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Complete Your Weekly Macro Review
See what changed, why it matters, and where the evidence came from.

The Weekly Macro Brief brings the current seven-state regime, every newly dated classifier input, freshness, and source methods into one repeatable review. Guest preview available; free accounts can save one completion per product week.

Use the short inline product tour for the weekly workflow, or take the longer Learn curriculum for the underlying concepts. Historical quantities remain traceable to published artifacts, disclosed samples, and source hashes.

398
Regime Changes
-0.18
Temporal Correlation
8,256
Days Analyzed
2003-2026
Data Coverage
Generated Aug 2026. Historical statistics reflect the 2003–2026 sample; see Methodology & validation
Current Regime
Loading...
Confidence
Uncalibrated
Live data from FRED, Yahoo Finance, DBnomics
View full snapshot β†’

From Raw Data to Regime Classification

The same process a macro analyst does in Excel, automated and applied to a generated descriptive history from 2003–2026.

πŸ“‘

Versioned Inputs

From FRED, DBnomics, and OECD. Series you can verify yourself.

WALCLM2SLVIXCLS
↓
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3 Display Dimensions

Net Liquidity = Fed Assets - TGA - RRP. Real M2 adjusted for inflation. Growth, Liquidity, Risk.

GrowthLiquidityRisk
↓
🧭

7 Regimes

Episode durations and observed next-state frequencies are read from the generated artifacts. See transitions β†’

Generated Historical Context

The longest observed episodes for each generated state are shown without hand-labelled event narratives. They come from 398 generated changes since 2003 and are descriptive, not independent validation.

Reflationary Expansion
2005-01-26 to 2005-04-13 (78 classified days)
Reflationary Expansion
2004-11-04 to 2004-12-20 (47 classified days)
Reflationary Expansion
2006-02-16 to 2006-03-22 (35 classified days)
Late Cycle Inflationary Boom
2023-08-20 to 2023-09-19 (31 classified days)
Late Cycle Inflationary Boom
2024-06-20 to 2024-07-20 (31 classified days)
Late Cycle Inflationary Boom
2025-01-20 to 2025-02-19 (31 classified days)
Stagflationary Squeeze
2017-02-20 to 2017-05-15 (85 classified days)
Stagflationary Squeeze
2023-05-26 to 2023-07-20 (56 classified days)
Stagflationary Squeeze
2025-08-05 to 2025-09-19 (46 classified days)
Disinflationary Slowdown
2017-05-16 to 2018-02-05 (266 classified days)
Disinflationary Slowdown
2019-06-20 to 2019-08-05 (47 classified days)
Disinflationary Slowdown
2016-11-17 to 2016-12-20 (34 classified days)
Post Shock Recovery
2013-10-11 to 2014-02-03 (116 classified days)
Post Shock Recovery
2015-02-06 to 2015-05-20 (104 classified days)
Post Shock Recovery
2013-07-11 to 2013-10-08 (90 classified days)
Crisis Liquidation
2007-11-02 to 2011-02-01 (1188 classified days)
Crisis Liquidation
2011-05-25 to 2013-01-13 (600 classified days)
Crisis Liquidation
2015-07-17 to 2016-10-03 (445 classified days)
Transitional
2019-10-21 to 2019-12-20 (61 classified days)
Transitional
2019-02-20 to 2019-04-19 (59 classified days)
Transitional
2025-11-26 to 2026-01-19 (55 classified days)
As of
Sep 1, 2026
Current regime
See Live β†’
Live VIX / HY spread
β€” / β€”
View full context β†’

The published timeline records a 36.8% Crisis-to-Recovery next-state frequency and 117 Crisis episodes since 2003. This is descriptive, not predictive. See methodology

Build 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. 1.Download 6 indicators from FRED (WALCL, WDTGAL, RRPONTSYD, M2SL, VIXCLS, BAMLH0A0HYM2)
  2. 2.Calculate Net Liquidity and Real M2 with proper adjustments
  3. 3.Apply z-score normalization, map to 3 dimensions (Growth, Liquidity, Risk)
  4. 4.Classify into 7 regimes as new source observations become available
4-8 hrs setup + 1 hr/weekManual process

VantMacro

Automated & traceable

Open the dashboard. See today's operational regime classification and the input evidence behind it.

Updated automatically when underlying data releases.

Backtested against 398 regime transitions (2003-2026).

Full methodology documentation so you can verify our work.

Manual setup:None
View Live Snapshot β†’

Want to build it yourself? We publish all our data sources and formulas. See the methodology β†’

Why VantMacro?

Stop juggling 12 tabs. Get the regime answer in 10 seconds, not 10 minutes.

Alternative
The Problem
VantMacro Solution
Bloomberg Terminal
High institutional cost ($25K+/year)
Regime analysis at a fraction of the price (Bloomberg pricing varies by contract)
FRED / Raw Data
Data without interpretation β€” requires technical setup
Data WITH regime context, thresholds, and implications
Real Vision / Gurus
Narrative-driven interpretation, subscription model
Transparent rules β€” validate any pundit's claim yourself
TradingView
Multiple scripts, no native framework β€” fragmented analysis
One empirical framework, three consistent lenses
Koyfin
Steep learning curve, paywalled historical data
10-second regime read, full methodology published

"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 β€” 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.

Pro
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Global Liquidity Tracker

Track the disclosed Fed Assets minus TGA minus RRP proxy. The former liquidity–NASDAQ level regression is excluded because mixed units and non-stationary levels made its fit unreliable ( see Methodology). Updated when the underlying releases arrive.

🌍

Market Regime Detection

The dashboard combines growth, inflation, liquidity, volatility, and credit inputs under a disclosed operational method. Generated case studies show the dated observations without treating curated episodes as classifier-accuracy labels.

Pro
🌀️

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.

New
πŸ“š

Knowledge Hub

In-depth guides, concepts, frameworks, and generated case-study evidence. Empirical quantities are rendered from versioned artifacts instead of copied into article prose.

Explore
🧠

Transparent Methodology

Historical quantities and classifier boundaries are generated from versioned artifacts. We publish samples, source hashes, temporal-stability checks, methods, and limitations without presenting descriptive bins as calibrated probabilities.

Explore the live regime snapshot, read the methodology, or browse the Knowledge Hub.

Simple, Transparent Pricing

See today's macro regime for free. Upgrade for the full professional platform.

Free

See the current regime for free

$0/month
  • βœ“Current macro regime snapshot
  • βœ“Methodology & transparency pages
  • βœ“Preview of Pro dashboards
  • βœ“No credit card required
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$20/month
  • βœ“Full Liquidity / Indicators / Risk workspaces
  • βœ“Asset Performance & global asset tracking
  • βœ“Correlations, backtests & historical analysis
  • βœ“Updated as data is released (daily/weekly/monthly)
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Frequently Asked Questions

A calibrated classifier-accuracy estimate is not currently available. We publish descriptive results across 398 generated regime transitions since 2003, plus a median-date temporal comparison whose average regime-return correlation is -0.18. That comparison measures stability of asset-return patterns, not whether the classifier predicted an independently labelled regime.

Get in Touch

Or email us directly at [email protected]