Live data is fetched on demand from public market feeds and may be delayed, approximate, or incomplete; treat every number as indicative, not authoritative. Regime classification is a heuristic reading of the framework, not a forecast. Nothing here is financial advice — it is an educational lens for organizing what the market is doing. Verify all figures against your own data before acting.
Growth expectations × inflation expectations. The whole macro lens. The live read above plots today onto exactly this 2×2. Click any quadrant.
Each point = what investors demand to lend the US government for that duration. The shape matters more than the levels.
Longer = more risk = higher yield. Market expects positive growth, persistent inflation, heavy Treasury issuance.
Classic recession signal — market expects the Fed to cut sharply because growth is failing.
Long end rising fastest. Punishes long-duration assets: TLT, growth-stock DCFs, levered real estate.
Short end falling fastest = Fed cuts being priced in. Often precedes a growth recovery — or confirms a scare.
The 30Y is the discount rate the whole world uses for long-duration valuation. Every growth-stock model and every infrastructure project competes with it. Watch TLT in the live tab as your proxy: TLT weak = long yields rising = duration pain.
For every asset the dashboard answers three questions. Internalize them and you read 50 rows in 30 seconds.
Intermediate momentum. Are funds buying or selling over weeks-to-months? Big positive = aggressive inflow.
Regime filter. The single most important line in technical analysis. Above = bull, below = bear. Don't fight it.
0% = yearly low, 100% = yearly high. Tells you whether momentum is fresh or stale.
↗ Above 200d + high in range → trending leader buy strength
↘ Above 200d + low in range → pullback in uptrend accumulate
↗ Below 200d + high in range → bear-market rally fade
↘ Below 200d + low in range → broken avoid
No asset moves alone. The relationships carry more information than any single price.
Stocks ↑ + Bonds ↑ → Goldilocks. Rare. Fed cutting into healthy growth.
Stocks ↑ + Bonds ↓ → Reflation. Growth shrugging off rates.
Stocks ↓ + Bonds ↑ → Recession trade. Flight to safety.
Stocks ↓ + Bonds ↓ → Stagflation panic. Nowhere to hide.
QQQ vs IWM — breadth. IWM leading = participation widening.
TLT vs HYG — duration vs credit. They usually move together; divergence is a signal.
USO vs DXY — inflation vs dollar. Strong oil + weak USD = inflation building.
EWT/KOSPI — the AI-semi cycle expressed as country bets.
Macro asks what money is doing; sentiment asks how investors feel. The composite hides divergences — and the divergences are the signal.
VIX volatility · Momentum trend · Price Strength highs vs lows · Breadth participation · Put/Call speculation · Junk demand credit appetite · Safe-haven hedging.
Momentum HIGH + Breadth LOW → narrow leadership ⚠️
Composite GREED + Safe-haven HIGH → hedged bull, not real greed ⚠️
Junk demand LOW + equities at highs → credit not confirming ⚠️
Breadth is backward-looking (it tells you what already happened to participation). Junk-bond demand and safe-haven flows are forward-looking (what allocators are doing with money now). When they disagree, the forward signals are usually the smarter read.