A comprehensive macro analysis tool tracking multiple assets and market regimes to provide insights into market performance, risk states, and potential economic trends.
Explore complementary indicator rolesHow it works
The CE - 42MACRO Fixed Income and Macro Table operates by tracking a diverse set of assets across different market segments, including bonds, commodities, and volatility instruments. It calculates performance metrics across multiple timeframes using advanced statistical methods like Rate of Change, Sharpe ratio, Sortino ratio, and Omega ratio.
The indicator categorizes market performance into four distinct macro regimes: Goldilocks, Reflation, Inflation, and Deflation. By analyzing the relative performance of top and bottom assets within each regime, it generates a probabilistic view of current market conditions and potential future trends.
Why it may be useful
This macro analysis tool provides traders and investors with a holistic view of market dynamics by aggregating performance across multiple asset classes and economic scenarios. It helps users understand complex market interactions and identify underlying economic trends that might not be apparent from individual asset performance.
By offering insights into risk-on and risk-off market states, the indicator enables more informed investment and trading decisions. Its comprehensive approach allows users to gauge market health, strength, and potential directional shifts, making it a valuable resource for developing strategic investment and trading strategies.
When to explore it
The CE - 42MACRO Fixed Income and Macro Table is most effective when used for longer-term analysis, with increased accuracy over weekly to monthly timeframes. Traders and investors can leverage this tool during periods of economic uncertainty or when seeking a broader market perspective beyond individual asset performance.
It is particularly useful when combined with the companion 'CE - 42MACRO Equity Factor' indicator for a more comprehensive market analysis. The tool is most valuable for investors and traders looking to understand macro trends, assess market regime shifts, and develop nuanced trading and investment approaches.
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What we’ve verified
Access, alerts and repainting behaviour have not been independently verified for this indicator. Check the creator’s current publication and settings.
General descriptions and classifications are recovered research. Verified details above identify the specific checks we have completed. Check the creator’s current publication for later changes.
