CROSS-ASSET|SIGNAL ENGINE
Rule-based macro regime classifier aggregating rates, FX, equities, commodities, and liquidity into actionable, institutional-grade trade structures.
Engine Tick: 7/9/2026, 6:17:40 PM
AI SummaryAccording to CondorEdge, the prevailing global macroeconomic regime is classified as "Liquidity-Driven Rally" with a model conviction score of 63.1%. 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
Liquidity-Driven Rally
Model Conviction
63.1%67.7% Base + Hysteresis Lock
Factor Attribution Breakdown
Risk-On Rally
66.4%
Equities✓3w
Liquidity✓2w
Interest Rates○1w
FX / Dollar○1w
Commodities○1w
Risk-Off Correction
0%
Equities○3w
Liquidity○3w
Interest Rates○1w
FX / Dollar○1w
Stagflationary Shock
0%
Equities○3w
Commodities○3w
Interest Rates○2w
Liquidity○2w
Goldilocks Growth
67.8%
Equities✓3w
Interest Rates○2w
Commodities◒1w
Liquidity✓1w
Reflation / Inflation Trade
28.2%
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 Ball
0%
FX / Dollar○3w
Equities○2w
Liquidity○2w
Interest Rates○1w
Liquidity-Driven RallyClassified Regime
67.7%(+ Hysteresis Buffer applied to active regime)
Liquidity✓3w
Equities✓2w
FX / Dollar○2w
Interest Rates○1w
Scenario Simulator
?
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?
+2.3%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?
16.0VIX (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?
4.53%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)?
100.9USD 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?
76 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?
-3.1%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?
-18.8%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.
● neutralInterest 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 stable (+0bps 20D)
STRENGTH45/100
Metrics▼
● neutralFX / 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 at 100.9
STRENGTH45/100
Metrics▼
▲ bullishEquities
?
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 up +2.2% in 20D — uptrend intact
STRENGTH61/100
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 weakening -3.1% in 20D
STRENGTH55/100
Metrics▼
▲ easingLiquidity
?
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 76bps — benign credit
STRENGTH75/100
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
QQQ (Nasdaq Growth)30%
BTC (High-Beta Spec)30%
IWM (Small Cap Cyclical)20%
EEM (Emerging Markets)20%
Simulated weighting maps structural conditions back into dynamic risk allocations designed to maximize volatility-adjusted carry protection in the active Liquidity-Driven Rally regime.
High-Conviction Trade Blueprints
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Classified: Liquidity-Driven RallyHigh-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
Bitcoin / Crypto (BTC, ETH)
↑Long
67%
Easing liquidity cycle with bullish risk appetite. Crypto acts as hyper-sensitive liquidity amplifier.
02
Emerging Markets (EEM / VWO)
↑Long
65.5%
Weak dollar + easing liquidity = EM tailwind. Capital flowing to higher-yielding markets.
03
Russell 2000 Small Caps (IWM)
↓Short
64.5%
Regime targets Small Caps for short, but recent positive momentum (+4.7% 20D) warrants caution.
04
S&P 500 (SPY)
↑Long
64.5%
Broad equity momentum positive (SPY 2.2% 20D). Risk-on conditions prevail.
05
Long-Duration Bonds (TLT / 20Y+)
↑Long
64.5%
Regime structural framework targets duration, but yields at 4.5% require scale-in execution rather than chasing momentum.
06
Short US Dollar (UDN / Short UUP)
↓Short
63.5%
Easing global liquidity weakens USD. Short the dollar to benefit from capital rotation to risk assets.
Historical Regime Transition Timeline
Active Regime:2026-07-09
Liquidity-Driven Rally
Confidence: 63.1%Regional Crude & Energy Impact Vector
WTI Crude: $71.62(-18.8% 20D)
Neutral🇺🇸
United States
Net oil exporter since 2019. At $72/bbl (-18.8% 20D), energy sector earnings tailwind roughly offsets consumer purchasing-power drag. Permian Basin capex supports the domestic industrial cycle.
VULNERABILITY● Neutral
Tailwind🇪🇺
Europe
falling import bills act as a tailwind
VULNERABILITY▲ Tailwind
Headwind🛢️
Oil-Producing EM
falling revenues compress fiscal budgets
VULNERABILITY▼ Headwind
Tailwind🏭
Consumer EM
falling import bills act as a tailwind
VULNERABILITY▲ Tailwind
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+2.3%
VIX16.0
10Y Yield4.53%
USD Index100.9
OAS Spread76bps
Gold 20D-3.1%
Oil 20D-18.8%
▼▶
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.
● neutral
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.
● neutral
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).
▲ bullish
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.
▲ easing
▼▶
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
Liquidity-Driven Rally
Conviction: 63.1%
Tactical Playbook
Trade:Bitcoin Long
Risk-Parity:QQQ (30%)