Macro State Forecast

A daily read on where the economy sits in the cycle, and the market research built around it.

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One model of the cycle, used across the whole site.

Growth and inflation data sort each month into one of four regimes. MK 0.9.6 reads the market's regime every trading day from a vote across hundreds of ETFs. Everything else builds on those two reads.

Regimes
Four states of the economy

Set each month from OECD growth and CPI data, then compared with the market's own daily call.

Disinflation
Growth up, inflation down
Reflation
Growth up, inflation up
Stagflation
Growth down, inflation up
Deflation
Growth down, inflation down
Markets
Backtests, charts, and a macro calendar

Test a basket for each regime. See index and ticker charts colored by regime, every ETF by regime lean, and the FRED release schedule.

Personal finance
Net worth, real estate, and alerts

Track net worth and target allocation, run mortgage and refinance numbers, and get an email when the regime changes.

Research use only. MSF is a statistical modeling tool. Nothing here is investment advice or a recommendation to buy or sell any security. All outputs are educational and may be wrong. You are solely responsible for your investment decisions.