Standard macro backdrop plus EvolveCapital's own regime signals and the full asset universe by category.
Standard macro backdrop from FRED (plus WTI crude & gold from market prices), refreshed nightly. Change is versus the prior reading, in the series' own units (pp = percentage points). The 1M/3M/6M/12M chips below each chart show that horizon's change, its historical percentile rank, and (hover for detail) the S&P 500's forward 12-month return historically when that indicator was in the same percentile bucket — shown only where there's a large enough historical sample.
Central bank balance sheets (Fed, ECB, BOJ) plus a "Private Liquidity" group, with the same current-value/1M/3M/6M/12M-change/percentile/forward-S&P-500 treatment as the Macro tab, plus a t-test of each bucket's forward-return mean against the unconditional (all-history) mean — a * marks a statistically significant difference (p<0.05). Bank of England and the PBoC aren't included: BOE's only current-through-today FRED series is discontinued or historical-only (1701–2016), and the PBoC has no clean free current series on FRED at all — rather than substitute unreliable or scraped data, this covers 3 of the 5 "major" central banks. "Private Liquidity" approximates (does not replicate) Michael Howell/CrossBorderCapital's Global Liquidity Index private-sector component — his actual index is a proprietary weighted composite across ~80 countries; these are the closest free FRED proxies to his stated bank/shadow-bank-credit and repo/collateral-market inputs.
The exact regime signals EvolveCapital's own strategy filters already read — not generic indicators. See strategies/src/optimizations/dynamic.py and strategies/src/filter/top_performer_filter.py.
Inflation_Band is EvolveCapital's internal 0–5 classification of month-over-month CPI change (Supabase market_data.inflation_data). The only documented threshold is band ≥ 5 = "high inflation", which restricts strategies like theme_001 to Energy / International Equities / Infrastructure & Transportation / US Alt / Fixed Income that month (see filter_symbols_by_inflation_regime()). Bands 0–4 are internal percentile cutoffs not exposed by this API, so they're shown as a raw scale, not interpreted.
SMA bounce and deep-drawdown events for SPY (Supabase market_data.market_sma_events) — the same table _apply_market_regime_filters() reads to decide bounce-month restrictions (e.g. the Momentum/Growth/International-only rule for theme_001/factor_001).
| Event | Date |
|---|
Every ticker in Supabase's market_data.asset_category_mappings, grouped by category (a ticker can appear in more than one), with trailing compounded return by period. Not scoped to any single strategy's universe.
| Ticker | 1M | 3M | 6M | 12M |
|---|
The 11 GICS S&P 500 sectors (Select Sector SPDR ETFs), trailing return by period. Distinct from the By Assets tab's Supabase-driven category taxonomy — this is the standard 11-sector breakdown.
| Sector | Ticker | 1W | 1M | 3M | 6M | 12M |
|---|
Median return by calendar month, trailing 10 years only (median is more robust to a single outlier year than average; 10 years is more regime-relevant than three-plus decades back). Month-of-year rather than week-of-year: same sample depth per bucket either way, but week-of-year adds calendar-alignment noise from 52/53-week years. Click any month header below to sort by it; the current month is highlighted. Hover a cell or bar for the full breakdown (median, average, win rate, years of data).