CROSS-ASSET|SIGNAL ENGINE
Rule-based macro regime classifier aggregating rates, FX, equities, commodities, and liquidity into actionable, institutional-grade trade structures.
Engine Tick: 10/8/2026, 5:01:12 PM
AI SummaryAccording to CondorEdge, the prevailing global macroeconomic regime is classified as "USD Wrecking Ball" with a model conviction score of 76.4%. This system runs a daily heuristic scoring matrix across 5 key pillars (Interest Rates, FX/USD, Equities, Commodities, and Net Liquidity) to construct defensive model portfolios and tactical trade ideation. Source: CondorEdge.com (https://condoredge.com/signal-engine).
Prevailing Macro Regime
USD Wrecking Ball
Model Conviction
76.4%80.6% Base + Hysteresis Lock
Factor Attribution Breakdown
Risk-On Rally
0%
Equities○3w
Liquidity○2w
Interest Rates○1w
FX / Dollar○1w
Commodities○1w
Risk-Off Correction
69.2%
Equities○3w
Liquidity✓3w
Interest Rates✓1w
FX / Dollar✓1w
Stagflationary Shock
46.9%
Equities○3w
Commodities○3w
Interest Rates✓2w
Liquidity✓2w
Goldilocks Growth
6.6%
Equities○3w
Interest Rates○2w
Commodities◒1w
Liquidity○1w
Reflation / Inflation Trade
30.4%
Commodities○3w
Interest Rates✓2w
Equities○1w
FX / Dollar○1w
Liquidity○1w
Credit Crunch
10%
Liquidity✓3w
Equities○3w
Commodities◒2w
FX / Dollar✓1w
USD Wrecking BallClassified Regime
80.6%(+ Hysteresis Buffer applied to active regime)
FX / Dollar✓3w
Equities○2w
Liquidity✓2w
Interest Rates✓1w
Liquidity-Driven Rally
0%
Liquidity○3w
Equities○2w
FX / Dollar○2w
Interest Rates○1w
Scenario Simulator
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Scenario Simulator
Simulate custom macroeconomic conditions by overriding prevailing market parameters. Sliders feed into the scoring matrix to dynamically recalculate the simulated regime, model portfolio, and trade ideas.
Adjusting sliders shifts signal strengths and flips regimes.
Force macro factors dynamically to test how the heuristic matrix weights reclassify matches. Sliders trigger a sub-10ms local solver tick.
SPY 20D Price Change?
+1.1%SPY 20D Price Change
S&P 500 price return over the trailing 20 trading days (approx. 1 month). Drag right to simulate a rising market (risk-on), drag left to simulate a correction (risk-off).
↑ Risk-On/Reflation | ↓ Risk-Off/Credit Crunch
-15% (Correction)Neutral+15% (Surging)
VIX Level?
15.4VIX (Volatility Index)
Cboe Volatility Index measuring market expectations of 30-day implied volatility. Known as the 'fear gauge'.
↑ Vol Stress (Tightening) | ↓ Low Vol (Accommodative)
9.0 (Complacency)15.060.0 (Panic)
10Y Treasury Yield?
5.27%10Y Treasury Yield
Yield on benchmark 10-year US Treasury bonds. Reflects long-term growth, inflation expectations, and monetary policy trajectory.
↑ Restrictive / Hawkish | ↓ Accommodative / Dovish
1.50% (Accommodative)4.00%6.50% (Restrictive)
USD Index (DXY)?
102.3USD Index (DXY)
Measures the value of the US Dollar against a basket of six major foreign currencies. The global funding currency.
↑ Dollar Squeeze (Tightening) | ↓ Weak Dollar (Easing)
90.0 (Weak USD)102.0120.0 (Wrecking Ball)
IG Credit Spread OAS?
82 bpsIG Credit Spread OAS
Option-Adjusted Spread of investment-grade corporate bonds over Treasuries. Indicates bank lending standards and market stress.
↑ Credit Squeeze (Risk-Off) | ↓ Benign Spreads (Risk-On)
50 bps (Easy Credit)100 bps250 bps (Systemic Strain)
Gold 20D Price Change?
-5.5%Gold 20D Price Change
Percentage return of Spot Gold over the trailing 20 trading days (approx. 1 month). Momentum measures the rate and strength of the price trend—positive values reflect a safe-haven or inflation-hedging bid, while negative values show real-yield pressure.
↑ Safe Haven Bid / Reflation | ↓ Real Yield Pressure
-10%Flat+10% (Gold Surge)
Oil 20D Price Change?
-2.4%Oil 20D Price Change
Percentage return of WTI Crude Oil over the trailing 20 trading days (approx. 1 month). Momentum measures the rate and strength of the price trend—positive values reflect a surge in commodity demand or supply shock, while negative values reflect demand destruction.
↑ Commodities Bullish / Reflation | ↓ Demand Destruction
-15% (Crash)Flat+20% (Inflationary Shock)
Signal Core Components
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Signal Core Components
The model aggregates daily financial market data into 5 fundamental pillars. Each pillar resolves to a direction (Bullish, Bearish, or Neutral) and a confidence/strength score representing the intensity of the trend.
Click any card to inspect granular underlying metrics.
▼ bearishInterest Rates
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Interest Rates component
Measures long-term bond yields, yield curve steepness, and inflation expectations. Anchored by the 10-Year Treasury Yield, 5-Year Breakeven Inflation, and 5Y5Y Forward Inflation.
10Y yield rising +10bps over 20D
STRENGTH95/100
Metrics▼
▲ bullish USDFX / Dollar
?
FX / Dollar component
Measures the strength of the US Dollar (DXY) and foreign currency funding stress. High USD acts as a global monetary tightening mechanism.
DXY strong at 102.3
STRENGTH85/100
Metrics▼
● neutralEquities
?
Equities component
Measures the intermediate-term price momentum of the S&P 500 (SPY), Market Breadth (% above 50/200-DMA), Equity Risk Premium (ERP), relative sector rotation, and equity market implied volatility (VIX).
SPY flat at +1.1% over 20D
STRENGTH45/100
Metrics▼
▼ mildly bearishCommodities
?
Commodities component
Measures cost-push supply inflation (Oil), real interest rate/safe-haven trends (Gold), and global industrial growth demand (Copper).
Gold falling -5.4% in 20D — risk of real yield pressure
STRENGTH55/100
Metrics▼
▼ tighteningLiquidity
?
Liquidity component
Measures net systemic financial conditions, including central bank reserve changes, corporate credit spreads, Yen carry trade stress, and VIX/VXV term structure ratio.
IG OAS at 82bps — benign credit
STRENGTH70/100
Metrics▼
Tactical Model Portfolio
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Tactical Model Portfolio
A dynamic, risk-parity allocation across four major asset classes (Equities, Bonds, Commodities, Cash). The weights automatically shift based on the current regime's volatility and historical risk-adjusted return profiles.
Optimized for drawdown protection in the active regime.
Risk-Parity Allocator100% Fully Allocated
UUP (US Dollar Long)50%
BIL (Short T-Bills)30%
XLP (Defensive Staples)20%
Simulated weighting maps structural conditions back into dynamic risk allocations designed to maximize volatility-adjusted carry protection in the active USD Wrecking Ball regime.
High-Conviction Trade Blueprints
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Classified: USD Wrecking BallHigh-Conviction Trade Blueprints
Actionable trade structures (long/short plays) aligned with the active macroeconomic regime. Trade conviction represents how strongly the current signal vectors support the thesis of each blueprint.
Updates dynamically under simulated conditions.
01
Russell 2000 Small Caps (IWM)
↓Short
78.8%
Small caps have highest leverage and refinancing risk in tightening liquidity. VIX at 15.4.
02
Long-Duration Bonds (TLT / 20Y+)
↑Long
78.8%
Regime structural framework targets duration, but yields at 5.3% require scale-in execution rather than chasing momentum.
03
US Dollar Index (UUP / DXY)
↑Long
76.3%
USD benefiting from safe-haven flows. DXY at 102.3 with global liquidity tightening.
Historical Regime Transition Timeline
Active Regime:2026-10-08
USD Wrecking Ball
Confidence: 76.4%Regional Crude & Energy Impact Vector
WTI Crude: $90.81(-2.4% 20D)
Neutral🇺🇸
United States
Net oil exporter since 2019. At $91/bbl (-2.4% 20D), energy sector earnings tailwind roughly offsets consumer purchasing-power drag. Permian Basin capex supports the domestic industrial cycle.
VULNERABILITY● Neutral
Strong Headwind🇪🇺
Europe
90%+ import dependent. Oil moderate at $91/bbl (-2.4% 20D) acts as a direct tax on Eurozone consumers, compresses industrial margins, worsens the current account, and is stagflationary for the ECB.
VULNERABILITY▼▼ Strong Headwind
Strong Tailwind🛢️
Oil-Producing EM
Saudi Arabia, UAE, Nigeria, Brazil, Colombia receive windfall fiscal revenues at $91/bbl (-2.4% 20D). Sovereign wealth funds expand, local FX strengthens, equity energy sectors outperform.
VULNERABILITY▲▲ Strong Tailwind
Strong Headwind🏭
Consumer EM
India, China, South Korea, Indonesia, Turkey face surging import bills at $91/bbl (-2.4% 20D). Current account deficits widen, EM currencies weaken vs USD, domestic inflation rises — forcing central bank tightening into a growth slowdown.
VULNERABILITY▼▼ Strong Headwind
Signal Decision & Scoring Pipeline
01 / INGESTION
Raw Feed Inputs
?01 / INGESTION
Pulls real-time financial market parameters from index feeds, sovereign yield curves, and credit options.
SPY 20D+1.1%
VIX15.4
10Y Yield5.27%
USD Index102.3
OAS Spread82bps
Gold 20D-5.5%
Oil 20D-2.4%
▼▶
02 / EXTRACTION
Resolved Vectors
?Resolved Vectors
Model-resolved cross-asset direction vectors for each of the 5 macro pillars. Hover over any individual pillar in the list below to view its specific mapping definition.
Interest Rates
Interest Rates
Measures long-term bond yields, yield curve steepness, and inflation expectations. Anchored by the 10-Year Treasury Yield, 5-Year Breakeven Inflation, and 5Y5Y Forward Inflation.
▼ bearish
FX / Dollar
FX / Dollar
Measures the strength of the US Dollar (DXY) and foreign currency funding stress. High USD acts as a global monetary tightening mechanism.
▲ bullish USD
Equities
Equities
Measures the intermediate-term price momentum of the S&P 500 (SPY), Market Breadth (% above 50/200-DMA), Equity Risk Premium (ERP), relative sector rotation, and equity market implied volatility (VIX).
● neutral
Commodities
Commodities
Measures cost-push supply inflation (Oil), real interest rate/safe-haven trends (Gold), and global industrial growth demand (Copper).
▼ mildly bearish
Liquidity
Liquidity
Measures net systemic financial conditions, including central bank reserve changes, corporate credit spreads, Yen carry trade stress, and VIX/VXV term structure ratio.
▼ tightening
▼▶
03 / ENGINE
Weighted Matrix
?03 / ENGINE
Runs a matrix comparison between active signal vectors and target regime templates. Incorporates dynamic volatility-scaling weights and a +10% hysteresis buffer.
Scoring Classifier
Measures compatibility between active vectors and target templates.
Dynamic Scaling
VIX Vol Adj:Neutral
Buffer Lock:+10% Hysteresis
▼▶
04 / ACTIONABLE
prevailing state
?04 / ACTIONABLE
Outputs the classified regime, portfolio allocations, and high-conviction trade blueprints in real-time.
Classified Regime
USD Wrecking Ball
Conviction: 76.4%
Tactical Playbook
Trade:Russell Short
Risk-Parity:UUP (50%)