Global Liquidity & Macro Regime Dashboard
Analyzed across 427 regime changes (2003–2026).
Track Global Liquidity, Market Regimes & Business Cycles
80% directional accuracy (see definition). Data from 2003–2026. One readable snapshot.
VantMacro classifies markets into 7 distinct regimes using empirical data from 2003-2026. See where we are today and what has historically tended to follow in similar conditions.
The 2008 crisis lasted 246 days. COVID lasted 33. Track global liquidity and market health without the terminal—every threshold is empirically derived and verifiable.
From Raw Data to Regime Classification
The same process a macro analyst does in Excel, automated and backtested against market history from 2003–2026.
12 Core Indicators
From FRED, DBnomics, and OECD. Series you can verify yourself.
3 Dimensions
Net Liquidity = Fed Assets - TGA - RRP. Real M2 adjusted for inflation. Growth, Liquidity, Risk.
7 Regimes
Reflationary Expansion lasts 16 days (median). Each regime has empirical transition probabilities. See transitions →
What VantMacro Showed During Market Crises
Backtested against 427 regime transitions since 2003. Here's what the indicators looked like at major turning points.
| Date | Event | Regime | VIX | Credit Spread | What Followed Next |
|---|---|---|---|---|---|
| Sep 15, 2008 | Lehman Collapse | Crisis/Liquidation | 31.7 | 905bp | 246 days of crisis, then recovery |
| Mar 23, 2020 | COVID Bottom | Crisis/Liquidation | 61.6 | 1,087bp | Shifted to recovery after 33 days |
| Oct 2022 | Fed Tightening Peak | Stagflationary Squeeze | 32.9 | 583bp | Transition to Disinflationary Slowdown |
| Jan 25, 2026 | Current Market | See Live → | — | — | View full context → |
Crisis regimes have transitioned to Post-Shock Recovery 88.5% of the time (n=21 crisis periods since 2003). Historical transition rates do not guarantee future outcomes. See methodology
See the full 427 regime transitionsBuild It Yourself or Use VantMacro
Everything we do is replicable with public data. Here's what the manual process looks like.
DIY Approach
Manual data processing
- 1.Download 6 indicators from FRED (WALCL, WDTGAL, RRPONTSYD, M2SL, VIXCLS, BAMLH0A0HYM2)
- 2.Calculate Net Liquidity and Real M2 with proper adjustments
- 3.Apply z-score normalization, map to 3 dimensions (Growth, Liquidity, Risk)
- 4.Classify into 7 regimes, update weekly when new data releases
VantMacro
Automated & validated
Open the dashboard. See today's regime with confidence scores.
Updated automatically when underlying data releases.
Backtested against 427 regime transitions (2003-2026).
Full methodology documentation so you can verify our work.
Want to build it yourself? We publish all our data sources and formulas. See the methodology →
Why VantMacro?
Stop juggling 12 tabs. Get the regime answer in 10 seconds, not 10 minutes.
"No more 12 tabs"
Fed data, credit spreads, and regime context in one view
"Verify the narrative"
Check any claim against empirical data
"No PhD required"
From raw data to regime answer in 10 seconds
Fed + ECB + BoJ + PBOC in one view
Track global central bank liquidity — not just the US. See where the world's money is expanding or contracting.
Professional Macro Dashboard Features
Track global liquidity, market regimes, and business cycles with our empirically-grounded composite engine. Three-dimensional analysis keeps the macro story consistent and transparent.
Global Liquidity Tracker
Net liquidity has historically moved with NASDAQ price levels in our sample (R² = 0.68, log-levels; weekly, 2003–2025; see Methodology). Track the formula that matters: Fed Assets minus TGA minus RRP. Updated weekly when the Fed releases WALCL.
Market Regime Detection
The 2008 crisis was Crisis/Liquidation for 246 consecutive days. COVID lasted 33. Our classifier identifies regimes using VIX, credit spreads, and CFNAI—the same indicators that defined those periods.
Business Cycle Indicators
Bittel's Macro Seasons framework, operationalized. When growth rises and inflation falls, it's 'Spring' (early-cycle). When both fall, it's 'Winter' (recession). See where we are now.
Knowledge Hub
16 in-depth articles. How the 2020 liquidity flood preceded a rapid recovery. Why credit spreads went from 357 to 1,087 basis points in 5 weeks. Learn with real data.
Transparent Methodology
Every threshold is empirically derived. We publish effect sizes, out-of-sample validation (see Methodology for correlation metrics), and honest limitations. No black boxes—verify our work yourself.
Simple, Transparent Pricing
See today's macro regime for free. Upgrade for the full professional platform.
Free
See the current regime for free
- ✓Current macro regime snapshot
- ✓Methodology & transparency pages
- ✓Preview of Pro dashboards
- ✓No credit card required
Pro
Unlock the full macro intelligence platform
- ✓Full Liquidity / Indicators / Risk workspaces
- ✓Asset Performance & global asset tracking
- ✓Correlations, backtests & historical analysis
- ✓Updated as data is released (daily/weekly/monthly)
30-day money-back guarantee · Cancel anytime · Taxes may apply based on location
Get macro regime updates
Weekly snapshots, feature launches, and data updates delivered to your inbox.
Frequently Asked Questions
How accurate is the regime classification?
↓We've backtested 427 regime transitions since 2003. Equities show statistically significant regime dependence (p < .001). Effect sizes are small on daily returns (~1%) but compound over regime periods of 3-31 days. Out-of-sample, magnitude correlation averages 42% with strong directional consistency. We're transparent about what works (equities, high-yield) and what doesn't (bonds, gold show weak regime dependence).
What's included in the free tier?
↓The free tier gives you today's composite macro regime snapshot with confidence scores, plus full access to our methodology and 16 in-depth Learn Hub articles. No signup required. Pro unlocks the deep-dive workspaces: liquidity analysis, economic indicators, market risk, correlations, historical backtests, and period comparisons.
Where does the data come from?
↓Twelve core series from FRED (M2SL, WALCL, VIXCLS, BAMLH0A0HYM2), DBnomics (ISM PMI), and OECD (CLI). Every data point is verifiable—we publish the exact series IDs so you can check our work. No black-box proprietary data.
How often is data updated?
↓Updates follow each source's release cadence. Fed balance sheet (WALCL) updates weekly on Thursdays, CPI and employment are monthly, VIX and credit spreads update daily. We focus on 'as-released' accuracy rather than noisy intraday updates.
What does Pro include?
↓Pro unlocks the full 8,039-day regime history (2003-2026), transition probability matrix, Global Liquidity workspace (Fed, M2, central banks), Economic Indicators, Market Risk analysis, Asset Correlations by regime, Historical Backtests with empirical validation, and Period Comparisons. All for $20/month • Cancel anytime.
Do you offer buy/sell alerts?
↓Not yet. VantMacro surfaces the regime—you make the decisions. Our 80% directional accuracy is good for context and risk framing, but effect sizes are modest (~1% daily). Use regimes for allocation context, not mechanical timing. Alert functionality is on the roadmap.
Get in Touch
Or email us directly at [email protected]