What you can validate
Macroeconomic & regime
Top-down signals and regime-aware exposure control.
Macro and regime strategies use economic data and market-state classifiers to steer exposure. We validate yield-curve and inflation-regime overlays, macro-momentum, and HMM-based risk-on/off detection driven by FRED series.
- Futures
- Cross-asset
- Macro
20 example backtests
Each sample report is being prepared and will be downloadable here.
- 01
Yield-curve slope regime overlay on equities
Sample reportComing soon - 02
Risk-on / risk-off regime classifier (HMM)
Sample reportComing soon - 03
CPI-surprise positioning on rates futures
Sample reportComing soon - 04
Macro-momentum across asset classes
Sample reportComing soon - 05
Inflation-regime equity-sector rotation
Sample reportComing soon - 06
Real-yield signal for gold positioning
Sample reportComing soon - 07
Growth / inflation quadrant allocation
Sample reportComing soon - 08
FRED-driven recession-risk de-risking
Sample reportComing soon - 09
Dollar-strength overlay on commodities
Sample reportComing soon - 10
Credit-spread regime equity filter
Sample reportComing soon - 11
Rate-of-change of PMI as a macro signal
Sample reportComing soon - 12
Term-spread inversion crisis filter
Sample reportComing soon - 13
Macro-surprise index momentum
Sample reportComing soon - 14
Central-bank-meeting regime behavior
Sample reportComing soon - 15
Liquidity-conditions risk budgeting
Sample reportComing soon - 16
Commodity-cycle macro positioning
Sample reportComing soon - 17
Cross-asset correlation regime detector
Sample reportComing soon - 18
Macro-volatility targeting for exposure
Sample reportComing soon - 19
Employment-surprise reaction on ES
Sample reportComing soon - 20
Macro-regime-gated trend following
Sample reportComing soon
Have a macro & regime idea of your own?
Send us the rules in plain English. We confirm scope and feasibility, then validate it on the same institutional infrastructure.