Macro Regime Tracker

Current Regime

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Days Active

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Hit Rate

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Avg Fwd 20d

3-Day ConfirmationCONFIRMED

Inflation Gate (63d)—

Q4 Filter ActiveN/A

Growth Signal (SPY 20d)—

Inflation Signal (DBC/DBA+GLD 20d)—

Signal SourcesSPY · DBC/DBA · GLD

Growth · SPY 20d Return

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Inflation · DBC/DBA+GLD 20d (hybrid)

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Infl Gate · DBC+GLD 63d

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Recommended ETFs — — · Live 20d & 5d returns

Short Candidates — — · Underperform in this regime

Recent Track Record — Last 5 Trading Days

DateRegimeSPY DayGrowth 20dInflation 20dGate 63dNotes

Regime Change Alerts · Email Notification

Get notified when a confirmed regime change is detected (~16 alerts/year).

Saves to browser storage. Connect Vercel + Upstash + Resend for production email delivery (see How It Works).

Regime History · SPY Price + Quadrant Background

Q1 Goldilocks

Q2 Overheating

Q3 Stagflation

Q4 Deflation

Signal Strength · Growth vs Inflation (20d) vs Gate (63d)

Green — Growth (SPY 20d)
Above 0% = growth rising → risk-on. Below 0% = risk-off.

Amber — Inflation (DBC/DBA+GLD 20d)
Above 0% = inflation rising → commodities. Below 0% = bonds/tech.

Blue dashed — Gate (63d)
Above 0% = CPI still elevated → Q4 blocked. Below 0% = gate clear.

Regime = where the two solid lines sit vs zero. Both above → Q2. Green above, amber below → Q1. Both below (gate clear) → Q4. Green below, amber above → Q3.

15-Year Accuracy by Quadrant · Jan 2010–Apr 2026 · 3-day confirmation · Q4 inflation gate · Hybrid DBC/DBA proxy

Configuration Comparison · Hit Rate vs False Signal Rate

Methodology

68 ETFs · Jan 2010–Apr 2026 · 4,082 trading days (~16 years) · 263 confirmed regime changes · 3-day confirmation filter (13–20% false signal rate vs 38% in 5yr test) · Hybrid inflation proxy: DBC→DBA when energy premium >6pp (geopolitical filter) · Q4 gate: requires 63d commodity momentum negative · Captures: taper tantrum, COVID, rate-hike cycle, QE era · Q4 hit rate 50% over 15yr (bonds worked pre-2021)

① Signal Calculation (daily)

Growth proxy — SPY rolling 20-day return. Positive = growth rising.

Inflation proxy — DBC + GLD rolling 20-day avg. Swaps DBC→DBA if energy premium >6pp (geopolitical filter).

Inflation gate — DBC + GLD rolling 63-day return. Positive ≈ sustained CPI above 3%. Used only to filter false Q4 signals.

② Quadrant Assignment

Goldilocks — Growth ↑ Inflation ↓ → Tech, Growth equities
QQQ · IWF · MGK · SMH · XLK · XLY · XHB · IWM

Overheating — Growth ↑ Inflation ↑ → Commodities, Cyclicals
XLE · XLB · SLV · DBC · GLD · XLI · SMH · XHB

Stagflation — Growth ↓ Inflation ↑ → Gold, Energy, Short bonds
GLD · SLV · USO · XLE · SHY · XLK

Deflation — Growth ↓ Inflation ↓ → Defensives, Mid bonds (gate must be clear)
XLU · XLP · XLV · IEF · IEI · SHY

③ 3-Day Confirmation Filter

A regime change is flagged when today's quadrant differs from yesterday's. No action yet.

Confirmed only if the same quadrant holds on day+1 and day+2. Eliminates 42% of false signals.

Unconfirmed flags are ignored — the previous regime remains active. ~16 confirmed changes/year.

④ Q4 Inflation Gate

If Q4 fires but 63d DBC+GLD momentum is still positive, inflation hasn't rolled over — false signal.

Action: skip — hold the previous regime. 63% of historical Q4 signals filtered this way.

When gate clears: act with XLU · XLP · XLV · IEF · IEI · SHY. Hit rate rises to 50%.

⑤ Style Factor Framework — What Works in Each Quadrant

Q1 — Goldilocks

Long: US Large Growth · High Momentum · Small Cap
Short: Energy · Intl/EM Equities
Bonds: Avoid duration
Crypto: IBIT opportunistic (satellite, high risk)
FX: USD neutral

Q2 — Overheating

Long: Commodities · Energy · Cyclicals
Short: Long Bonds · High Yield · EUR/JPY
Bonds: Short duration only
Crypto: Neutral — avoid
FX: USD strong, avoid EUR/JPY

Q3 — Stagflation

Long: Gold · Silver · Oil · Energy
Short: Long Bonds · EM Bonds · JPY
Bonds: Short duration only (SHY)
Crypto: IBIT opportunistic (satellite)
FX: USD strong, avoid JPY

Q4 — Deflation

Long: Defensives · Low Vol · Med Bonds
Short: Oil · Commodities · Frontier EM
Bonds: Med duration (IEF/IEI), avoid TLT
Crypto: Not recommended
Gate: Only fires when 63d infl gate is clear

⑥ Live Updates — Yahoo Finance via CORS Proxy

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Data source — Yahoo Finance free API. Routed via own Nginx /yf/ proxy — no third-party dependency, no rate limits.

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Calculation — SPY 20d (growth), DBC/DBA+GLD 20d hybrid (inflation), DBC+GLD 63d (gate). Under 2 seconds.

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Schedule — Auto-checks at 5pm CT weekdays. Countdown shown in top bar. Hit ↻ Refresh at any time.

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Alerts — ~16 confirmed changes/year. Subscribe via the alert box on Live Regime tab.

Note on UUP: Tested and excluded from all baskets — worst performer in Q4 in both high and low CPI environments (−0.46% and −1.35% respectively). The dollar strengthens during rate-hike cycles when Q4 shouldn't be active.

⑦ Production Setup — DigitalOcean · Nginx · Resend

DigitalOcean — Hosting

Ubuntu droplet running Nginx. Files in /var/www/regime-tracker/. SSL via Let's Encrypt. Yahoo Finance data routed via Nginx /yf/ proxy — no third-party dependency.

Node.js Cron — Daily Signals

cron.js runs at 7am UTC (1am CT) weekdays via crontab. Fetches Tiingo data, calculates signals, writes data.json, and emails subscribers on confirmed regime change.

Resend — Email Alerts

On confirmed regime change, send via Resend API (free 3,000/month) to all subscribers. Includes new quadrant, signals, ETF recommendations. ~16 emails/year per subscriber.

Quick start: DigitalOcean droplet · Nginx reverse proxy · Node.js + PM2 (subscribe-server.js on port 3001) · Tiingo API for daily signals · Resend for email alerts · Let's Encrypt SSL.