Tactical Alpha Dashboard

Macro Overview Macro Quad Grid STIR & Central Banks COT & Options Skew Narrative NLP
Markets Open NY: 13:35:29  |  LDN: 18:35:29  |  STO: 19:35:29
Active Macro Regime (Proprietary RoC Model) Growth ↑ | Inflation ↑
QUAD 2: REFLATION (Expansion)
Slants: Commodities, Energy, Financials, Industrials
Global Liquidity Impulse (Big 5 CB + M2 RoC) $64.82T (+2.4% 3M)
66th Percentile — Expanding Liquidity +1.8σ Impulse
Max Pain Trade / Crowded Positioning COT Stretch
LONG GOLD / SHORT JPY (+2.3σ)
S&P 500 – 5,842 (+0.84%)
DXY – 102.90 (-0.38%)
US 10Y – 4.18% (+4.2bps)
US 2s10s – +18bps (+3.1bps)
VIX – 15.40 (-6.2%)
MOVE – 96.80 (-2.4%)
CVIX – 7.62 (+0.9%)
Cu/Au Ratio – 0.00194 (+1.8%)
Brent – $77.40 (-1.1%)

Macro Regime Grid (Growth Δ vs. Inflation Δ)

Proprietary RoC Model
Growth (Δ)
+1.42σ ↑
Inflation (Δ)
+0.58σ ↑
Active Regime
Quad 2
Period: Oct (NOW)
Growth (Δ): +1.42σ
Inflation (Δ): +0.58σ
State: Quad 2: Reflation / Expansion
● Quad 1 Growth ↑ | Infl ↓
Goldilocks / Disinflation
Tech, Growth Equities, Cons. Discretionary
● Quad 2 Growth ↑ | Infl ↑
Reflation / Expansion
Commodities, Energy, Financials, Industrials
● Quad 4 Growth ↓ | Infl ↓
Deflation / Deflationary Risk
Long-term Bonds, Defensive/Low-Beta, Cash
● Quad 3 Growth ↓ | Infl ↑
Stagflation
Gold, Utilities, Defensive Equities, Cash

Positioning, Skew & Vol Sentinel

Options & Flow Microstructure
Composite Dealer Gamma & Vol Score 72/100
COT & 25Δ Skew
Net Spec Flow $245.8B
  • Gold (XAU) Spec 92%
  • USD Aggregate 68%
  • EUR/USD Spec 54%
  • JPY Net Short 12%
Cross-Asset Vol %ile
MOVE CVIX VIX

Narrative Gravity & Central Bank NLP

NLP Narrative Engine
Soft Landing / Reflation Impulse
+84% Attention Data: +1.4σ
Consensus
Fed Shallow Easing Cycle
+1.6σ Hawkish Fedspeak NLP
Dominant
US Fiscal Term-Premium Expansion
+62% Attention 10Y TP: +22bps
Accelerating
China Stimulus Reality Gap
+0.5σ Impulse Media: Bearish
Contrarian Buy
View full NLP Fedspeak Word Cloud

Central Bank OIS Pricing & Economic Surprise (ESI)

12M Implied Path
Central BankPolicy12M OISESIStance
US FED Reserve
4.75%-75bps+28.4Hawk-Pause
EU ECB Eurozone
3.25%-115bps-18.2Dovish
UK BOE Sterling
4.75%-85bps+14Neutral
JP BOJ Japan
0.25%+35bps+19.5Hiking

Cu/Au Ratio vs. 10Y & Regime Breaks

30D Rolling
Cu/Au Ratio Confirming 10Y Yield Breakout 30D Corr: +0.84
Bullish Cyclicals Read more
USD/JPY Decoupling from US-JP 2Y Spread 30D Corr: +0.31
Mean-Reversion Read more

Macro Risk & Catalyst Matrix

Today ▾
🕒 09:30 High
US Retail Sales & Claims
Implied SPX: ±0.85%
🕒 10:00 High
ECB Rate Decision
OIS Priced: -25bps (94%)
🕒 14:00 Medium
China GDP & Ind. Prod
AUD O/N Vol: 11.4%
🕒 16:00 Medium
Fed Waller Speech (NLP)
Focus: Neutral Rate R*