CROSS-ASSET|SIGNAL ENGINE
Rule-based macro regime classifier aggregating rates, FX, equities, commodities, and liquidity into actionable, institutional-grade trade structures.
Engine Tick: 10/31/2026, 4:52:47 PM
AI SummaryAccording to CondorEdge, the prevailing global macroeconomic regime is classified as "Risk-Off Correction" with a model conviction score of 89.2%. Active pillar telemetry: Liquidity (tightening, VIX: 19.4), Rates (bearish, 10Y: 4.93%), Equities (bearish), FX/Dollar (bullish usd, DXY: 101.9), Commodities (mildly bullish). This system evaluates daily cross-asset dynamics across 5 key pillars (Interest Rates, FX/USD, Equities, Commodities, and Net Liquidity) to construct institutional macro tilts and tactical trade ideation. Source: CondorEdge.com (https://condoredge.com/signal-engine).
Prevailing Macro Regime
Risk-Off Correction
Model Conviction
89.2%100% Base + Hysteresis Lock
Factor Attribution Breakdown
Risk-On Rally
5.1%
Equities○3w
Liquidity○2w
Interest Rates○1w
FX / Dollar○1w
Commodities◒1w
Risk-Off CorrectionClassified Regime
100%(+ Hysteresis Buffer applied to active regime)
Equities✓3w
Liquidity✓3w
Interest Rates✓1w
FX / Dollar✓1w
Stagflationary Shock
87.5%
Equities✓3w
Commodities◒3w
Interest Rates✓2w
Liquidity✓2w
Goldilocks Growth
0%
Equities○3w
Interest Rates○2w
Commodities○1w
Liquidity○1w
Reflation / Inflation Trade
44.5%
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
100%
FX / Dollar✓3w
Equities✓2w
Liquidity✓2w
Interest Rates✓1w
Liquidity-Driven Rally
0%
Liquidity○3w
Equities○2w
FX / Dollar○2w
Interest Rates○1w
Scenario Simulator
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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?
-0.9%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?
19.4VIX (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?
4.93%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)?
101.9USD 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?
89 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?
-6.6%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?
+15.2%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.
▼ bearishInterest 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 declining -7bps over 20D
STRENGTH85/100
Metrics▼
▲ bullish USDFX / Dollar
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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 strong at 101.9
STRENGTH60/100
Metrics▼
▼ bearishEquities
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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 flat at -0.9% over 20D
STRENGTH90/100
Metrics▼
▲ mildly bullishCommodities
?
Commodities component
Measures cost-push supply inflation (Oil), real interest rate/safe-haven trends (Gold), and global industrial growth demand (Copper).
Gold falling -6.6% in 20D — risk of real yield pressure
STRENGTH55/100
Metrics▼
▼ tighteningLiquidity
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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.
DXY near 1Y norm (Z=-0.1)
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
BIL (Short T-Bills)50%
TLT (Long Treasuries)30%
GLD (Gold Hedge)20%
Simulated weighting maps structural conditions back into dynamic risk allocations designed to maximize volatility-adjusted carry protection in the active Risk-Off Correction regime.
High-Conviction Trade Blueprints
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Classified: Risk-Off CorrectionHigh-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
US Short-Duration Treasuries (SHY / BIL)
↑Long
84.7%
Equities in correction (-0.9% 20D). Park capital in short-duration for safety + yield.
02
Russell 2000 Small Caps (IWM)
↓Short
82.2%
Regime targets Small Caps for short, but recent positive momentum (+0.5% 20D) warrants caution.
03
Long-Duration Bonds (TLT / 20Y+)
↑Long
82.2%
Regime structural framework targets duration, but yields at 4.9% require scale-in execution rather than chasing momentum.
04
US Dollar Index (UUP / DXY)
↑Long
79.7%
USD benefiting from safe-haven flows. DXY at 101.9 with global liquidity tightening.
05
VIX Futures / UVXY
↑Long
74.7%
Elevated fear (VIX: 19.4) during equity selloff creates momentum in vol-of-vol instruments.
06
Gold (GLD / GDX miners)
↑Long
74.7%
Regime structural factors favor Gold long-term, but active multi-sigma USD momentum and short-term gold liquidation (-6.6%) mandate defensive cash sizing.
Historical Regime Transition Timeline
Active Regime:2026-10-31
Risk-Off Correction
Confidence: 89.2%Regional Crude & Energy Impact Vector
WTI Crude: $104.12(+15.2% 20D)
Neutral🇺🇸
United States
Net oil exporter since 2019. At $104/bbl (+15.2% 20D), energy sector earnings tailwind roughly offsets consumer purchasing-power drag. Permian Basin capex supports the domestic industrial cycle.
VULNERABILITY● Neutral
Headwind🇪🇺
Europe
surging import bills act as a direct tax
VULNERABILITY▼ Headwind
Tailwind🛢️
Oil-Producing EM
windfall revenues support FX
VULNERABILITY▲ Tailwind
Headwind🏭
Consumer EM
surging import bills act as a direct tax
VULNERABILITY▼ Headwind
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-0.9%
VIX19.4
10Y Yield4.93%
USD Index101.9
OAS Spread89bps
Gold 20D-6.6%
Oil 20D+15.2%
▼▶
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.
▼ bearish
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.
▲ bullish USD
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).
▼ bearish
Commodities
Commodities
Measures cost-push supply inflation (Oil), real interest rate/safe-haven trends (Gold), and global industrial growth demand (Copper).
▲ mildly bullish
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.
▼ tightening
▼▶
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
Risk-Off Correction
Conviction: 89.2%
Tactical Playbook
Trade:US Long
Risk-Parity:BIL (50%)