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)
A regime change is flagged when today's quadrant differs from yesterday's. No action yet.
B
Confirmed only if the same quadrant holds on day+1 and day+2. Eliminates 42% of false signals.
C
Unconfirmed flags are ignored — the previous regime remains active. ~16 confirmed changes/year.
④ Q4 Inflation Gate
A
If Q4 fires but 63d DBC+GLD momentum is still positive, inflation hasn't rolled over — false signal.
B
Action: skip — hold the previous regime. 63% of historical Q4 signals filtered this way.
C
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 — How Data Is Fetched
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Data source — Yahoo Finance free API. Routed via own Nginx /yf/ proxy — no third-party dependency, no rate limits.
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 How to Use This Dashboard
1
Check the current regime — Open the Live Regime tab. The large coloured card tells you which of the four quadrants is active and how long it has been running.
2
Read the three signal gauges — Green bar = growth rising. Amber bar = inflation rising. Blue dashed = inflation gate. Bars left of centre = negative signal.
3
Check confirmation status — Only act when the pill reads CONFIRMED. A pending change needs 3 consecutive days before it is official.
4
Review the ETF tiles — Long tiles show the recommended basket for this regime with live 20-day and 5-day returns. Short tiles show what tends to underperform.
5
Subscribe to alerts — Enter your email in the alert box on the Live Regime tab to get notified on confirmed regime changes (~16 per year).
6
Check the History tab — See how regimes have shifted over the past 3M/6M/1Y alongside SPY price. Use signal chart to spot divergences early.
Important: This is a signal framework, not a trading system. Always review the Backtest Stats tab to understand hit rates and false signal rates before acting. See the full disclaimer below.
⚠️ DISCLAIMER — NOT INVESTMENT ADVICE
This dashboard is provided for informational and educational purposes only and does not constitute investment advice, a recommendation to buy or sell any security, or an offer to provide investment advisory services. Past regime accuracy does not guarantee future results. All backtested results are hypothetical and do not reflect actual trading or the impact of transaction costs, taxes, or fees. You must conduct your own research and consult a qualified financial advisor before making any investment decisions. The authors accept no liability for investment decisions made using this tool.