focus Stock:
Toyota Motor (7203) SUBARU (7270) Mazda (7261)
Non Move Asset / Developer
Headwind

Domestic Survey Reach Interest Rate Rise by Capital Gold Survey Reach Cost Increase Add, Non Move Asset Cap Rate Rise Concern Sense.

Fee Table Focus Stock:
Housing Friend Non Move Asset (8830) East Sharp Non Move Asset HD (3289)
Risk Scenario (Confirm Rate 20%)

Inflation Sticky Arrive ＆ High Interest Rate Long Period Shift Scenario (Higher for Longer)

US Inflation Slowdown Halt Stall, FRB Rate Cut Halt Stop or Hawkish to Regression. US Interest Rate Elevated / Sticky & Strong USD Re Acceleration.

Main Key Macro Driver:
  • / US 10Y Interest Rate 4.5% - 4.8% Re Rise
  • / USD/JPY 155 - 160 JPY USD Germany Step High
  • / US CPI 3% Recent Side Halt Stall

Sector / Sector By Impact Degree Judge Fixed

Commerce Firm / Energy / Commodity
Large Range Plus

Capital Source Inflation & History History Strong USD Grace Benefit Receive, Overseas Right Profit from Mega Amount Cash Flow Create Out.

Fee Table Focus Stock:
Mitsubishi Corp (8058) Mitsui & Co. (8031) INPEX (1605)
Transport Out Main Power Company (Weak JPY Resilience Nature)
Plus

155 JPY Over Weak JPY Continued by Up Way Fix Valid Period Wait. However, Current Region Inflation / Cost High Concern Sense Remain.

Fee Table Focus Stock:
Hitachi (6501) Komatsu (6301)
High PER High-Tech / Growth Stock
Large Range Headwind

Long-Term Yield Rise by Multiple / Compression (Valuation Pressure Shrink) Direct Hit.

Fee Table Focus Stock:
Lasertec (6920) SoftBank Group (9984)
Domestic Demand Service / Food Product (Transport In Cost High)
Headwind

Transport In Inflation Resurgence & Live Active Defense Defense Intent Awareness by Consumption Decrease Exit Risk.

Fee Table Focus Stock:
Peak Cape Mfg Pan (2212) Good Field Investor HD (9861)

Heavy Key Economic Indicator Calendar & Volatility Min Analysis

Now After Focus Event Calendar &, Past Past Issue Table Hour in USD/JPY / Nikkei 225 Change Actual

🇺🇸 2024-11-13 22:30 (JST)
★★★

US 10 Month Consumer Price Index (CPI) (CPI YoY)

Issue Table Forecast Fixed
Previous Value 2.4%
Market Forecast 2.6%
Latest Link Result Pending Release
Scenario Fixed Volatility Extreme Large (Critical)
💱 USD/JPY to Impact: Average Change Range: ±90 pips
🇯🇵 Nikkei 225 to Impact: Average Change Range: ±380 JPY
Trade Key Point Forecast Ratio 0.2% From Up Deviation Diverge in USD/JPY 1 JPY Over Volatile High Down Slope Trend. Issue Table Prev Position Contraction Fixed Stone.
🇺🇸 2024-11-08 04:00 (JST)
★★★

US FOMC Policy Rate Issue Table ＆ Powell Council Long Company View

Forecast 1 Match
Previous Value 5.00%
Market Forecast 4.75% (-25bp Rate Cut)
Latest Link Result 4.75%
Scenario Fixed Volatility High (High)
💱 USD/JPY to Impact: Issue Table Direct After -35pips Decline After Range-Bound
🇯🇵 Nikkei 225 to Impact: Next Operating Industry Day +110 JPY Solid Survey
Trade Key Point 25bp Rate Cut Priced In. Voice Clear Text " Outlook Rate Cut Pace " to Word Reach Focus pts.
🇺🇸 2024-10-04 21:30 (JST)
★★★

US 9 Month Non Agri Industry Part Sector Employment User Count (NFP)

Forecast Beat (Upside)
Previous Value +159K
Market Forecast +150K
Latest Link Result +254K
Scenario Fixed Volatility Extreme Large (Critical)
💱 USD/JPY to Impact: Issue Table After 146.80 JPY → 148.70 JPY (+190pips Surge)
🇯🇵 Nikkei 225 to Impact: Next Operating Industry Day +720 JPY Spike Surge
Trade Key Point Forecast 100K Over Up Time Over Bullish Surprise. US Recession Concern Sense 1 Sweep All Aspect Risk-On.
🇯🇵 2024-10-31 12:00 Around (JST)
★★★

BOJ Monetary Policy Meeting ＆ Outlook Outlook Report

Forecast 1 Match
Previous Value 0.25%
Market Forecast 0.25% (Current Status Maintain)
Latest Link Result 0.25%
Scenario Fixed Volatility High (High)
💱 USD/JPY to Impact: Plant Field Total Arbitrage Company View in Hawkish Issue Word → Weak USD Strong JPY -80pips
🇯🇵 Nikkei 225 to Impact: Afternoon Session Soft Survey -180 JPY
Trade Key Point Interest Rate On Hold also, " Hours Surplus Buffer " Table Current Delete in 12 Month Rate Hike Region & Solve Interpret.
🇯🇵 2024-10-18 08:30 (JST)
★★★

Japan All Country Core CPI (YoY)

Forecast 1 Match
Previous Value 2.8%
Market Forecast 2.3%
Latest Link Result 2.4%
Scenario Fixed Volatility Mid (Moderate)
💱 USD/JPY to Impact: Way Trend Sense Thin ±15pips
🇯🇵 Nikkei 225 to Impact: Morning Session Horizontal
Trade Key Point Policy Gov Electric Sentiment Fee Supplement Advice Re Open in Slowdown also Forecast Pass. Day Bank Rate Hike Route Line Change Shift None & Receive Stop.

Black / Litterman Most Fit Asset Allocation Model

CAPM Market Mean Balance Weight Invest Capital Investor Macro View Pass (Equities / Interest Rate / Inflation) Bayesian Update, Count Study Most Fit Asset Allocation Ratio Rate & Effect Rate Frontier Guide Out

Period Wait Return (Year Rate Estimated) Bayesian Matter After Period Wait Value
Portfolio / Risk (Year Rate σ) Min Dispersion Invest Capital by Risk Low Decrease After
Most Fit Sharpe Ratio

CAPM Mean Balance Market Allocation vs BL Most Fit Estimate Recommend Allocation (%)

Effect Rate Frontier

★ Connect pts Portfolio
X-Axis: Risk (Volatility %) Y-Axis: Period Wait Return (%)
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Macro Shock / Impulse Response Answer Min Analysis (VAR Model / IRF)

" US Interest Rate Surge "" Large Range Rate Cut "" Crude Oil Surge "" Strong JPY Shock " Issue Live Market Match, Now After 1 - 24M Nikkei 225 / Bank Bank / Semiconductors / USD/JPY / S&P500 to Wave Reach Trend Estimated

Nikkei 225 TOPIX Bank Bank Semiconductors High-Tech USD/JPY S&P 500
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Macro Wave Reach Mechanism:

Yield Curve 3-Factor (PCA) Decomposition & Sector Win Rate

Decompose sovereign yield curve shifts into orthogonal principal components — Level (79%), Slope (15%), Curvature (5%) — and analyze sector win rates.

US Yield Curve Form Status Compare (Current vs 1Y Ago)

Current Curve 1Y Ago Curve
3M2Y5Y10Y30Y

Current Curve Regime (Steepening) in Sector By Past Past Win Rate & Average Over Past Return

Sector Past Past Win Rate Average Over Past Return Judge Fixed Back Economy / Solve Explain

Custom Macro Strategy Builder (Past 20Y Backtester)

Optional Economic Indicator Clause Items / Non etc. No. / Threshold Value Pair Match Germany Self Sell Buy Rule Create Grow, Past 20 Years (240M) Manage Use Grow Result Real-time Check Security

Pass Calc Total Return (Strategy)
Year Rate Convert Calc Return (CAGR) Compound Yield Estimated Base
Most Large Drawdown (MDD)
Win Rate
Sharpe Ratio

Past 20Y Cumulative Accumulate Return Trend (Initial Capital 100 Base)

Custom Strategy Benchmark

Direct Recent Trade Close Signal Approx Fixed History History

Date Action Actual Current Return Signal Issue Live Logic Reason