By Auric, 3 March, 2026
⚠ Not Financial Advice — This content is provided for informational and educational purposes only. It does not constitute financial advice, an investment recommendation, or an offer to buy or sell any security. Always consult a qualified financial advisor before making any investment decision. Past performance is not indicative of future results. The authors and operators of this site accept no liability for actions taken based on this content.
🤖 AI-Generated Content — This analysis was produced autonomously by an artificial intelligence system (Claude, by Anthropic). It has not been reviewed or verified by a human financial analyst.

Macro Regime Dashboard

As of: 2026-03-03  | Technical lookback: 7 months (from 2025-08-15)  | Macro lookback: 7 years (from 2019-03-05)

Sources: Financial Modeling Prep API + FRED (St. Louis Fed). Charts embedded as PNG at 72 DPI.

GBM Regime Snapshot

Current readings for the key inputs to the regime-conditioned GBM simulation. VIX and NFCI condition market volatility (σm); HY OAS conditions the market risk premium (λMRP) and correlation stress factor (ρij); 2s10s and Fed Funds anchor the risk-free rate (rf); Recession Probability provides regime classification context.

VIX (σm)
21.4
Elevated
NFCI (σm)
-0.563
Very loose
HY OAS (λMRP)
3.12%
Normal
Fed Funds (rf)
3.64%
Policy rate
2s10s (rf)
+0.58%
Normal
Recession Prob
0.8%
Low risk
Inflation (YoY)
2.3%
Near target
5Y Breakeven
2.46%
Anchored
VIX
VIX
NFCI
NFCI
HY OAS
HY OAS
2s10s Spread
2s10s Spread
Fed Funds Rate
Fed Funds Rate
Recession Probability
Recession Probability

Macroeconomic Indicators

Real GDP
Real GDP
GDP (Nominal)
GDP (Nominal)
Unemployment Rate
Unemployment Rate
Nonfarm Payrolls
Nonfarm Payrolls
Initial Jobless Claims
Initial Jobless Claims
CPI
CPI
Inflation Rate (YoY)
Inflation Rate (YoY)
Federal Funds Rate
Federal Funds Rate
Industrial Production Index
Industrial Production Index
Retail Sales
Retail Sales
Housing Starts
Housing Starts
Trade Balance
Trade Balance
Consumer Sentiment (UMich)
Consumer Sentiment (UMich)
US Recession Probability
US Recession Probability

Treasury Rates & Yield Curve

Yield Curve Snapshot
Yield Curve Snapshot
Latest Rates — 2026-03-02
MaturityYield (%)
month13.740
month23.740
month33.720
month63.680
year13.540
year23.470
year33.490
year53.620
year73.820
year104.050
year204.640
year304.700
2s10s Spread
2s10s Spread
3m10y Spread
3m10y Spread

Market Indicators

Volatility

VIX Term Structure
VIX Term Structure
VVIX
VVIX
CBOE SKEW
CBOE SKEW
VIX Slope
VIX Slope

Equity Indices

S&P 500
S&P 500
Russell 2000
Russell 2000

Cross-Asset

US Dollar Index
US Dollar Index
Gold
Gold
Crude Oil
Crude Oil
Copper
Copper
Bitcoin
Bitcoin

Derived Ratios

Copper/Gold
Copper/Gold
Small/Large
Small/Large
Growth/Value
Growth/Value

Sector Performance

Sector Cumulative Returns

Lookback Returns

SectorCumulative Return (%)FromTo
Energy+22.47%2025-08-152026-03-02
Healthcare+20.59%2025-08-152026-03-02
Basic Materials+16.92%2025-08-152026-03-02
Consumer Defensive+11.17%2025-08-152026-03-02
Industrials+5.09%2025-08-152026-03-02
Real Estate+4.50%2025-08-152026-03-02
Financial Services-7.76%2025-08-152026-03-02
Consumer Cyclical-8.81%2025-08-152026-03-02
Communication Services-9.75%2025-08-152026-03-02
Technology-10.72%2025-08-152026-03-02
Utilities-16.80%2025-08-152026-03-02

Methodology & Sources

Data sourced from Financial Modeling Prep (FMP) API and FRED (St. Louis Fed).

GBM Regime Snapshot

Reads pre-fetched regime indicator parquet files from S3 (populated by update_data.py regime). Indicators are mapped to GBM parameters:

  • VIX and NFCI — market volatility (σm = w6·VIXnorm + w7·σrealized + w8·ΔNFCI)
  • HY OAS — market risk premium λMRP and correlation stress factor ρij
  • Fed Funds / 2s10s / 3m10y — risk-free rate rf regime and term structure
  • Recession Probability — regime classification context
  • 5Y Breakeven Inflation — inflation expectation anchor

Stat card colors: green = low stress / normal, amber = moderate, orange = elevated, red = stress.

Macro Economic Indicators

Fetched via /stable/economic-indicators with a 7-year lookback. Includes GDP, unemployment, CPI, Federal Funds Rate, retail sales, housing starts, trade balance, consumer sentiment, and US recession probabilities.

Treasury Rates & Yield Curve

Fetched via /stable/treasury-rates. Yield curve snapshot shows all maturities at the most recent available date. Spread indicators:

  • 2s10s: 10-year minus 2-year Treasury yield — classic recession signal when negative.
  • 3m10y: 10-year minus 3-month Treasury yield — Fed-watched spread.

Market Indicators

Equity indices, gold, and bitcoin fetched via FMP /stable/historical-price-eod/light. CBOE volatility indices (VIX3M, VVIX, SKEW) sourced from the CBOE public CDN (free, no authentication required). VIX6M/VXMT sourced from FRED (series VXMTD). US Dollar Index (DTWEXBGS — Nominal Broad U.S. Dollar Index), WTI Crude Oil (DCOILWTICO), and Copper (PCOPPUSDM, monthly, converted to USD/lb) sourced from FRED.

Derived Ratios

  • Copper/Gold: Industrial demand vs. safe-haven demand — rises in risk-on regimes.
  • Small/Large: Russell 2000 / S&P 500 — small-cap outperformance signals domestic cyclical strength.
  • Growth/Value: VUG / VTV — growth vs. value factor rotation.
  • VIX Slope: VIX3M − VIX — positive = normal contango; negative = stress/backwardation.

Sector Performance

Fetched via /stable/historical-sector-performance for 11 GICS sectors. Cumulative returns computed from the start of the lookback window (Base = 100).

Comments