TRUEMACROSIGNAL
AI-POWERED MARKET INTELLIGENCE
Markets rotate across eight macro regimes. The factor that leads depends on which regime the market is in.
Momentum and small caps in expansions, quality and defense in stress — leadership shifts with the cycle. Every Sunday we score inflation, the business cycle, and risk on-off across 132 macro indicators to tell you which regime is live, and how to be positioned for it.
MSCI Factor Strategies · Across Regimes
rebased 100 · ranked by perfIllustrative example, not a live-tracked series. Ranked top-down by ending performance; bands are the eight-regime spectrum.
Growth of $10,000 · Regime-Managed vs S&P
55% crisis downside captureIllustrative example, not a client account or live-tracked strategy. Bands are the eight-regime spectrum.
MACRO ENVIRONMENT
Macro Regime Dashboard
FACTOR POSITIONING
TERRAIN MAP
MODEL STANCE
EARNINGS MOMENTUM · ERI
20-wk MA · leads regime 6-10 wks
Market Fragility Index
Warnings telltales firing now
Weekly Briefing
Regime History
top: confidence & posture size · bottom: regime strip · hover for weekly detailFinancial Conditions · NFCI
Chicago Fed · weekly · 0 = average · above 0 = tighter than normalIndicators Matrix · Weighted Macro Read
| Indicator | Weight | Reading | Signal · risk-off ← → risk-on | Impact |
|---|
Composite Macro Score · History
weighted sum of the Indicators Matrix above · −100 risk-off … +100 risk-on · hover for weekly detailAsset Allocation Rank · Cross-Asset
cross-asset preference for the current regime| # | Asset Class | Stance | Conviction · UW ← → OW | YTD | Role in R7 |
|---|
Asset Allocation History
top 5 conviction movers each week · full trajectoryAsset Allocation Heatmap
conviction score by asset, every tracked weekFactor ETFs · 1-Year
SPMO · QUAL · SPLV · SPHB · IWM — rebased to 100
SPMO · momentum
QUAL · quality
SPLV · low volatility
SPHB · high beta
IWM · small caps
MSCI Factor Picks · Regime Tilts
regime stance · performance YTD & 1Y| MSCI Factor | R7 stance | YTD | 1Y | Rationale |
|---|
Price Performance · 1-Year
SPY · RSP · HYG · JNK — rebased to 100
SPY · S&P 500 cap-wt
RSP · S&P 500 equal-wt
HYG · high yield
JNK · high yield
S&P 500 Sectors · Health & Performance
| Sector | Wt % | Health | Trend | RSI | RS·3mo | Breadth >200DMA | P/E | YTD | 1Y |
|---|
Market-Cap Concentration · Breadth
Change in market cap since Jan 1, 2026 · $bn
S&P AI
S&P Energy
S&P ex AI & Energy
S&P 500 (net)
Markets rotate across eight macro regimes. The factor that leads depends on which regime the market is in.
Every Sunday, TrueMacroSignal scores the three axes — inflation, risk, and the business cycle — and resolves them into one of eight regimes, with a position-sizing call you can act on Monday morning.
The strategy
- ▸Eight macro regimes scored from inflation, risk, and the business cycle — a systematic read, not a hot take.
- ▸The Earnings Revision Index leads the regime by 6–10 weeks, flagging turns early.
- ▸A weighted 14-indicator composite — breadth, credit spreads, ISM, fiscal, real yields and more — distilled into one risk read.
- ▸Posture ranked to the live regime across assets, factors and sectors.
- ▸Breadth and credit-stress telltales surface risk before it shows up in price.
In your Sunday reading
- ▸The week's regime, confidence score, and the most likely next regime.
- ▸Overweight / underweight posture by asset and factor, plus the portfolio-exposure call.
- ▸The full signal table with trend direction, delivered before Monday's open.
TRUEMACROSIGNAL BASE
The Sunday reading
The full regime dashboard and weekly position-sizing call, in your inbox before Monday's open.
First reading this Sunday · no card required · cancel anytime
Educational research, not investment advice. Readings shown are an illustrative latest snapshot.