Institutional Quantitative Market Alerts
Synthesized multi-asset indicators, business cycle stages, central bank liquidity flows, and systematic divergence alerts designed to detect major market tops, bottoms, and regime shifts.
Global Wealth & S&P 500 Divergence Radar
Consolidated daily tracking of the world's $750 Trillion capital stack (Real Estate, Fixed Income, Equities, Gold, Crypto, M2) and multi-asset divergence early warning system against the S&P 500.
FRED Macro & Business Cycle Stages
Automated 6-stage Pring-Turner economic cycle model powered directly by St. Louis Fed macro data: Treasury yield curve inversion (10Y-2Y), corporate credit risk spreads (BAA-AAA), and inflation trends.
Fidelity Business Cycle & Sector Rotation
Quantitative sector rotation based on Fidelity Investments AART research. Real-time cycle tracking across 4 phases (Early, Mid, Late, Recession) with tactical sector overweights, underweights, and historical SPY regime bands.
John Murphy Intermarket Asset Clock
Classic intermarket analysis tracking the 4 foundational pillars: Equity Trend (SPY), US Dollar (DXY), Commodities/Gold (GC=F), and Long-Term Treasuries (TLT) across 5 alert levels (Level 5 worst).
Michael Howell Global Liquidity Cycle
Empirical 4-phase macroeconomic liquidity cycle (Rebound, Calm, Speculation, Turbulence) by CrossBorder Capital, measuring real Federal Reserve net liquidity (WALCL - TGA - RRP) and collateral momentum.